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 July 31, 2019
Major holdings represent 16.2% of the fund.
View all holdings
Total # of
Equity Holdings
3225
Total # of
Fixed Income Holdings
1298
Holding name, country and sector Percentage of holding in fund
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
2.3%
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%
Bank of Montreal
Canada | Diversified Banks
1.8%
Government of Canada 2.25% 06-01-2029
Canada | Federal Government
1.7%
Royal Bank of Canada
Canada | Diversified Banks
1.5%
Government of Canada 0.75% 09-01-2021
Canada | Federal Government
1.4%
Toronto-Dominion Bank/The
Canada | Diversified Banks
1.2%
Province of Ontario 2.70% 06-02-2029
Canada | Provincial Governments
1.1%
Canadian National Railway Co.
Canada | Railroads
0.8%

Complete Fund Holdings Help Full holdings list

As of May 31, 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 154,724 210 0.0%
11 bit studios SA 12 2 0.0%
21Vianet Group Inc. ADR 12 0.0%
3i Group PLC 518 9 0.0%
407 International Inc. 3.14% 03-06-2030 Callable 2029 437,095 457 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 4,089 4 0.0%
407 International Inc. 3.65% 09-08-2044 Callable MTN 149,098 160 0.0%
407 International Inc. 3.67% 03-08-2049 Callable 2048 178,948 194 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,470,204 1,604 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 1,615,786 2,226 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 90,356 123 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 1,152,055 1,813 0.2%
58.Com Inc. ADR 536 41 0.0%
5N Plus Inc. 71 0.0%
A&W Revenue Royalties Income Fund Units 390 17 0.0%
A.O. Smith Corp. 6,658 364 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 80,145 100 0.0%
Abcam PLC 7,384 180 0.0%
Absa Group Ltd. 512 8 0.0%
Absolute Software Corp. 9,465 79 0.0%
Abu Dhabi Commercial Bank PJSC 8,234 27 0.0%
Abu Dhabi National Energy Co. 3.63% 06-22-2021 7,610 10 0.0%
AcBel Polytech Inc. 94,253 80 0.0%
Accenture PLC Class A 4,296 1,034 0.0%
Access Justice Durham 5.02% 08-31-2039 320,316 377 0.0%
Acciona SA 2,722 394 0.0%
Acproducts Inc. Term Loan 1st Lien F/R 02-14-2024 348,605 450 0.0%
ACS, Actividades de Construccion y Servicios SA 7,586 423 0.0%
Adani Green Energy (UP) Ltd. 6.25% 12-10-2024 144A 63,245 85 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 118,584 157 0.0%
Adcock Ingram Holdings Ltd. 323 2 0.0%
Adidas AG 199 77 0.0%
Administradora de Fondos de Pensiones Habitat SA 780 1 0.0%
Admiral Group PLC 4,232 149 0.0%
Adtalem Global Education Inc. 9,170 545 0.0%
ADVA Optical Networking SE 4,832 50 0.0%
Advance Auto Parts Inc. 12,258 2,568 0.2%
Advanced Info Service PCL (Thailand) DR 221 2 0.0%
Advanced Micro Devices Inc. 7,063 262 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 568,218 855 0.0%
AECI Ltd. 268 2 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 210,063 280 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 146,818 206 0.0%
Aecon Group Inc. 19,569 342 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 78,233 102 0.0%
Aegon NV 103,948 643 0.0%
Aena SA 1,583 394 0.0%
AEON Credit Service M Bhd 221 1 0.0%
AEON Thana Sinsap (Thailand) PCL 2,224 20 0.0%
AerCap Holdings NV 2,803 170 0.0%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 304,306 410 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 180,429 251 0.0%
AerCap Ireland Capital Designated Activity Co. 4.88% 01-16-2024 Callable 2023 689,402 988 0.0%
Aflac Inc. 21,108 1,463 0.1%
AfreecaTV Co. Ltd. 100 7 0.0%
African Oxygen Ltd. 652 1 0.0%
African Rainbow Minerals Ltd. 2,061 32 0.0%
AG Growth International Inc. 993 53 0.0%
AG Mortgage Investment Trust Inc. 442 9 0.0%
AGF Management Ltd. Class B non-voting 25,347 129 0.0%
Aggreko PLC 4,360 58 0.0%
Agile Property Holdings Ltd. 63,831 109 0.0%
Agnico-Eagle Mines Ltd. 9,331 550 0.0%
Agricultural Bank of China Ltd. H 2,305,217 1,335 0.1%
Agritrade Resources Ltd. 71,688 13 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 407,986 544 0.0%
Aguas Andinas SA 2,702 2 0.0%
Ahnlab Inc. 20 1 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 221,095 296 0.0%
AIA Group Ltd. 16,053 204 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 455,113 454 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 266,605 276 0.0%
Aimia Inc. 212,316 743 0.0%
Air Canada 173,275 6,914 0.4%
Air China Ltd. H 123,735 155 0.0%
Air Liquide SA 2,336 393 0.0%
Air New Zealand Ltd. 3,644 8 0.0%
AirAsia BHD 385,773 360 0.0%
Airports of Thailand Public Co. Ltd. 23,281 64 0.0%
Ajisen China Holdings Ltd. 67,811 39 0.0%
Aju Capital Co. Ltd. 117 1 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 143,430 202 0.0%
Aksigorta AS 77,894 80 0.0%
Akzo Nobel NV 13,137 1,498 0.1%
AL Midcoast Holdings LLC Term Loan B 1st Lien F/R 06-28-2025 127,143 173 0.0%
Alacer Gold Corp. 54,311 221 0.0%
Alaris Royalty Corp. 2,836 52 0.0%
Alberta Powerline LP 4.06% 03-01-2054 201,973 224 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 250,249 336 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 244,432 330 0.0%
Alcon Inc. 147 12 0.0%
Aldar Properties PJSC 143,370 96 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 507,087 509 0.0%
Alfa SA Series A 16 0.0%
Alfresa Holdings Corp. 136 5 0.0%
Algonquin Power & Utilities Corp. 10,205 161 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 907,533 958 0.0%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 331,236 351 0.0%
Algonquin Power Co. 4.60% 01-29-2029 Callable 2028 134,649 145 0.0%
Alibaba Group Holding Ltd. ADR 3,420 690 0.0%
Alibaba Health Information Technology Ltd. 178,822 229 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 323,157 339 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 59,181 4,909 0.3%
Allegiant Travel Co. Term Loan B 1st Lien F/R 01-29-2024 264,309 356 0.0%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 57,598 88 0.0%
Allergan Funding SCS 2.63% 11-15-2028 Callable 2028 38,399 61 0.0%
Allergan PLC 16,213 2,671 0.2%
Alliance Data Systems Corp. 956 178 0.0%
Alliance Financial Group BHD 932 1 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 103,680 105 0.0%
Allianz SE Reg. 1,003 301 0.0%
Allied Electronics Corp. Ltd. 268 1 0.0%
Allied Properties Real Estate Investment Trust 14,086 685 0.0%
Alpargatas SA 335 2 0.0%
Alpek SAB de CV 34 0.0%
Alphabet Inc. Class C 1,321 1,971 0.2%
ALSO Holding AG 119 21 0.0%
Alstom SA 4,510 278 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 426,567 445 0.0%
AltaGas Ltd. Pfd. Series K 19,317 392 0.0%
Altair Engineering Inc. 5,367 276 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 393,713 430 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 457,806 525 0.0%
Alteryx Inc. 8,389 985 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 266,112 351 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 953,314 1,312 0.1%
Altium Ltd. 2,653 77 0.0%
Altria Group Inc. 3,526 234 0.0%
Amata Corp. PCL 326 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 153,594 212 0.0%
Ambev SA 2,003 12 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 290,841 347 0.0%
Amcor Ltd. 21,202 328 0.0%
Amdocs Ltd. 4,909 394 0.0%
Amedisys Inc. 5,052 767 0.0%
Amer Sports Oyj A 1,695 102 0.0%
America's Car-Mart Inc. 86 10 0.0%
American Electric Power Co. Inc. 6.13% Conv. Pfd. 3,028 215 0.0%
American Express Credit Account Master Trust 2.87% 10-15-2024 Callable 2022 98,255 135 0.0%
American International Group Inc. 8.18% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 230,391 387 0.0%
American National Insurance Co. 2,609 400 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 79,489 69 0.0%
American Tower Corp. 1.95% 05-22-2026 Callable 2026 37,269 60 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 90,350 127 0.0%
American Tower Corp. 4.70% 03-15-2022 57,598 82 0.0%
American Tower Corp. 5.00% 02-15-2024 176,182 260 0.0%
AmerisourceBergen Corp. 558 59 0.0%
AMMB Holdings BHD 38,157 55 0.0%
Amphenol Corp. Class A 438 52 0.0%
Anadolu Cam Sanayii AS 1,130 1 0.0%
Angang Steel Co. Ltd. H Shares 606 0.0%
Anglo American Platinum Ltd. 17,911 1,217 0.1%
Anglo American PLC 5,316 172 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 2,367,841 2,362 0.2%
Anheuser-Busch InBev Worldwide Inc. 4.75% 01-23-2029 Callable 2028 64,631 95 0.0%
Anhui Conch Cement Co. Ltd. H 36,908 291 0.0%
Anhui Gujing Distillery Co. Ltd. 3,008 31 0.0%
Anpec Electronics Corp. 33,614 82 0.0%
Ansell Ltd. 3,720 88 0.0%
Anta Sports Products Ltd. 21,725 180 0.0%
Antero Resources Corp. 5.00% 03-01-2025 196,587 252 0.0%
Anthem Inc. 2,688 1,010 0.0%
Anthem Inc. 2.75% 10-15-2042 44,497 232 0.0%
Apex Biotechnology Corp. 36,502 52 0.0%
APFS Staffing Holdings Inc. Term Loan 1st Lien F/R 04-10-2026 208,041 278 0.0%
Appen Ltd. 23,280 568 0.0%
Apple Inc. 5,943 1,406 0.1%
Apple Inc. 0.88% 05-24-2025 Callable 2025 81,315 128 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 2,430,634 2,461 0.2%
Apple Inc. 2.85% 08-28-2019 135,524 127 0.0%
Apple Inc. 3.25% 02-23-2026 153,594 212 0.0%
Apple Inc. F/R 02-09-2022 133,266 182 0.0%
Applebees/IHOP Funding LLC 4.12% 06-07-2049 Callable 2022 144A 105,031 143 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 112,937 154 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 99,385 136 0.0%
ARC Resources Ltd. 6,840 50 0.0%
Arcadyan Technology Corp. 97,857 369 0.0%
Archer-Daniels-Midland Co. 76,355 3,954 0.3%
Argonaut Gold Inc. 35,380 59 0.0%
Argosy Research Inc. 7,900 16 0.0%
Aritzia Inc. 33,129 588 0.0%
Arkema 80 9 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 363,552 380 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 89,497 110 0.0%
Arrowhead Properties Ltd. 252,028 86 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 123,423 167 0.0%
Artis Real Estate Investment Trust 5,140 61 0.0%
Artis Real Estate Investment Trust 3.68% 02-22-2021 180,429 183 0.0%
Asanko Gold Inc. 106 0.0%
Ascopiave SpA 4,111 23 0.0%
Ashland Global Holdings Inc. 1,914 194 0.0%
Asia Cement China Holdings Corp. 77,496 141 0.0%
Asia Cement Corp. 37,851 73 0.0%
Asia Paper Manufacturing Co. Ltd. 1,981 82 0.0%
Asian Development Bank 2.00% 02-16-2022 59,857 81 0.0%
Asian Development Bank 2.63% 01-30-2024 126,489 176 0.0%
Asian Development Bank 5.00% 03-09-2022 75,668 78 0.0%
Asian Development Bank 5.90% 12-20-2022 529,825 10 0.0%
Asian Development Bank 6.00% 02-24-2021 416,470 8 0.0%
Asian Development Bank 6.45% 08-08-2021 313,715 6 0.0%
Asian Seafoods Coldstorage PCL 249,817 75 0.0%
ASR Nederland NV 7,557 388 0.0%
Asseco Poland SA 175 3 0.0%
Assicurazioni Generali SPA 9,078 215 0.0%
Associated Capital Group Inc. Class A 2,658 134 0.0%
Assore Ltd. 419 15 0.0%
Assured Guaranty Ltd. 67,843 3,747 0.3%
Astral Foods Ltd. 1,176 18 0.0%
AT&T Inc. 8,876 367 0.0%
AT&T Inc. 2.85% 05-25-2024 709,161 711 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 313,824 330 0.0%
AT&T Inc. 4.10% 02-15-2028 Callable 2027 134,649 187 0.0%
AT&T Inc. 4.35% 03-01-2029 Callable 2028 151,791 215 0.0%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 3,366,220 3,567 0.3%
Atacadao Distribuicao Comercio e Industria Ltda 862 7 0.0%
ATCO Ltd. Class I non-voting 31,764 1,477 0.1%
ATCO Ltd. F/R 11-01-2078 Callable 2028 444,341 474 0.0%
Athabasca Oil Corp. 197,994 160 0.0%
Atlantic Power Corp. 24,922 78 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 861,752 720 0.0%
Atlas Copco AB A 4,984 182 0.0%
AtlasBX Co. Ltd. 12 1 0.0%
ATS Automation Tooling Systems Inc. 139,294 2,836 0.2%
Aurora Cannabis Inc. 54,949 564 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 99,836 154 0.0%
Autech Corp. 5,318 73 0.0%
Auto Trader Group PLC 119,535 1,224 0.1%
AutoCanada Income Fund 5.63% 05-25-2021 538,595 525 0.0%
Autohome Inc. ADR 70 8 0.0%
Automatic Data Processing Inc. 1,354 293 0.0%
Autostrada Torino-Milano SPA 5,280 194 0.0%
Avangrid Inc. 3,754 254 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 117,454 181 0.0%
Aveva Group PLC 13,127 829 0.0%
AVIC International Holdings Ltd. 932 1 0.0%
Avis Budget Rental Car Funding LLC 3.45% 03-20-2023 Callable 2022 144A 54,210 75 0.0%
Avolon TLB Borrower 1 US LLC Term Loan B3 1st Lien F/R 01-15-2025 105,102 142 0.0%
AXA SA 22,944 765 0.0%
Axfood AB 20,842 542 0.0%
Ayala Corp. 68 2 0.0%
B2Gold Corp. 54,134 200 0.0%
B2W Companhia Global do Varejo 23 0.0%
B3 SA- Brasil Bolsa Balcao 15,849 199 0.0%
Badger Daylighting Inc. 142 7 0.0%
Baidu Inc. ADR 574 85 0.0%
Baiksan Co. Ltd. 965 11 0.0%
Baker Hughes a GE Co. 5,091 147 0.0%
Ball Corp. 4.00% 11-15-2023 202,157 276 0.0%
Ball Corp. 4.375% 12-15-2020 133,266 183 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 186,798 260 0.0%
Ball Corp. 5.25% 07-01-2025 206,675 296 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 195,940 266 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 0 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 60,986 81 0.0%
Banco Bradesco SA 948 11 0.0%
Banco Bradesco SA Pfd. 836 11 0.0%
Banco Bradesco SA Pref. ADR 16,116 204 0.0%
Banco BTG Pactual SA - Unit 6,836 110 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2012 39,528 1 0.0%
Banco Del Bajio SA 96,820 253 0.0%
Banco do Brasil SA 11,455 204 0.0%
Banco do Estado do Rio Grande do Sul SA 50,555 412 0.0%
Banco Macro SA ADR 6,129 413 0.0%
Banco Pan SA 547 2 0.0%
Banco Santander Brasil SA 47 1 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 2,201 22 0.0%
Bancolombia SA 151 10 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 106,161 135 0.0%
Bangkok Aviation Fuel Services PCL 1,398 2 0.0%
Bangkok Dusit Medical Services PCL 18,087 20 0.0%
Bangkok Expressway & Metro PCL 5,672 3 0.0%
Bank Millennium SA 349 1 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 92,608 143 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 147,947 229 0.0%
Bank of America Corp F/R 04-23-2027 Callable 2026 158,112 218 0.0%
Bank of America Corp. 20,945 753 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 315,078 323 0.0%
Bank of America Corp. 3.95% 04-21-2025 105,026 145 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 8,329 13 0.0%
Bank of America Corp. F/R 03-15-2025 Callable 2024 76,797 106 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 38,399 58 0.0%
Bank of America Corp. F/R 04-25-2025 Callable 2024 745,760 755 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,761,206 1,817 0.2%
Bank of America Corp. F/R 12-20-2023 Callable 2022 250,494 342 0.0%
Bank of America Credit Card Trust 2.70% 07-17-2023 Callable 2021 249,591 339 0.0%
Bank of America Merrill Lynch F/R 09-15-2020 144A 71,150 96 0.0%
Bank of Ayudhya PCL NVDR 3,110 5 0.0%
Bank of China Ltd. H 1,615,566 905 0.0%
Bank of Chongqing Co. Ltd. 1,339 1 0.0%
Bank of Communications Co. Ltd. H 802,854 850 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 63,245 88 0.0%
Bank of Israel 0% 11-06-2019 54,491 20 0.0%
Bank of Montreal 213,087 20,907 1.0%
Bank of Montreal 2.27% 07-11-2022 1,034,103 1,041 0.0%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,586,163 1,628 0.1%
Bank of Montreal 2.85% 03-06-2024 557,446 568 0.0%
Bank of Montreal 2.89% 06-20-2023 1,120,278 1,153 0.1%
Bank of Montreal 3.19% 03-01-2028 484,736 514 0.0%
Bank of Montreal 3.25% 10-06-2022 140,042 137 0.0%
Bank of Montreal 3.32% 06-01-2026 530,516 541 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 2,050,701 2,083 0.2%
Bank of Montreal F/R 02-01-2023 5,684,873 5,702 0.3%
Bank of Montreal F/R 03-30-2020 3,015,698 3,020 0.2%
Bankers Hall LP 4.38% 11-20-2023 484,746 501 0.0%
Baoye Group Co. Ltd. 25,469 21 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 92,608 125 0.0%
Barclays PLC 68,491 175 0.0%
Barratt Developments PLC 4,281 41 0.0%
Barrick Gold Corp. 118,266 1,988 0.2%
Barwa Real Estate Co. 1,211 16 0.0%
Basso Industry Corp. 28,330 70 0.0%
Bausch Health Cos Inc. 116,028 3,256 0.2%
Bausch Health Cos Inc. 5.75% 08-15-2027 Callable 2022 144A 228,903 313 0.0%
Bausch Health Cos Inc. 8.50% 01-31-2027 Callable 2022 144A 228,903 327 0.0%
Bausch Health Cos Inc. Term Loan B 1st Lien F/R 05-24-2025 152,652 206 0.0%
Baxter International Inc. 737 73 0.0%
Bayer AG 3,898 311 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 135,524 139 0.0%
Baytex Energy Corp. 5.63% 06-01-2024 Callable 2019 144A 918,305 1,185 0.1%
BBVA Frances SA ADR 8,276 100 0.0%
BCE Inc. 113,620 6,915 0.4%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,403,579 1,461 0.1%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 488,110 625 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 32,208 46 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 0 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 100,514 112 0.0%
Becton Dickinson Euro Finance SARL 1.21% 06-04-2026 Callable 2026 100,514 152 0.0%
Becton, Dickinson and Co. 1,983 626 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 3,991 314 0.0%
Beijing Capital Land Ltd. 256,301 109 0.0%
Beijing Enterprises Holdings Ltd. 9,084 62 0.0%
Beijing North Star Co. Ltd. 5,590 3 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,658,873 1,675 0.2%
Bell Canada 3.80% 08-21-2028 Callable 2028 134,649 143 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 232,135 244 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,327,637 1,417 0.1%
Bell Canada 4.70% 09-11-2023 MTN 272,798 297 0.0%
Bell Canada 6.17% 02-26-2037 386,442 495 0.0%
Bell Canada 6.55% 05-01-2029 Callable 320,464 409 0.0%
Bellway PLC 4,447 208 0.0%
BenQ Materials Corp. 177,092 171 0.0%
Berkshire Hathaway Inc. Class B 227 60 0.0%
Bermaz Auto BHD 136,475 101 0.0%
Berry Global Escrow Corp. 4.88% 07-15-2026 Callable 2022 144A 258,526 349 0.0%
Berry Global Escrow Corp. 5.63% 07-15-2027 Callable 2022 144A 129,263 177 0.0%
Best World International Ltd. 2,950 4 0.0%
BGF Retail Co. Ltd. 1,055 224 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 97,126 131 0.0%
BHP Billiton Ltd. 32,380 1,146 0.1%
BHP Group PLC 11,932 364 0.0%
BIM Birlesik Magazalar AS 2,061 38 0.0%
BIMB Holdings BHD 1,817 3 0.0%
Binggrae Co. Ltd. 12 1 0.0%
Bioteque Corp. 25,606 128 0.0%
BKW AG 1,762 157 0.0%
Black Diamond Group Ltd. 9,217 20 0.0%
Blackberry Ltd. 35 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 38,399 52 0.0%
Bloomberry Resorts Corp. 36,465 11 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 183,493 247 0.0%
BMW Canada Inc. F/R 06-14-2019 2,433,292 2,434 0.2%
BMW Finance NV 1.00% 11-14-2024 50,822 78 0.0%
BNK Financial Group Inc. 326 3 0.0%
BNP Paribas SA 1,279 79 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 298,335 398 0.0%
Boardwalk Real Estate Investment Trust 10,566 430 0.0%
BOC Aviation Ltd. 20,961 236 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 102,773 138 0.0%
Bolsa Mexicana de Valores SAB de CV 239 1 0.0%
Bombardier Inc. Class B Sub. voting 35 0.0%
Bonavista Energy Corp. 234,615 141 0.0%
Borussia Dortmund GmbH & Co. KGaA 3,213 41 0.0%
Boryung Pharmaceutical Co. Ltd. 7,855 104 0.0%
Bosideng International Holdings Ltd. 365,424 123 0.0%
Boston Pizza Royalties Income Fund 461 8 0.0%
Boston Scientific Corp. 3.45% 03-01-2024 Callable 2024 210,063 291 0.0%
Bottomline Technologies Inc. 4,212 249 0.0%
Boyd Group Income Fund 1,879 310 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 1,093,618 1,152 0.1%
BP PLC 2,526 23 0.0%
Brambles Ltd. 13,725 156 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 20,324 28 0.0%
BRAVO Residential Funding Trust 3.50% 03-25-2058 144A 51,966 70 0.0%
Bravura Solutions Ltd. 10,494 56 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 122,763 444 0.0%
Brenntag AG 3,768 237 0.0%
Bridgestone Corp. 6,686 338 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 192,548 220 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 220,288 227 0.0%
Bright Horizons Family Solutions Inc. 976 181 0.0%
Brighthouse Financial Inc. 5,038 242 0.0%
British American Tobacco PLC 8,707 410 0.0%
Britvic PLC 47,942 729 0.0%
Broadcom Inc. 875 298 0.0%
Broadcom Inc. 4.75% 04-15-2029 Callable 2029 144A 171,212 229 0.0%
Broadridge Financial Solutions Inc. 475 80 0.0%
Brogent Technologies Inc. 349 3 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 181,507 199 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 201,973 244 0.0%
Brookfield Asset Management Inc. Class A limited voting 44,514 2,760 0.2%
Brookfield Asset Management Inc. Pfd. Series 46 4,540 109 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 15,670 352 0.0%
Brookfield Business Partners LP 13,647 685 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 212,476 217 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2028 1,162,447 1,216 0.1%
Brookfield Infrastructure Partners LP 4,963 277 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 436,262 451 0.0%
Brookfield Property Partners LP 10,742 269 0.0%
Brookfield Property REIT Inc. 31,005 773 0.0%
Brookfield Property REIT Inc. 5.75% 05-15-2026 Callable 2022 144A 193,122 266 0.0%
Brookfield Renewable Energy Partners LP 6,988 304 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 1,088,828 1,121 0.0%
Brookfield Renewable Energy Partners ULC 3.75% 06-02-2025 Callable 2025 428,183 447 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 11,626 248 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 425,978 452 0.0%
Brown & Brown Inc. 3,552 152 0.0%
BRP Finance ULC 4.79% 02-07-2022 225,133 239 0.0%
BRP Inc. 20,562 832 0.0%
Bruce Power LP 2.84% 06-23-2021 1,001,787 1,012 0.0%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 893,377 907 0.0%
Bruce Power LP 3.97% 06-23-2026 271,872 288 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 538,595 562 0.0%
BTB Real Estate Investment Trust 5,743 27 0.0%
Builders FirstSource Inc. 6.75% 06-01-2027 Callable 2022 144A 118,491 162 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 9,476 13 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 506,689 680 0.0%
Bure Equity AB 7,464 166 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 319,800 428 0.0%
BWAY Corp. Term Loan B 1st Lien F/R 04-03-2024 538,595 711 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 557,446 727 0.0%
BXP Trust 3.42% 06-13-2039 125,360 172 0.0%
C&D Technologies Inc. Term Loan B 1st Lien F/R 12-13-2025 199,613 254 0.0%
Cablevision Systems 5.88% 09-15-2022 49,692 70 0.0%
Cabot Oil & Gas Corp. 3,276 111 0.0%
CACI International Inc. Class A 1,723 474 0.0%
CAE Inc. 228,194 7,866 0.4%
Calceus Acquisition Inc. Term Loan B1 1st Lien F/R 02-08-2025 290,152 390 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 234,289 231 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2019 144A 845,595 803 0.0%
Camb Commercial Mortgage Trust 4.25% 12-09-2020 35,010 48 0.0%
Camb Commercial Mortgage Trust F/R 12-09-2020 135,524 184 0.0%
Cambrex Corp. 8,961 482 0.0%
Cameco Corp. 54,931 749 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 119,403 161 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 918,305 1,291 0.1%
Camsing International Holding Ltd. 26,286 37 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 5,378 7 0.0%
Canaccord Genuity Group Inc. 31,126 155 0.0%
Canada Goose Holdings Inc. 2,765 126 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-02-2024 95,354 128 0.0%
Canada Housing Trust 2.65% 12-15-2028 5,958,210 6,328 0.4%
Canada Housing Trust 2.90% 06-15-2024 4,324,920 4,576 0.3%
Canada Housing Trust F/R 03-15-2024 7,001,738 7,000 0.4%
Canada Housing Trust No. 1 1.08% 09-15-2021 1,884,812 1,901 0.2%
Canada Housing Trust No. 1 1.25% 06-15-2021 2,435,258 2,419 0.2%
Canada Housing Trust No. 1 2.35% 06-15-2023 5,064,380 5,200 0.3%
Canada Housing Trust No. 1 F/R 09-15-2023 7,281,808 7,286 0.4%
Canadian Apartment Properties Real Estate Investment Trust 65,706 3,218 0.2%
Canadian Credit Card Trust II 1.83% 03-24-2020 780,963 780 0.0%
Canadian Imperial Bank of Commerce 82,748 8,480 0.5%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 823,781 834 0.0%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 203,320 207 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 2,049,355 2,115 0.2%
Canadian Imperial Bank of Commerce 3.29% 01-15-2024 482,043 500 0.0%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,556,540 1,648 0.2%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 685,362 703 0.0%
Canadian Imperial Bank of Commerce F/R 07-22-2019 8,604,165 8,605 0.5%
Canadian Mortgage Pools 2.65% 10-01-2027 150,840 155 0.0%
Canadian National Railway Co. 158,414 18,980 0.9%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,893 3 0.0%
Canadian National Railway Co. 3.00% 02-08-2029 Callable 2028 558,793 579 0.0%
Canadian National Railway Co. 3.60% 02-08-2049 Callable 2048 336,622 361 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 568,100 608 0.0%
Canadian Natural Resources Ltd. 51,663 1,886 0.2%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 277,377 288 0.0%
Canadian Pacific Railway Ltd. 45,206 13,392 0.7%
Canadian Pacific Railway Ltd. 3.15% 03-13-2029 Callable 2028 268,422 276 0.0%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2023 134,649 138 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 161,579 194 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 13,302 1,798 0.2%
Canadian Utilities Ltd. Class A non-voting 24,993 952 0.0%
Canadian Western Bank 25,528 723 0.0%
Canfor Corp. 3,439 30 0.0%
Canfor Pulp Products Inc. 51,197 572 0.0%
Canopy Growth Corp. 15,864 864 0.0%
Cantel Medical Corp. 5,962 554 0.0%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 110,678 157 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 63,245 85 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 77,927 105 0.0%
Capital Power Corp. 106,180 3,218 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 286,802 298 0.0%
Capitec Bank Holdings Ltd. 10,716 1,311 0.1%
Capstone Mining Corp. 68,420 36 0.0%
Carabao Group PCL 1,293 4 0.0%
Cards II Trust 2.16% 10-15-2020 937,694 939 0.0%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 296,154 400 0.0%
Carlsberg AS B 186 33 0.0%
Carlsberg Brewery Malaysia BHD 22,755 179 0.0%
Carnival PLC 39,973 2,669 0.2%
Carter's Inc. 8,503 966 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 385,957 512 0.0%
Cascades Inc. 59,965 529 0.0%
Cash & Equivalents** 307,593 13.5%
Castellum AB 8,273 212 0.0%
Caterpillar Inc. 159 26 0.0%
Cathay Real Estate Development Co. Ltd. 12,811 16 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 291,981 323 0.0%
CBIZ Inc. 5,416 145 0.0%
CBS Corp. 2.90% 01-15-2027 Callable 2026 134,649 172 0.0%
CBS Corp. 4.20% 06-01-2029 Callable 2029 449,727 624 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 780,996 826 0.0%
CCL Industries Inc. Class B non-voting 67,071 4,130 0.3%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 412,025 552 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 141,171 190 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 227,003 308 0.0%
CCO Holdings LLC 5.88% 04-01-2024 Callable 2019 144A 129,263 181 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 175,210 232 0.0%
CD Projekt SA 606 44 0.0%
CDK Global Inc. 2,749 180 0.0%
CDK Global Inc. 5.25% 05-15-2029 Callable 2024 144A 76,571 104 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 121,972 167 0.0%
Cebu Air Inc. 40,733 95 0.0%
Celestica Inc. Sub. voting 10,245 87 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 99,693 132 0.0%
Celgene Corp. 1,593 202 0.0%
CellaVision AB 551 23 0.0%
Cemtas Celik Makina Sanayi Ve Ticaret AS 65,642 73 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 64,488 83 0.0%
Cenovus Energy Inc. 91,131 1,010 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 473,964 617 0.0%
Centennial Resource Production LLC 6.88% 04-01-2027 Callable 2022 144A 729,797 983 0.0%
Centerra Gold Inc. 121,207 938 0.0%
Central 1 Credit Union F/R 02-05-2021 2,968,605 2,965 0.2%
Central Puerto SA 3,051 33 0.0%
Ceridian HCM Holding Inc. 922 61 0.0%
Cerner Corp. 9,775 924 0.0%
Cervus Equipment Corp. 71 1 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 08-03-2025 262,127 342 0.0%
CEZ AS 233 7 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 23,717 32 0.0%
CGI Inc. 114,908 11,320 0.6%
CGN New Energy Holdings Co. Ltd. 457,128 86 0.0%
Chailease Holding Co. Ltd. 26,077 130 0.0%
Champion Real Estate Investment Trust 506,371 557 0.0%
Chang Wah Electromaterials Inc. 932 6 0.0%
Changyou.com Ltd. 419 10 0.0%
Charoen Pokphand Foods PCL 1,887 2 0.0%
Charoen Pokphand Indonesia TBK 39,924 19 0.0%
Charter Communications Inc. Class A 398 203 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 457,806 647 0.0%
Charter Communications Operating LLC 5.05% 03-30-2029 Callable 2028 579,980 835 0.0%
Charter Communications Operating LLC 5.75% 04-01-2048 Callable 2047 155,853 223 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 408,299 551 0.0%
Charter Hall Group 48,358 469 0.0%
Chartwell Retirement Residences 3,864 56 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 616,692 640 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 179,024 189 0.0%
Chase Issuance Trust 1.37% 06-15-2021 58,727 79 0.0%
CHC Healthcare Group 3,377 6 0.0%
Check Point Software Technologies Ltd. 378 56 0.0%
Cheetah Mobile Inc. ADR 664 4 0.0%
Chegg Inc. 1,239 63 0.0%
Cheil Communications Inc. 13,442 403 0.0%
Chemed Corp. 358 159 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 387,250 334 0.0%
Chenbro Micom Co. Ltd. 15,255 42 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 73,635 82 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 204,416 245 0.0%
Chevron Corp. 5,348 823 0.0%
Chia Chang Co. Ltd. 47,282 76 0.0%
Chicony Electronics Co. Ltd. 3,999 13 0.0%
Chicony Power Technology Co. Ltd. 27,241 56 0.0%
Chimera Investment Corp. 26,993 665 0.0%
China Agri-Industries Holdings Ltd. 466 0.0%
China Aircraft Leasing Group Holdings Ltd. 36,109 50 0.0%
China Aoyuan Property Group Ltd. 2,912 4 0.0%
China CITIC Bank H 121,180 93 0.0%
China Communication Services Corp. Ltd. 17,004 17 0.0%
China Conch Venture Holdings Ltd. 50,975 224 0.0%
China Construction Bank Corp. H 2,803,990 2,997 0.2%
China Datang Corp. Renewable Power Co. Ltd. Class H 4,659 1 0.0%
China Everbright Bank Co. Ltd. Class H 344,266 210 0.0%
China Everbright Ltd. 2,329 5 0.0%
China Evergrande Group 3,494 13 0.0%
China Galaxy Securities Co. Ltd. 4,193 3 0.0%
China International Marine Containers Group Co. Ltd. 1,957 3 0.0%
China Lesso Group Holdings Ltd. 15,723 14 0.0%
China Life Insurance Co. Ltd. H 29,815 94 0.0%
China Man-Made Fiber Corp. 7,442 3 0.0%
China Medical System Holdings Ltd. 2,562 3 0.0%
China Merchants Bank Co. Ltd. H 26,845 175 0.0%
China Merchants Holdings International Co. Ltd. 466 1 0.0%
China Merchants Land Ltd. 449,472 86 0.0%
China Merchants Securities Co. Ltd. 1,770 3 0.0%
China Minsheng Banking Corp. Ltd. 277,440 273 0.0%
China Mobile Ltd. 4,239 50 0.0%
China Mobile Ltd. ADR 8,841 524 0.0%
China Motor Corp. 3,145 4 0.0%
China National Building Material Co. Ltd. H 4,426 5 0.0%
China National Offshore Oil Corp. Ltd. ADR 757 166 0.0%
China Oriental Group Co. Ltd. 36,618 29 0.0%
China Overseas Grand Oceans Group Ltd. 13,743 8 0.0%
China Overseas Land & Investment Ltd. 2,096 10 0.0%
China Pacific Insurance (Group) Co. Ltd. 1,630 8 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 140 12 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 260,170 234 0.0%
China Railway Construction Corp. Ltd. H 17,470 28 0.0%
China Railway Group Ltd. 416,382 421 0.0%
China Resources Cement Holdings Limited 48,169 56 0.0%
China Resources Pharmaceutical Group Ltd. 4,043 7 0.0%
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. 26,061 141 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 292,839 86 0.0%
China SCE Property Holdings Ltd. 11,297 7 0.0%
China Shenhua Energy Co. Ltd. H 279,352 775 0.0%
China South City Holdings Ltd. 2,329 0.0%
China Suntien Green Energy Corp. Ltd. 97,905 35 0.0%
China Telecom Corp. Ltd. H 265,567 180 0.0%
China Tian Lun Gas Holdings Ltd. 69,055 95 0.0%
China Tower Corp. Ltd. 27,441 8 0.0%
China Unicom (Hong Kong) Ltd. ADR 1,304 19 0.0%
China Vanke Co. Ltd. 1,912 9 0.0%
China Water Affairs Group Ltd. 45,753 60 0.0%
China XLX Fertiliser Ltd. 182,512 76 0.0%
China Yuchai International Ltd. 4,814 90 0.0%
China Zhongwang Holdings Ltd. 37,675 24 0.0%
Chipotle Mexican Grill Inc. 1,159 1,033 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 77,315 105 0.0%
Choice Properties Real Estate Investment Trust 29,111 392 0.0%
Choice Properties Real Estate Investment Trust 3.54% 06-11-2029 Callable 2029 824,084 828 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 261,219 270 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 358,704 371 0.0%
Choice Properties Real Estate Investment Trust 4.06% 11-24-2025 Callable 479,350 508 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 573,604 611 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 673,244 728 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 67,324 77 0.0%
Chong Kun Dang Holdings Corp. 739 98 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 37,618 26 0.0%
Chubb INA Holdings Inc. 3.35% 05-15-2024 166,017 232 0.0%
CI Financial Corp. 6,984 142 0.0%
CI Financial Corp. 3.90% 09-27-2027 Callable 188,508 195 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 93 1 0.0%
Cia de Locacao das Americas 361 6 0.0%
Cia de Saneamento do Parana 14,073 342 0.0%
Cia de Transmissao de Energia Eletrica Paulista 7,746 60 0.0%
Cia Minera Autlan SAB de CV 221 0.0%
CIECH SA 3,814 57 0.0%
Ciena Corp. 99,022 4,676 0.3%
CIFI Holdings Group Co. Ltd. 7,920 6 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 94,867 127 0.0%
Cisco Systems Inc. 18,807 1,322 0.1%
CIT Group Inc. F/R 12-15-2165 Callable 2022 74,538 101 0.0%
Citadel LLC Term Loan B 1st Lien F/R 02-22-2026 748,150 1,014 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 1,129 2 0.0%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 156,982 213 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 152,465 206 0.0%
CITIC Ltd. 858,009 1,574 0.1%
CITIC Securities Co. Ltd. 2,795 7 0.0%
Citigroup Inc. F/R 05-04-2021 114,066 109 0.0%
Citizen Watch Co. Ltd. 2,611 16 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 101,643 140 0.0%
City of Oslo F/R 05-06-2026 83,294 13 0.0%
Citychamp Watch & Jewellery Group Ltd. 86,424 27 0.0%
Civitas Solutions Inc. Term Loan 1st Lien F/R 02-05-2026 102,333 139 0.0%
CK Hutchison Holdings Ltd. 22,386 286 0.0%
CKD BiO Corp. 3,030 84 0.0%
CLI Funding LLC 4.03% 04-18-2043 72,207 99 0.0%
CME Group Inc. 1,601 416 0.0%
CNA Financial Corp. 13,377 813 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 298,920 312 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 175,043 186 0.0%
Coca-Cola Bottling Co. Consolidated 819 334 0.0%
Coca-Cola Femsa SAB de CV 63,179 532 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 780 66 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 5,301 7 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 527,823 626 0.0%
Cofinimmo 797 136 0.0%
Cogeco Communications Inc. 20,632 1,913 0.2%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,470,365 1,538 0.1%
Cogeco Communications Inc. 5.15% 11-16-2020 942,542 978 0.0%
Cogeco Inc. Sub. voting 7,374 623 0.0%
Cognex Corp. 9,674 531 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 180,406 250 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 1,817 3 0.0%
Colgate Palmolive Co. 989 93 0.0%
Colliers International Group Inc. 7,285 607 0.0%
Colombia Government International Bond 4.00% 02-26-2024 98,255 137 0.0%
Colombia Government International Bond 4.50% 01-28-2026 188,605 269 0.0%
Coloplast AS 3,721 536 0.0%
Colruyt SA 27,263 2,739 0.2%
Com7 Public Co. Ltd. 2,213 2 0.0%
Comber Wind Financial Corp. 5.13% 11-15-2030 474,862 526 0.0%
Comcast Corp. Class A 4,925 273 0.0%
Cominar Real Estate Investment Trust 319 4 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 51,951 70 0.0%
Commercial Bank of Qatar 978 17 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 274,470 391 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 142,601 214 0.0%
CommScope Inc. Term Loan B2 1st Lien F/R 02-07-2026 197,344 266 0.0%
CommScope Technologies Finance LLC 6.00% 03-01-2026 Callable 2022 144A 110,678 150 0.0%
CommScope Technologies Finance LLC 8.25% 03-01-2027 Callable 2022 144A 584,603 785 0.0%
CommScope Technologies LLC 5.00% 03-15-2027 Callable 2022 144A 428,752 493 0.0%
CommVault Systems Inc. 11,448 712 0.0%
Compagnie Financière Richemont SA 3,815 380 0.0%
Compagnie Generale des Etablissements Michelin B 418 65 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) 657 10 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo ADR (SABESP) 6,522 99 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. 13,342 68 0.0%
Companhia Paranaense de Energia-Copel ADR 512 8 0.0%
Companhia Siderurgica Nacional SA (CSN) ADR 11,871 67 0.0%
Compania Cervecerias Unidas SA ADR 1,980 72 0.0%
Compania de Distribucion Integral Logista SA 3,246 97 0.0%
Compass Group PLC 3,030 93 0.0%
Concentradora Fibra Danhos SA de CV 2,186 4 0.0%
Concho Resources Inc. 4.30% 08-15-2028 Callable 2028 202,157 288 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 363,497 481 0.0%
Consorcio ARA SAB de CV 180,032 52 0.0%
Constellation Brands Inc. Class A 1,159 276 0.0%
Constellation Software Inc. 5,796 6,784 0.4%
Constellium NV 4.25% 02-15-2026 Callable 2020 188,508 290 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 834,823 1,124 0.0%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 110,412 153 0.0%
Construtora Tenda SA 33,539 233 0.0%
Consumers Gas 6.10% 05-19-28 92,638 116 0.0%
Conterra Ultra Broadband Holdings Inc. Term Loan B 1st Lien F/R 04-26-2026 194,500 264 0.0%
Continental Gold Inc. 7 0.0%
Continental Resources Inc. 4.38% 01-15-2028 Callable 2027 191,993 268 0.0%
Controladora Vuela Compania de Aviacion SAB de CV 8,945 102 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 37,861 5 0.0%
Corby Spirit and Wine Ltd. 1,702 31 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 707,453 751 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 291,126 309 0.0%
Core Industrial Trust 3.85% 02-10-2034 47,434 65 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 114,675 155 0.0%
CoreLogic Inc. 6,189 328 0.0%
Coretronic Corp. 815 1 0.0%
Corning Inc. 69,987 2,728 0.2%
Corporacion Andina de Fomento 3.25% 02-11-2022 1,212 2 0.0%
Corporacion Andina de Fomento 4.375% 06-15-2022 3,559 5 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 303 1 0.0%
Corus Entertainment Inc. Class B non-voting 207,814 1,340 0.1%
Cosan Logistica SA 745 4 0.0%
Cosan SA Industria e Comercio 10,178 165 0.0%
Cosco Capital Inc. 160,643 28 0.0%
Cosco Shipping Ports Ltd. 9,783 13 0.0%
CoStar Group Inc. 1,495 1,030 0.0%
Costco Wholesale Corp. 1,866 604 0.0%
Cott Corp. 19,711 347 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 117,454 158 0.0%
Country Garden Holdings Co. Ltd. 3,494 6 0.0%
COWELL FASHION Co. Ltd. 1,269 10 0.0%
CP All PCL 338 1 0.0%
CPFL Energia SA ADR 200 4 0.0%
CPN Retail Growth Leasehold Property Fund 17,819 21 0.0%
Credit Acceptance Corp. 6.63% 03-15-2026 Callable 2022 250,447 353 0.0%
Credit Bank of Moscow 23,549 3 0.0%
Credit Suisse Mortgage Trust F/R 05-15-2036 144A 114,066 154 0.0%
Credito Real SAB de CV SOFOM ER 66,728 105 0.0%
Crescent Point Energy Corp. 156,509 707 0.0%
Crew Energy Inc. 425 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 393,175 348 0.0%
CRH Medical Corp. 47,221 172 0.0%
Crombie Real Estate Investment Trust 9,784 145 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 175,043 186 0.0%
Crosslinx Transit Solutions General Partnership 4.65% 09-30-2046 500,894 544 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 107,290 147 0.0%
Crown Castle International Corp. 3.65% 09-01-2027 Callable 2027 166,017 225 0.0%
Crown Castle International Corp. 4.30% 02-15-2029 Callable 2028 98,255 137 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 155 248 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 134,621 207 0.0%
Crown Ltd. 39,408 463 0.0%
Crown Subsea Communications Holding Inc. Term Loan 1st Lien F/R 11-02-2025 1,346 2 0.0%
CS Wind Corp. 2,096 84 0.0%
CSC Financial Co. Ltd. 18,751 18 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 107,290 146 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 125,360 173 0.0%
CSC Holdings LLC 6.50% 02-01-2029 Callable 2024 144A 515,717 741 0.0%
CSC Holdings LLC 7.50% 04-01-2028 Callable 2023 144A 36,140 52 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 117,454 156 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 220,824 270 0.0%
CSX Corp. 1,891 190 0.0%
CT Real Estate Investment Trust 45,771 632 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 302,960 314 0.0%
Ctrip.com International Ltd. ADR 734 34 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 1,127,011 1,224 0.1%
CU Inc. 3.95% 11-23-2048 Callable 2048 473,964 534 0.0%
CU Inc. 3.96% 07-27-2045 Callable 124,180 139 0.0%
Cuckoo Holdings Co. Ltd. 21 3 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 407,986 569 0.0%
CVS Health Corp. 9,968 705 0.0%
CyberArk Software Ltd. 468 84 0.0%
Cyfrowy Polsat SA 547 5 0.0%
Dae Won Kang Up Co. Ltd. 110 1 0.0%
Daeduck Electronics Co. Ltd. 1,331 17 0.0%
Daekyo Co. Ltd. 69 0.0%
Daelim Industrial Co. Ltd. 653 77 0.0%
Daesang Corp. 97 3 0.0%
Daewon Pharmaceutical Co. Ltd. 4,254 77 0.0%
Dai Nippon Printing Co. Ltd. 34,295 1,007 0.0%
Daihan Pharmaceutical Co. Ltd. 1,843 71 0.0%
Daishin Securities Co. Ltd. Pref. 372 4 0.0%
DAMAC Properties Dubai Co. PJSC 201,043 64 0.0%
Danaher Corp. 4,980 888 0.0%
Dassault Systemes SA 339 68 0.0%
DataTec Ltd. 3,509 12 0.0%
Dave & Buster's Entertainment Inc. 14,464 972 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,494,602 1,915 0.2%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 353,031 462 0.0%
DB HiTek Co. Ltd. 99 2 0.0%
DB Insurance Co. Ltd. 170 12 0.0%
DB Master Finance LLC 3.63% 11-20-2047 87,882 121 0.0%
DB Master Finance LLC 3.79% 05-20-2049 117,454 162 0.0%
DB Master Finance LLC 4.02% 05-20-2049 63,245 88 0.0%
DCP Midstream LP 5.13% 05-15-2029 Callable 2029 134,395 184 0.0%
DCP Midstream LP F/R 06-15-2167 Perp. Callable 2022 313,965 413 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 7,906 11 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 236,038 332 0.0%
Dell International LLC 5.30% 10-01-2029 Callable 2029 144A 172,794 239 0.0%
Dell International LLC 8.10% 07-15-2036 Callable 2036 144A 202,157 328 0.0%
Delta Air Lines Inc. 2,609 182 0.0%
Delta Electronics Inc. 6,779 41 0.0%
Delta Property Fund Ltd. 212,505 39 0.0%
Deluxe Corp. 167 8 0.0%
DeNA Co. Ltd. 5,695 156 0.0%
Dentsply Sirona Inc. 21,620 1,574 0.1%
Deutsch Motors Inc. 8,871 101 0.0%
Deutsche Boerse AG 3,578 669 0.0%
Deutsche Bundesrepublik 0.10% 04-15-2023 Inflation Indexed 168,503 290 0.0%
Deutsche Bundesrepublik 0.10% 04-15-2026 Inflation Indexed 677,692 1,182 0.1%
Deutsche Bundesrepublik 0.10% 04-15-2046 Inflation Indexed 176,535 363 0.0%
Deutsche Bundesrepublik 0.50% 04-15-2030 Inflation Indexed 156,790 297 0.0%
Deutsche Bundesrepublik 1.94% 04-15-2020 350,392 613 0.0%
Deutsche Lufthansa AG Reg. 28,138 724 0.0%
Deutsche Telekom AG 37,839 863 0.0%
DexCom Inc. 7,783 1,276 0.1%
DGB Financial Group Inc. 4,639 43 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 214,092 161 0.0%
Diageo PLC 3,962 225 0.0%
Dialog Semiconductor PLC 2,551 110 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 530 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,136 2 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 1,136 2 0.0%
Diamond 1 Finance Corp. 8.35% 07-15-2046 Callable 2046 144A 240,330 395 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 85,832 118 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 197,640 278 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 58,168 78 0.0%
Digital Arts Inc. 3,740 415 0.0%
Dino Polska SA 163 7 0.0%
Dios Fastigheter AB 18,529 180 0.0%
Direcional Engenharia SA 33,670 115 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 70,021 94 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 60,986 84 0.0%
Discovery Card Execution Note Trust 3.04% 07-15-2024 123,101 169 0.0%
DISH DBS Corp. 5.88% 11-15-2024 872,524 1,059 0.0%
DISH Network Corp. 3.38% 08-15-2026 Conv. 47,434 58 0.0%
Diversified Royalty Corp. 142 0.0%
DMC Global Inc. 119 11 0.0%
DMCI Holdings Inc. 7,663 2 0.0%
DMG Mori AG 2,768 178 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 85,536 113 0.0%
DNO International ASA 150,040 352 0.0%
Dolby Laboratories Inc. Class A 8,931 748 0.0%
Dollarama Inc. 117,294 5,007 0.3%
Dominion Energy Inc. Conv. Pfd. Series A 3,307 221 0.0%
Domino's Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2020 119,172 161 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 192,806 273 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2019 201,948 273 0.0%
Dong Yang P&F Co. Ltd. 2,335 22 0.0%
Dongfang Electric Corp. Ltd. Class H 9,899 9 0.0%
Dongfeng Motor Group Co. Ltd. 33,542 37 0.0%
Dongwon Development Co. Ltd. 15,262 81 0.0%
Dongyue Group Ltd. 118,015 107 0.0%
Doosan Corp. 5 1 0.0%
Dorel Industries Inc. Class B Sub. voting 5,654 61 0.0%
Dorman Products Inc. 1,016 112 0.0%
DoubleUGames Co. Ltd. 12 1 0.0%
Douja Promotion Groupe Addoha SA 18,984 27 0.0%
Douzone Bizon Co. Ltd. 26 2 0.0%
Dr. Reddy's Laboratories Ltd. ADR 2,190 113 0.0%
Drax Group PLC 47,225 238 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 716,332 983 0.0%
DRB-Hicom BHD 27,321 18 0.0%
Dream Global Real Estate Investment Trust 107,000 1,447 0.1%
Dream Industrial Real Estate Investment Trust 76,681 888 0.0%
Dream Office Real Estate Investment Trust 71,860 1,692 0.2%
Drive Chassis Holdco LLC. Term Loan 2nd Lien F/R 04-12-2026 121,184 158 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 136,405 192 0.0%
DTE Energy Co. Conv. Pfd. 599 45 0.0%
DTR Automotive Corp. 2,104 82 0.0%
Dual Co. Ltd. 23,119 83 0.0%
Dundee Precious Metals Inc. 120,002 449 0.0%
Dunelm Group PLC 1,255 19 0.0%
DY Corp. 103 1 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 407,651 545 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 144,106 195 0.0%
Eastman Chemical Co. 101 9 0.0%
Eaton Corp. PLC 279 28 0.0%
Ebro Foods SA 9,778 278 0.0%
Echo Marketing Inc. 132 6 0.0%
ECN Capital Corp. 100,140 424 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 37,269 58 0.0%
Ecopetrol SA Sponsored ADR 8,412 186 0.0%
EcoSynthetix Inc. 532 1 0.0%
ECOVE Environment Corp. 466 4 0.0%
EFG Eurobank Ergasias 4,647 6 0.0%
eG Global Finance PLC 6.75% 02-07-2025 Callable 2021 144A 1,112,199 1,500 0.1%
EGE Endustri VE Ticaret AS 12 1 0.0%
Egis Technology Inc. 116 1 0.0%
eHealth Inc. 220 21 0.0%
EI Group PLC 65,794 238 0.0%
Elanco Animal Health Inc. 2,220 94 0.0%
Eldorado Gold Corp. 58,646 295 0.0%
ELECOM Co. Ltd. 4,255 187 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 305,974 395 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 53,860 71 0.0%
Element Fleet Management Corp. 194,325 1,900 0.2%
EM-Tech Co. Ltd. 60 1 0.0%
Emera Inc. 17,229 897 0.0%
Emera Inc. 2.90% 06-16-2023 458,369 464 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 219,098 319 0.0%
Emira Property Fund Ltd. 641 1 0.0%
Emirates Development Bank PJSC 3.52% 03-06-2024 49,692 68 0.0%
Emirates NBD PJSC 2,353 10 0.0%
Emperador Inc. 18,727 4 0.0%
Emperor International Holdings Ltd. 46,451 17 0.0%
Empire Co. Ltd. Class A non-voting 135,786 4,231 0.3%
Empresa de Energia de Bogota SA ESP 12,671 11 0.0%
Enagas SA 259 10 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 1,133,743 1,195 0.1%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 770,191 799 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 284,648 367 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 67,324 89 0.0%
Enbridge Inc. 304,027 15,127 0.8%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 336,622 343 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 126,264 175 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 534,825 564 0.0%
Enbridge Inc. 4.24% 08-27-2042 344,701 348 0.0%
Enbridge Inc. 4.57% 03-11-2044 5,212,061 5,534 0.3%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 2,488 61 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 4,838,617 4,774 0.3%
Enbridge Inc. 5.75% 09-02-2039 Callable 390,482 474 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 191,767 260 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,581,314 1,687 0.2%
Enbridge Pipelines Inc. 3.52% 02-22-2029 Callable 2028 125,223 132 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 622,078 650 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 143,498 146 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 112,831 151 0.0%
EnCana Corp. 19,314 138 0.0%
Enel SPA 38,237 322 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 495,801 504 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 370,561 383 0.0%
Enerflex Ltd. 28,928 474 0.0%
Energa SA 116 0.0%
Energisa SA 1,841 29 0.0%
Enerplus Corp. 121,597 1,199 0.1%
Enersis SA ADR 1,339 14 0.0%
Eneva SA 2,003 16 0.0%
Enghouse Systems Ltd. 22,612 761 0.0%
Engie Brasil Energia SA 9,442 150 0.0%
Engie SA 14,367 270 0.0%
Eni SPA 6,597 135 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 307,538 324 0.0%
EnPro Industries Inc. 1,205 90 0.0%
Ensco Rowan PLC 3,784 43 0.0%
Ensign Energy Services Inc. 6,239 32 0.0%
Ensign Group Inc. 3,027 218 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 241,452 326 0.0%
Entercom Communications Corp. 6.50% 05-01-2027 Callable 2022 144A 185,815 256 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 302,209 404 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 401,968 425 0.0%
ePlus Inc. 3,097 296 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 253,140 365 0.0%
Equifax Inc. 7,899 1,291 0.1%
Equinor ASA 339 9 0.0%
Equitable Group Inc. 1,648 111 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 9,434 16 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 101,643 138 0.0%
Estacio Participacoes SA 116 1 0.0%
eTEC E&C Ltd. 32 4 0.0%
Etsy Inc. 6,337 534 0.0%
Eugene Corp. 117 1 0.0%
Eugene Investment & Securities 472 1 0.0%
Eurazeo SA 2,000 189 0.0%
Eurocharm Holdings Co. Ltd. 27,083 165 0.0%
EUROFIMA 4.55% 03-30-2027 1,405,734 1,629 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 147,575 150 0.0%
Eurofins Scientific 377 232 0.0%
Euronet Worldwide Inc. 5,361 1,123 0.0%
European Investment Bank 1.50% 05-12-2022 2,139,027 330 0.0%
Evertz Technologies Ltd. 2,092 36 0.0%
Evotec AG 3,509 114 0.0%
Evraz PLC 48,983 492 0.0%
Exact Sciences Corp. 1,045 146 0.0%
Excelsior Biopharma Inc. 26,696 53 0.0%
Exco Technologies Ltd. 35 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 539,310 582 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 123,079 143 0.0%
Exelon Corp. 4,650 302 0.0%
ExlService Holdings Inc. 14,846 1,189 0.1%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 149,303 201 0.0%
Expedia Inc. 5.00% 02-15-2026 161,500 236 0.0%
Export Development Canada 0.88% 12-07-2021 92,608 158 0.0%
Export Development Canada 2.40% 06-07-2021 101,643 97 0.0%
Export-Import Bank of Korea 1.93% 02-24-2020 144A 5,755 6 0.0%
Extendicare Inc. 7,090 58 0.0%
Exxaro Resources Ltd. 862 14 0.0%
Exxon Mobil Corp. 9,984 955 0.0%
F5 Networks Inc. 1,448 258 0.0%
Fabrinet 5,486 316 0.0%
Facebook Inc. 48 11 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.63% 08-15-2026 Callable 2021 144A 980,243 1,107 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 269,298 295 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 186,378 192 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,570,274 1,664 0.2%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 172,350 189 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 503,274 819 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 39,381 53 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 72,191 98 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 74,280 101 0.0%
Fantasia Holdings Group Co. Ltd. 3,494 1 0.0%
Far East Horizon Ltd. 15,838 23 0.0%
Farglory Land Development Co. Ltd. 1,398 2 0.0%
Fastighets AB Balder 6,332 278 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 191,993 186 0.0%
Federal Grid Co. Unified Energy System PJSC 6,353,627 22 0.0%
Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 877,910 887 0.0%
Fédération des Caisses Desjardins du Québec 3.06% 09-11-2023 1,987,416 2,062 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 304,139 1,126 0.0%
Federative Republic of Brazil 10.00% 01-01-2029 2,196 9 0.0%
Federative Republic of Brazil 4.50% 05-30-209 Callable 2029 232,650 311 0.0%
Feng TAY Enterprise Co. Ltd. 33,533 343 0.0%
Ferrari NV 358 69 0.0%
Ferrovial SA 8,255 267 0.0%
Ferrovial SA Rights 05-29-2019 8,255 4 0.0%
Fiat Chrysler Automobiles NV 7,601 131 0.0%
Fibra Uno Administration SA 45,103 78 0.0%
Fidelity National Information Services Inc. 1.50% 05-21-2027 Callable 2027 110,678 170 0.0%
Fiera Capital Corp. 71 1 0.0%
Fifth Avenue LP 4.71% 08-05-2021 281,259 290 0.0%
FII BTG Pactual Corporate Office Fund 23 1 0.0%
Fila Korea Ltd. 2,529 224 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 136,654 184 0.0%
First Capital Realty Inc. 77,655 1,614 0.1%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 353,031 477 0.0%
First Gen Corp. 193,769 116 0.0%
First Majestic Silver Corp. 1 0.0%
First Nations ETF LP 4.14% 12-31-2041 253,056 271 0.0%
First Philippine Holdings Corp. 44,622 90 0.0%
First Quantum Minerals Ltd. 2,521 25 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 1,079,883 1,345 0.1%
First Republic Bank 810 106 0.0%
First Tennessee Bank NA 78 76 0.0%
FirstRand Ltd. 19,310 120 0.0%
FirstService Corp. 7,179 879 0.0%
Flexium Interconnect Inc. 349 1 0.0%
Flughafen Wien AG 485 27 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 98,504 138 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 39,528 40 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 23,019 31 0.0%
Ford Credit Canada Co. 2.92% 09-16-2020 315,078 316 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 327,197 326 0.0%
Ford Motor Co. 1,573 20 0.0%
Ford Motor Co. 6.625% 10-01-2028 21,910 32 0.0%
Ford Otomotiv Sanayi AS 629 8 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 43,509 55 0.0%
Formosa International Hotels Corp. 699 5 0.0%
Formosa Taffeta Co. Ltd. 1,747 3 0.0%
Fortified Trust 1.67% 07-23-2021 600,534 596 0.0%
Fortified Trust 2.56% 03-23-2024 382,403 389 0.0%
Fortinet Inc. 12,299 1,205 0.1%
Fortis Inc. 38,593 1,970 0.2%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 91,561 98 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 102,333 111 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 440,302 517 0.0%
Fortive Corp. 891 92 0.0%
Fortive Corp. Conv. Pfd. Series A 55 74 0.0%
Fortnox AB 1,034 18 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 1,021,395 1,405 0.1%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 1,069,112 1,475 0.1%
Fortum OYJ 339 10 0.0%
Fosun International Ltd. 25,797 45 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 142,975 191 0.0%
Fox Factory Holding Corp. 710 64 0.0%
Franco-Nevada Corp. 5,743 599 0.0%
Fraser & Neave Holdings Bhd 13,063 144 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 57,223 77 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 1,886 3 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 33,158 45 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 134,940 184 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 36,122 49 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 8,720 12 0.0%
Freddie Mac Structured Agency Credit Risk F/R 02-25-2049 Callable 2029 144A 73,409 99 0.0%
Freeport-McMoRan Inc. 631 8 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 518,398 688 0.0%
French Republic Government Bond OAT 0.10% 03-01-2028 75,968 128 0.0%
French Republic Government Bond OAT 0.10% 07-25-2047 103,243 175 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 233,595 430 0.0%
French Republic Government Bond OAT 1.10% 07-25-2022 41,833 77 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 240,957 504 0.0%
French Republic Government Bond OAT 2.80% 07-25-2020 228,073 457 0.0%
French Republic Government Bond OAT 3.15% 07-25-2032 61,411 182 0.0%
French Republic Government Bond OAT 4.32% 07-25-2029 51,203 145 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 134,649 186 0.0%
Freshpet Inc. 7,368 463 0.0%
Frontera Generation Holdings LLC Term Loan B 1st Lien F/R 04-25-2025 244,125 328 0.0%
Frontken Corp. BHD 270,561 110 0.0%
FTI Consulting Inc. 19,312 2,190 0.2%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 73,409 94 0.0%
Fufeng Group Ltd. 2,912 2 0.0%
FUJIFILM Holdings Corp. 424 27 0.0%
Fujitsu Ltd. 542 50 0.0%
Fulgent Sun International (Holding) Co. Ltd. 29,720 89 0.0%
Funai Electric Co. Ltd. 5,078 44 0.0%
Fusion Connect Inc. Term Loan 1st Lien F/R 06-03/2019 2,639 3 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 101,288 95 0.0%
Futaba Corp. 2,270 39 0.0%
Future Land Development Holdings Ltd. 11,879 18 0.0%
Future PLC 492 9 0.0%
Futures Contracts -5,088 -0.2%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 533,209 656 0.0%
GAIL India Ltd. 70 3 0.0%
Galenica AG 1,792 117 0.0%
Gamania Digital Entertainment Co. Ltd. 5,385 16 0.0%
Games Workshop Group PLC 2,806 214 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 490,122 661 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 449,642 447 0.0%
Garmin Ltd. 856 88 0.0%
Gartner Inc. 2,731 558 0.0%
Garuda Indonesia Persero Tbk PT 106,809 4 0.0%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 639,018 865 0.0%
GATX Corp. 4,169 393 0.0%
Gaz Metro Inc. 1.52% 05-25-2020 210,052 209 0.0%
Gazprom Neft PJSC 8,502 65 0.0%
Gazprom PJSC 55,776 245 0.0%
Gaztransport Et Technigaz SA 3,710 457 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 176,182 270 0.0%
GCI Liberty Inc. Class A 1,981 156 0.0%
Gear Energy Ltd. 355 0.0%
GEK TERNA Holdings Real Estate Construction SA 990 8 0.0%
Gemdale Properties and Investment Corp. Ltd. 9,317 2 0.0%
General Electric Capital Corp. F/R 07-30-2019 83,294 12 0.0%
General Electric Co. 8.35% 09-03-2022 143,871 10 0.0%
General Electric Co. F/R 12-08-2021 30,289 4 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 619,385 624 0.0%
Genesco Inc. 926 56 0.0%
Genesis Trust II 1.70% 04-15-2020 700,174 698 0.0%
Genomic Health Inc. 7,506 530 0.0%
Genomma Lab Internacional SAB de CV 571 1 0.0%
Genworth MI Canada Inc. 48,263 1,986 0.2%
Genworth MI Canada Inc. 4.242% 04-01-2024 323,157 338 0.0%
GeoPark Ltd. 2,370 51 0.0%
George Weston Ltd. 1,062 107 0.0%
Getinge AB 9,129 167 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 436,804 578 0.0%
GFL Environmental Inc. 5.63% 05-01-2022 Callable 2019 144A 212,658 288 0.0%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 735,561 959 0.0%
GFL Environmental Inc. 8.50% 05-01-2027 Callable 2022 144A 449,727 623 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 245,102 325 0.0%
GFPT PCL 163,954 112 0.0%
Giant Manufacturing Co. Ltd. 5,594 54 0.0%
Gibson Energy Inc. 61,720 1,362 0.1%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,755,290 1,835 0.2%
Gildan Activewear Inc. 33,643 1,641 0.2%
Gimv NV 356 29 0.0%
Ginko International Co. Ltd. 17,706 148 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 673,244 675 0.0%
Glanbia PLC 23,466 528 0.0%
GlaxoSmithKline PLC 6,744 176 0.0%
Glencore PLC 1,960 9 0.0%
GLOBALFOUNDRIES Inc. Term Loan B 1st Lien F/R 05/24/2026 721,372 970 0.0%
Globe Telecom Inc. 1,995 112 0.0%
GLP Capital LP/GLP Financing II Inc. 5.38% 04-15-2026 89,220 128 0.0%
GMK Norilsk Nickel 35 10 0.0%
GMP Capital Inc. 177 0.0%
Go Daddy Operating Co. LLC 5.25% 12-01-2027 Callable 2022 144A 55,339 75 0.0%
Golden Entertainment Inc. 7.63% 04-15-2026 Callable 2022 144A 255,833 347 0.0%
Golden Ventures Leasehold Real Estate Investment Trust 2,003 1 0.0%
GOLFZON Co. Ltd. 26 2 0.0%
Goodman Property Trust 23,444 38 0.0%
Government of Argentina 6.88% 04-22-2021 5,073 6 0.0%
Government of Argentina 8.75% 05-07-2024 0 0.0%
Government of Aruba 4.63% 09-14-2023 1,893 3 0.0%
Government of Aruba 6.50% 01-31-2029 5,982 9 0.0%
Government of Australia 3.25% 04-21-2029 1,388,649 1,515 0.1%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 4,846 7 0.0%
Government of Bermuda 4.85% 02-06-2024 16,704 24 0.0%
Government of Canada 0.50% 12-01-2050 Real Return 753,326 817 0.0%
Government of Canada 0.75% 03-01-2021 9,112,208 9,001 0.5%
Government of Canada 0.75% 09-01-2020 1,846,953 1,828 0.2%
Government of Canada 0.75% 09-01-2021 32,426,468 31,961 1.5%
Government of Canada 1.00% 06-01-2027 6,562,471 6,340 0.4%
Government of Canada 1.00% 09-01-2022 393,175 388 0.0%
Government of Canada 1.25% 11-01-2019 683,269 682 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 5,118,800 6,940 0.4%
Government of Canada 1.50% 03-01-2020 486,758 486 0.0%
Government of Canada 1.50% 06-01-2026 76,085 76 0.0%
Government of Canada 1.50% 09-01-2024 15,682,218 15,784 0.8%
Government of Canada 1.50% 12-01-2044 Real Return 369,635 548 0.0%
Government of Canada 1.75% 05-01-2021 19,835,284 19,954 1.0%
Government of Canada 1.75% 08-01-2020 52,825,825 52,927 2.4%
Government of Canada 2.00% 09-01-2023 419,759 431 0.0%
Government of Canada 2.00% 11-01-2020 456,459 460 0.0%
Government of Canada 2.00% 12-01-2041 Real Return 275,260 450 0.0%
Government of Canada 2.25% 02-01-2021 8,462,143 8,571 0.5%
Government of Canada 2.25% 03-01-2024 326,840 340 0.0%
Government of Canada 2.25% 06-01-2029 41,779,045 44,729 2.1%
Government of Canada 2.75% 12-01-2048 23,739,932 29,081 1.4%
Government of Canada 3.00% 12-01-2036 Real Return 2,158,681 4,115 0.3%
Government of Canada 3.25% 06-01-2021 47,377,744 49,072 2.2%
Government of Canada 3.50% 06-01-2020 8,102,859 8,252 0.5%
Government of Canada 4.00% 12-01-2031 Real Return 894,806 1,942 0.2%
Government of Canada 4.25% 12-01-2021 Real Return 864,062 1,554 0.1%
Government of Canada 4.25% 12-01-2026 Real Return 1,309,523 2,648 0.2%
Government of Canada 5.75% 06-01-2033 320,195 486 0.0%
Government of Cayman Islands 5.95% 11-24-2019 3,786 5 0.0%
Government of Cayman Islands 5.95% 11-24-2019 144A 7,194 10 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 83,573 133 0.0%
Government of Chile 4.00% 03-01-2023 2,120,213 4 0.0%
Government of Chile 4.50% 03-01-2021 3,786,090 7 0.0%
Government of Dominican Republic 7.45% 04-30-2044 7,345 11 0.0%
Government of Dominican Republic 7.50% 05-06-2021 4,796 7 0.0%
Government of El Salvador 7.38% 12-01-2019 8,102 11 0.0%
Government of France 2.10% 07-25-2023 Inflation-Linked 209,834 412 0.0%
Government of Germany 0.25% 02-15-2029 1,898,534 2,998 0.2%
Government of Hungary 6.38% 03-29-2021 347,394 501 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 279,651,118 25 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 2,398,964,025 200 0.0%
Government of Indonesia 6.63% 05-15-2033 666,628,955 54 0.0%
Government of Indonesia 7.00% 05-15-2022 2,315,939,561 218 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 1,093,339,478 98 0.0%
Government of Indonesia 7.50% 08-15-2032 302,239,705 27 0.0%
Government of Indonesia 8.25% 05-15-2029 622,552,932 60 0.0%
Government of Indonesia 8.25% 07-15-2021 1,010,789,080 98 0.0%
Government of Indonesia 8.38% 03-15-2024 2,257,391,659 220 0.0%
Government of Indonesia 8.38% 09-15-2026 2,802,803,024 272 0.0%
Government of Ireland 1.00% 05-15-2026 7,572 12 0.0%
Government of Ireland 3.40% 03-18-2024 355,074 631 0.0%
Government of Jamaica 8.00% 06-24-2019 2,575 3 0.0%
Government of Japan 0% 08-13-2019 3,786,088 47 0.0%
Government of Japan 0.10% 12-20-2023 69,377,236 877 0.0%
Government of Malaysia 3.62% 11-30-2021 234,909 76 0.0%
Government of Malaysia 3.73% 06-15-2028 217,968 70 0.0%
Government of Malaysia 3.84% 04-15-2033 616,184 195 0.0%
Government of Malaysia 3.88% 03-14-2025 320,741 104 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 634,028 206 0.0%
Government of Malaysia 4.06% 09-30-2024 402,056 133 0.0%
Government of Malaysia 4.16% 07-15-2021 678,525 223 0.0%
Government of Mexico 7.50% 06-03-2027 339,839 23 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,564,177 248 0.0%
Government of Philippines 3.38% 01-12-2020 1,343,951 34 0.0%
Government of Philippines 3.38% 08-20-2020 953,188 24 0.0%
Government of Philippines 3.50% 03-20-2021 9,461,861 238 0.0%
Government of Philippines 3.50% 04-21-2023 9,552,214 231 0.0%
Government of Philippines 4.625% 09-09-2040 1,146,537 25 0.0%
Government of Philippines 4.95% 01-15-2021 2,913,775 75 0.0%
Government of Philippines 6.25% 01-14-2036 6,098,598 178 0.0%
Government of Philippines 6.25% 03-12-2024 4,837,091 130 0.0%
Government of Philippines 6.50% 04-28-2021 722,797 19 0.0%
Government of Philippines 7.375% 03-03-2021 4,223,844 113 0.0%
Government of Philippines 8.00% 07-19-2031 8,255,695 262 0.0%
Government of Philippines 8.125% 12-16-2035 2,710,488 88 0.0%
Government of Portugal 5.13% 10-15-2024 144A 161,500 242 0.0%
Government of Qatar 4.00% 03-14-2029 144A 136,654 195 0.0%
Government of Qatar 4.50% 01-20-2022 5,755 8 0.0%
Government of Qatar 4.82% 03-14-2049 144A 164,888 246 0.0%
Government of Singapore 2.50% 06-01-2019 383,986 378 0.0%
Government of Singapore 3.25% 09-01-2020 623,412 623 0.0%
Government of Sweden 0.13% 04-24-2023 144A 228,133 351 0.0%
Government of United Kingdom 1.63% 10-22-2028 1,636,996 2,985 0.2%
Grafton Group PLC 6,601 96 0.0%
Graham Holdings Co. 712 654 0.0%
Gran Tierra Energy Inc. 212,777 560 0.0%
Grand Canyon Education Inc. 2,111 342 0.0%
Granite Real Estate Investment Trust 71,551 4,322 0.3%
Gray Escrow Inc. 7.00% 05-15-2027 Callable 2022 144A 107,719 154 0.0%
Gray Television Inc. 12,134 283 0.0%
Great Canadian Gaming Corp. 10,281 436 0.0%
Great Eagle Holdings Ltd. 16,329 98 0.0%
Great-West Lifeco Inc.* 12,053 369 0.0%
Greater Toronto Airports Authority 2.73% 04-03-2029 Callable 2029 270,206 277 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 529,330 641 0.0%
Greatview Aseptic Packaging Co. Ltd. 68,374 52 0.0%
Greene King PLC 297 3 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 04-05-2024 121,184 163 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 77,927 101 0.0%
Greenland (Hong Kong) Holdings Ltd. 1,048 1 0.0%
Greggs PLC 7,442 276 0.0%
Growthpoint Properties Australia Ltd. 28,379 112 0.0%
Growthpoint Properties Ltd. 1,700 4 0.0%
Grupa Azoty SA 8,100 114 0.0%
Grupa Lotos SA 1,363 42 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 47 3 0.0%
Grupo Aval Acciones y Valores SA 443 4 0.0%
Grupo Bimbo SAB de CV Series A 3,905 11 0.0%
Grupo Comercial Chedraui SA de CV 1 0.0%
Grupo Financiero Banorte SAB de CV Series O 26,526 195 0.0%
Grupo Herdez SAB de CV 605 2 0.0%
Grupo Lala SAB de CV 13,675 22 0.0%
Grupo Mexico SAB de CV Series B 11 0.0%
Grupo Simec SA de CV 24,334 88 0.0%
GS Engineering & Construction Corp. 404 18 0.0%
GS Holdings Corp. 18 1 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 25,976 35 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 27,768 38 0.0%
GSD Holding AS 233,290 44 0.0%
Guangdong Investment Ltd. 3,684 10 0.0%
Guangzhou R&F Properties Co. Ltd. H 71,089 182 0.0%
Guaranty Trust Bank PLC 775,935 92 0.0%
Guardian Capital Group Ltd. 142 3 0.0%
Gulf Keystone Petroleum Ltd. 14,358 56 0.0%
Guotai Junan Securities Co. Ltd. 210 0.0%
H&R Real Estate Investment Trust 42,151 961 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 360,859 364 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 713,639 725 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 218,131 223 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 97,126 135 0.0%
Haci Omer Sabanci Holding AS 322,353 579 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 906,858 1,168 0.1%
Haemonetics Corp. 11,988 1,571 0.1%
Haitian International Holdings Ltd. 1,630 4 0.0%
Haitong Securities Co. Ltd. 792 1 0.0%
Halma PLC 1,110 34 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 134,172 180 0.0%
Hamburger Hafen und Logistik AG (HHLA) 585 19 0.0%
Hana Financial Group Inc. 5,355 221 0.0%
Handsome Co. Ltd. 40 2 0.0%
Hang Lung Development Co. 43,790 158 0.0%
Hanjaya Mandala Sampoerna TBK PT 140,735 45 0.0%
Hannover Rueckversicherung SE Reg. 608 123 0.0%
Hanpin Electron Co. Ltd. 45,492 73 0.0%
Hansol Chemical Co. Ltd. 47 4 0.0%
Hanyang Eng Co. Ltd. 137 2 0.0%
HAP Seng Consolidated BHD 37,138 119 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 56,593 77 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 28,578 39 0.0%
Hawaiian Electric Industries Inc. 8,880 498 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 Callable 2020 144A 82,444 97 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 368,938 537 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 124,908 176 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 673,244 943 0.0%
HCA Inc. 5.00% 03-15-2024 125,360 181 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 176,182 257 0.0%
HCA Inc. 5.375% 02-01-2025 101,643 144 0.0%
HCA Inc. 5.88% 02-01-2029 Callable 2028 317,771 455 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 394,150 584 0.0%
HD Supply Holdings Inc. 3,214 180 0.0%
HDFC Bank Ltd. ADR 1,106 186 0.0%
Health Montreal Collective LP 6.72% 09-30-2049 220,824 294 0.0%
Healthcare Services Group Inc. 12,857 549 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,470,904 1,495 0.1%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,769,824 1,831 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 521,973 540 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 881,015 927 0.0%
Heidrick & Struggles International Inc. 946 39 0.0%
Heineken Holding NV A 2,600 348 0.0%
Heineken Malaysia Bhd 384 3 0.0%
Helen of Troy Ltd. 95 17 0.0%
Hellenic Petroleum SA 985 13 0.0%
Hellenic Telecommunications Organization SA (OTE) 1,421 26 0.0%
Henkel AG & Co. KGaA 1,333 156 0.0%
Henkel AG & Co. KGaA Pfd. 2,234 276 0.0%
Hennes & Mauritz AB B 6,208 126 0.0%
Henry Schein Inc. 2,974 259 0.0%
Herbalife Nutrition Ltd. 8,583 485 0.0%
Hermes International 46 41 0.0%
Heroux-Devtek Inc. 71 1 0.0%
Hexindai Inc. 11,257 40 0.0%
Hi Sun Technology (China) Ltd. 120,131 24 0.0%
High Arctic Energy Services Inc. 71 0.0%
Highwealth Construction Corp. 10,365 22 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 25,976 35 0.0%
Hisense Kelon Electrical Holdings Co. Ltd. 81,775 131 0.0%
Hitachi Ltd. 4,146 191 0.0%
HKC Holdings Ltd. 12,782 12 0.0%
HMS Holdings Corp. 8,284 341 0.0%
Hokuhoku Financial Group Inc. 8,663 126 0.0%
Hollis Receivables Term Trust II 1.79% 02-26-2020 3,417,387 3,412 0.2%
HollyFrontier Corp. 7,806 401 0.0%
Holy Stone Enterprise Co. Ltd. 116 0.0%
Home Capital Group Inc. 6,913 124 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 0 0.0%
HomeServe PLC 12,596 259 0.0%
Hon Hai Precision Industry Co. Ltd. 2,080 7 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 1,724,603 1,731 0.2%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 346,805 347 0.0%
Honda Canada Finance Inc. F/R 09-13-2021 942,406 942 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 188,481 189 0.0%
Honda Motor Co. Ltd. 4,553 150 0.0%
Honeywell International Inc. 1,545 343 0.0%
Hong Leong Financial Group BHD 116 1 0.0%
Hongkong Land Holdings Ltd. 107,632 948 0.0%
Hopson Development Holdings Ltd. 5,823 8 0.0%
Horizon North Logistics Inc. 10,600 20 0.0%
Horizon Pharma Financing Inc. 6.63% 05-01-2023 Callable 2020 144A 178,814 248 0.0%
Hormel Foods Corp. 20,849 1,113 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 413,998 560 0.0%
Host Hotels & Resorts Inc. 1,135 28 0.0%
Hotai Motor Co. Ltd. 3,494 76 0.0%
HP Inc. 2,828 71 0.0%
HS Industries Co. Ltd. 11,787 132 0.0%
HSBC Bank Canada 2.17% 06-29-2022 1,139,129 1,138 0.0%
HSBC Bank Canada 2.54% 01-31-2023 541,288 546 0.0%
HSBC Bank Canada 3.25% 09-15-2023 2,178,618 2,261 0.2%
HSBC Bank Canada F/R 07-10-2019 4,267,213 4,268 0.3%
HSBC Holdings PLC 39,061 430 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,514,435 19 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 716,332 734 0.0%
Huadian Power International Corp. Ltd. 18,738 10 0.0%
Huaxin Cement Co. Ltd. 30,655 162 0.0%
HUBER+SUHNER AG 1,317 137 0.0%
Huchems Fine Chemical Corp. 240 6 0.0%
HudBay Minerals Inc. 3,634 24 0.0%
Hudson Ltd. 5,457 100 0.0%
Hugo Boss AG 100 8 0.0%
Huishang Bank Corp. Ltd. 6,499 3 0.0%
Humedix Co. Ltd. 2,714 82 0.0%
Hungary Government International Bond 6.25% 01-29-2020 317,353 439 0.0%
Huntington Ingalls Industries Inc. 685 190 0.0%
Huntsman Corp. 351 8 0.0%
Husky Energy Inc. 69,608 883 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 356,819 368 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 73,020 913 0.0%
Hwail Pharmaceutical Co. Ltd. 9,262 69 0.0%
Hydro One Inc. 40,485 927 0.0%
Hydro One Inc. 2.54% 04-05-2024 Callable 2024 621,429 630 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 580,336 605 0.0%
Hydro One Inc. 3.72% 11-18-2047 963,664 1,018 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 476,657 425 0.0%
Hyosung ITX Co. Ltd. 48 1 0.0%
Hyprop Investments Ltd. 19,726 129 0.0%
Hyundai Glovis Co. Ltd. 58 11 0.0%
Hyundai Hy Communications & Network Co. Ltd. 7,397 33 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 309 11 0.0%
Hyundai Motor Co. 1,326 203 0.0%
Hyundai Motor Securities Co. Ltd. 50 1 0.0%
Hyundai Telecommunication Co. Ltd. 6,369 69 0.0%
i-SENS Inc. 2,730 75 0.0%
IA Financial Corporate Inc. 52,982 2,687 0.2%
Iberdrola SA 85,031 1,068 0.0%
IBI Group Inc. 8,615 45 0.0%
ICA Gruppen AB 22,599 1,218 0.1%
ICICI Bank Ltd. ADR 12,684 206 0.0%
IDGC of Centre and Volga Region PJSC 7,968,771 46 0.0%
IDGC of Volga PJSC 5,094,789 11 0.0%
IDP Education Ltd. 21,547 345 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 09-25-2024 453,015 582 0.0%
IG Design Group PLC 754 8 0.0%
IGG Inc. 60,708 97 0.0%
IHH Healthcare BHD 3,692 7 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 136,654 196 0.0%
II-VI Inc. Term Loan B 1st Lien F/R 05-08-2026 437,701 588 0.0%
Ildong Pharmaceutical Co. Ltd. 3,627 80 0.0%
IMCD Group NV 4,865 537 0.0%
IMPACT Growth Real Estate Investment Trust 2,527 3 0.0%
Impala Platinum Holdings Ltd. 58,729 316 0.0%
Imperial Oil Ltd. 47,504 1,716 0.2%
Indofood CBP Sukses Makmur TBK PT 7,838 7 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,322,503,390 129 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 686,046,497 69 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 673,244 696 0.0%
Industrial and Commercial Bank of China Ltd. H 553,845 535 0.0%
Industrial Bank of Korea 414 7 0.0%
Industrias CH SAB de CV 2,648 11 0.0%
Indutrade AB 4,772 188 0.0%
Infosys Ltd. ADR 31,489 446 0.0%
Infratil Ltd. 28,074 106 0.0%
Infratil Ltd. Rights Exp. 06-18-2019 21,185 0.0%
ING Groep NV 8,792 129 0.0%
Ingersoll-Rand PLC 60 10 0.0%
Inner Mongolia Eerduosi Resources Co. Ltd. 7,464 8 0.0%
Innocean Worldwide Inc. 113 9 0.0%
Innovative Industrial Properties Inc. 483 55 0.0%
Innovative Water Care Global Corp. Term Loan 1st Lien F/R 02-27-2026 305,366 393 0.0%
Inovalis Real Estate Investment Trust 16,059 161 0.0%
Insight Enterprises Inc. 2,091 145 0.0%
Insperity Inc. 17,110 2,634 0.2%
Inspur International Ltd. 28,675 17 0.0%
Institutional Shareholder Services Inc. Term Loan 1st Lien F/R 02-26-2026 262,127 349 0.0%
Instructure Inc. 8,079 454 0.0%
Intact Financial Corp. 6,948 807 0.0%
Intact Financial Corp. 3.77% 03-02-2026 MTN 876,564 937 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 54,720 72 0.0%
Integrys Energy Group Inc. Pfd. 745 27 0.0%
Intel Corp. 4.00% 12-01-2022 117,454 118 0.0%
Inter Pipeline Ltd. 65,425 1,348 0.1%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 845,552 848 0.0%
Inter Pipeline Ltd. 3.17% 03-24-2025 Callable 2024 MTN 732,490 746 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 635,424 654 0.0%
Inter Pipeline Ltd. F/R 03-26-2079 Callable 2029 1,430,955 1,475 0.1%
Inter RAO UES PJSC 99,028 8 0.0%
Inter-American Development Bank 3.50% 05-15-2021 123,101 113 0.0%
Inter-American Development Bank 7.88% 03-14-2023 68,533,909 7 0.0%
Interconexion Electrica SA ESP 6,999 45 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 143,822 192 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 982 1 0.0%
International Business Machines Corp. 2.625% 08-05-2022 39,528 70 0.0%
International Business Machines Corp. 2.75% 12-21-2020 40,657 71 0.0%
International Container Terminal Services Inc. 29,638 104 0.0%
International Finance Corp. 2.88% 07-31-2023 121,972 171 0.0%
International Finance Corp. 3.63% 05-20-2020 458,156 413 0.0%
International Finance Corp. 7.00% 07-20-2027 558,069 36 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 55,339 79 0.0%
International Games System Co. Ltd. 3,028 35 0.0%
International Meal Co. Alimentacao SA 3,950 9 0.0%
International Paper Co. 2,094 117 0.0%
International Seaways Inc. 12,247 295 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1,334 2 0.0%
Interparfums SA 263 16 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 79,443 99 0.0%
InterRent Real Estate Investment Trust 121,721 1,722 0.2%
INTOPS Co. Ltd. 3,915 72 0.0%
Investec Ltd. 45,223 359 0.0%
Investec Property Fund Ltd. 908 1 0.0%
Investor AB 421 25 0.0%
IOI Properties Group BHD 8,071 3 0.0%
IPH Ltd. 2,755 18 0.0%
IPL Plastics Inc. 141,804 1,475 0.1%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 142,728 157 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 122,376 160 0.0%
IQVIA Holdings Inc. 5.00% 05-15-2027 Callable 2022 144A 549,367 756 0.0%
IRB Brasil Resseguros SA 2,802 99 0.0%
Irish Residential Properties REIT PLC 31,871 77 0.0%
iRobot Corp. 8,888 1,046 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 1,120,278 1,144 0.1%
IS Dongseo Co. Ltd. 67 3 0.0%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 413,730 446 0.0%
iShares Barclays Capital TB ETF Put Option @ $116.00 Exp. 09-20-2019 2 0.0%
iShares Barclays Capital TB ETF Put Option @ $117.00 Exp. 06-21-2019 6 0.0%
iShares Barclays Capital TB ETF Put Option @ $117.00 Exp. 09-20-2019 2 0.0%
iShares Core MSCI EAFE ETF 38,731 3,109 0.2%
iShares Core S&P 500 ETF 12,745 4,776 0.3%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $82.00 Exp. 07-19-2019 391 14 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 06-21-2019 4 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 07-19-2019 4 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 11-15-2019 391 114 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 646 106 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 61 9 0.0%
iShares MSCI EAFE ETF 1,500 129 0.0%
iShares MSCI India ETF 104,842 5,098 0.3%
iShares S&P/TSX 60 Index ETF 142,524 3,439 0.3%
iShares TIPS Bond ETF 674 105 0.0%
Israel Chemicals Ltd. 99,123 677 0.0%
Israel Electric Corp. Ltd. 5.00% 11-12-2024 45,175 66 0.0%
Israel Electric Corporation Ltd. 6.88% 06-21-2023 144A 50,822 78 0.0%
Itausa- Investimentos Itau SA 2,940 13 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 219,948 226 0.0%
J Sainsbury PLC 108,249 370 0.0%
J.B. Hunt Transport Services Inc. 69 8 0.0%
Jabil Inc. 3.95% 01-12-2028 Callable 2027 7,906 10 0.0%
Jack Henry & Associates Inc. 15,003 2,660 0.2%
Jamieson Wellness Inc. 105,698 1,978 0.2%
Jane Street Group LLC. Term Loan B 1st Lien F/R 08-25-2022 324,217 437 0.0%
Janus International Group LLC Term Loan 1st Lien F/R 02-15-2025 172,956 234 0.0%
Japan Elevator Service Holdings Co. Ltd. 898 25 0.0%
Japan Exchange Group Inc. 12,999 273 0.0%
Japan Petroleum Exploration Co. Ltd. 299 8 0.0%
Japan Post Holdings Co. Ltd. 167,251 2,506 0.2%
Japfa Comfeed Indonesia Tbk 37,734 5 0.0%
JARLLYTEC Co. Ltd. 41,406 114 0.0%
Jastrzebska Spolka Weglowa SA 58 1 0.0%
JB Financial Group Co. Ltd. 1,187 8 0.0%
JBS SA 8,152 61 0.0%
JBS USA Lux SA 5.88% 07-15-2024 Callable 2019 144A 280,070 389 0.0%
JD.com Inc. ADR 1,596 56 0.0%
Jean Co. Ltd. 19,613 12 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 196,587 270 0.0%
Jefferies Finance LLC Term Loan 1st Lien F/R 05-21-2026 126,570 171 0.0%
Jetway Information Co. Ltd. 46,419 42 0.0%
Jiangsu Expressway Co. Ltd. H 1,398 3 0.0%
JMT Network Services PCL 2,923 2 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 735,076 735 0.0%
John Deere Financial Inc. 2.99% 01-14-2022 82,944 85 0.0%
John Laing Group PLC 152,969 1,016 0.0%
Johnson & Johnson 3,740 663 0.0%
Johnson Health Tech Co. Ltd. 1,514 4 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 166,007 203 0.0%
JPMorgan Chase & Co. 13,770 1,972 0.2%
JPMorgan Chase & Co. 2.75% 08-24-2022 60,986 100 0.0%
JPMorgan Chase & Co. 2.95% 10-01-2026 161,500 215 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 562,832 574 0.0%
JPMorgan Chase & Co. 3.63% 12-01-2027 Callable 2026 36,140 49 0.0%
JPMorgan Chase & Co. 4.40% 07-22-2020 92,608 128 0.0%
JPMorgan Chase & Co. F/R 01-23-2029 Callable 2028 156,982 214 0.0%
JPMorgan Chase Commercial Morgage Securities 3.66% 06-15-2023 144A 50,822 69 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 47,434 67 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 24,544 33 0.0%
JSL SA 140 1 0.0%
Just Energy Group Inc. 254,219 1,129 0.0%
K12 Inc. 14,275 590 0.0%
Kalbe Farma Tbk PT 64,040 9 0.0%
Kamei 1,434 20 0.0%
Kao Corp. 2,452 259 0.0%
Kardex AG 139 29 0.0%
Karo Pharma AB 7,798 43 0.0%
Kasen International Holdings Ltd. 16,926 17 0.0%
KB Financial Group Inc. 1,909 95 0.0%
KB Financial Group Inc. ADR 1,596 80 0.0%
KC Co. Ltd. 84 1 0.0%
KC Tech Co. Ltd. 62 1 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 220,145 293 0.0%
Kelly Services Inc. Class A 7,119 226 0.0%
Kelt Exploration Ltd. 35 0.0%
Kennedy-Wilson Holdings Inc. 23,616 656 0.0%
KEPCO Plant Service & Engineering Co. Ltd. 19 1 0.0%
Kering 279 196 0.0%
Kestra Advisor Services Holdings A Inc. Term Loan 1st Lien F/R 04-29-2026 199,280 269 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 1,354 2 0.0%
Keyence Corp. 251 192 0.0%
Keyera Corp. 2,588 84 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 543,981 570 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 84,883 112 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 77,927 103 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 68,666 94 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 141,623 194 0.0%
Kforce Inc. 3,651 171 0.0%
KFW 3.375% 02-15-2021 128,748 117 0.0%
KGHM Polska Miedz SA 268 9 0.0%
KGInicis Co. Ltd. 81 1 0.0%
Kia Motors Corp. 4,655 208 0.0%
Killam Apartment Real Estate Investment Trust 91,180 1,730 0.2%
Kimberly-Clark de Mexico SAB de CV Class A 3 0.0%
Kinaxis Inc. 457 36 0.0%
Kinden Corp. 10,074 210 0.0%
Kinder Morgan Canada Ltd. 15,823 188 0.0%
Kinder Morgan Inc. 31,440 848 0.0%
Kindom Construction Corp. 2,912 4 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 204,472 274 0.0%
King Yuan Electronics Co. Ltd. 74,622 84 0.0%
Kingboard Holdings Ltd. 14,392 51 0.0%
Kingboard Laminates Holdings Ltd. 582 1 0.0%
Kinross Gold Corp. 178,203 788 0.0%
Kirin Holdings Co. Ltd. 3,797 111 0.0%
Kirkland Lake Gold Ltd. 110,784 5,179 0.3%
KITZ Corp. 2,916 26 0.0%
KLCCP Stapled Group 792 2 0.0%
KM Corp. 58 0.0%
KNDL Mortgage Trust F/R 05-15-2021 144A 55,339 75 0.0%
KNDL Mortgage Trust F/R 05-15-2026 144A 51,951 70 0.0%
Knight Therapeutics Inc. 8,916 67 0.0%
Kobe Steel Ltd. 1,170 10 0.0%
Koc Holding AS 268 1 0.0%
Koentec Co. Ltd. 140 2 0.0%
Kolmar BNH Co. Ltd. 20 1 0.0%
Kolon Global Corp. 93 1 0.0%
Komatsu Ltd. 3,354 101 0.0%
Kommunalbanken AS 1.13% 12-15-2021 71,150 122 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 45,433 7 0.0%
Koninklijke Ahold Delhaize NV 9,116 277 0.0%
Koninklijke Philips NV 7,619 408 0.0%
Kordsa Teknik Tekstil AS 2,376 7 0.0%
Korea Alcohol Industrial Co. Ltd. 6,484 71 0.0%
Korea Autoglass Corp. 194 4 0.0%
Korea Electric Power Corp. 319 9 0.0%
Korea Investment Holdings Co. Ltd. 2,018 166 0.0%
Korea Real Estate Investment & Trust Co. Ltd. 29,185 77 0.0%
Korea United Pharm Inc. 3,423 92 0.0%
Korea Zinc Co. Ltd. 104 52 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 46,304 71 0.0%
Kreditanstalt Fuer Wiederaufbau 0.13% 06-07-2023 152,465 235 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 93,738 146 0.0%
Kreditanstalt Fuer Wiederaufbau 1.13% 05-12-2022 815,405 124 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 216,839 362 0.0%
Kreditanstalt für Wiederaufbau 2.75% 09-08-2020 308,318 420 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 878,667 845 0.0%
KTCS Corp. 19,186 49 0.0%
Kuehne + Nagel International AG 47 8 0.0%
Kumba Iron Ore Ltd. 5,815 238 0.0%
Kumho Petrochemical Co. Ltd. 408 44 0.0%
Kungthai Card PCL 11,600 20 0.0%
Kunlun Energy Co. Ltd. 12,345 15 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 9,836 77 0.0%
Kweichow Moutai Co. Ltd. Class A 1,741 303 0.0%
KWG Property Holding Ltd. 565 1 0.0%
KYB Corp. 254 9 0.0%
Kyobo Securities Co. Ltd. 240 3 0.0%
Kyushu Railway Co. 1,441 58 0.0%
L E Lundbergforetagen AB Class B 14,459 643 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 86,190 115 0.0%
L'Oréal 4,303 1,562 0.1%
L.P.N. Development PCL Foreign 360,748 107 0.0%
La Comer SAB de CV 54,204 79 0.0%
Labrador Iron Ore Royalty Corp. 69,345 2,186 0.2%
Lai Sun Development Co. Ltd. 24,298 50 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 484,736 656 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,376,111 1,874 0.2%
Lancaster Colony Corp. 657 128 0.0%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2040 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 185,217 180 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 188,605 193 0.0%
Lar Espana Real Estate SOCIMI SA 1,583 16 0.0%
Largo Resources Ltd. 60,409 100 0.0%
Larsen & Toubro Ltd. 116 3 0.0%
Lassonde Industries Inc. Class A Sub. voting 213 41 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2020 144A 877,910 1,209 0.1%
Legal & General Group PLC 12,676 56 0.0%
Lenovo Group Ltd. 202,973 191 0.0%
Leon's Furniture Ltd. 177 3 0.0%
Leroy Seafood Group ASA 4,441 41 0.0%
LF Corp. 138 3 0.0%
LG Chem Ltd. 102 39 0.0%
LG Corp. 987 82 0.0%
LG Display Co. Ltd. 2,560 50 0.0%
LG Electronics Inc. 92 8 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 48,111 67 0.0%
LG Household & Health Care Ltd. 12 17 0.0%
LG Uplus Corp. 334 5 0.0%
Liberty Global PLC Class A 4,869 162 0.0%
Liberty Latin America Ltd. Class C 2,937 68 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 95,646 129 0.0%
LifeScan Global Corp. Term Loan 1st Lien F/R 06-19-2024 259,549 340 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 140,035 175 0.0%
Lilang China Co. Ltd. 10,016 12 0.0%
Linamar Corp. 876 38 0.0%
Lindab International AB 5,654 79 0.0%
Linde PLC 802 196 0.0%
Lions Gate Capital Holdings LLC 6.38% 02-01-2024 Callable 2021 144A 355,473 496 0.0%
Lite-On Technology Corp. 49,521 96 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 38,399 54 0.0%
LivePerson Inc. 6,322 238 0.0%
LiveRamp Holdings Inc. 15,421 1,071 0.0%
Loblaw Companies Ltd. 15,676 1,087 0.0%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 228,903 243 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 587,607 651 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,905,183 3,603 0.3%
Localiza Rent a Car SA 186 2 0.0%
Lockheed Martin Corp. 769 352 0.0%
Logan Property Holdings Co. Ltd. 5,984 12 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 01-15-2020 57,645 55 0.0%
Lojas Renner SA 13,951 211 0.0%
London Stock Exchange Group PLC 2,915 263 0.0%
Longfor Group Holdings Ltd. 10,656 53 0.0%
Lonking Holdings Ltd. 572,599 205 0.0%
Loral Space & Communications Inc. 292 13 0.0%
Lotte Chilsung Beverage Co. Ltd. 120 23 0.0%
LOTTE Fine Chemical Co. Ltd. 2,572 147 0.0%
Lotte Non-Life Insurance Co. Ltd. 821 2 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 420,912 419 0.0%
LS Cable & System Asia Ltd. 138 1 0.0%
LS Corp. 13 1 0.0%
LSR Group OJSC-GDR Regs 39,323 111 0.0%
LT Group Inc. 52,255 20 0.0%
Lucara Diamond Corp. 28,467 43 0.0%
Lukoil 629 69 0.0%
Lululemon Athletica Inc. 9,864 2,207 0.2%
Lumax International Corp. Ltd. 1,165 4 0.0%
Lundin Gold Inc. 35 0.0%
Lundin Mining Corp. 289,918 1,751 0.2%
LVMH Moet Hennessy Louis Vuitton SE 458 234 0.0%
LyondellBasell Industries NV Class A 1,772 178 0.0%
Mackenzie Enhanced Equity Risk Premia Fund Series R 740,590 7,179 0.4%
Mackenzie Enhanced Fixed Income Risk Premia Fund Series R 639,930 6,576 0.4%
Mackenzie Floating Rate Income ETF 358 8 0.0%
Mackenzie Global High Yield Fixed Income ETF 2,114 41 0.0%
Mackenzie International Dividend Fund Series R 14,345 171 0.0%
Mackenzie Multi-Strategy Absolute Return Fund Series R 6,118,235 59,980 2.7%
Mackenzie Unconstrained Fixed Income Fund Series R 1,286 13 0.0%
Mackenzie US High Yield Bond Index ETF (CAD-Hedged) 130 12 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 66,975 6,702 0.4%
Mackenzie US Large Cap Equity Index ETF 5,991 641 0.0%
Mackenzie US TIPS Index ETF (CAD-Hedged) 46,092 4,589 0.3%
Macquarie Group Ltd. 93 10 0.0%
Macquarie Korea Infrastructure Fund 4,173 57 0.0%
Macquarie Mexico Real Estate Management SA de CV 66,688 94 0.0%
Maeil Dairies Co. Ltd. 984 101 0.0%
Magazine Luiza SA 159 11 0.0%
Magellan Aerospace Corp. 4,254 73 0.0%
Magellan Financial Group Ltd. 38,088 1,551 0.1%
Magna International Inc. 19,661 1,138 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 577,643 590 0.0%
Magna International Inc. Class A 5,550 322 0.0%
Magnit PJSC GDR 1,561 29 0.0%
Magnum BHD 107,927 84 0.0%
Mahindra & Mahindra Ltd. 2,381 30 0.0%
Mahle-Metal Leve SA 256 2 0.0%
Mainstreet Equity Corp. 142 8 0.0%
Major Cineplex Group PCL 89,051 110 0.0%
Makalot Industrial Co. Ltd. 14,773 131 0.0%
Malayan Banking BHD 128 0.0%
Manhattan Associates Inc. 2,171 192 0.0%
Manila Water Co. 1,735 1 0.0%
Manpower Inc. 1,533 177 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 589,762 588 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 642,275 641 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 383,749 392 0.0%
Manulife Bank of Canada F/R 03-04-2021 1,281,672 1,290 0.1%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,454,207 1,495 0.1%
Manulife Financial Corp. 291,438 6,610 0.4%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 431,498 444 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,464,979 1,493 0.1%
Manulife Financial Corp. Pfd. Series 13 24,398 456 0.0%
Maple Leaf Foods Inc. 55,038 1,673 0.2%
Marathon Oil Corp. 4.40% 07-15-2027 Callable 2027 116,325 164 0.0%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 158,112 234 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 5,238 5 0.0%
Markel Corp. 567 811 0.0%
Martinrea International Inc. 136,043 1,331 0.1%
MatÄv Magyar TÄvkÎzlÅsi RT 2,434 5 0.0%
Matson Inc. 3,365 156 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 838,235 859 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 65,086 90 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 1,002,941 1,206 0.1%
Max's Group Inc. 3,261 1 0.0%
MAXIMUS Inc. 12,296 1,184 0.1%
MBK PCL 15,490 14 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 206,646 207 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 436,800 439 0.0%
MCAP Service Corp. 1.08% 05-01-2022 312,861 313 0.0%
MCAP Service Corp. 1.13% 10-01-2021 602,941 602 0.0%
MCAP Service Corp. 1.24% 09-01-2021 436,281 438 0.0%
MCAP Service Corp. 1.386% 04-01-2021 445,839 448 0.0%
McCormick & Co. Inc. non-voting 946 199 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 967 1 0.0%
McDonald's Corp. 874 234 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 894,068 922 0.0%
McDonald's Corp. 3.80% 04-01-2028 Callable 2028 134,649 191 0.0%
McGrath RentCorp. 11,114 845 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 147,947 183 0.0%
Medtronic PLC 5,002 626 0.0%
MEG Energy Corp. 95,470 416 0.0%
MEG Energy Corp. 6.38% 01-30-2023 Callable 144A 288,148 346 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2019 144A 370,554 450 0.0%
Megacable Holdings SAB de CV 21,869 122 0.0%
MegaStudyEdu Co. Ltd. 3,666 152 0.0%
Megaworld Corp. 30,467 5 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 445,011 458 0.0%
MercadoLibre Inc. 453 349 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 347,394 496 0.0%
Merck & Co. Inc. 11,752 1,258 0.1%
Merck KGaA 10,402 1,358 0.1%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 1,265,699 1,770 0.2%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 782,709 1,057 0.0%
Meridian Energy Ltd. 856 3 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 946 24 0.0%
Meritz Securities Co. Ltd. 76,834 411 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 185,714 186 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 777,933 779 0.0%
Merrill Lynch & Co. Inc. F/R 09-15-2026 39,980 51 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 10,401 14 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 55,301 75 0.0%
Merry Electronics Co. Ltd. 20,975 142 0.0%
Mesa Laboratories Inc. 2,736 923 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 98,546 133 0.0%
Methanex Corp. 35,557 2,000 0.2%
MetLife Inc. 140 9 0.0%
Metlifecare Ltd. 59,451 235 0.0%
Metro Inc. 95,038 4,688 0.3%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,493,525 1,568 0.1%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,773,325 1,790 0.2%
Mexichem SAB de CV 4 0.0%
Micro Focus International PLC 61,111 2,001 0.2%
Microchip Technology Inc. 4.33% 06-01-2023 Callable 2023 251,849 349 0.0%
Micron Technology Inc. 1,316 58 0.0%
Micron Technology Inc. 5.33% 02-06-2029 Callable 2028 257,496 352 0.0%
Microsoft Corp. 9,026 1,509 0.1%
Microsoft Corp. 2.00% 08-08-2023 199,898 266 0.0%
Microsoft Corp. 2.40% 02-06-2022 Callable 2022 90,350 123 0.0%
Microsoft Corp. 2.40% 08-08-2026 129,878 172 0.0%
Middleby Corp. 2,216 391 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 151,368 152 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 258,526 263 0.0%
Mining and Metallurgical Co. Norilsk Nickel OJSC 680 193 0.0%
Minmetals Land Ltd. 28,685 6 0.0%
Minotaur Acquisition Inc. Term Loan 1st Lien F/R 02-27-2026 340,527 460 0.0%
Minto Apartment Real Estate Investment Trust 1,453 29 0.0%
Mirae Asset Life Insurance Co. 953 5 0.0%
Mirle Automation Corp. 42,116 84 0.0%
Mitac Holdings Corp. 2,213 3 0.0%
Mitchells & Butlers PLC 16,554 78 0.0%
Mitsubishi Corp. 2,119 75 0.0%
Mitsubishi Electric Corp. 10,575 179 0.0%
Mitsubishi Heavy Industries Ltd. 9,511 565 0.0%
Mitsubishi UFJ Financial Group Inc. 18,546 116 0.0%
Mitsuboshi Belting Ltd. 1,120 28 0.0%
MiX Telematics Ltd. ADR 3,990 86 0.0%
Mizuho Financial Group Inc. 895,938 1,717 0.2%
MK Restaurants Group PCL 4,437 14 0.0%
MMI Holdings Inc 39,013 68 0.0%
Mobile TeleSystems ADR 5,028 53 0.0%
MOL Magyar Olaj-es Gazipari RT 1,933 29 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 81,315 125 0.0%
Molson Coors Brewing Co. 3.00% 07-15-2026 100,062 131 0.0%
Moncler SPA 179 9 0.0%
Mondelez International Inc. 4.13% 05-07-2028 Callable 2028 134,649 194 0.0%
Mondi Ltd. 33,748 938 0.0%
Moody's Corp. 1,369 338 0.0%
Moorim Paper Co. Ltd. 22,026 78 0.0%
Morgan Stanley 3.00% 02-07-2024 1,174,138 1,192 0.1%
Morgan Stanley Capital 4.295% 09-09-2024 49,692 68 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 91,479 128 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 72,280 97 0.0%
Morguard North American Residential Real Estate Investment Trust 17,371 314 0.0%
Morguard Real Estate Investment Trust 2,659 32 0.0%
Morneau Shepell Inc. 108,193 3,243 0.2%
MOSA Industrial Corp. 16,344 38 0.0%
Mosenergo PJSC 159,182 8 0.0%
Motor Oil (Hellas) Corinth Refineries SA 233 8 0.0%
Movida Participacoes SA 780 3 0.0%
Mowi ASA 19,011 596 0.0%
Mpact Ltd. 37,098 81 0.0%
MPLX LP 4.80% 02-15-2029 Callable 2028 194,252 281 0.0%
MRV Engenharia e Participacoes SA 29,038 172 0.0%
MTN Group Ltd. 3,645 35 0.0%
MTY Food Group Inc. 4,183 252 0.0%
Muhibbah Engineering (M) Bhd 1,165 1 0.0%
Mullen Group Ltd. 3,687 36 0.0%
Multi-Color Corp. Bridge Loan Exp. 02-25-2020 8,770,000 0.0%
Multicampus Corp. 29 2 0.0%
MultiChoice Group Ltd. 2,970 34 0.0%
Murata Manufacturing Co. Ltd. 2,254 132 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 91,027 128 0.0%
Murray & Roberts Holdings Ltd. 664 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 186,623 239 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 71,752 99 0.0%
Namchow Chemical Industrial Co. Ltd. 15,255 35 0.0%
NanoString Technologies Inc. 1,006 39 0.0%
Nantex Industry Co. Ltd. 11,530 17 0.0%
Naspers Ltd. 1,118 340 0.0%
Natel Engineering Co. Inc. Term Loan B 1st Lien F/R 04-29-2026 191,807 259 0.0%
National Bank of Canada 95,434 5,794 0.4%
National Bank of Canada 1.96% 06-30-2022 5,210,909 5,194 0.3%
National Bank of Canada 2.98% 03-04-2024 261,219 268 0.0%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 471,271 476 0.0%
National Bank of Canada F/R 06-11-2019 3,965,643 3,966 0.3%
National Bank of Greece SA 1,665 6 0.0%
National Western Life Group Inc. 405 146 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 48,791 66 0.0%
Natura Cosmeticos SA 617 13 0.0%
NAV Canada 3.21% 09-29-2050 Callable 2050 29,623 31 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 293,534 315 0.0%
NAV CANADA 7.40% 06-01-2027 649,277 888 0.0%
NAV CANADA 7.56% 03-01-2027 436,621 527 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 105,031 145 0.0%
NCR Corp. 219 9 0.0%
NCsoft Corp. 72 39 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 155,591 208 0.0%
NeoGenomics Inc. 5,018 147 0.0%
Neste Oil OYJ 20,501 937 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 51,951 90 0.0%
Nestle Malaysia BHD 1,064 50 0.0%
Nestlé SA Reg. 10,894 1,464 0.1%
NetDragon Websoft Holdings Ltd. 29,147 104 0.0%
NetEase Inc. 32 11 0.0%
Netflix Inc. 3.88% 11-15-2029 342,008 533 0.0%
NetLink NBN Trust 77,875 64 0.0%
Neuca SA 12 1 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,747,955 2,065 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 13,977 19 0.0%
New China Life Insurance Co. Ltd. 6,068 38 0.0%
New Gold Inc. 214,656 185 0.0%
New Hope Corp. Ltd. 43,204 107 0.0%
New Oriental Education & Technology Group Inc. ADR 1,832 212 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 210,063 281 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,871,616 2,503 0.2%
New Residential Mortgage Loan Trust F/R 01-25-2048 144A 69,153 94 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 54,392 75 0.0%
New Zealand Local Government Funding Agency Ltd. 04-14-2022 54,436 50 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 154,724 143 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 558,355 735 0.0%
Newmont Goldcorp Corp. 3,793 169 0.0%
NewOcean Energy Holdings Ltd. 74,874 24 0.0%
Nexa Resources SA 4,086 53 0.0%
NEXEN TIRE Corp. 53 1 0.0%
Nexstar Media Group Inc. 93 13 0.0%
Nexstar Media Group Inc. Bridge Loan Exp. 11-30-2019 8,190,000 0.0%
NextEra Energy Inc. Conv. Pfd. 5,913 503 0.0%
NFI Group Inc. 42,434 1,428 0.1%
NH Investment & Securities Co. Ltd. 154 2 0.0%
NHN Entertainment Corp. 3,402 280 0.0%
Nibe Industrier AB 25,590 436 0.0%
NICE Holdings Co. Ltd. 64 2 0.0%
NICE Information Service Co. Ltd. 181 3 0.0%
Nickel Asia Corp. 1,180,826 69 0.0%
Nielsen Holdings PLC 15,508 476 0.0%
Nien Made Enterprise Co. Ltd. 582 6 0.0%
Nike Inc. Class B 2,068 216 0.0%
Nine Dragons Paper Holdings Ltd. 311,935 336 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 619,385 839 0.0%
Nippo Corp. 3,007 79 0.0%
Nippon Electric Glass Co. Ltd. 203 7 0.0%
NIPPON REIT Investment Corp. 17 90 0.0%
Nippon Steel Sumitomo Metal Corp. 8,205 185 0.0%
Nishi-Nippon Financial Holdings Inc. 1,983 20 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 578,990 582 0.0%
Nissan Motor Co. Ltd. 13,376 123 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 185,461 249 0.0%
NN Group NV 28,728 1,476 0.1%
Noble Energy Inc. 3.85% 01-15-2028 Callable 2027 99,385 135 0.0%
Nokia OYJ 31,580 214 0.0%
Nokia OYJ 3.38% 06-12-2022 538,595 728 0.0%
Nong Shim Holdings Co. Ltd. 12 1 0.0%
Noranda Income Fund 8,579 24 0.0%
Norbord Inc. 22,724 600 0.0%
NORDAM Group Inc. Term Loan B-Exit 1st Lien F/R 04-04-2026 121,184 164 0.0%
Nordea Eiendomskreditt AS F/R 06-19-2024 451,748 70 0.0%
Nordic Investment Bank 1.375% 07-15-2020 831,216 128 0.0%
Nordic Investment Bank 4.13% 03-19-2020 167,147 151 0.0%
Nordic Investment Bank 5.00% 04-19-2022 95,996 99 0.0%
Norfolk Southern Corp. 3,594 948 0.0%
NOROO Paint & Coatings Co. Ltd. 8,662 74 0.0%
North Battleford Power LP 4.96% 12-31-2032 801,149 905 0.0%
North Pacific Bank Ltd. 16,715 53 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 630,156 632 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 337,969 352 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 655,740 719 0.0%
Northam Platinum Ltd. 128 1 0.0%
Northern Trust Corp. 1,635 189 0.0%
Northland Power Inc. 31,716 792 0.0%
Northrop Grumman Corp. 33 14 0.0%
Northview Apartment Real Estate Investment Trust 71,878 1,915 0.2%
NorthWest Healthcare Properties Real Estate Investment Trust 7,735 93 0.0%
Norwegian Government 3.75% 05-25-2021 3,678,358 596 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 160,880 173 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 304,119 334 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 245,061 267 0.0%
Nova Measuring Instruments Ltd. 136 5 0.0%
Nova Scotia Power Inc. 3.57% 04-05-2049 Callable 2048 389,076 398 0.0%
Novanta Inc. 1,782 193 0.0%
Novartis AG Reg. 11,716 1,361 0.1%
Novatek Microelectronics Corp. 68,947 495 0.0%
Novatek OAO 47 13 0.0%
Novo Nordisk AS B 15,639 995 0.0%
Novolipetsk Steel PJSC 13,428 48 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 118,584 167 0.0%
NRG Energy Inc. 4.45% 06-15-2029 Callable 2029 144A 127,619 178 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 134,395 193 0.0%
NRG Yield Operating LLC 5.38% 08-15-2024 Callable 479,913 644 0.0%
NRW Holdings Ltd. 54,921 141 0.0%
NTPC Ltd. 4.38% 11-26-2024 91,027 128 0.0%
Nucor Corp. 1,542 100 0.0%
Nufarm Australia Ltd. 5.75% 04-30-2026 Callable 2021 144A 315,078 401 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 1,114,892 1,480 0.1%
Nutrien Ltd. 106,716 7,035 0.4%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 1,281,857 1,258 0.1%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 177,736 234 0.0%
NVE Corp. 164 16 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 178,440 252 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 65,121 14 0.0%
Oaktree Capital Group LLC 4,892 320 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 137,783 167 0.0%
Obsidian Energy Ltd. 318,811 92 0.0%
Ocado Group PLC 76 2 0.0%
Occidental Petroleum Corp. 3,247 218 0.0%
Ocean Yield ASA 9,280 85 0.0%
Oceana Group Ltd. 291 2 0.0%
OceanaGold Corp. 96,250 359 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 294,465 398 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 117,550 160 0.0%
OGK-2 JSC 2,258,052 21 0.0%
OGK-5 1,252,945 29 0.0%
Oil Refineries Ltd. 13,401 9 0.0%
Okta Inc. 259 40 0.0%
Ollie's Bargain Outlet Holding Inc. 4,487 599 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 59,857 84 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 44,045 61 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 153,500 214 0.0%
OMERS Finance Trust 2.60% 05-14-2029 886,249 904 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 318,579 328 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 3,256,616 3,439 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callable 2030 1,042,451 1,135 0.0%
Omnicell Inc. 6,322 679 0.0%
Omnicom Group Inc. 2,773 290 0.0%
Onex Corp. Sub. voting 248 19 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 1,044,875 1,014 0.0%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 525,400 732 0.0%
Ontario Hydro 0% 05-26-2025 428,183 377 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 1,238,769 1,290 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 290,841 303 0.0%
Ontario Power Generation Inc. 4.25% 01-18-2049 Callable 2048 176,293 197 0.0%
OPB Finance Trust 2.98% 01-25-2027 471,271 493 0.0%
Open Text Corp. 58,033 3,119 0.2%
Oppenheimer Holdings Inc. Class A non-voting 6,470 215 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 5,348 7 0.0%
OPTRON-TEC Inc. 10,880 91 0.0%
Oracle Corp. 7,023 480 0.0%
Orange Polska SA 4,612 8 0.0%
Orange SA 18,453 391 0.0%
Origin Property PCL Equity Uncovered Call Exp. 09-30-2020 1,288 0.0%
Orior AG 398 41 0.0%
Orsted A/S 100 11 0.0%
Osisko Mining Inc. 3 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 122,657 166 0.0%
OTP Bank NYRT 221 12 0.0%
Otsuka Corp. 2,597 136 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 347,461 399 0.0%
Packaging Corp. of America 64 8 0.0%
Pan-Pacific Co. Ltd. 695 2 0.0%
Pandox AB 517 11 0.0%
Panther BF Aggregator 2 LP 4.38% 05-15-2026 Callable 2022 110,412 167 0.0%
Panther BF Aggregator 2 LP 6.25% 05-15-2026 144A 1,392,269 1,921 0.2%
Panther BF Aggregator 2 LP 8.50% 05-15-2027 Callable 2022 144A 517,354 699 0.0%
Panther BF Aggregator 2 LP Term Loan B 1st Lien F/R 03-18-2026 270,206 363 0.0%
Par Pharmaceutical Inc. 7.50% 04-01-2027 Callable 2022 144A 215,438 281 0.0%
Parex Resources Inc. 157,652 3,224 0.2%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 Callable 2023 144A 269,298 369 0.0%
Park Aerospace Holdings Ltd. 5.25% 08-15-2022 144A 156,344 221 0.0%
Park Hotels & Resorts Inc. 130,370 4,866 0.3%
Park Lawn Corp. 1,276 38 0.0%
Parkland Fuel Corp. 50,257 2,086 0.2%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 1,050,261 1,070 0.0%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 1,221,433 1,685 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 45,781 47 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 151,336 204 0.0%
Partners Group Holding AG 1,662 1,577 0.1%
Partron Co. Ltd. 13,850 261 0.0%
Pason Systems Inc. 175,761 3,396 0.2%
Pattern Energy Group Inc. 653 19 0.0%
Patterson Companies Inc. 319 9 0.0%
Peab AB 14,723 157 0.0%
Pearson PLC 62,179 836 0.0%
Pembina Pipeline Corp. 92,706 4,470 0.3%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 332,313 346 0.0%
Pembina Pipeline Corp. 3.62% 04-03-2029 Callable 2029 672,141 689 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 737,875 785 0.0%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 2,067,129 2,207 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 424,144 449 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 238,328 254 0.0%
Pengrowth Energy Corp. 26,234 13 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1,281 1 0.0%
PepsiCo Inc. 1,897 328 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 769,114 769 0.0%
PepsiCo Inc. 2.50% 11-01-2022 1,136 2 0.0%
Peregrine Holdings Ltd. 39,911 65 0.0%
Pernod Ricard SA* 782 186 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 72,280 101 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 111,808 164 0.0%
Petrobras Distribuidora SA 21,479 189 0.0%
Petrobras Global Finance BV 5.75% 02-01-2029 215,710 295 0.0%
Petrobras Global Finance BV 6.90% 03-19-2049 102,773 140 0.0%
Petrobras Global Finance BV 7.38% 01-17-2027 166,017 252 0.0%
Petrobras Global Finance BV 8.75% 05-23-2026 73,409 120 0.0%
PetroChina Co. Ltd. ADR 70 5 0.0%
PetroChina Co. Ltd. H 608,771 460 0.0%
Petróleo Brasileiro SA - Petrobras ADR 11,493 224 0.0%
Petróleo Brasileiro SA - Petrobras Pfd. 9,535 84 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 384,599 130 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,969 3 0.0%
Petron Malaysia Refining & Marketing Bhd 2,143 5 0.0%
Petronas Chemicals Group BHD 188,042 505 0.0%
Pfizer Inc. 59,841 3,358 0.2%
Philip Morris International Inc. 3,935 410 0.0%
Philippine National Bank 12,696 19 0.0%
Phillips 66 80 9 0.0%
Phoenix Group Holdings 3,757 43 0.0%
PHX Energy Services Corp. 815 2 0.0%
PICC Property & Casualty Co. Ltd. H 233 0.0%
PIK Group PJSC 2,108 16 0.0%
Pinduoduo Inc. 280 7 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 41,310 617 0.0%
Piraeus Bank SA 559 2 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 144A 468,728 574 0.0%
Pizza Pizza Royalty Corp. 6,700 66 0.0%
PKP Cargo SA 3,925 59 0.0%
PLA Administradora Industrial S de RL de CV 5,050 10 0.0%
Plaza Retail REIT 213 1 0.0%
Plaza Trust F/R 09-27-2019 3,109,939 3,110 0.2%
PLDT Inc. 2,008 70 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 2,973,084 4,037 0.3%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 159,331 213 0.0%
PNC Financial Services Group Inc. 3.50% 01-23-2024 Callable 2023 63,245 89 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 15,134 20 0.0%
Polaris Infrastructure Inc. 8,402 111 0.0%
Polo Ralph Lauren Corp. Class A 5,401 767 0.0%
Poly Property Group Co Ltd. 220,880 103 0.0%
Polymer Process Holdings Inc. Term Loan 1st Lien F/R 04-29-2026 291,826 388 0.0%
Porsche Automobil Holding SE Pfd. 76,718 6,462 0.4%
POSCO ADR 908 61 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 610,621 811 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 79,056 106 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 195,381 266 0.0%
Power Corp. of Canada Sub. Voting* 41,300 1,177 0.1%
Power Financial Corp.* 11,912 355 0.0%
Power Logics Co. Ltd. 12,240 152 0.0%
Power Wind Health Industry Inc. 1,048 11 0.0%
Powerlong Real Estate Holdings Ltd. 311,059 191 0.0%
Powszechna Kasa Oszczednosci Bank Polski 3,645 51 0.0%
Powszechny Zaklad Ubezpieczen SA 6,233 91 0.0%
PPB Group BHD 115,059 697 0.0%
Prairie ECI Acquiror LP Term Loan 1st Lien F/R 03-07-2026 70,245 96 0.0%
Precinct Properties New Zealand Ltd. 95,993 137 0.0%
Precision Drilling Corp. 142 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 441,648 781 0.0%
Premier Inc. Class A 9,442 469 0.0%
Premium Brands Holdings Corp. 44,354 3,643 0.2%
Press Metal Aluminium Holdings BHD 53,288 77 0.0%
Principal Financial Group Inc. 133 9 0.0%
Pro Medicus Ltd. 249 5 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 283,189 381 0.0%
Promate Electronic Co. Ltd. 3,727 5 0.0%
ProShares Short VIX Short-Term Futures ETF 46,200 3,111 0.2%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 2,471 3 0.0%
Prosperity Real Estate Investment Trust 125,454 72 0.0%
Province of Alberta 0.63% 04-18-2025 131,007 204 0.0%
Province of Alberta 1.00% 11-15-2021 154,724 264 0.0%
Province of Alberta 2.20% 06-01-2026 17,265 17 0.0%
Province of Alberta 2.55% 12-15-2022 258,526 266 0.0%
Province of Alberta 3.10% 06-01-2024 991,554 1,049 0.0%
Province of Alberta 3.40% 12-01-2023 125,360 134 0.0%
Province of British Columbia 2.70% 12-18-2022 829,437 858 0.0%
Province of British Columbia 3.25% 12-18-2021 270,644 282 0.0%
Province of British Columbia 3.30% 12-18-2023 309,692 330 0.0%
Province of British Columbia 3.70% 12-18-2020 535,902 553 0.0%
Province of British Columbia 6.35% 06-18-2031 1,172,791 1,673 0.2%
Province of British Columbia 6.60% 01-09-2020 3,794,683 73 0.0%
Province of Manitoba 2.55% 06-02-2023 281,416 290 0.0%
Province of Manitoba 3.30% 06-02-2024 347,125 371 0.0%
Province of Manitoba 6.30% 03-05-2031 557,446 776 0.0%
Province of New Brunswick 3.35% 12-03-2021 80,789 84 0.0%
Province of New Brunswick 3.65% 06-03-2024 773,153 837 0.0%
Province of New Brunswick 4.50% 06-02-2020 54,667 56 0.0%
Province of New Brunswick 4.55% 03-26-2037 389,135 486 0.0%
Province of Newfoundland 3.00% 06-02-2026 1,083,637 1,138 0.0%
Province of Newfoundland 3.70% 10-17-2048 1,691,795 1,946 0.2%
Province of Ontario 0% 06-02-2024 2,555,634 2,320 0.2%
Province of Ontario 0% 06-02-2026 506,280 435 0.0%
Province of Ontario 0% 07-13-2022 492,815 465 0.0%
Province of Ontario 2.20% 10-03-2022 158,112 214 0.0%
Province of Ontario 2.30% 09-08-2024 3,258,501 3,325 0.2%
Province of Ontario 2.65% 02-05-2025 741,662 771 0.0%
Province of Ontario 2.70% 06-02-2029 12,242,270 12,732 0.7%
Province of Ontario 2.90% 06-02-2028 12,363,454 13,056 0.7%
Province of Ontario 2.90% 06-02-2049 8,305,139 8,783 0.5%
Province of Ontario 2.90% 12-02-2046 514,358 541 0.0%
Province of Ontario 3.50% 06-02-2024 1,497,705 1,614 0.1%
Province of Ontario 4.60% 06-02-2039 1,050,261 1,376 0.1%
Province of Ontario 5.60% 06-02-2035 531,594 746 0.0%
Province of Ontario 6.20% 06-02-2031 708,253 992 0.0%
Province of Ontario 6.50% 03-08-2029 1,024,677 1,400 0.1%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 956,007 878 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 562,832 486 0.0%
Province of Quebec 2.50% 09-01-2026 1,063,726 1,096 0.0%
Province of Quebec 2.75% 09-01-2025 2,052,048 2,148 0.2%
Province Of Quebec 2.75% 09-01-2028 1,403,041 1,471 0.1%
Province of Quebec 3.00% 09-01-2023 1,684,520 1,768 0.2%
Province of Quebec 3.50% 12-01-2048 6,834,774 8,115 0.5%
Province of Quebec 3.75% 09-01-2024 713,639 780 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 67,324 131 0.0%
Province of Quebec 4.50% 12-01-2020 525,130 547 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 29,623 46 0.0%
Province of Saskatchewan 3.05% 12-02-2028 14,539 16 0.0%
Province of Saskatchewan 3.30% 06-02-2048 503,587 569 0.0%
Prudential Financial Inc. 3,838 479 0.0%
Pruksa Holding PCL 17,831 15 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 156,014 211 0.0%
PSA Peugeot Citroen 3,102 94 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 110,412 144 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 393,578 531 0.0%
PT Bank Central Asia TBK 21,557 59 0.0%
PT Bank Mandiri (Persero) TBK 12,741 9 0.0%
PT Bank Negara Indonesia (Persero) TBK 6,266 5 0.0%
PT Bank Pembangunan Daerah Jawa TBK 40,868 2 0.0%
PT Bank Permata TBK 50,418 4 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 3,529 1 0.0%
PT Gudang Garam TBK 12,382 94 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 8,607 6 0.0%
PT Indo Tambangraya Megah TBK 78,259 130 0.0%
PT Indocement Tunggal Prakarsa TBK 6,382 13 0.0%
PT Industri Jamu Dan Farmasi Sido Muncul Tbk 15,210 1 0.0%
PT Jasa Marga (Persero) TBK 15,979 9 0.0%
PT Malindo Feedmill TBK 424,409 41 0.0%
PT Mayora Indah TBK 10,004 2 0.0%
PT Media Nusantara Citra TBK 1,617,477 175 0.0%
PT Mitra Adiperkasa TBK 356,000 30 0.0%
PT Panin Financial TBK 63,019 2 0.0%
PT Perusahaan Gas Negara 72,755 14 0.0%
PT Puradelta Lestari TBK 508,424 12 0.0%
PT Ramayana Lestari Sentosa TBK 512,303 79 0.0%
PT Salim Ivomas Pratama TBK 841,452 26 0.0%
PT Sarana Menara Nusantara TBK 20,568 1 0.0%
PT Semen Indonesia (Persero) TBK 11,670 13 0.0%
PT Surya Semesta Internusa TBK 1,558,064 86 0.0%
PT Tambang Batubara Bukit Asam TBK 29,768 9 0.0%
PT Telekomunikasi Indonesia TBK ADR 93 3 0.0%
PT Wijaya Karya Bangunan Gedung TBK 2,351,850 70 0.0%
PT Wijaya Karya Beton TBK 1,716,843 84 0.0%
PT Wijaya Karya Persero Tbk 1,282,374 276 0.0%
PT XL Axiata TBK 7,046 2 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 98,255 135 0.0%
PTG Energy PCL 440,917 316 0.0%
Public Bank BHD 210 2 0.0%
Publicis Groupe SA 1,210 89 0.0%
PW Medtech Group Ltd. 3,727 1 0.0%
Pyeong Hwa Automotive Co. Ltd. 206 2 0.0%
Qatar Islamic Bank 734 46 0.0%
QGEP Participacoes SA 20,022 87 0.0%
Qiagen NV 11,528 595 0.0%
QinetiQ Group PLC 126,574 630 0.0%
Qinhuangdao Port Co. Ltd. 2,795 1 0.0%
Quad/Graphics Inc. 7.00% 05-01-2022 603,227 834 0.0%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 309,692 421 0.0%
Qualitas Controladora SAB de CV 641 2 0.0%
Quality Houses PCL 393,955 51 0.0%
Quang Viet Enterprise Co. Ltd. 1,281 9 0.0%
Quanta Storage Inc. 5,823 11 0.0%
Quarterhill Inc. 188,139 282 0.0%
Quebecor Inc. Class B Sub. voting 300,681 9,591 0.5%
Quebecor Media Inc. 6.63% 01-15-2023 144A 1,027,433 1,109 0.0%
Queensland Treasury Corp. 2.75% 08-20-2027 51,491 51 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 170,535 165 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 238,779 323 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,893 3 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,337,761 1,578 0.1%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 106,789 134 0.0%
Radiant Opto-Electronics Corp. 113,623 487 0.0%
Radware Ltd. 6,522 206 0.0%
Rallye SA 528 3 0.0%
Randon SA Implementos e Participacoes 91,011 264 0.0%
Raspadskaya 7,652 21 0.0%
Ratchaburi Electricity Generating Holding PCL 32,668 86 0.0%
Ratchthani Leasing PCL 4,239 1 0.0%
Rayonier AM Products Inc. 5.50% 06-01-2024 Callable 2019 144A 129,263 141 0.0%
Real Matters Inc. 6,488 42 0.0%
Realtek Semiconductor Corp. 42,563 365 0.0%
Reckitt Benckiser Group PLC 3,445 373 0.0%
Red Star Macalline Group Corp. Ltd. 2,772 3 0.0%
Regional SAB de CV 9 0.0%
Regions Bank 6.45% 06-26-2037 24,394 41 0.0%
Regions Financial Corp. 7.375% 12-10-2037 46,304 85 0.0%
Reitmans (Canada) Ltd. Class A non-voting 532 2 0.0%
Reliance Industries Ltd. GDR 144A London shares 4,530 236 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2020 144A 792,833 1,105 0.0%
Reliance Steel & Aluminum Co. 2,388 269 0.0%
Renesas Electronics Corp. 13,696 85 0.0%
Renewable Energy Group Inc. 19,570 414 0.0%
Rent-A-Center Inc. 249 8 0.0%
Repsol SA 83,146 1,815 0.2%
Republic of Argentina 5.88% 01-11-2028 14,084 13 0.0%
Republic of Argentina 6.88% 01-11-2048 2,726 2 0.0%
Republic of Austria 0.00% 07-15-2023 50,822 78 0.0%
Republic of Austria 0.50% 02-20-2029 137,783 216 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 309,273,618 133 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 760,032,216 319 0.0%
Republic of Colombia 7.00% 09-11-2019 636,829,168 257 0.0%
Republic of Finland 0.50% 09-15-2028 135,524 214 0.0%
Republic of Finland 1.50% 04-15-2023 49,692 81 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 75,668 120 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 45,175 68 0.0%
Republic of Indonesia 7.50% 05-15-2038 1,700,479,356 147 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 385,115 677 0.0%
Republic of Portugal 3.85% 04-15-2021 101,643 166 0.0%
Republic of South Africa 8.00% 01-31-2030 229,588 20 0.0%
Republic of the Philippines 3.88% 11-22-2019 3,519,117 91 0.0%
Republic of the Philippines 4.00% 01-26-2022 4,779,493 120 0.0%
Republic of the Philippines 4.25% 04-11-2020 5,348,698 137 0.0%
Republic of the Philippines 5.50% 03-08-2023 1,834,097 48 0.0%
Republic Services Inc. 13,282 1,518 0.1%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 2,318 3 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 123,877 167 0.0%
Resolute Forest Products Inc. 5.88% 05-15-2023 75,403 102 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 10,772 15 0.0%
Resona Holdings Inc. 76,084 436 0.0%
Restaurant Brands International Inc. 30,098 2,678 0.2%
Retail Value Inc. 1,942 84 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 403,946 549 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 521,957 707 0.0%
RHB Capital BHD 39,901 75 0.0%
Rightmove PLC 116,551 1,152 0.1%
RingCentral Inc. Class A 2,051 332 0.0%
Rio Tinto Ltd. 63,369 5,958 0.4%
Rio Tinto PLC 378 29 0.0%
RioCan Real Estate Investment Trust 46,714 1,218 0.1%
RiseSun Real Estate Development Co. Ltd. 5,055 9 0.0%
Ritchie Bros. Auctioneers Inc. 45,732 2,063 0.2%
Rite Aid Corp. 6.13% 04-01-2023 Callable 2020 144A 934,463 1,045 0.0%
Rite Aid Corp. 7.70% 02-15-2027 855,017 690 0.0%
Road King Infrastructure Ltd. 1,630 4 0.0%
Robinsons Land Corp. 24,399 16 0.0%
Roche Holding AG Genusscheine 8,029 2,851 0.2%
Rogers Communications Inc. 3.25% 05-01-2029 Callable 2029 645,742 655 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 578,990 795 0.0%
Rogers Communications Inc. Class B non-voting 63,893 4,543 0.3%
Rogers Sugar Inc. 13,294 78 0.0%
Rollins Inc. 550 28 0.0%
Rolls-Royce Group PLC C Shares 231,291 0.0%
Roots Corp. 3,971 14 0.0%
Rosseti PJSC 988,876 25 0.0%
Rostelecom PJSC 6,791 11 0.0%
Roxgold Inc. 1,773 2 0.0%
Royal Bank of Canada 338,303 34,364 1.6%
Royal Bank of Canada 2.15% 10-26-2020 197,640 266 0.0%
Royal Bank of Canada 2.36% 12-05-2022 867,677 876 0.0%
Royal Bank of Canada 2.95% 05-01-2023 451,612 466 0.0%
Royal Bank of Canada 3.30% 09-26-2023 821,358 852 0.0%
Royal Bank of Canada 3.31% 01-20-2026 2,213,626 2,253 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 1,046,221 1,074 0.0%
Royal Bank of Canada F/R 03-23-2020 Covered 2,924,303 2,935 0.2%
Royal Bank of Canada F/R 08-01-2019 8,149,925 8,153 0.5%
Royal Dutch Shell PLC 2,400 101 0.0%
Royal Dutch Shell PLC Class A 45,431 1,910 0.2%
Royal Dutch Shell PLC Class B 2,594 110 0.0%
RS PCL 2,015 1 0.0%
Ruentex Industries Ltd. 7,803 23 0.0%
Russel Metals Inc. 27,297 583 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 562,832 576 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 87,278 117 0.0%
Russian Federal Loan Bond - OFZ 7.05% 01-19-2028 1,075,249 21 0.0%
S&P 500 Index Call Option @ $2,975.00 Exp. 10-18-2019 1 3 0.0%
S&T Motiv Co. Ltd 204 10 0.0%
Sabina Gold & Silver Corp. 23,626 28 0.0%
Sabre Corp. 6,760 185 0.0%
Sabre Industries Inc. Term Loan B 1st Lien F/R 04-09-2026 86,175 117 0.0%
Safran SA 4,485 797 0.0%
Salmar ASA 8,921 551 0.0%
Sam Young Electronics Co. Ltd. 3,851 51 0.0%
Sambo Corrugated Board Co. Ltd. 5,970 71 0.0%
Samsonite International SA 23,622 66 0.0%
Samsung C&T Corp. 22 2 0.0%
Samsung Electronics Co. Ltd. 19,416 938 0.0%
Samsung Electronics Co. Ltd. GDR 12 14 0.0%
Samsung Engineering Co. Ltd. 32 1 0.0%
Samsung Fire & Marine Insurance Co. Ltd. 32 10 0.0%
Samsung SDS Co. Ltd. 72 17 0.0%
Samui Airport Property Fund Leasehold 2,353 2 0.0%
Samyang Holdings Corp. 1,066 88 0.0%
San Miguel Corp. 5,057 25 0.0%
San Miguel Food and Beverage Inc. 12,776 36 0.0%
Sands China Ltd. 38,677 237 0.0%
Sandvik AB 6,771 141 0.0%
Sangsangin Co. Ltd. 20 1 0.0%
Sanofi 4,952 540 0.0%
Sansiri PCL 651,794 39 0.0%
Santander Consumer Bank AS F/R 03-30-2020 83,294 12 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 212,120 104 0.0%
Sany Heavy Industry Co. Ltd. Class A 6,959 16 0.0%
Sanyang Motor Co. Ltd. 2,795 3 0.0%
Sao Martinho SA 1,083 7 0.0%
SAP AG 2,222 370 0.0%
Sappi Ltd. 35 0.0%
Saputo Inc. 5,247 236 0.0%
Sarantis SA 443 5 0.0%
Sartorius Stedim Biotech SA 1,663 312 0.0%
Saudi Arabian Oil Co. 2.75% 04-16-2022 144A 1,514 2 0.0%
Saudi Arabian Oil Co. 2.88% 04-16-2024 144A 14,084 19 0.0%
Saudi Arabian Oil Co. 3.50% 04-16-2029 144A 68,892 93 0.0%
Saudi Arabian Oil Co. 4.25% 04-16-2039 144A 100,514 134 0.0%
Saudi Arabian Oil Co. 4.38% 04-16-2049 144A 151,336 201 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 263,077 358 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 307,189 412 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 181,829 249 0.0%
Sberbank of Russia PJSC 26,384 127 0.0%
Scatec Solar ASA 2,704 35 0.0%
Schibsted ASA Class B 3,645 124 0.0%
Schindler Holding AG 12 3 0.0%
Schindler Holding AG PC 10 3 0.0%
Schlumberger Ltd. 2,626 123 0.0%
Schlumberger Ltd. 4.30% 05-01-2029 Callable 2029 65,503 93 0.0%
Scholastic Corp. 1,623 73 0.0%
Schouw & Co. 10 1 0.0%
SCI Pharmtech Inc. 43,313 168 0.0%
Scientific Games International Inc. 3.38% 02-15-2026 Callable 2021 269,298 400 0.0%
Scientific Games International Inc. 6.63% 05-15-2021 Callable 2019 492,815 676 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 492,553 492 0.0%
SEAFCO PCL 256,558 84 0.0%
SeAH Steel Corp. 1,426 87 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 119,713 167 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 131,007 184 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 163,307 230 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 119,713 168 0.0%
Sebang Co. Ltd. 111 2 0.0%
Sebang Global Battery Co. Ltd. 102 5 0.0%
Secure Energy Services Inc. 3,616 25 0.0%
Segro PLC 10,100 120 0.0%
Selcuk Ecza Deposu Ticaret ve Sanayi AS 69,185 75 0.0%
Semafo Inc. 886 4 0.0%
Sempio Co. 302 17 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,893 3 0.0%
Seohan Co. Ltd. 34,527 62 0.0%
Seojin System Co. Ltd. 148 4 0.0%
Ser Educacional SA 1,211 10 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 36,140 49 0.0%
Service Corp. International 5.13% 06-01-2029 Callable 2024 368,938 509 0.0%
Seven & i Holdings Co. Ltd. 5,696 260 0.0%
Seven Generations Energy Ltd. 8,721 63 0.0%
SEWOON MEDICAL Co. Ltd. 15,276 61 0.0%
SFA Engineering Corp. 464 21 0.0%
SFA Semicon Co. Ltd. 196 1 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 55,339 67 0.0%
SFS Group AG 388 42 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 66,494 78 0.0%
Shanghai Industrial Holdings Ltd. 83,242 234 0.0%
Shanghai Prime Machinery Co. Ltd. 6,056 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 390,482 397 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 996,401 1,067 0.0%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 684,016 745 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 5,548,070 7,255 0.4%
Shaw Communications Inc. Class B non-voting 10,919 300 0.0%
Shaw Communications Inc. Pfd Series A 16,266 224 0.0%
ShawCor Ltd. 2 0.0%
Shenzhen Expressway Co. Ltd. 131,466 206 0.0%
Shenzhen International Holdings Ltd. 6,580 16 0.0%
Shenzhen Investment Ltd. 1,630 1 0.0%
Shenzhou International Group Holdings Ltd. 1,095 17 0.0%
Shimao Property Holdings Ltd. 11,239 43 0.0%
Shin Kong Financial Holding Co. Ltd. 81 0.0%
Shin Zu Shing Co. Ltd. 54,473 256 0.0%
Shinhan Financial Group Co. Ltd. ADR 256 13 0.0%
Shinkong Synthetic Fibers Corp. 169,709 98 0.0%
ShinMaywa Industries Ltd. 22,920 371 0.0%
Shinsegae Co. Ltd. 688 233 0.0%
Shinyoung Securities Co. Ltd. 68 4 0.0%
Shopify Inc. 7,214 2,683 0.2%
Shougang Concord International Enterprises Co. Ltd. 11,414 1 0.0%
Showa Denko K. K. 3,560 133 0.0%
Shun Tak Holdings Ltd. 417,384 226 0.0%
Shunfeng International Clean Energy Ltd. 2,329 0.0%
Siegfried Holding AG 259 125 0.0%
Siemens AG 700 107 0.0%
Sienna Senior Living Inc. 3.47% 02-03-2021 296,227 302 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 289,739 427 0.0%
Signature Bank 4,122 638 0.0%
Sika AG 2,804 563 0.0%
Silicon Laboratories Inc. 1,205 152 0.0%
Silvercorp Metals Inc. 10,848 32 0.0%
Sime Darby BHD 18,890 14 0.0%
Simplo Technology Co. Ltd. 466 5 0.0%
Sindoh Co. Ltd. 32 2 0.0%
Sinil Pharmaceutical Co. Ltd. 5,308 56 0.0%
Sino-Thai Engineering & Construction PCL 369,737 393 0.0%
Sinon Corp. 7,687 7 0.0%
Sinopec Kantons Holdings Ltd. 27,879 16 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 338 19 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 54,710 32 0.0%
Sinotruk Hong Kong Ltd. 100,683 258 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 177,311 237 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 163,759 224 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 285,350 381 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 166,464 217 0.0%
SK Discovery Co. Ltd. 80 2 0.0%
SK Gas Ltd. 34 3 0.0%
SK Holdings Co. Ltd. 85 22 0.0%
SK Hynix Inc. 2,294 170 0.0%
SKF AB B 5,408 114 0.0%
SKY Perfect JSAT Holdings Inc. 3,255 17 0.0%
Slate Office REIT 20,774 122 0.0%
Sleep Country Canada Holdings Inc. 922 17 0.0%
Smart Real Estate Investment Trust 3,474 113 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 140,944 172 0.0%
Smiles Fidelidade SA 175 3 0.0%
Snap-On Inc. 138 29 0.0%
SNC-Lavalin Group Inc. 3,936 95 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 127,352 170 0.0%
Soda Sanayii AS 8,281 13 0.0%
Sofina SA 1,744 456 0.0%
Soft-World International Corp. 26,968 82 0.0%
SoftBank Group Corp. 1,246 159 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 269,298 378 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 88,868 127 0.0%
Softcat PLC 4,122 64 0.0%
SOHO China Ltd. 3,960 2 0.0%
Sojitz Corp. 65,912 287 0.0%
Somboon Advance Technology PCL 105,937 81 0.0%
Sonic Healthcare Ltd. 6,256 153 0.0%
Sonova Holding AG 2,181 657 0.0%
Sony Corp. 3,688 242 0.0%
Sorenson Communications LLC Term Loan 1st Lien F/R 03-14-2024 145,421 197 0.0%
Soulbrain Co. Ltd. 47 2 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2019 144A 1,873,205 1,784 0.2%
Source Energy Services Ltd. 2,030 2 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 11,294 20 0.0%
SP LP 3.21% 06-15-2019 1,380,716 1,380 0.1%
Sparebank 1 Nord-Norge 17,274 177 0.0%
SpareBank 1 SMN 8,736 127 0.0%
SPCG PCL 10,354 8 0.0%
SPDR Bloomberg Barclays Capital High Yield Bond ETF 984 141 0.0%
Spigen Korea Corp. 8 1 0.0%
Spin Master Corp. 59,349 2,424 0.2%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 198,329 276 0.0%
Spirit Airlines Inc. 13,499 841 0.0%
Springland International Holdings Ltd. 297,251 79 0.0%
Sprint Corp. 7.13% 06-15-2024 220,824 311 0.0%
Sprint Corp. 7.88% 09-15-2023 1,050,261 1,523 0.1%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 222,944 309 0.0%
SPS Commerce Inc. 1,513 208 0.0%
Spy Hill Power LP 4.14% 03-31-2036 210,395 226 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 1,209 2 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 198,946 268 0.0%
SSI Group Inc. 65,104 5 0.0%
SSR Mining Inc. 42,949 678 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 242,680 329 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 60,534 74 0.0%
Standard Bank Group Ltd. 326 6 0.0%
Standard Chartered PLC 20,051 235 0.0%
Standard Foods Corp. 3,960 10 0.0%
Stantec Inc. 119,751 3,751 0.3%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 90,347 119 0.0%
Starbucks Corp. 5,675 583 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 144A 108,098 144 0.0%
Stars Group Holdings BV Term Loan B 1st Lien F/R 07-10-2025 366,304 496 0.0%
Starwood Property Trust Inc. 28,924 862 0.0%
State Bank of India GDR 140 10 0.0%
Steel Dynamics Inc. 2,491 85 0.0%
Stella-Jones Inc. 53,037 2,400 0.2%
Stifel Financial Corp. 3.50% 12-01-2020 132,136 180 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 119,713 167 0.0%
Storm King Funding F/R 09-19-2019 3,158,002 3,158 0.2%
Storm Resources Ltd. 815 1 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 443,038 491 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 29,870 41 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 18,172 24 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 0 0.0%
Suheung Co. Ltd. 818 29 0.0%
Sul America SA 4,484 53 0.0%
Sumitomo Chemical Co. Ltd. 43,280 254 0.0%
Sumitomo Mitsui Construction Co. Ltd. 9,069 70 0.0%
Sumitomo Mitsui Financial Group Inc. 39,398 1,858 0.2%
Summerset Group Holdings Ltd. 12,406 61 0.0%
Summit Industrial Income Real Estate Investment Trust 172,115 2,193 0.2%
Sun Art Retail Group Ltd. 3,145 4 0.0%
Sun Life Financial Inc. 100,482 5,271 0.3%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 736,529 748 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,482,483 1,519 0.1%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 325,850 330 0.0%
Suncor Energy Inc. 917,799 38,225 1.8%
Suncor Energy Inc. 3.10% 05-24-2029 Callable 2029 632,201 642 0.0%
Sungdo Engineering & Construction Co. Ltd. 12,177 74 0.0%
Sungwoo Hitech Co. Ltd. 423 2 0.0%
Sunlight Real Estate Investment Trust 17,800 18 0.0%
Sunrise Communications Group AG 1,135 107 0.0%
Sunway Real Estate Investment Trust 23,433 14 0.0%
Supalai PCL 18,448 18 0.0%
Super Group Ltd. 594 2 0.0%
Superior Plus Corp. 70,725 868 0.0%
Superior Plus LP 5.13% 08-27-2025 Callable 2021 538,595 530 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 2,035,890 2,013 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 806,184 1,109 0.0%
Supermax Corp. BHD 74,070 39 0.0%
Surgutneftegas OJSC-PFD-CLS 4,857 4 0.0%
SurModics Inc. 2,818 154 0.0%
Suzuken Co. Ltd. 661 55 0.0%
Suzuki Motor Corp. 2,707 174 0.0%
SVB Financial Group 26 7 0.0%
Svenska Cellulosa AB (SCA) B 7,846 81 0.0%
Swedbank AB 462 9 0.0%
Swire Pacific Ltd. Class A 43,243 692 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,100,006 394 0.0%
Swiss Life Holding AG Reg. 4,801 2,953 0.2%
Swiss Re Ltd. 156 20 0.0%
Swisscom AG Reg. 189 122 0.0%
Syarikat Takaful Malaysia Keluarga BHD 22,140 45 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.63% 04-28-2026 Callable 2026 144A 707,475 968 0.0%
Syncmold Enterprise Corp. 1,281 4 0.0%
Syneos Health Inc. 17,984 1,002 0.0%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 163,304 206 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 119,713 161 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 134,395 186 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 431,439 453 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 54,210 73 0.0%
T-Mobile USA Inc. 5.13% 04-15-2025 Callable 2020 12,423 17 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 471,271 660 0.0%
TA Enterprise BHD 5,730 1 0.0%
Tabcorp Holdings Ltd. 217,750 921 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 213,609 302 0.0%
Taekwang Industrial Co. Ltd. 12 18 0.0%
Taeyoung Engineering & Construction Co. Ltd. 87 1 0.0%
TAG Immobilien AG 9,595 304 0.0%
Taichung Commercial Bank Co. Ltd. 6,871 4 0.0%
Taiwan High Speed Rail Corp. 27,136 51 0.0%
Taiwan Land Development Corp. 5,823 2 0.0%
Taiwan Navigation Co. Ltd. 61,836 53 0.0%
Taiwan Paiho Ltd. 81,449 273 0.0%
Taiwan PCB Techvest Co. Ltd. 815 1 0.0%
Taiwan Sakura Corp. 3,145 6 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. 51,801 523 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 13,929 722 0.0%
Taiwan Takisawa Technology Co. Ltd. 67,355 96 0.0%
Taiyen Biotech Co. Ltd. 1,281 2 0.0%
Talen Energy Supply LLC 7.25% 05-15-2027 Callable 2022 144A 371,631 510 0.0%
Tamarack Valley Energy Ltd. 177 0.0%
TAMKO Building Products Inc. Term Loan B 1st Lien F/R 05-03-2026 188,508 254 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 94,867 133 0.0%
Taseko Mines Ltd. 71 0.0%
Tassal Group Ltd. 34,134 154 0.0%
Tata Motors Ltd. ADR 1,211 20 0.0%
Tate & Lyle PLC 22,929 283 0.0%
Tatneft 837 13 0.0%
Tatneft PJSC 3,261 50 0.0%
Tauron Polska Energia SA 2,981 2 0.0%
TAV Havalimanlari Holding AS 1,293 8 0.0%
TC Energy Corp. 144,139 9,496 0.5%
TC Energy Corp. Pfd. Series 15 9,528 234 0.0%
TCL Electronics Holdings Ltd. 69,513 40 0.0%
Technology One Ltd. 30,000 201 0.0%
Technovator International Ltd 1,630 0.0%
Techtronic Industries Co. Ltd. 13,467 116 0.0%
Teck Resources Ltd. Class B 136,401 3,747 0.3%
Tekfen Holding AS 536 3 0.0%
Telefonaktiebolaget LM Ericsson B 124,329 1,620 0.1%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,514 3 0.0%
Telekom Malaysia BHD 57,698 67 0.0%
Telephone and Data Systems Inc. 22,599 880 0.0%
TeliaSonera AB 19,801 112 0.0%
Telkom SA SOC Ltd. 44,689 380 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 90,350 86 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 101,643 102 0.0%
TELUS Corp. 134,044 6,691 0.4%
TELUS Corp. 3.30% 05-02-2029 Callable 2029 372,842 378 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 390,482 405 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 164,272 180 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 403,946 441 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 56,468 56 0.0%
Temenos AG 91 21 0.0%
Tenaga Nasional BHD 61,214 251 0.0%
Tenaris SA 8,210 131 0.0%
Tencent Holdings Ltd. 25,841 1,452 0.1%
Tenet Healthcare Corp. 6.25% 02-01-2027 Callable 2022 144A 385,096 533 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 899,454 1,213 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 13,434 16 0.0%
Teradyne Inc. 4,753 271 0.0%
Teranga Gold Corp. 97,597 306 0.0%
Terna Energy SA 349 4 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 1,277,909 1,663 0.2%
Tervita Corp. 1,312 8 0.0%
Tesco Lotus Retail Growth Freehold & Leasehold Property Fund 4,973 4 0.0%
Test Research Inc. 932 2 0.0%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 441,943 551 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 627,463 706 0.0%
Texas Instruments Inc. 1,651 233 0.0%
Textron Inc. 279 17 0.0%
TFI International Inc. 35,806 1,475 0.1%
Thai Beverage PCL 169,595 135 0.0%
Thai Union Group PCL 12,997 10 0.0%
Thales SA 938 140 0.0%
Thanachart Capital PCL 4,181 9 0.0%
The a2 Milk Co. Ltd. 3,445 48 0.0%
The AES Corp. 431 9 0.0%
The Allstate Corp. 248 32 0.0%
The Bank of Nova Scotia 122,267 8,382 0.5%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 1,825,838 1,821 0.2%
The Bank of Nova Scotia 2.29% 06-28-2024 1,318,212 1,326 0.1%
The Bank of Nova Scotia 2.36% 11-08-2022 767,498 774 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 1,850,075 1,908 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 538,595 567 0.0%
The Bank of Nova Scotia F/R 01-18-2029 Callable 2024 269,298 281 0.0%
The Bank of Nova Scotia F/R 04-02-2020 3,042,086 3,052 0.2%
The Bank of Nova Scotia F/R 08-27-2019 4,269,098 4,272 0.3%
The Berkeley Group Holdings PLC 139 8 0.0%
The Boeing Co. 1,626 751 0.0%
The British Land Co. PLC 35,877 327 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 241,178 273 0.0%
The Descartes Systems Group Inc. 9,324 505 0.0%
The E.W. Scripps Co. Class A 26,430 544 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 152,465 235 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 108,420 169 0.0%
The European Financial Stability Facility 1.88% 05-23-2023 112,937 186 0.0%
The GEO Group Inc. 5.88% 01-15-2022 Callable 2020 142,728 192 0.0%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 109,775 170 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 1,149,901 1,145 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 807,893 821 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 31,955 29 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 219,098 294 0.0%
The Hachijuni Bank Ltd. 17,139 97 0.0%
The Hershey Co. 119 21 0.0%
The Hyakujushi Bank Ltd. 763 21 0.0%
The International Bank for Reconstruction and Development 2.80% 01-13-2021 94,867 91 0.0%
The International Bank for Reconstruction and Development 3.38% 01-25-2022 115,196 106 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,246,848 1,135 0.0%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 264,273 42 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 156,982 148 0.0%
The Israel Corp. Ltd. 364 109 0.0%
The Juroku Bank Ltd. 2,034 58 0.0%
The Keg Royalties Income Fund 1,560 27 0.0%
The KeyW Holding Corp. Term Loan 1st Lien F/R 05-04-2024 216,424 293 0.0%
The Leadcorp Inc. 213 1 0.0%
The Link Real Estate Investment Trust 90,823 1,469 0.1%
The Manufacturers Life Insurance Co. 2.39% 01-05-2026 Callable 2021 1,268,392 1,271 0.1%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 323,157 324 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 337,161 347 0.0%
The Marcus Corp. 5,286 250 0.0%
The Mosaic Co. 1,223 35 0.0%
The Musashino Bank Ltd. 983 25 0.0%
The Nanto Bank Ltd. 678 18 0.0%
The North West Co. Inc. 19,108 567 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 233,670 319 0.0%
The Procter & Gamble Co. 20,649 2,872 0.2%
The Progressive Corp. 12,981 1,391 0.1%
The Sage Group PLC 1,474 19 0.0%
The Sherwin-Williams Co. 695 394 0.0%
The Shiga Bank Ltd. 4,425 142 0.0%
The SPAR Group Ltd. 1,851 33 0.0%
The TJX Companies Inc. 61,391 4,172 0.3%
The Toronto-Dominion Bank 359,620 26,575 1.3%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 4,478,419 4,444 0.3%
The Toronto-Dominion Bank 2.05% 12-01-2022 111,843 112 0.0%
The Toronto-Dominion Bank 2.50% 12-02-2024 1,225,304 1,228 0.1%
The Toronto-Dominion Bank 2.85% 03-08-2024 850,980 869 0.0%
The Toronto-Dominion Bank 2.982% 09-30-2025 Callable 2020 592,455 598 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 2,160,844 2,236 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 275,222 290 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 172,350 193 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 506,902 584 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 83,774 94 0.0%
The Toronto-Dominion Bank 6.13% 12-01-2024 408,532 475 0.0%
The Toronto-Dominion Bank F/R 02-18-2020 1,225,127 1,230 0.1%
The Toronto-Dominion Bank F/R 06-28-2023 2,690,283 2,711 0.2%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,413,813 1,444 0.1%
The Toronto-Dominion Bank F/R 07-31-2019 998,950 999 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 212,745 221 0.0%
The Towa Bank Ltd. 2,151 19 0.0%
The Trade Desk Inc. Class A 6,206 1,667 0.2%
The Unite Group PLC 6,002 97 0.0%
The Walt Disney Co. 10,634 1,897 0.2%
The Walt Disney Co. 2.76% 10-07-2024 4,566,211 4,697 0.3%
The Williams Companies Inc. 3.70% 01-15-2023 Callable 2022 71,150 98 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 156,982 225 0.0%
Thermo Fisher Scientific Inc. 980 353 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 35,688 54 0.0%
Thermo Fisher Scientific Inc. 1.38% 09-12-2028 Callable 2028 54,210 84 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 34,333 54 0.0%
Thomson Reuters Corp. 71,685 6,158 0.4%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 312,562 413 0.0%
Tianjin Capital Environmental Protection Group Co. Ltd. 1,165 1 0.0%
Tianjin Development Holdings Ltd. 4,426 2 0.0%
Tianjin Port Development Holdings Ltd. 4,193 1 0.0%
Tianneng Power International Ltd. 466 1 0.0%
Tianyun International Holdings Ltd. 77,908 15 0.0%
Tidewater Midstream and Infrastructure Ltd. 3,084 4 0.0%
Tim Participacoes SA ADR 760 14 0.0%
TIME dotCom BHD 2,364 7 0.0%
Times China Holdings Ltd. 129,839 291 0.0%
Tingyi (Cayman Islands) Holding Corp. 233 1 0.0%
Tipco Asphalt PCL 1,130 1 0.0%
Tisco Financial Group PCL NVDR 419 2 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 410,392 495 0.0%
TMX Group Ltd. 28,237 2,546 0.2%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 918,044 941 0.0%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 723,729 771 0.0%
Toho Holdings Co. Ltd. 4,441 134 0.0%
Tokai Carbon Co. Ltd. 5,323 69 0.0%
Tokyo Electric Power Co. Holdings Inc. 588,568 4,095 0.3%
Tomony Holdings Inc. 1,533 7 0.0%
Topco Scientific Co. Ltd. 3,494 12 0.0%
Topkey Corp. 14,897 95 0.0%
Toppan Printing Co. Ltd. 15,614 309 0.0%
Torchmark Corp. 5,113 591 0.0%
Torex Gold Resources Inc. 1,808 22 0.0%
Toromont Industries Ltd. 31,236 1,856 0.2%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 403,946 429 0.0%
Toronto Hospital 5.64% 12-08-22 372,790 392 0.0%
Toshiba Corp. 12,884 554 0.0%
Total SA 1,945 137 0.0%
TOTVS SA 7,279 99 0.0%
Tourmaline Oil Corp. 6,115 105 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 69,328 94 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 176,583 237 0.0%
Towd Point Mortgage Trust 3.75% 05-25-2058 76,501 105 0.0%
Towd Point Mortgage Trust F/R 07-25-2058 144A 72,405 98 0.0%
Toyo Seikan Kaisha Ltd. 8,921 229 0.0%
Toyota Credit Cabada Inc. F/R 10-13-2020 942,406 945 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 556,019 557 0.0%
Toyota Credit Canada Inc. F/R 09-27-2021 1,281,672 1,286 0.1%
TPI Polene PCL 999,997 85 0.0%
TPK Holding Co. Ltd. 140,950 303 0.0%
Transaction Capital Ltd. 582 1 0.0%
TransAlta Corp. 63,339 566 0.0%
TransAlta Corp. Pfd. Series A 38,576 473 0.0%
TransAlta Renewables Inc. 9,784 132 0.0%
Transat A.T. Inc. Class B 15,386 184 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 754,033 852 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 509,081 530 0.0%
TransCanada PipeLines Ltd. 3.69% 07-19-2023 121,941 128 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 3,786 5 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 190,393 236 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 730,335 940 0.0%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 311,039 474 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 1,055,107 1,005 0.0%
TransGlobe Energy Corp. 121,951 248 0.0%
Transmissora Alianca de Energia Eletrica SA 82 1 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 829,437 909 0.0%
Travelport Finance Luxembourg Sarl Term Loan 1st Lien F/R 03-18-2026 668,107 865 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 37,672 39 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 119,713 115 0.0%
Trencor Ltd. 885 2 0.0%
Trico Group LLC Term Loan 1st Lien F/R 02-02-2024 1,551 2 0.0%
Tricon Capital Group Inc. 101,230 1,048 0.0%
Trillium Windpower LP 5.80% 02-15-2033 220,415 258 0.0%
TriMark USA LLC Term Loan 1st Lien F/R 09-15-2024 156,193 179 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 35,462 50 0.0%
TrinityRail Leasing LP 3.82% 04-17-2049 Callable 2020 144A 60,986 84 0.0%
Trisura Group Ltd. 106 3 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 91,780 124 0.0%
True North Commercial Real Estate Investment Trust 15,421 100 0.0%
Tsingtao Brewery Co. Ltd. H 2,795 23 0.0%
Ttet Union Corp. 233 1 0.0%
TTFB Co. Ltd. 116 1 0.0%
TTW PCL 2,574 1 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 827 25 0.0%
Tupy SA 9,907 66 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 1,968 13 0.0%
Turkiye Is Bankasi Series C 14,046 17 0.0%
Turkiye Sise ve Cam Fabrikalari AS 3,436 4 0.0%
Twilio Inc. Class A 2,865 511 0.0%
TXC Corp. 815 1 0.0%
Tyler Technologies Inc. 475 137 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 80,185 113 0.0%
U.S. Bancorp 2,399 163 0.0%
U.S. Bancorp 0.85% 06-07-2024 77,927 121 0.0%
U.S. Bancorp 3.15% 04-27-2027 Callable 2027 119,713 166 0.0%
U.S. Bancorp Pfd. Security Series A 323 349 0.0%
UBCare Co. Ltd. 736 5 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 1,344,758 1,934 0.2%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 6,113 8 0.0%
Ubiquiti Networks Inc. 9,529 1,549 0.1%
Ubright Optronics Corp. 815 1 0.0%
UBS Group AG 13,780 215 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 1,720 2 0.0%
UMW Holdings BHD 5,206 9 0.0%
Uni-President Enterprises Corp. 51,514 179 0.0%
UniCredit SpA 3.75% 04-12-2022 144A 90,753 122 0.0%
Unid Co. Ltd. 9 1 0.0%
Unilever NV CVA 16,970 1,384 0.1%
Unilever PLC 2,339 193 0.0%
Unimicron Technology Corp. 396,829 509 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 373,000 434 0.0%
Union Bank Of Taiwan 10,948 6 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 373,145 393 0.0%
Union Gas Ltd. 8.65% 11-10-2025 51,167 70 0.0%
Union Pacific Corp. 3,116 702 0.0%
Unipar Carbocloro SA 416 5 0.0%
Uniper SE 71,469 2,710 0.2%
Unipro PJSC 41,951 2 0.0%
United Integrated Services Co. Ltd. 2,096 13 0.0%
United Kingdom Treasury 3.75% 09-07-2020 29,364 52 0.0%
United Microelectronics Corp. 87,989 49 0.0%
United Parcel Service Inc. (UPS) Class B 1,426 179 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 874,948 868 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2019 168,276 232 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 169,405 223 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 206,675 284 0.0%
United States Cellular Corp. 3,903 230 0.0%
United States Treasury 0.13% 07-15-2024 Inflation Indexed 9,692 14 0.0%
United States Treasury 0.75% 02-15-2042 Inflation Indexed 91,530 140 0.0%
United States Treasury 0.75% 07-15-2028 Inflation Indexed 128,328 182 0.0%
United States Treasury 0.87% 01-15-2029 Inflation Indexed 22,717 32 0.0%
United States Treasury 1.00% 02-15-2049 Inflation Indexed 18,311 27 0.0%
United States Treasury 1.01% 02-15-2048 Inflation Indexed 61,940 92 0.0%
United States Treasury 2.00% 11-15-2026 491,276 662 0.0%
United States Treasury 2.25% 04-30-2030 320,741 440 0.0%
United States Treasury 2.38% 02-29-2024 630,188 870 0.0%
United States Treasury 2.38% 04-30-2026 42,328 59 0.0%
United States Treasury 2.38% 05-15-2029 1,377,831 1,905 0.2%
United States Treasury 2.50% 01-31-2024 373,821 518 0.0%
United States Treasury 2.50% 02-15-2022 311,706 428 0.0%
United States Treasury 2.50% 03-31-2024 201,973 276 0.0%
United States Treasury 2.63% 02-15-2029 5,936,874 8,377 0.5%
United States Treasury 2.75% 02-15-2028 584,376 831 0.0%
United States Treasury 2.75% 11-15-2042 790,559 1,112 0.0%
United States Treasury 2.88% 08-15-2028 1,590 2 0.0%
United States Treasury 2.88% 09-30-2023 3,938 6 0.0%
United States Treasury 2.88% 10-31-2023 681 1 0.0%
United States Treasury 3.00% 02-15-2049 994,975 1,469 0.1%
United States Treasury 3.13% 02-15-2043 747,643 1,119 0.0%
United States Treasury 3.38% 04-15-2032 Inflation Indexed 14,056 37 0.0%
United States Treasury 4.38% 02-15-2038 550,003 974 0.0%
United Technologies Corp. 2,490 425 0.0%
United Utilities Group PLC 13,700 187 0.0%
UnitedHealth Group Inc. 586 191 0.0%
UnitedHealth Group Inc. 2.70% 07-15-2020 92,608 125 0.0%
UnitedHealth Group Inc. 3.50% 06-15-2023 153,594 215 0.0%
Universal Microwave Technology Inc. 34,323 137 0.0%
Universal Vision Biotechnology Co. Ltd. 65,650 91 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 257,597 315 0.0%
Unizyx Holding Corp. 2,329 2 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 68,892 92 0.0%
UPM-Kymmene OYJ 260 9 0.0%
Uralkali 1,954 4 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 220,227 304 0.0%
US Bancorp Pfd. Series K Callable 2023 5,003 176 0.0%
US Bank NA 2.65% 05-23-2023 Callable 2022 483,370 658 0.0%
USA Compression Partners LP 6.88% 09-01-2027 Callable 2022 317,771 442 0.0%
USB Capital IX 3.50% 10-29-2049 340,618 363 0.0%
Userjoy Technology Co. Ltd. 29,692 79 0.0%
Utechzone Co. Ltd. 75,184 225 0.0%
Vale SA ADR 2,143 36 0.0%
Value Added Technology Co. Ltd. 1,405 40 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 438,912 498 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 290 13 0.0%
Vanguard Growth ETF 6,400 1,327 0.1%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 35,688 49 0.0%
Varonis Systems Inc. 2,577 218 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 627,463 627 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 255,833 358 0.0%
Verbund AG 153 10 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 196,358 262 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-20-2025 88,330 119 0.0%
Verisk Analytics Inc. 5,142 973 0.0%
Verizon Communications Inc. 3,896 286 0.0%
Verizon Communications Inc. 3.50% 02-17-2023 94,867 93 0.0%
Verizon Owner Trust 1.42% 01-20-2021 8,658 12 0.0%
Verso Corp. Class A 30,325 706 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 163,628 222 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 530,516 495 0.0%
Vestel Beyaz Esya Sanayi ve Ticaret AS 24,623 79 0.0%
Vestel Elektronik Sanayi ve Ticaret AS 408 1 0.0%
ViaSat Inc. 5.63% 04-15-2027 Callable 2022 144A 253,140 347 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 201,973 266 0.0%
Vidéotron Ltd./Vidéotron Ltée. 5.13% 04-15-2027 Callable 2022 144A 1,413,813 1,928 0.2%
Vidéotron Ltée 5.63% 06-15-2025 Callable 2025 29,623 32 0.0%
Vidéotron Ltée 5.75% 01-15-2026 Callable 2020 1,252,234 1,323 0.1%
Village Super Market Inc. 806 29 0.0%
Vinci SA 1,544 206 0.0%
Vinda International Holdings Ltd. 23,507 57 0.0%
Vipshop Holdings Ltd. 856 9 0.0%
Visa Inc. Class A 9,130 1,991 0.2%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 102,063 137 0.0%
Vistra Energy Corp. 8,001 255 0.0%
Vistra Operations Co. LLC 5.50% 09-01-2026 Callable 2021 144A 121,972 169 0.0%
Vistra Operations Co. LLC 5.63% 02-15-2027 Callable 2022 144A 151,336 211 0.0%
Vital KSK Holdings Inc. 8,184 106 0.0%
VNDO Trust 3.90% 01-10-2035 90,350 125 0.0%
Vodafone Group PLC 3.75% 01-16-2024 157,556 219 0.0%
Voya Financial Inc. 41,207 2,836 0.2%
VRX Escrow Corp. 6.13% 04-15-2025 Callable 2020 144A 555,830 734 0.0%
Vukile Property Fund Ltd. 80,445 154 0.0%
VVC Holding Corp. Term Loan B 1st Lien F/R 02-07-2026 443,390 600 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 142,860 173 0.0%
W.H. Smith PLC 10,485 351 0.0%
W.W. Grainger Inc. 731 259 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 1,243,204 1,822 0.2%
Wabtec Corp. 5,105 430 0.0%
Wachovia Capital Trust III F/R 03-15-2066 508,442 684 0.0%
Wal-Mart de Mexico SAB de CV Series V 28,367 108 0.0%
Wal-Mart Stores Inc. 7,992 1,096 0.0%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 93,738 129 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 30,024 40 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 29,258 40 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 0 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 36,213 50 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 12,537 17 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 13,302 18 0.0%
Warrior Met Coal Inc. 62,638 2,185 0.2%
Washington H. Soul Pattison & Co. Ltd. 4,271 89 0.0%
Waste Connections Inc. 42,198 5,396 0.3%
Waste Management Inc. 4,291 634 0.0%
Waste Pro USA Inc. 5.50% 02-15-2026 Callable 2021 144A 282,763 379 0.0%
Waters Corp. 2,029 550 0.0%
Wei Chuan Foods Corp. 9,783 12 0.0%
Weichai Power Co. Ltd. 103,979 214 0.0%
Weifu High-Technology Group Co. Ltd. 38,553 97 0.0%
Weiqiao Textile Co. Ltd. 203,954 96 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 526,506 706 0.0%
Wells Fargo & Co. 3,961 238 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 3,824 132 0.0%
Wells Fargo & Co. 2.98% 05-19-2026 580,336 584 0.0%
Wells Fargo & Co. 3.19% 02-08-2024 Callable 2024 1,042,063 1,069 0.0%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 670,551 701 0.0%
Wells Fargo & Co. F/R 07-27-2021 79,056 75 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 0 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 16,923 24 0.0%
Welltower Inc. 4.13% 03-15-2029 Callable 2028 265,653 374 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 199,280 284 0.0%
Wesdome Gold Mines Ltd. 25,206 118 0.0%
Wesfarmers Ltd. 2,560 89 0.0%
West Fraser Timber Co. Ltd. 6,913 364 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 468,578 540 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 10,454 266 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 195,381 191 0.0%
Western Forest Products Inc. 39,422 60 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 11,294 20 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 135,524 132 0.0%
Westports Holdings BHD 10,400 13 0.0%
Westshore Terminals Investment Corp. 30,027 666 0.0%
Wheaton Precious Metals Corp. 3,651 109 0.0%
Wheelock and Co. Ltd. 6,173 55 0.0%
Whitbread PLC 15,664 1,239 0.1%
Whitecap Resources Inc. 35 0.0%
Whitehaven Coal Ltd. 73,311 270 0.0%
Wihlborgs Fastigheter AB 7,383 145 0.0%
William Morrison Supermarkets PLC 165,918 558 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 452,877 618 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 921,052 1,294 0.1%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 70,106 97 0.0%
Winpak Ltd. 23,783 1,041 0.0%
Wipro Ltd. ADR 30,512 182 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 124,310 4,412 0.3%
WiseTech Global Ltd. 15,199 347 0.0%
Wistron Corp. 3,727 4 0.0%
Wiz Solucoes e Corretagem de Seguros SA 1,654 6 0.0%
WNS (Holdings) Ltd. 1,812 136 0.0%
Wolters Kluwer NV 1,661 157 0.0%
Wonderful Hi-Tech Co. Ltd. 94,525 80 0.0%
Woodside Petroleum Ltd. 30,413 1,010 0.0%
Woolworths Ltd. 822 24 0.0%
Woongjin Coway Co. Ltd. 97 9 0.0%
Woori Financial Group Inc. 2,190 35 0.0%
Woori Financial Group Inc. ADR 384 18 0.0%
World Fuel Services Corp. 7,557 298 0.0%
World Wrestling Entertainment Inc. Class A 19,386 1,906 0.2%
Wowprime Corp. 17,979 66 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 125,360 169 0.0%
WSP Global Inc. 11,894 848 0.0%
Wuestenrot & Wuerttembergische AG 6,810 193 0.0%
Xiamen C & D Inc. 5,391 9 0.0%
Xilinx Inc. 3,127 432 0.0%
Xingda International Holdings Ltd. 1,048 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 8,502 8 0.0%
Xinyuan Real Estate Co. Ltd. 14,161 80 0.0%
Xiwang Special Steel Co. Ltd. 246,528 58 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 561,392 786 0.0%
Xtep International Holdings Ltd. 20,265 14 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 430,243 549 0.0%
Yamana Gold Inc. 349,582 947 0.0%
Yangzijiang Shipbuilding Holdings Ltd. 54,588 74 0.0%
Yanzhou Coal Mining Co. Ltd. H 18,401 23 0.0%
YC INOX Co. Ltd. 40,044 46 0.0%
Yellow Pages Ltd. 7,197 57 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 60,147 401 0.0%
Yihai International Holding Ltd. 160,745 1,074 0.0%
YIK Corp. 136 0.0%
Youngone Corp. 48 2 0.0%
Youngone Holdings Co. Ltd. 35 2 0.0%
YPF SA ADR 8,399 168 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 97,329 130 0.0%
Yuasa Trading Co. Ltd. 1,351 50 0.0%
Yuexiu Property Co. Ltd. 607,458 186 0.0%
Yuexiu Transport Infrastructure Ltd. 35,744 38 0.0%
Yum China Holdings Inc. 4,071 220 0.0%
Yungshin Construction & Development Co. Ltd. 1,165 2 0.0%
YungShin Global Holding Corp. 1,281 2 0.0%
Yuyu Pharma Inc. 6,345 82 0.0%
Yuzhou Properties Co. Ltd. 10,831 7 0.0%
Zeng Hsing Industrial Co. Ltd. 16,301 102 0.0%
Zenith Bank Ltd. 995,075 75 0.0%
Zhejiang Expressway Co. Ltd. H 10,016 14 0.0%
Zhen Ding Technology Holding Ltd. 50,857 202 0.0%
Zions Bancorporation 3.35% 03-04-2022 Callable 2022 193,122 264 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 67,762 91 0.0%
Zoomlion Heavy Industry Science and Technology Co. Ltd. 132,120 105 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 1,772 2 0.0%
Zscaler Inc. 2,449 227 0.0%
Zurich Insurance Group AG 380 167 0.0%
Total Investments -- 2,270,449 99.4%
Currency Hedge Contracts -- -3,396 -0.1%
Other Assets (Liabilities) -- 17,084 0.7%
Total Net Assets -- 2,284,137 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of July 31, 2019
  • Regional Allocation
      Canada
    EQ : 24.1% | FI : 32.7%
    56.8%
      United States
    EQ : 8.9% | FI : 9.8%
    18.7%
      Other
    EQ : 7.4% | FI : 2.2%
    9.6%
      China
    EQ : 1.1%
    1.1%
      Japan
    EQ : 1.0%
    1.0%
      United Kingdom
    FI : 0.5%
    0.5%
      Australia
    FI : 0.2%
    0.2%
      Cash & Equivalents 12.1%
  • Sector Allocation
      Fixed Income 45.5%
      Cash & Equivalents 12.1%
      Financials 9.5%
      Industrials 5.7%
      Other 5.3%
      Pooled Funds 3.9%
      Information Technology 3.9%
      Materials 3.3%
      Energy 3.2%
      Consumer Discretionary 2.8%
      Consumer Staples 2.7%
      Communication Serv. 2.1%

Other Managed Assets Funds

Portfolio Managers

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

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.