Fund Portfolio – Symmetry Conservative Income Portfolio Class Series T8 MFC3987 MFC4291 MFC7223 MFC4294 | Mackenzie Investments

Symmetry Conservative Income Portfolio Class Series T8

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of September 30, 2018
Major holdings represent 11.9% of the fund.
View all holdings
Total # of
Equity Holdings
1537
Total # of
Fixed Income Holdings
1712
Holding name, country and sector Percentage of holding in fund
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
2.1%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
1.9%
Government of Canada 2.75% 12-01-2048
Canada | Federal Government
1.8%
United States Treasury 2.75% 08-15-2048
United States | Foreign Governments
1.3%
Province of Ontario 2.90% 06-02-2028
Canada | Provincial Governments
1.0%
Canada Housing Trust No. 1 F/R 09-15-2023
Canada | Federal Government
0.9%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.9%
Royal Bank of Canada
Canada | Diversified Banks
0.8%
Bank of Montreal
Canada | Diversified Banks
0.6%
Suncor Energy Inc
Canada | Integrated Oil & Gas
0.6%

Complete Fund Holdings Help Full holdings list

As of July 31, 2018
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 88,613 115 0.0%
21Vianet Group Inc. ADR 5 0.0%
3SBio Inc. 91 0.0%
407 International Inc. 2.47% 09-08-2022 Callable 2022 101,223 99 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 454,618 454 0.1%
407 International Inc. 3.60% 05-21-2047 Callable 171,800 170 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 502,470 510 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 639,303 843 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 36,153 47 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 455,823 688 0.2%
51job Inc. 82 10 0.0%
58.Com Inc. ADR 231 20 0.0%
5N Plus Inc. 294 1 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 51,972 69 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 56,454 87 0.0%
Abcam PLC 1,380 35 0.0%
ABIOMED Inc. 1,286 593 0.2%
Absolute Software Corp. 162 1 0.0%
Acadian Timber Corp. 1,567 31 0.0%
Accenture PLC Class A 1,985 411 0.1%
Access Justice Durham 5.015% 08-31-2039 142,285 157 0.0%
Acer Inc. 43,408 46 0.0%
Acorda Therapeutics Inc. 2,289 74 0.0%
Acrisure LLC Term Loan B 1st Lien F/R 11-22-2023 1,801 2 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 62,793 75 0.0%
Adcock Ingram Holdings Ltd. 285 2 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 11,051 14 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 11,733 16 0.0%
Admiral Group PLC 6,896 233 0.0%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 162,104 212 0.0%
Advanced Info Service PCL (Thailand) DR 2,209 17 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 257,852 374 0.1%
AECI Ltd. 899 9 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 111,233 140 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 77,744 106 0.0%
Aecon Group Inc. 500 8 0.0%
Aegean Airlines SA 660 8 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 51,219 66 0.0%
AerCap Holdings NV 5,664 413 0.1%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 127,939 161 0.0%
Aeroflot - Russian Airlines OJSC 54 0.0%
Aetna Inc. 2,224 545 0.1%
Aetna Inc. 2.75% 11-15-2022 Callable 2022 62,119 78 0.0%
Aflac Inc. 4,292 260 0.0%
African Development Bank F/R 02-24-2019 10,021 1 0.0%
African Oxygen Ltd. 254 1 0.0%
African Rainbow Minerals Ltd. 599 7 0.0%
AG Growth International Inc. 410 23 0.0%
AG Mortgage Investment Trust Inc. 105 3 0.0%
Agellan Commercial Real Estate Investment Trust 441 6 0.0%
AGF Management Ltd. Class B non-voting 3,895 26 0.0%
Aggreko PLC 9,225 117 0.0%
Agile Property Holdings Ltd. 19,934 40 0.0%
Agnico-Eagle Mines Ltd. 3,196 174 0.0%
Agricultural Bank of China Ltd. H 1,394,601 878 0.2%
AGT Food and Ingredients Inc. 2,505 45 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 213,101 212 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 161,424 210 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 468 6 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 181,520 236 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 188,690 180 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 111,473 109 0.0%
Aimia Inc. 24,535 85 0.0%
Air Canada 30,772 724 0.2%
Air Medical Group Holdings Inc. Term Loan B 1st Lien F/R 09-26-2024 1,575 2 0.0%
Air New Zealand Ltd. 2,485 7 0.0%
Air Newco LLC Term Loan B 1st Lien F/R 05-31-2024 1,506 2 0.0%
AirAsia BHD 12,594 14 0.0%
AirAsia X BHD 45,047 5 0.0%
AirBoss of America Corp. 5 0.0%
Airports of Thailand Public Co. Ltd. 281 1 0.0%
Ajisen China Holdings Ltd. 9,662 5 0.0%
AK Holdings Inc 94 8 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 75,950 101 0.0%
Akzo Nobel NV 4,056 488 0.1%
AL Midcoast Holdings LLC B Term Loan 1st Lien F/R 06-28-2025 69,781 90 0.0%
Alacer Gold Corp. 1,416 4 0.0%
Alberta Powerline LP 4.06% 03-01-2054 46,349 49 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 116,235 150 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 208,732 198 0.0%
Alera Group Intermediate Holdings Inc. Term Loan B 1st Lien F/R 07-27-2025 46,382 60 0.0%
Alfa SA Series A 7,242 13 0.0%
Algonquin Power & Utilities Corp. 6,346 81 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 370,381 372 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 147,474 154 0.0%
Algonquin Power Co. 4.82% 02-15-2021 85,240 89 0.0%
Alibaba Group Holding Ltd. 3.40% 12-06-2027 Callable 2027 777 1 0.0%
Alibaba Group Holding Ltd. ADR 395 96 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 271,601 279 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 11,411 682 0.2%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 30,499 46 0.0%
Allergan PLC 1,191 285 0.0%
Alliance Data Systems Corp. 352 103 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 950 1 0.0%
Alliance Financial Group BHD 363 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 41,022 42 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 20,178 23 0.0%
Allianz SE Reg. 1,350 388 0.1%
Allied Circuit Co. Ltd. 3,661 16 0.0%
Allied Properties Real Estate Investment Trust 3,829 163 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 238,822 232 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 149,271 151 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 144,917 146 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 178 0.0%
Ally Financial Inc. 51 2 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 1,072 1 0.0%
Ally Financial Inc. 8.00% 11-01-2031 3,432 5 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 06-13-2024 86,064 111 0.0%
Alpek SAB de CV 6,012 13 0.0%
Alpha 3 BV Term Loan B1 1st Lien F/R 01-31-2024 6,115 8 0.0%
AltaGas Ltd. 5,810 154 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 216,430 220 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 190,512 191 0.0%
AltaGas Ltd. 3.98% 10-04-2027 Callable 2027 112,632 112 0.0%
AltaGas Ltd. Pfd. Series K 7,808 197 0.0%
AltaLink LP 2.98% 11-28-2022 319,651 322 0.1%
AltaLink LP 3.399% 06-06-2024 Callable 2024 25,146 26 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 164,566 167 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 281,400 301 0.0%
Altice Financing SA 7.50% 05-15-2026 Callable 2021 144A 105,851 134 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 177,615 225 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 167,131 217 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 07-28-2025 60,981 79 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 18,437 28 0.0%
Amata Corp. PCL 127 0.0%
Amazon.com Inc. 157 362 0.1%
AMC Entertainment Holdings Inc. 5.88% 02-15-2022 Callable 2018 622 1 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 169,431 215 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 1,305 2 0.0%
Amcor Ltd. 33,190 483 0.1%
Amdocs Ltd. 2,435 214 0.0%
America Movil SAB de CV 7.125% 12-09-2024 828,868 53 0.0%
America's Car-Mart Inc. 89 7 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 103,639 134 0.0%
American Axle & Manufacturing Inc. 6.625% 10-15-2022 Callable 2017 43,058 57 0.0%
American Dental Partners Inc. Term Loan 1st Lien F/R 08-30-2021 1,436 2 0.0%
American Eagle Outfitters Inc. 800 26 0.0%
American Express Credit Account Master Trust 1.77% 11-15-2022 2017-3 63,391 81 0.0%
American International Group Inc. 5,876 422 0.1%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 124,136 205 0.0%
American National Insurance Co. 419 70 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 44,955 57 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 47,842 61 0.0%
Ametek Inc. 96 10 0.0%
Amgen Inc. 2.60% 08-19-2026 Callable 2026 73,558 87 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 198,675 259 0.0%
Amphenol Corp. Class A 664 81 0.0%
Andrew Peller Ltd. 201 3 0.0%
Anglo American Platinum Ltd. 36 1 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 936,961 901 0.2%
Anheuser-Busch InBev Finance Inc. 3.30% 02-01-2023 Callable 2022 207,977 269 0.0%
Anhui Conch Cement Co. Ltd. H 2,041 17 0.0%
Anhui Expressway Co. Ltd. 998 1 0.0%
Ann Joo Resources Bhd 7,160 4 0.0%
Anpec Electronics Corp. 5,492 14 0.0%
Ansell Ltd. 7,814 217 0.0%
Anta Sports Products Ltd. 862 6 0.0%
Antero Midstream 5.38% 09-15-2024 81,930 108 0.0%
Antero Resources Corp. 5.00% 03-01-2025 289,202 377 0.1%
Antero Resources Corp. 5.125% 12-01-2022 Callable 1,566 2 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 56,813 76 0.0%
Anthem Inc. 1,231 405 0.1%
Anthem Inc. 2.75% 10-15-2042 32,533 147 0.0%
APCO Holdings Inc. Term Loan B 1L F/R 06-06-2025 4,376 6 0.0%
Apex International Co. Ltd. 5,695 8 0.0%
Apollo Commercial Real Estate Finance Inc. 10,050 249 0.0%
Apple Inc. 6,064 1,500 0.3%
Apple Inc. 2.51% 08-19-2024 Callable 2024 4,174,752 4,042 0.7%
Apple Inc. 2.85% 08-28-2019 71,763 70 0.0%
Apple Inc. 3.20% 05-13-2025 76,548 98 0.0%
Apple Inc. F/R 02-09-2022 70,567 93 0.0%
APT Pipelines Ltd. 4.20% 03-23-2025 Callable 2024 144A 218,321 281 0.0%
APT Pipelines Ltd. 4.245% 07-24-2019 58,603 59 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 59,803 78 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 69,969 92 0.0%
Aramark Services Inc. Term Loan 1L F/R 03-11-2025 24,458 32 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 91,122 119 0.0%
ARC Resources Ltd. 11,732 181 0.0%
Arcadyan Technology Corp. 4,136 13 0.0%
ArcelorMittal SA 7.00% 10-15-2039 317 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 547,452 672 0.2%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 479 1 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 1,000 1 0.0%
Argentine Bonos del Tesoro 21.20% 09-19-2018 67,643 3 0.0%
Argosy Research Inc. 3,661 6 0.0%
Aritzia Inc. 647 10 0.0%
ARMOUR Residential REIT Inc. 2,860 88 0.0%
Arrow Electronics Inc. 126 12 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 36,222 42 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 77,975 101 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 1,094 1 0.0%
Artis Real Estate Investment Trust 6,477 82 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 151,337 152 0.0%
Artis Real Estate Investment Trust F/R 02-07-2020 8,222 8 0.0%
Asanko Gold Inc. 88 0.0%
ASE Industrial Holding Co. Ltd. 2,551 9 0.0%
Ashland Global Holdings Inc. 699 75 0.0%
Ashtead Capital Inc. 4.13% 08-15-2025 Callable 2020 144A 1,105 1 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 1,466 2 0.0%
Ashtead Group PLC 7,557 302 0.0%
Asia Cement China Holdings Corp. 10,804 11 0.0%
Asia Cement Corp. 3,764 7 0.0%
Asia Vital Components Co. Ltd. 5,322 7 0.0%
Asian Development Bank 4.625% 03-06-2019 65,185 59 0.0%
Asian Development Bank 5.00% 03-09-2022 40,068 42 0.0%
Asian Development Bank 5.90% 12-20-2022 5,290,835 95 0.0%
Asian Development Bank 6.00% 02-24-2021 137,792 3 0.0%
Asian Development Bank 6.45% 08-08-2021 4,115,373 77 0.0%
Asian Development Bank 6.95% 01-16-2020 1,142,235 22 0.0%
Asian Pay Television Trust 5,170 2 0.0%
Asiana Airlines Inc. 2,146 11 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 370,158 398 0.1%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 37,334 49 0.0%
Aspen Pharmacare Holdings Ltd. 77 2 0.0%
Aspen Technology Inc. 1,837 229 0.0%
ASR Nederland NV 1,379 80 0.0%
Asseco Poland SA 27 0.0%
Associated Capital Group Inc. Class A 592 29 0.0%
Assore Ltd. 122 3 0.0%
Assured Guaranty Ltd. 9,480 480 0.1%
Astral Foods Ltd. 1,640 47 0.0%
AstraZeneca PLC 123 12 0.0%
AT&T Inc. 3.825% 11-25-2020 267,548 273 0.0%
AT&T Inc. 4.85% 05-25-2047 1,237,370 1,211 0.3%
ATCO Ltd. Class I non-voting 2,539 101 0.0%
Athabasca Oil Corp. 28,589 50 0.0%
Atlantic Power Corp. 293 1 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 340,961 279 0.0%
ATS Automation Tooling Systems Inc. 4,786 94 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 6,912 9 0.0%
ATS Consolidated Inc. Term Loan B 1st Lien F/R 02-23-2025 95,339 125 0.0%
AU Optronics Corp. 53,956 30 0.0%
Aurora World Corp. 425 5 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 52,866 80 0.0%
Australia and New Zealand Banking Group Ltd. 2.00% 11-16-2018 1,253 2 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 213,101 216 0.0%
Autohome Inc. ADR 68 9 0.0%
Automotive Properties Real Estate Investment Trust 206 2 0.0%
Autostrada Torino-Milano SPA 1,577 56 0.0%
AVACO Co. Ltd. 58 0.0%
Avangrid Inc. 3,028 197 0.0%
Avaya Holdings Corp. 49 1 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 60,694 79 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 62,195 93 0.0%
AVIC International Holdings Ltd. 363 0.0%
Aviva PLC 4.50% 05-10-2021 230,834 239 0.0%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 66,061 86 0.0%
AXA SA 7,469 245 0.0%
Axfood AB 1,188 31 0.0%
Axiomtek Co. Ltd. 1,187 3 0.0%
AxoGen Inc. 555 32 0.0%
Ayala Corp. 27 1 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 13,157 15 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 98,077 110 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 2,222 3 0.0%
Bahle-Metal Leve SA 1,054 10 0.0%
Baidu Inc. ADR 979 314 0.0%
Ball Corp. 4.00% 11-15-2023 82,528 105 0.0%
Ball Corp. 4.375% 12-15-2020 70,567 93 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 130,609 169 0.0%
Ball Corp. 5.25% 07-01-2025 93,891 125 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 91,646 119 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 15,674 21 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 32,294 39 0.0%
Banco ABC Brasil SA 1,451 8 0.0%
Banco ABC Brasil SA Rights Exp. 08-02-2018 55 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2014 20,931 0.0%
Banco do Brasil SA 3,986 45 0.0%
Banco do Estado do Rio Grande do Sul SA 6,584 36 0.0%
Banco Macro SA ADR 506 45 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 52,029 68 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 315 3 0.0%
Bangkok Dusit Medical Services PCL 13,565 14 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 49,038 75 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 48,440 74 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 151,089 170 0.0%
Bank of America Corp. 17,626 708 0.2%
Bank of America Corp. 3.228% 06-22-2022 176,544 177 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 170,150 169 0.0%
Bank of America Corp. 3.95% 04-21-2025 41,555 53 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 1,250 2 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 2,756 4 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 20,333 31 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 515,554 511 0.1%
Bank of China Ltd. H 292,031 178 0.0%
Bank of Communications Co. Ltd. H 88,905 83 0.0%
Bank of Montreal 30,173 3,111 0.6%
Bank of Montreal 2.27% 07-11-2022 430,553 419 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 774,773 756 0.2%
Bank of Montreal 2.89% 06-20-2023 663,083 658 0.2%
Bank of Montreal 3.19% 03-01-2028 159,826 159 0.0%
Bank of Montreal 3.25% 10-06-2022 117,214 113 0.0%
Bank of Montreal 3.32% 06-01-2026 231,217 232 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 594,551 598 0.2%
Bank of Montreal F/R 02-01-2023 2,360,625 2,347 0.5%
Bank of Montreal F/R 03-30-2020 423,711 424 0.1%
Bank of Montreal F/R 04-11-2019 106,550 107 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 169,973 207 0.0%
Bank of the Ozarks Inc. 5.50% 07-01-2026 Callable 2021 28,107 38 0.0%
Bank Tabungan Negara Persero TBK 2,590 1 0.0%
Bankers Hall LP 4.377% 11-20-2013 196,098 197 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 70,567 93 0.0%
Baoye Group Co. Ltd. 5,565 4 0.0%
Barclays Africa Group Ltd. 522 9 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 49,038 64 0.0%
Barclays PLC 61,320 203 0.0%
Barloworld Ltd. 113 1 0.0%
Barratt Developments PLC 535 5 0.0%
Barrick Gold Corp. 41,681 608 0.2%
Barwa Real Estate Co. 472 6 0.0%
Bashneft PAO 79 3 0.0%
Baxter International Inc. 12,825 1,208 0.3%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 59,803 97 0.0%
Baytex Energy Corp. 9,092 37 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 1,400 2 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 340,650 416 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 3,610 4 0.0%
BCE Inc. 12,198 674 0.2%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 39,424 38 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 612,045 599 0.2%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 14,951 20 0.0%
Beach Petroleum Ltd. 15,595 29 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 778 1 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 12,506 16 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 2,873 4 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 22,330 30 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 5,812 8 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 2,780 4 0.0%
Beasley Mezzanine Holdings LLC Term Loan 1st Lien F/R 11-16-2023 383 1 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 53,225 61 0.0%
Becton, Dickinson and Co. 267 87 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 2,095 173 0.0%
Beijing Capital Land Ltd. 17,764 10 0.0%
Beijing Enterprises Holdings Ltd. 3,311 21 0.0%
Beijing Tong Ren Tang Chinese Medicine Co. Ltd. 1,898 5 0.0%
Bell Canada 2.70% 02-27-2024 Callable 670,429 648 0.2%
Bell Canada 3.35% 03-22-2023 15,143 15 0.0%
Bell Canada 3.35% 06-18-2019 3,177 3 0.0%
Bell Canada 3.60% 09-29-2027 Callable MTN 485,682 482 0.1%
Bell Canada 4.35% 12-18-2045 Callable MTN 91,846 90 0.0%
Bell Canada 4.45% 02-27-2047 Callable 740,580 739 0.2%
Bell Canada 4.70% 09-11-2023 MTN 326,897 348 0.1%
Bell Canada 6.17% 02-26-2037 152,900 188 0.0%
Bell Canada 6.55% 05-01-2029 Callable 126,795 154 0.0%
Bell Canada 7.30% 02-23-2032 Callable 4,443 6 0.0%
Bellatrix Exploration Ltd. 8.50% 05-15-2020 Callable 144A 36,744 33 0.0%
Bellway PLC 831 41 0.0%
Berjaya Sports Toto BHD 2,051 2 0.0%
Berkshire Hathaway Inc. Class B 47 12 0.0%
Bermaz Auto BHD 11,533 8 0.0%
Berry Global Group Inc. 25 2 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 533 1 0.0%
Berry Global Inc. Term Loan Q 1st Lien F/R 10-01-2022 123,117 161 0.0%
Berry Global Inc. Term Loan S 1st Lien F/R 02-08-2022 42,050 55 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 51,430 67 0.0%
BHP Billiton PLC 8,092 242 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 2,199 3 0.0%
BIM Birlesik Magazalar AS 14 0.0%
Bio-Techne Corp. 154 32 0.0%
Bioteque Corp. 2,848 13 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 88,069 115 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 13,779 2 0.0%
BKW AG 329 29 0.0%
Black Diamond Group Ltd. 608 2 0.0%
Black Knight Inc. 1,833 123 0.0%
Blackberry Ltd. 10,922 139 0.0%
BlackPearl Resources Inc. 123 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 20,333 27 0.0%
Bloomberry Resorts Corp. 38,889 10 0.0%
Blue Label Telecoms Ltd. 3,569 3 0.0%
Bluegreen Vacations Corp. 162 5 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 80,873 106 0.0%
BMT Co. Ltd. 149 1 0.0%
BMW Canada Inc. F/R 06-14-2019 341,882 343 0.1%
BNK Financial Group Inc. 127 1 0.0%
BNP Paribas SA 3,809 322 0.1%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 161,224 209 0.0%
Boardwalk Real Estate Investment Trust 6,498 297 0.0%
Bobst Group AG 37 4 0.0%
BOC Aviation Ltd. 210 2 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 54,421 67 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 695 1 0.0%
Bolsa Mexicana de Valores SAB de CV 213 1 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 2,222 3 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 2,845 4 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 10,617 15 0.0%
Bombardier Inc. Class B Sub. voting 58,736 288 0.0%
Bonavista Energy Corp. 32,755 51 0.0%
Bonterra Energy Corp. 921 17 0.0%
Boot Barn Holdings Inc. 1,855 56 0.0%
Boralex Inc. Class A 1,083 22 0.0%
Boralex Inc. Subscription Receipt 1,127 22 0.0%
Bosideng International Holdings Ltd. 2,177 0.0%
Bottomline Technologies Inc. 4,934 346 0.1%
Boustead Holdings Bhd 952 1 0.0%
Boyne USA Inc. 7.25% 05-01-2025 Callable 2021 144A 500 1 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 392,097 392 0.1%
Brambles Ltd. 21,429 204 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 611 1 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 2,351 3 0.0%
Braskem SA 567 21 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 13,582 18 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 82,827 294 0.0%
Bridgestone Corp. 4,934 252 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 115,696 150 0.0%
Bright Horizons Family Solutions Inc. 1,444 201 0.0%
Brighthouse Financial Inc. 5,107 288 0.0%
British American Tobacco Malaysia BHD 104 1 0.0%
British American Tobacco PLC 3,780 271 0.0%
Broadridge Financial Solutions Inc. 483 71 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 426,202 420 0.1%
Brookfield Asset Management Inc. 4.54% 03-31-2023 73,685 77 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 51,784 55 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 79,913 93 0.0%
Brookfield Asset Management Inc. Class A limited voting 7,053 387 0.1%
Brookfield Asset Management Inc. Pfd. Series 46 3,232 84 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 8,696 224 0.0%
Brookfield Business Partners LP 3,026 154 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 88,970 88 0.0%
Brookfield Infrastructure Partners LP 2,676 142 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 133,188 133 0.0%
Brookfield Property Partners LP 2,192 58 0.0%
Brookfield Renewable Energy Partners LP 2,169 86 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 496,331 485 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 443,477 444 0.1%
Brookfield Renewable Partners LP Pfd. Series 11 4,835 122 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 113,027 146 0.0%
Brown & Brown Inc. 1,232 47 0.0%
BRP Finance ULC 4.79% 02-07-2022 190,619 201 0.0%
BRP Inc. 5,072 308 0.0%
Bruce Power LP 2.84% 06-23-2021 417,160 415 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 459,445 450 0.1%
Bruce Power LP 3.97% 06-23-2026 181,376 186 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 63,930 64 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 705 1 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 744 1 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 1,977 3 0.0%
Bure Equity AB 175 3 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 159,826 260 0.0%
Burger King France SAS F/R 05-01-2023 Callable 2018 4,208 6 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 142,372 185 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 279,829 356 0.1%
BWAY Holding Co. Term Loan B 1st Lien F/R 04-03-2024 59,803 78 0.0%
BXP Trust 3.42% 06-13-2039 66,381 82 0.0%
CAE Inc. 37,485 1,016 0.3%
Caesars Entertainment Corp. 10 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 372 1 0.0%
Caisse Francaise de Financement Local 5.00% 03-09-2020 1,065,504 1,104 0.3%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 1,666 2 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 421,565 493 0.1%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 455,149 561 0.2%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 2,044 2 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 672 1 0.0%
Caltex Australia Ltd. 7,523 237 0.0%
Cambrex Corp. 1,702 138 0.0%
Cameco Corp. 8,163 115 0.0%
Cameco Corp. 5.67% 09-02-2019 196,930 202 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 84,418 110 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 446,685 577 0.2%
Camsing International Holding Ltd. 11,316 13 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 24,604 32 0.0%
Canaccord Genuity Group Inc. 4,367 32 0.0%
Canada Goose Holdings Inc. 2,877 215 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 69,557 90 0.0%
Canada Housing Trust No. 1 1.25% 12-15-2020 50,234 49 0.0%
Canada Housing Trust No. 1 1.90% 09-15-2026 44,218 42 0.0%
Canada Housing Trust No. 1 2.35% 06-15-2023 1,996,494 1,981 0.4%
Canada Housing Trust No. 1 3.35% 12-15-2020 59,803 61 0.0%
Canada Housing Trust No. 1 F/R 03-15-2023 3,714,232 3,723 0.7%
Canadian Apartment Properties Real Estate Investment Trust 7,279 316 0.0%
Canadian Commercial Mortgage Origination Trust 1 2.768% 11-12-2018 43,625 44 0.0%
Canadian Credit Card Trust II 1.829% 03-24-2020 333,479 329 0.1%
Canadian Imperial Bank of Commerce 15,697 1,864 0.4%
Canadian Imperial Bank of Commerce 1.64% 07-12-2021 DPNT 467,756 452 0.1%
Canadian Imperial Bank of Commerce 1.66% 01-20-2020 DPNT 378,787 374 0.1%
Canadian Imperial Bank of Commerce 2.30% 07-11-2022 DPNT 388,589 379 0.1%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 710,538 696 0.2%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 642,322 640 0.2%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 701,952 704 0.2%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 649,179 654 0.2%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 460,951 464 0.1%
Canadian Imperial Bank of Commerce F/R 01-17-2019 495,742 496 0.1%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 815,324 809 0.2%
Canadian Mortgage Pools 2.65% 10-01-2027 64,781 64 0.0%
Canadian National Railway Co. 25,639 2,977 0.6%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 626 1 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 284,788 281 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 135,319 133 0.0%
Canadian Natural Resources Ltd. 29,141 1,393 0.3%
Canadian Natural Resources Ltd. 2.05% 06-01-2020 127,861 126 0.0%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 3,332 3 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 120,935 117 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 171,340 172 0.0%
Canadian Pacific Railway Ltd. 4,803 1,239 0.3%
Canadian Real Estate Investment Trust 2.95% 01-18-2023 Callable 2022 142,380 139 0.0%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2018 175,808 175 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 4,422 783 0.2%
Canadian Utilities Ltd. 3.122% 11-09-2022 239,525 242 0.0%
Canadian Utilities Ltd. Class A non-voting 2,931 95 0.0%
Canadian Western Bank 7,165 261 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 110,964 109 0.0%
Canadian Western Bank 2.751% 06-29-2020 110,603 110 0.0%
Canadian Western Bank 2.92% 12-15-2022 182,332 179 0.0%
Canfor Corp. 3,936 112 0.0%
Canfor Pulp Products Inc. 5,579 152 0.0%
Canon Electronics Inc. 231 6 0.0%
Canopy Growth Corp. 850 29 0.0%
CanWel Building Materials Group Ltd. 520 3 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 492,263 512 0.1%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 88,508 115 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 130,968 168 0.0%
Capital Power Corp. 16,893 446 0.1%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 480,419 483 0.1%
Capstone Mining Corp. 9,827 9 0.0%
Cardinal Health Inc. 315 20 0.0%
Cards II Trust 2.155% 10-15-2020 390,978 386 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 148,150 192 0.0%
Career Education Corp. 1,578 38 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 78,498 102 0.0%
Carlsberg Brewery Malaysia BHD 1,746 11 0.0%
Carnival Corp. 1,977 152 0.0%
Carnival PLC 16,142 1,219 0.3%
Cars.com Inc. 1,080 40 0.0%
Carter's Inc. 2,561 349 0.1%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 256,282 330 0.1%
Cascades Inc. 7,550 94 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 2,777 3 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 2,222 3 0.0%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 7,112 9 0.0%
Cathay Financial Holding Co. Ltd. 2,651 6 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 127,182 137 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 539 1 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 443,277 444 0.1%
CCL Industries Inc. Class B non-voting 5,929 391 0.1%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 429,591 536 0.1%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 74,754 92 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 1,177 2 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 474,993 591 0.2%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 694 1 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 63,869 84 0.0%
CCO Holdings LLC 5.75% 02-15-2026 328 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 783 1 0.0%
CCO Holdings LLC/CCO Holdings Capital Corp. 5.25% 09-30-2022 Callable 3,088 4 0.0%
CD Projekt SA 109 8 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 204,577 256 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 52,029 69 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 64,587 83 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 1,466 2 0.0%
Celestica Inc. Sub. voting 11,640 179 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-21-2025 6,640 9 0.0%
Celltrion Inc. 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 750 1 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 77,146 95 0.0%
Cenovus Energy Inc. 25,700 335 0.1%
Centene Corp. 4.75% 05-22-2021 Callable 1,466 2 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 1,377 2 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 134,987 171 0.0%
Centerra Gold Inc. 12,003 71 0.0%
Central 1 Credit Union 2.60% 11-07-2022 246,013 240 0.0%
Central 1 Credit Union F/R 02-05-2021 415,825 415 0.1%
Century Bancorp Inc. Class A 4 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 183,096 235 0.0%
Cequel Communications Holdings I LLC 5.13% 12-15-2021 Callable 2018 144A 83 0.0%
Cequel Communications Holdings I LLC 7.50% 04-01-2028 144A Callable 2023 68,773 92 0.0%
Cequel Communications Holdings I LLC/Cequel Capital Corp. 7.75% 07-15-2025 Callable 2020 261 0.0%
Ceridian HCM Holding Inc. 872 37 0.0%
Cervus Equipment Corp. 29 0.0%
CES Energy Solutions Corp. 15,538 69 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 5,554 6 0.0%
CEVA Logistics Finance BV 5.25% 08-01-2025 Callable 2021 118,364 180 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 07-25-2025 80,423 104 0.0%
CEZ AS 426 15 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 12,559 16 0.0%
CGI Group Inc. Class A Sub. voting 22,451 1,885 0.4%
CGN New Energy Holdings Co. Ltd. 7,935 2 0.0%
Champion Real Estate Investment Trust 23,935 21 0.0%
Charter Communications Inc. Class A 4 1 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 136,665 179 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 157,685 205 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 257,496 257 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 60,190 61 0.0%
Chase Corp. 65 10 0.0%
Chase Issuance Trust 1.37% 06-15-2021 66,979 86 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 11,629 16 0.0%
CHC Group LLC 63 1 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 3,234 4 0.0%
Chegg Inc. 1,286 46 0.0%
Cheil Bio Co. Ltd. 1,440 6 0.0%
Chemtrade Logistics Income Fund 7,365 108 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 154,668 150 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 1,266 2 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 1,472 2 0.0%
Cherrybro Co. Ltd. 1,070 4 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 1,666 2 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 539 1 0.0%
Chesswood Group Ltd. 15 0.0%
Chevron Corp. 3,172 521 0.1%
Chimera Investment Corp. 6,001 149 0.0%
China Agri-Industries Holdings Ltd. 3,039 2 0.0%
China Aircraft Leasing Group Holdings Ltd. 2,712 4 0.0%
China Aoyuan Property Group Ltd. 272 0.0%
China BlueChemical Ltd. H 20,273 10 0.0%
China CITIC Bank H 6,621 6 0.0%
China Communication Services Corp. Ltd. 2,993 2 0.0%
China Conch Venture Holdings Ltd. 4,331 21 0.0%
China Construction Bank Corp. H 436,807 514 0.1%
China Datang Corp. Renewable Power Co. Ltd. Class H 36,156 9 0.0%
China Dongxiang Group Co. 3,175 1 0.0%
China Everbright Bank Co. Ltd. Class H 61,124 35 0.0%
China General Plastics Corp. 4,854 6 0.0%
China Huarong Asset Management Co. Ltd. 94,727 31 0.0%
China Life Insurance Co. Ltd. 13,831 19 0.0%
China Life Insurance Co., Limited 1 0.0%
China Longyuan Power Group Corp. H 2,539 3 0.0%
China Man-Made Fiber Corp. 2,721 1 0.0%
China Medical System Holdings Ltd. 1,451 3 0.0%
China Merchants Bank Co. Ltd. H 2,381 12 0.0%
China Merchants Land Ltd. 32,002 7 0.0%
China Minsheng Banking Corp. Ltd. 79,109 76 0.0%
China Mobile Ltd. 4,690 55 0.0%
China Mobile Ltd. ADR 3,503 207 0.0%
China National Building Material Co. Ltd. H 3,356 5 0.0%
China National Offshore Oil Corp. Ltd. ADR 41 9 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 132 16 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 143,164 180 0.0%
China Railway Construction Corp. Ltd. H 4,467 7 0.0%
China Railway Group Ltd. 51,341 58 0.0%
China Resources Cement Holdings Limited 29,529 44 0.0%
China Resources Gas Group Ltd. 635 4 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 23,763 9 0.0%
China SCE Property Holdings Ltd. 5,125 3 0.0%
China Shenhua Energy Co. Ltd. H 267,118 783 0.2%
China Shineway Pharmaceutical Group Ltd. 8,913 15 0.0%
China South City Holdings Ltd. 58,810 15 0.0%
China Suntien Green Energy Corp. Ltd. 998 0.0%
China Telecom Corp. Ltd. H ADR 18 1 0.0%
China Tian Lun Gas Holdings Ltd. 2,309 4 0.0%
China Vanke Co. Ltd. 721 3 0.0%
China Water Affairs Group Ltd. 7,504 13 0.0%
China XLX Fertiliser Ltd. 14,137 8 0.0%
China Yuchai International Ltd. 52 1 0.0%
CHIP Mortgage Trust 2.98% 11-15-2021 94,094 92 0.0%
Chlitina Holding Ltd. 816 10 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 40,834 53 0.0%
Choice Properties Real Estate Investment Trust 1,193 15 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 2,499 3 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 117,067 116 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 124,137 123 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 200,836 203 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 241,535 242 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 223,756 237 0.0%
Chong Hong Construction Co. Ltd. 2,373 9 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 11,791 9 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 1,633 2 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 905 1 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 705 1 0.0%
Chu Kong Shipping Enterprises Group Co. Ltd. 11,933 4 0.0%
Chudenko Corp. 231 7 0.0%
Chung Hung Steel Corp. 27,527 17 0.0%
Church & Dwight Co. Inc. 8,495 617 0.2%
CI Financial Corp. 2.78% 11-25-2021 MTN 45,817 45 0.0%
CI Financial Corp. 3.52% 07-20-2023 Callable 2023 110,596 110 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 1,047 7 0.0%
Cia Minera Autlan SAB de CV 127 0.0%
Ciena Corp. 3,296 109 0.0%
CIFI Holdings Group Co. Ltd. 3,265 3 0.0%
Cigna Corp. 105 24 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 50,234 67 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 205 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 600 1 0.0%
Cisco Systems Inc. 4,187 230 0.0%
CIT Group Inc. 479 33 0.0%
CIT Group Inc. 5.00% 08-01-2023 2,677 4 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 128 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 39,470 51 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 598 1 0.0%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 65,783 84 0.0%
CITIC Ltd. 19,245 35 0.0%
Citigroup Inc. 2,028 190 0.0%
Citigroup Inc. 4.09% 06-09-2025 380,344 383 0.1%
Citigroup Inc. F/R 05-04-2021 60,401 59 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 86,714 109 0.0%
City of Oslo 2.35% 09-04-2024 65,138 10 0.0%
CK Hutchison Holdings Ltd. 39,234 554 0.2%
CKD BiO Corp. 292 7 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 1,174 2 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 684 1 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 3,082 4 0.0%
CLI Funding LLC 4.03% 04-18-2043 41,928 54 0.0%
Clicks Group Ltd. 249 5 0.0%
CME Group Inc. 1,225 254 0.0%
CNA Financial Corp. 3,518 214 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 78,342 102 0.0%
CNOOC Ltd. 17,755 39 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 118,271 119 0.0%
Coca-Cola Femsa SAB de CV 7,864 64 0.0%
Coca-Cola Femsa SAB de CV 2.375% 11-26-2018 1,954 3 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 1,754 2 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 254,864 320 0.0%
Cogeco Communications Inc. 2,441 172 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 587,319 604 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 372,927 391 0.1%
Cogeco Inc. Sub. voting 995 62 0.0%
Cognex Corp. 1,051 72 0.0%
Cognizant Technology Solutions Corp. 2,161 229 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 96,260 126 0.0%
COL PCL 526 1 0.0%
Colgate Palmolive Co. 692 60 0.0%
Colliers International Group Inc. 912 97 0.0%
Colombia Government International Bond 4.00% 02-26-2024 52,029 68 0.0%
Colombia Government International Bond 4.50% 01-28-2026 66,979 89 0.0%
Colruyt SA 199 15 0.0%
Com2uS Corp. 27 5 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 192,131 204 0.0%
Comcast Corp. Class A 994 46 0.0%
Comfort Holding LLC Term Loan 1st Lien F/R 02-05-2024 77,874 97 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 6,331 8 0.0%
Cominar Real Estate Investment Trust 7,451 94 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 36,480 48 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 27,509 36 0.0%
Commercial Bank of Qatar 381 6 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 27,509 36 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 13,139 17 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 106,872 143 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 56,491 80 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 318,586 378 0.1%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 54,873 67 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 175,042 218 0.0%
CommVault Systems Inc. 3,484 294 0.0%
Compagnie de Saint-Gobain 2,444 141 0.0%
Companhia Brasileira de Distrubuicao Grupo Pao de Acucar Pfd. A ADR 313 9 0.0%
Companhia Paranaense de Energia - COPEL Pfd. B 359 3 0.0%
Compania Cervecerias Unidas SA ADR 9 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 494 1 0.0%
Computer Modelling Group Ltd. 11,485 115 0.0%
Computershare Ltd. 18,999 334 0.1%
Comtech Telecommunications Corp. 508 22 0.0%
ConAgra Brands Inc. 12,959 618 0.2%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 109,439 143 0.0%
Concordia Healthcare Corp. 7.00% 04-15-2023 144A 6,698 1 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 138,801 179 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 38,872 54 0.0%
Consorcio ARA SAB de CV 19,881 10 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 90,900 121 0.0%
Constellation Brands Inc. Class A 1,200 328 0.1%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 2,449 3 0.0%
Constellation Software Inc. 1,059 998 0.3%
Constellium NV 4.25% 02-15-2026 Callable 2020 74,585 114 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 330,306 424 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 43,686 58 0.0%
Construtora Tenda SA 1,017 9 0.0%
Consun Pharmaceutical Group Ltd. 5,933 6 0.0%
Continental Gold Inc. 1 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 866 1 0.0%
Continental Resources Inc. 4.50% 04-15-2023 Callable 2023 540 1 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 1,544 2 0.0%
Conviviality PLC 1,578 1 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 12,527 2 0.0%
Copper Mountain Mining Corp. 25 0.0%
Corby Spirit and Wine Ltd. 108 2 0.0%
Core Industrial Trust 3.85% 02-10-2034 25,117 32 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 113,896 149 0.0%
CoreLogic Inc. 1,890 120 0.0%
Coretronic Corp. 4,419 9 0.0%
Corning Inc. 21,682 935 0.2%
Coronado Australian Holdings Pty Ltd. Term Loan B 1st Lien F/R 03-21-2025 100,164 132 0.0%
Coronado Australian Holdings Pty Ltd. Term Loan C 1st Lien F/R 03-21-2025 27,386 36 0.0%
Corporacion Andina de Fomento 2.00% 05-10-2019 1,253 2 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 4,509 9 0.0%
Corus Entertainment Inc. Class B non-voting 4,893 20 0.0%
Cosan SA Industria e Comercio 41 1 0.0%
Cosco Capital Inc. 37,803 6 0.0%
CoStar Group Inc. 539 292 0.0%
Costco Wholesale Corp. 2,647 753 0.2%
Cotiviti Holdings Inc. 3,235 188 0.0%
Cott Corp. 9,990 208 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 62,195 78 0.0%
Country Garden Holdings Co. Ltd. 2,993 6 0.0%
Country Garden Services Holdings Co. Ltd. 1 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 539 1 0.0%
CP All PCL 6,050 18 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 239 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 2,144 3 0.0%
Credicorp Ltd. 41 12 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 1,022 1 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 594 1 0.0%
Credito Real SAB de CV SOFOM ER 3,565 7 0.0%
Crescent Point Energy Corp. 39,562 351 0.1%
Crew Energy Inc. 6.50% 03-14-2024 Callable 308,795 283 0.0%
CRH Medical Corp. 1,902 8 0.0%
Crius Energy Trust 1,220 7 0.0%
Crombie Real Estate Investment Trust 1,191 16 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 209,490 215 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 89,704 116 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 750 1 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 83 116 0.0%
Crown Castle Towers LLC 3.663% 05-15-2025 Callable 2023 144A 35,375 45 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 71,285 101 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 14,951 23 0.0%
Crown Holdings Inc. 14 1 0.0%
Crown Ltd. 8,709 114 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 1,416 2 0.0%
CryoLife Inc. Term Loan B 1st Lien F/R 11-15-2024 7,067 9 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 272 0.0%
CSC Holdings LLC 5.25% 06-01-2024 822 1 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 56,813 70 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 65,783 83 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 3,193 4 0.0%
CSC Holdings LLC Term Loan B 1st Lien F/R 01-12-2026 112,256 146 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 92,390 114 0.0%
CSM NV Term Loan B F/R 07-03-2020 115,174 146 0.0%
CSP Technologies North America LLC Term Loan B 1st Lien F/R 01-29-2022 9,478 12 0.0%
CSPC Pharmaceuticals Group Ltd. 7,050 24 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 125,034 163 0.0%
CSS Industries Inc. 520 11 0.0%
CT Real Estate Investment Trust 3,070 41 0.0%
CTBC Financial Holding Co. Ltd. 16,689 15 0.0%
CTI Foods Holding Co. LLC Term Loan 1st Lien F/R 06-29-2020 1,083 1 0.0%
CTI Foods Holding Co. LLC Term Loan 2nd Lien F/R 06-28-2021 1,158 1 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 617,664 628 0.2%
CU Inc. 3.964% 07-27-2045 Callable 55,524 58 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 164,821 228 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 144,125 187 0.0%
CVS Health Corp. 4.30% 03-25-2028 Callable 2027 84,920 110 0.0%
CyrusOne LP 5.00% 03-15-2024 Callable 2020 46,048 60 0.0%
CyrusOne LP 5.38% 03-15-2027 Callable 2022 16,147 21 0.0%
D.R. Horton Inc. 5,302 301 0.0%
DACIN Construction Co. Ltd. 5,933 6 0.0%
Dae Han Flour Mills Co. Ltd. 5 1 0.0%
Daekyo Co. Ltd. 27 0.0%
Daelim Industrial Co. Ltd. 5 0.0%
Daewon Media Co. Ltd. 85 1 0.0%
Daewon Pharmaceutical Co. Ltd. 28 1 0.0%
Dah Chong Hong Holdings Ltd. 7,695 5 0.0%
Daihan Pharmaceutical Co. Ltd. 141 7 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 270,381 270 0.0%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 89 4 0.0%
Daishin Securities Co. Ltd. Pref. 98 1 0.0%
Dakota Merger Sub Inc. 10.75% 09-01-2024 Callable 2019 144A 450 1 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 1,872 3 0.0%
Dana Gas PJSC 43,542 17 0.0%
Dana Holding Corp. 2,753 76 0.0%
Danaher Corp. 3,734 498 0.1%
Danawa Co. Ltd. 367 7 0.0%
Danske Bank AS 2.75% 09-17-2020 144A 74,638 96 0.0%
Danske Bank AS 2.80% 03-10-2021 144A 167,057 213 0.0%
Danske Bank AS F/R 05-22-2020 11,274 2 0.0%
Daqo New Energy Co. Ltd. ADR 10 0.0%
Darfon Electronics Corp. 317 1 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 39,470 61 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 66,381 88 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 115,760 152 0.0%
Datang International Power Generation Co. Ltd. H 8,526 3 0.0%
Dave & Buster's Entertainment Inc. 4,911 314 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 644,630 792 0.2%
Dawnrays Pharmaceutical Holdings Ltd. 8,916 7 0.0%
Daxin Materials Corp. 305 1 0.0%
Dayou Winia Co. Ltd. 306 1 0.0%
DB Insurance Co. Ltd. 61 5 0.0%
DB Master Finance LLC 3.63% 11-20-2047 47,008 59 0.0%
DB Master Finance LLC 3.98% 02-20-2022 138,284 180 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 03-04-2022 14,321 19 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 4,186 5 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 68,773 91 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 80,258 102 0.0%
Deerfield Holdings Corp. Term Loan B 1st Lien F/R 12-06-2024 83,394 109 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 110,598 144 0.0%
Dell Technologies Inc. 2,114 254 0.0%
Delphi Energy Corp. 74 0.0%
Delta Air Lines Inc. 5,211 369 0.1%
Delta Air Lines Inc. 3.63% 03-15-2022 Callable 2022 69,969 90 0.0%
Delta Property Fund Ltd. 16,163 10 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 1,460 2 0.0%
Dentsply Sirona Inc. 3,402 213 0.0%
Detour Gold Corp. 1,211 16 0.0%
Deutsch Motors Inc. 882 6 0.0%
Deutsche Boerse AG 673 115 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 91,559 178 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 385,800 674 0.2%
Deutsche Lufthansa AG Reg. 16,213 592 0.2%
DexCom Inc. 2,644 327 0.1%
DGB Financial Group Inc. 108 1 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 120,147 106 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 11,120 15 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 183,651 235 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 175 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,514 2 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 376 1 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 2,188 3 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 65,185 85 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 2020 144A 39,470 51 0.0%
Digicert Holdings Inc. Term Loan 1st Lien F/R 09-20-2024 34,085 45 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 31,780 41 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 66,979 86 0.0%
Discover Card Execution Note Trust 1.67% 01-18-2022 Callable 2019 71,763 92 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 50,234 63 0.0%
DISH DBS Corp. 5.875% 11-15-2024 611,599 664 0.2%
DISH Network Corp. 3.38% 08-15-2026 Conv. 25,117 30 0.0%
DIXY Group PJSC 218 1 0.0%
DMCI Holdings Inc. 2,984 1 0.0%
DMG Mori AG 614 42 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 40,914 52 0.0%
Dolby Laboratories Inc. Class A 1,954 164 0.0%
Dole Food Co. Inc. Term Loan B 1st Lien F/R 04-06-2024 3,312 4 0.0%
Dollarama Inc. 17,658 830 0.2%
Dollarama Inc. 2.20% 11-10-2022 Callable 2022 151,302 146 0.0%
Dollarama Inc. F/R 03-16-2020 9,651 10 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 1,751 110 0.0%
Domino's Pizza Group PLC 14,890 80 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 102,885 136 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 107,753 141 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 63,586 80 0.0%
Dong-A Hwa Sung Co. Ltd. 1,459 6 0.0%
Dong-A ST Co. Ltd. 5 1 0.0%
Dongwon Development Co. Ltd. 156 1 0.0%
Dongwon Industries Co. Ltd. 17 6 0.0%
Dongyue Group Ltd. 2,579 3 0.0%
Doosan Infracore Co. Ltd. 94 1 0.0%
Dorel Industries Inc. Class B Sub. voting 1,745 42 0.0%
Dorman Products Inc. 1,742 169 0.0%
Douja Promotion Groupe Addoha SA 2,695 7 0.0%
Downer EDI Ltd. 4,813 34 0.0%
Dr. Reddy's Laboratories Ltd. ADR 971 39 0.0%
Drax Group PLC 2,092 13 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 183,475 240 0.0%
DRB-Hicom BHD 5,107 4 0.0%
Dream Global Real Estate Investment Trust 12,006 167 0.0%
Dream Industrial Real Estate Investment Trust 3,691 38 0.0%
Dream Office Real Estate Investment Trust 16,555 397 0.1%
Dream Unlimited Corp. Class A 534 5 0.0%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 01-03-2023 21,853 26 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 63,233 82 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 26,068 1 0.0%
DTE Energy Co. Conv. Pfd. 1,100 75 0.0%
DTR Automotive Corp. 171 7 0.0%
Dual Co. Ltd. 949 6 0.0%
Dundee Precious Metals Inc. 83 0.0%
Duratex SA 1,238 4 0.0%
DY Corp. 40 0.0%
DY POWER Corp. 418 10 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 03-06-2018 12,273 4 0.0%
Dynegy Inc. 7.625% 11-01-2024 478 1 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 816 1 0.0%
E Ink Holdings Inc. 544 1 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 78,342 105 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 152,577 151 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 75,481 74 0.0%
Eagle Credit Card Trust 3.04% 07-17-2023 77,003 77 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 177,828 233 0.0%
Eaton Corp. PLC 3,587 388 0.1%
eBay Inc. 1,489 65 0.0%
Ebro Foods SA 1,828 51 0.0%
ECN Capital Corp. 47,798 173 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 19,735 30 0.0%
Ecopetrol SA Sponsored ADR 1,042 29 0.0%
Edelman Financial Holdings II Inc. B Term Loan 1st Lien F/R 06-26-2025 44,852 59 0.0%
EDP - Energias do Brasil SA 372 2 0.0%
EFG Eurobank Ergasias 629 1 0.0%
Elan Microelectronics Corp. 9,729 20 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 141,504 182 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 24,823 30 0.0%
Electro Scientific Industries Inc. 912 21 0.0%
Electrocomponents PLC 3,665 45 0.0%
Element Fleet Management Corp. 26,300 165 0.0%
Elo Touch Solutions Inc. Term Loan B 1st Lien F/R 10-25-2023 66,922 88 0.0%
Emera Inc. 2.90% 06-16-2023 42,620 42 0.0%
Emera Inc. 4.83% 12-02-2019 6,713 7 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 124,988 171 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 2,392 3 0.0%
Emirates NBD PJSC 916 3 0.0%
Empire Co. Ltd. Class A non-voting 23,647 634 0.2%
EmployBridge LLC Term Loan B 1st Lien F/R 04-10-2025 85,407 112 0.0%
Empresa Brasileira de Aeronautica SA (Embraer) Pref. ADR 517 14 0.0%
Empresa de Energia de Bogota SA ESP 4,934 4 0.0%
Empresa Distribuidora Y Comercializadora Norte 105 5 0.0%
Empresas CMPC SA 358 2 0.0%
Enanta Pharmaceuticals Inc. 1,065 135 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 138,622 140 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 270,665 263 0.0%
Enbridge Inc. 36,674 1,694 0.4%
Enbridge Inc. 3.19% 12-05-2022 5,554 6 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 140,751 134 0.0%
Enbridge Inc. 3.70% 07-15-2027 Callable 2027 676 1 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 205,323 211 0.0%
Enbridge Inc. 4.00% 10-01-2023 Callable 2023 65,185 86 0.0%
Enbridge Inc. 4.24% 08-27-2042 301,538 287 0.0%
Enbridge Inc. 4.57% 03-11-2044 1,688,187 1,692 0.4%
Enbridge Inc. 4.77% 09-02-2019 Callable 2,505 3 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 2,547 65 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 1,845,620 1,751 0.4%
Enbridge Inc. 5.75% 09-02-2039 Callable 154,498 178 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 74,036 94 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 346,499 357 0.1%
Enbridge Inc. F/R 05-24-2019 245,812 247 0.0%
Enbridge Income Fund Holdings Inc. 8,345 272 0.0%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 8,331 9 0.0%
Enbridge Pipelines Inc. 3.00% 08-10-2026 Callable 51,890 50 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 210,437 208 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 36,096 35 0.0%
ENC Holding Corp. Delayed Draw Term Loan 1st Lien F/R 05-30-2025 2,955 4 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 48,765 64 0.0%
EnCana Corp. 30,190 542 0.1%
Endeavour Silver Corp. 392 1 0.0%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 1,711 2 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 1,333 1 0.0%
Endologix Inc. 5,473 36 0.0%
Enel Chile SA 3,946 27 0.0%
Enel Russia PJSC 102,763 3 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 211,005 211 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 153,874 156 0.0%
Energa SA 45 0.0%
Energisa SA 345 4 0.0%
Energizer Gamma Acquisition Inc. 6.38% 07-15-2026 Callable 2021 144A 378 1 0.0%
Energizer Holdings Inc. Bridge Loan Exp. 05-18-2019 9,450,000 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 633 1 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 394 1 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 51,084 66 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 2,533 3 0.0%
Enerplus Corp. 25,415 431 0.1%
Enghouse Systems Ltd. 1,323 103 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 174,956 178 0.0%
EnPro Industries Inc. 634 63 0.0%
Ensco PLC 7.75% 02-01-2026 1,027 1 0.0%
Ensco PLC Class A 13,557 131 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 109,398 143 0.0%
Entertainment One Ltd. 4,043 25 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 387 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 141,922 139 0.0%
ePlus Inc. 579 74 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 106,850 136 0.0%
Equifax Inc. 1,230 201 0.0%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 42,460 65 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 63,391 83 0.0%
Equitable Group Inc. 44 3 0.0%
Equites Property Fund Ltd. 2,859 5 0.0%
Equity Commonwealth 1,610 67 0.0%
Erajaya Swasembada Tbk PT 27,451 8 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 10,544 31 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 54,900 69 0.0%
Etsy Inc. 973 52 0.0%
Eugene Investment & Securities 184 1 0.0%
Eurazeo SA 425 43 0.0%
EUROFIMA 4.55% 03-30-2027 556,193 614 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 58,390 61 0.0%
Euronext NV 3,633 294 0.0%
European Bank for Reconstruction & Development 6.00% 05-04-2020 263,057 5 0.0%
European Investment Bank 1.50% 05-12-2022 483,207 77 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 902 1 0.0%
Everest Re Group Ltd. 1,943 552 0.1%
Evertz Technologies Ltd. 225 4 0.0%
Evonik Industries AG 2,494 120 0.0%
Excelsior Biopharma Inc. 3,288 7 0.0%
Exchange Income Corp. 1 0.0%
Exco Technologies Ltd. 593 6 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 160,929 216 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 18,330 24 0.0%
Exelon Corp. 10,533 582 0.2%
ExlService Holdings Inc. 4,507 349 0.1%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 76,548 93 0.0%
Expedia Inc. 5.00% 02-15-2026 85,518 114 0.0%
Export Development Canada 0.88% 12-07-2021 49,038 83 0.0%
Export Development Canada 2.40% 06-07-2021 97,479 94 0.0%
Export Development Canada 4.875% 01-24-2019 83,126 75 0.0%
Export-Import Bank of Korea 6.90% 02-07-2023 144A 3,588,174 65 0.0%
Extendicare Inc. 5,842 43 0.0%
Extraction Oil & Gas Inc. 5.63% 02-01-2026 Callable 2021 144A 422 1 0.0%
Exxaro Resources Ltd. 437 6 0.0%
Exxon Mobil Corp. 4,786 507 0.1%
F&F Co. Ltd. 108 10 0.0%
F5 Networks Inc. 2,879 641 0.2%
Facebook Inc. 1,117 251 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 367,599 435 0.1%
Fair Hydro Trust 3.36% 05-15-2033 Callable 2032 90,035 91 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 117,205 120 0.0%
Fair Isaac Corp. 5.25% 05-15-2026 Callable 2026 144A 25,954 34 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 47,457 47 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 697,217 724 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 144A 711 1 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 76,509 83 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 208,240 327 0.1%
Fairfax Financial Holdings Ltd. Sub. voting 34 25 0.0%
Fairfax India Holdings Corp. 8,922 187 0.0%
Fancl Corp. 547 37 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 41,710 55 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 25,715 37 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 61,675 81 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 54,943 72 0.0%
Fannie Mae Strip 4.00% 01-25-2041 8,789 2 0.0%
Fannie Mae Strip 4.00% 11-25-2039 22,785 6 0.0%
Fannie Mae Strip 4.50% 03-25-2041 10,793 3 0.0%
Fantasia Holdings Group Co. Ltd. 1,361 0.0%
Far Eastern Department Stores Ltd. 11,357 9 0.0%
Far Eastern New Century Corp. 4,401 6 0.0%
Fastener Acquisition Inc. Term Loan 1st Lien F/R 03-28-2025 9,973 13 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 101,665 99 0.0%
Federal Grid Co. Unified Energy System PJSC 2,726,909 10 0.0%
Federal Republic of Germany 1.94% 04-15-2020 302,849 549 0.1%
Federal Signal Corp. 29 1 0.0%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 929,990 905 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 137,008 473 0.1%
Federative Republic of Brazil 5.63% 02-21-2047 4,885 6 0.0%
FedEx Corp. 136 43 0.0%
Felda Global Ventures Holdings BHD 3,078 2 0.0%
Feng TAY Enterprise Co. Ltd. 726 5 0.0%
Fevertree Drinks PLC 324 19 0.0%
Fiat Chrysler Automobiles NV 19,402 431 0.1%
Fibria Celulose SA ADR 122 3 0.0%
Fifth Avenue LP 4.71% 08-05-2021 115,305 118 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 108,243 139 0.0%
Fila Korea Ltd. 126 5 0.0%
Fine Semitech Corp. 1,063 7 0.0%
Finning International Inc. 4,191 143 0.0%
Finning International Inc. 2.84% 09-29-2021 150,236 150 0.0%
First Capital Realty Inc. 6,940 141 0.0%
First Capital Realty Inc. 4.43% 01-31-2022 193,496 201 0.0%
First Capital Realty Inc. 4.79% 08-30-2024 290,883 307 0.0%
First Data Corp. 5.00% 01-15-2024 Callable 2019 144A 91,498 120 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 36,480 48 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 2,699 4 0.0%
First Data Corp. 7.00% 12-01-2023 Callable 2018 144A 1,272 2 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 152,238 198 0.0%
First Majestic Silver Corp. 0 0.0%
First Nations ETF LP 4.14% 12-31-2041 66,414 67 0.0%
First Quantum Minerals Ltd. 7,642 155 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 111,002 141 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 181,136 236 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 2,011 3 0.0%
First Republic Bank 527 68 0.0%
First Solar Inc. 2,652 181 0.0%
First Tennessee Bank NA 41 43 0.0%
FirstRand Ltd. 5,808 40 0.0%
FirstService Corp. 1,034 112 0.0%
Flex Acquisition Co. Inc. 7.88% 07-15-2026 Callable 2021 144A 489 1 0.0%
FLIR Systems Inc. 671 51 0.0%
Flughafen Wien AG 107 5 0.0%
Flytech Technology Co. Ltd. 34 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 31,971 42 0.0%
Fomento Economico Mexicano SAB de CV (FEMSA) ADR 18 2 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 20,931 21 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 28,107 36 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 2,222 2 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 129,459 129 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 124,664 124 0.0%
Ford Motor Co. 20,279 265 0.0%
Ford Motor Co. 6.625% 10-01-2028 14,233 20 0.0%
Forestar Group Inc. 529 16 0.0%
ForFarmers BV 229 3 0.0%
Formetal Inc. 1,259 6 0.0%
Formosa Chemicals & Fibre Corp. 5,935 30 0.0%
Formosa Petrochemical Corp. 1,814 9 0.0%
Formosa Plastics Corp. 544 3 0.0%
Fortified Trust 1.67% 07-23-2021 265,447 257 0.0%
Fortified Trust 2.16% 10-23-2020 430,684 425 0.1%
Fortis Inc. 10,451 447 0.1%
Fortis Inc. 2.85% 12-12-2023 Callable 2023 73,520 72 0.0%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 48,416 49 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 174,210 192 0.0%
FortisBC Energy Inc. 3.69% 10-30-2047 58,603 59 0.0%
Fortive Corp. 1,370 146 0.0%
Fortress Income Fund Ltd. - Class A 2,966 5 0.0%
Fortress Income Fund Ltd. - Class B 617 1 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 302,364 409 0.1%
Fortuna Silver Mines Inc. 1,225 9 0.0%
Fosun International Ltd. 952 2 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 64,740 84 0.0%
Franco-Nevada Corp. 2,034 194 0.0%
Freddie Mac Strips 3.50% 11-15-2027 15,666 2 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 6,659 9 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 32,233 42 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 12,988 17 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 24,825 33 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 52,033 68 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 29,032 38 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 11,493 15 0.0%
Freehold Royalties Ltd. 1,068 13 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 293,014 369 0.1%
Freeport-McMoRan Inc. 6.88% 02-15-2023 1,216 2 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 53,275 70 0.0%
Freshii Inc. 2,994 20 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 128,144 167 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 589 1 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 467 0.0%
Frontken Corp. BHD 50,166 9 0.0%
FTI Consulting Inc. 754 77 0.0%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 38,872 51 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 941 1 0.0%
Fubon Financial Holding Co. Ltd. 8,252 18 0.0%
Fufeng Group Ltd. 771 0.0%
Fukuda Denshi Co. Ltd. 45 4 0.0%
Funai Electric Co. Ltd. 1,742 13 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 82,630 104 0.0%
Futaba Corp. 1,999 47 0.0%
Futures Contracts -89 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 481,972 615 0.2%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 12-01-2022 11,151 15 0.0%
Gabungan AQRS BHD 2,834 1 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 196,624 255 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 186,504 187 0.0%
Gartner Inc. 1,137 200 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 310,420 429 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 117,859 154 0.0%
GATX Corp. 3,416 366 0.1%
Gaz Metro Inc. 1.52% 05-25-2020 88,186 87 0.0%
Gazprom Neft PJSC 2,661 18 0.0%
Gazprom PJSC 17,116 50 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 99,273 135 0.0%
GCI Liberty Inc. Class A 2,600 163 0.0%
GDS Holdings Ltd. 95 3 0.0%
Gear Energy Ltd. 552 1 0.0%
Geely Automobile Holdings Ltd. 3,901 12 0.0%
GEK TERNA Holdings Real Estate Construction SA 526 4 0.0%
Gemdale Properties and Investment Corp. Ltd. 3,628 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 301,644 300 0.0%
General Electric Capital Corp. 4.60% 01-26-2022 159,826 168 0.0%
General Electric Capital Corp. F/R 07-30-2019 27,558 4 0.0%
General Electric Co. 5.00% 12-15-2049 Callable 2021 114,343 146 0.0%
General Electric Co. 8.35% 09-03-2022 47,601 3 0.0%
General Electric Co. F/R 12-08-2021 12,527 2 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 1,253 2 0.0%
General Motors Financial of Canada Ltd. 2.60% 06-01-2022 192,530 186 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 245,066 244 0.0%
Genesis Trust II 1.675% 09-17-2018 239,738 240 0.0%
Genesis Trust II 1.699% 04-15-2020 305,745 301 0.0%
Genesis Trust II 2.43% 05-15-2019 558,019 559 0.2%
Genomma Lab Internacional SAB de CV 222 0.0%
Genting BHD 9,840 28 0.0%
Genting Malaysia BHD 7,617 12 0.0%
Gentiva Health Services Inc. Term Loan 1st Lien F/R 06-21-2025 167,924 216 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 108,502 144 0.0%
Genworth MI Canada Inc. 7,638 350 0.1%
Genworth MI Canada Inc. 4.242% 04-01-2024 186,463 187 0.0%
Geo Energy Resources Ltd. 5,906 1 0.0%
Georg Fischer AG 116 195 0.0%
George Kent (Malaysia) BHD 5,065 2 0.0%
George Weston Ltd. 578 63 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 369,849 449 0.1%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 271,250 333 0.1%
GFL Environmental Inc. Delay Draw Term Loan 1st Lien F/R 05-31-2025 331 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 2,668 3 0.0%
GHL Systems Bhd 989 1 0.0%
Gibson Energy Inc. 4,627 84 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 216,510 230 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 875,351 879 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 3,754 4 0.0%
Giga-Byte Technology Co. Ltd. 8,679 23 0.0%
Gildan Activewear Inc. 5,808 195 0.0%
Gilead Sciences Inc. 5,612 568 0.2%
Givaudan SA 69 211 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 331,512 319 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 340,961 337 0.1%
Glanbia PLC 4,879 104 0.0%
GlaxoSmithKline PLC 22,413 605 0.2%
Global Brands Manufacture Ltd. 10,408 7 0.0%
Global Standard Technology Co. Ltd. 324 3 0.0%
Globant SA 535 39 0.0%
Globe Telecom Inc. 212 10 0.0%
GLP Capital LP / GLP Financing II Inc. 5.25% 06-01-2025 1,000 1 0.0%
Gluskin Sheff + Associates Inc. 363 6 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 3,157 4 0.0%
Gol Linhas Aereas Inteligentes SA 170 1 0.0%
Goldcorp Inc. 31,484 512 0.1%
Government of Aruba 6.50% 01-31-2029 5,011 7 0.0%
Government of Australia 5.75% 07-15-2022 116,616 128 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 14,481 18 0.0%
Government of Bermuda 4.854% 02-06-2024 1,253 2 0.0%
Government of Bermuda 5.60% 07-20-20 1,228 2 0.0%
Government of Canada 0.75% 03-01-2021 81,332 79 0.0%
Government of Canada 1.00% 06-01-2027 4,179,973 3,748 0.7%
Government of Canada 1.25% 02-01-2020 718 1 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 3,444,027 4,384 0.8%
Government of Canada 1.50% 06-01-2023 1,329,198 1,285 0.3%
Government of Canada 1.50% 06-01-2026 42,620 40 0.0%
Government of Canada 1.75% 03-01-2023 264,329 259 0.0%
Government of Canada 1.75% 05-01-2020 3,089,962 3,075 0.6%
Government of Canada 2.00% 06-01-2028 15,013,274 14,603 2.4%
Government of Canada 2.00% 12-01-2041 Real Return 6,281 10 0.0%
Government of Canada 2.25% 06-01-2029 2,494,026 2,474 0.5%
Government of Canada 2.75% 12-01-2048 14,153,719 15,433 2.5%
Government of Canada 4.00% 12-01-2031 Real Return 204,577 430 0.1%
Government of Canada 4.25% 12-01-2021 Real Return 588,052 1,066 0.3%
Government of Canada 4.25% 12-01-2026 Real Return 1,232,525 2,442 0.5%
Government of Cayman Islands 5.95% 11-24-2019 144A 2,380 3 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 62,195 95 0.0%
Government of Dominican Republic 7.50% 05-06-2021 3,658 5 0.0%
Government of France 1.41% 07-25-2019 185,466 318 0.0%
Government of France 4.32% 07-25-2029 338,847 985 0.3%
Government of Germany 0.25% 08-15-2028 318,914 476 0.1%
Government of Germany 0.50% 02-15-2028 2,430 3 0.0%
Government of Hungary 6.38% 03-29-2021 154,052 214 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 525,432,347 44 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 2,622,419,113 212 0.0%
Government of Indonesia 6.63% 05-15-2033 1,397,281,197 109 0.0%
Government of Indonesia 7.00% 05-15-2022 2,170,035,592 193 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 1,571,941,089 135 0.0%
Government of Indonesia 7.50% 08-15-2032 544,484,772 46 0.0%
Government of Indonesia 8.25% 07-15-2021 1,346,820,741 125 0.0%
Government of Indonesia 8.38% 03-15-2024 854,513,459 79 0.0%
Government of Indonesia 8.38% 09-15-2026 1,773,883,939 166 0.0%
Government of Ireland 1.00% 05-15-2026 2,505 4 0.0%
Government of Ireland 3.40% 03-18-2024 175,462 315 0.0%
Government of Japan 0.10% 02-15-2019 1,252,651 15 0.0%
Government of Malaysia 3.62% 11-30-2021 124,390 40 0.0%
Government of Malaysia 3.73% 06-15-2028 115,420 36 0.0%
Government of Malaysia 3.84% 04-15-2033 372,333 111 0.0%
Government of Malaysia 3.88% 03-14-2025 169,840 54 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 201,775 63 0.0%
Government of Malaysia 4.06% 09-30-2024 758,899 244 0.0%
Government of Malaysia 4.16% 07-15-2021 295,905 96 0.0%
Government of Mexico 10.00% 12-05-2024 2,414,063 188 0.0%
Government of Mexico 4.60% 01-23-2046 45,450 54 0.0%
Government of Mexico 6.50% 06-10-2021 2,870,419 194 0.0%
Government of Mexico 8.50% 12-13-2018 2,020,500 141 0.0%
Government of New Zealand 3.00% 04-15-2020 111,233 101 0.0%
Government of New Zealand 5.50% 04-15-2023 252,368 255 0.0%
Government of New Zealand 6.00% 05-15-2021 242,800 239 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 870,730 142 0.0%
Government of Norway 4.50% 05-22-2019 1,585,972 260 0.0%
Government of Philippines 3.50% 03-20-2021 5,420,535 128 0.0%
Government of Philippines 3.50% 04-21-2023 5,951,585 131 0.0%
Government of Philippines 4.625% 09-09-2040 607,119 11 0.0%
Government of Philippines 4.95% 01-15-2021 2,140,944 52 0.0%
Government of Philippines 6.25% 01-14-2036 5,621,471 139 0.0%
Government of Philippines 7.375% 03-03-2021 2,236,628 58 0.0%
Government of Philippines 8.00% 07-19-2031 1,108,148 30 0.0%
Government of Philippines 8.125% 12-16-2035 1,435,269 39 0.0%
Government of Portugal 5.13% 10-15-2024 144A 49,636 68 0.0%
Government of Qatar 6.55% 04-09-2019 7,015 9 0.0%
Government of Russia 7.05% 01-19-2028 606,283 12 0.0%
Government of Singapore 2.50% 06-01-2019 285,858 275 0.0%
Government of Singapore 3.25% 09-01-2020 288,250 283 0.0%
Government of United Kingdom 1.50% 07-22-2047 4,088,125 6,557 1.1%
Grafton Group PLC 1,234 16 0.0%
Graham Holdings Co. 30 22 0.0%
Gran Tierra Energy Inc. 25,707 112 0.0%
Grand Canyon Education Inc. 402 61 0.0%
Grand Korea Leisure Co. Ltd. 76 2 0.0%
Grand Pacific Petrochemical Corp. 18,698 23 0.0%
Granite Real Estate Investment Trust 6,423 347 0.1%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 31,965 32 0.0%
Great Canadian Gaming Corp. 3,073 144 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 144A 519,805 533 0.1%
Great Eagle Holdings Ltd. 3,052 20 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 2,144 3 0.0%
Great-West Lifeco Inc.* 1,059 34 0.0%
Greater Toronto Airports Authority 3.26% 06-01-2037 Callable 2036 58,603 58 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 222,268 264 0.0%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 53,275 75 0.0%
Green Cross Holdings Corp. 49 2 0.0%
Green Dot Corp. Class A 3 0.0%
Green Plains Inc. Term Loan B 1st Lien F/R 08-29-2023 157,222 207 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 101,836 134 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 41,264 51 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 11,340 15 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 86,221 113 0.0%
Growthpoint Properties Ltd. 1,868 5 0.0%
GrubHub Inc. 2,979 472 0.1%
Grupa Lotos SA 14 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 36 2 0.0%
Grupo Cementos de Chihuahua SAB de CV 278 2 0.0%
Grupo Comercial Chedraui SA de CV 4,063 13 0.0%
Grupo Financiero Banorte SAB de CV Series O 8,851 80 0.0%
Grupo Herdez SAB de CV 819 2 0.0%
Grupo Mexico SAB de CV Series B 4 0.0%
Grupo Simec SA de CV 9,135 39 0.0%
Grupo Televisa SA de CV CPO ADR 95 2 0.0%
GS Engineering & Construction Corp. 460 24 0.0%
GS Holdings Corp. 7 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 16,147 21 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 13,755 18 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 4,662 6 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 19,436 25 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 3,899 5 0.0%
Guangdong Yueyun Transportation Co. Ltd. 7,763 6 0.0%
Guangzhou Automobile Group Co. Ltd. 7,710 9 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 91 1 0.0%
Guangzhou R&F Properties Co. Ltd. H 16,680 39 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 2,149 3 0.0%
H&R Real Estate Investment Trust 4,911 99 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 151,717 149 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 302,138 295 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 95,454 95 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 81,332 108 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 472,974 590 0.2%
Haemonetics Corp. 4,817 611 0.2%
Halcon Resources Corp. 68 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 19 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 18,525 24 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 43,997 57 0.0%
Hana Financial Group Inc. 1,196 63 0.0%
Handsome Co. 249 11 0.0%
Hang Lung Development Co. 3,129 12 0.0%
Hannover Rueckversicherung SE Reg. 2,836 492 0.1%
HannStar Display Corp. 16,689 6 0.0%
Hansol Paper Co. Ltd. 651 9 0.0%
Hanwha Chemical Corp. 103 3 0.0%
Hanwha Corp. 52 2 0.0%
Hanwha General Insurance Co. Ltd. 59 0.0%
Hanwha Life Insurance Co. Ltd. 1,277 8 0.0%
Hanyang Eng Co. Ltd. 367 8 0.0%
HAP Seng Consolidated BHD 6,942 22 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 32,653 42 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 61,385 3 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 17,883 23 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 200,315 239 0.0%
Harmony Gold Mining Co. Ltd. ADR 1,637 4 0.0%
Hartalega Holdings Bhd 6,721 13 0.0%
Harum Energy TBK PT 3,773 1 0.0%
Haseko Corp. 739 13 0.0%
Hawaiian Electric Industries Inc. 2,452 112 0.0%
HB Fuller Co. Term Loan B 1st Lien F/R 10-20-2024 0 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 147,679 195 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 66,142 90 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 429,141 543 0.1%
HCA Inc. 5.00% 03-15-2024 96,881 128 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 48,440 65 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 3,471 4 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 2,777 4 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 71,165 102 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 148,114 150 0.0%
HDFC Bank Ltd. ADR 254 34 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 93,826 120 0.0%
Hearthside Group Holdings LLC 1st Lien F/R 05-17-2025 56,071 72 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 16,626 21 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04/17/2025 112,325 145 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 752,992 756 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 928,443 925 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 260,088 258 0.0%
Heathrow Funding Ltd. 4.00% 07-03-2019 8,017 8 0.0%
Heidrick & Struggles International Inc. 313 17 0.0%
Hengan International Group Co. Ltd. 1,610 19 0.0%
Henkel AG & Co. KGaA 1,376 192 0.0%
Henkel AG & Co. KGaA Pfd. 2,390 390 0.1%
Hennes & Mauritz AB B 18,011 364 0.1%
Henry Schein Inc. 6,772 699 0.2%
Hermes International 5 4 0.0%
Hess Corp. Pfd. Conv. 909 86 0.0%
High Arctic Energy Services Inc. 5 0.0%
Hillman Group Inc. Delay Draw Term Loan 1st Lien F/R 05-21-2025 19,269 25 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 61,894 81 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 144A 13,755 17 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 48,946 64 0.0%
Hitachi Ltd. 39,819 361 0.1%
Hiwin Technologies Corp. 2,635 33 0.0%
Hiwin Technologies Corp. Rights Exp. 08-31-2018 136 0.0%
HK Electric Investments and HK Electric Investments Ltd. 3,034 4 0.0%
HKC Holdings Ltd. 7,154 8 0.0%
HMC Investment Securities Co. Ltd. 20 0.0%
HMS Holdings Corp. 7,785 242 0.0%
Holiday Entertainment Co. Ltd. 363 1 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 1,383,617 1,365 0.3%
HollyFrontier Corp. 9,053 878 0.2%
Holy Stone Enterprise Co. Ltd. 45 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 3,989 5 0.0%
Honam Petrochemical Corp. 442 186 0.0%
Honda Auto Receivables Owner Trust 1.38% 04-18-2022 26,911 35 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 13,344 17 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 144,327 145 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 96,659 97 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 26,482 26 0.0%
Honda Motor Co. Ltd. 4,005 156 0.0%
Honeywell International Inc. 216 45 0.0%
Hongkong Land Holdings Ltd. 30,073 284 0.0%
Hopewell Holdings Ltd. 14,611 67 0.0%
Horizon North Logistics Inc. 1,039 3 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 110,362 144 0.0%
Hosken Consolidataed Investments Ltd. 68 1 0.0%
Hotel Shilla Co. Ltd. 396 46 0.0%
Hoteles City Express SAB de CV 1,546 3 0.0%
House Foods Corp. 1,817 75 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 1,927 2 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 46,180 60 0.0%
HP Inc. 873 26 0.0%
HSBC Bank Canada 2.17% 06-29-2022 482,417 466 0.1%
HSBC Bank Canada 2.54% 01-31-2023 241,976 236 0.0%
HSBC Bank Canada 3.25% 09-15-2023 283,098 283 0.0%
HSBC Bank Canada F/R 07-10-2019 758,443 759 0.2%
HSBC Holdings PLC 19,371 241 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 501,061 6 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 298,412 295 0.0%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 77,146 97 0.0%
Hua Hong Semiconductor Ltd. 317 1 0.0%
Huadian Fuxin Energy Corp. Ltd. 21,900 7 0.0%
Huaku Development Co. Ltd. 136 0.0%
Huaneng Renewables Corp. Ltd. 18,135 9 0.0%
Hub International Ltd. 7.00% 05-01-2026 Callable 2021 144A 48,320 63 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 111,162 145 0.0%
Huchems Fine Chemical Corp. 465 17 0.0%
HudBay Minerals Inc. 10 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 3,288 4 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 2,199 3 0.0%
Hudson Ltd. 132 3 0.0%
Hudson River Trading LLC Term Loan 1st Lien F/R 03-20-2025 160,493 210 0.0%
Huishang Bank Corp. Ltd. 3,392 2 0.0%
Hungary Government International Bond 6.25% 01-29-2020 151,301 206 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 47,244 61 0.0%
Huntsman Corp. 7,445 325 0.1%
Husky Energy Inc. 15,640 346 0.1%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 141,179 139 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 14,021 254 0.0%
Husky Energy Inc. 7.25% 12-15-2019 1,527 2 0.0%
Huvis Corp. 608 6 0.0%
Hwail Pharmaceutical Co. Ltd. 791 7 0.0%
Hydoo International Holding Ltd. 21,629 1 0.0%
Hydro One Inc. 11,336 215 0.0%
Hydro One Inc. 2.97% 06-26-2025 Callable 2025 77,460 76 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 130,655 128 0.0%
Hydro One Inc. 3.72% 11-18-2047 405,178 404 0.1%
Hydro One Inc. 3.91% 02-23-2046 Callable 2045 31,965 33 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 201,070 167 0.0%
Hypermarcas SA 2,132 20 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 71,443 93 0.0%
Hyundai Development Co. 1,137 35 0.0%
Hyundai Heavy Industries Co. Ltd. 8 3 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 92 4 0.0%
Hyundai Mipo Dockyard Co. Ltd. 2 0.0%
Hyundai Motor Co. 1,411 214 0.0%
Hyundai Telecommunication Co. Ltd. 518 7 0.0%
HyVision System Inc. 588 11 0.0%
I-Logic Technologies Bidco Ltd. Term Loan B 1st Lien F/R 12-20-2024 136,211 176 0.0%
IAC/InterActiveCorp 41 8 0.0%
IAMGOLD Corp. 23,134 165 0.0%
IBERIABANK Corp. 531 57 0.0%
IBI Group Inc. 868 6 0.0%
ICA Gruppen AB 3,042 131 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 601 1 0.0%
ICICI Bank Ltd. ADR 1,279 15 0.0%
IDEX Corp. 20 4 0.0%
IGB Real Estate Investment Trust 1,433 1 0.0%
IGG Inc. 509 1 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 1,733 2 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 328 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 54,421 71 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 20,331 25 0.0%
Impala Private Holdings II LLC Term Loan 1st Lien F/R 11-10-2024 170,175 222 0.0%
Imperial Holdings Ltd. 1,435 30 0.0%
Imperial Oil Ltd. 6,386 285 0.0%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 1,283 2 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 99,278 129 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 831,909,569 79 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 448,797,200 43 0.0%
Industrial Alliance Insurance and Financial Services Inc. 8,872 475 0.1%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 340,962 341 0.1%
Industrial and Commercial Bank of China Ltd. H 196,183 189 0.0%
Industrial Bank of Korea 161 3 0.0%
Industrias Bachoco SA de CV 588 4 0.0%
Industrias Bachoco SAB de CV 14 1 0.0%
Industrias CH SAB de CV 1,258 8 0.0%
Industrivarden AB Class C 1,374 38 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 1,361 2 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 1,438 2 0.0%
Infosys Ltd. ADR 3,979 104 0.0%
ING Groep NV 15,908 317 0.0%
Inovalis Real Estate Investment Trust 98 1 0.0%
InPower BC General Partnership 4.471% 03-31-2033 191,045 198 0.0%
Insperity Inc. 670 83 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 172,185 179 0.0%
Instructure Inc. 334 17 0.0%
Intact Financial Corp. 3,163 312 0.0%
Intact Financial Corp. 3.77% 03-02-2026 MTN 181,136 185 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 36,285 47 0.0%
Integrys Energy Group Inc. Pfd. 395 13 0.0%
Intel Corp. 434 27 0.0%
Intel Corp. 4.00% 12-01-2022 62,195 62 0.0%
Intelsat Connect Finance SA 12.50% 04-01-2022 101 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 2,486 3 0.0%
Inter Pipeline Ltd. 9,530 236 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 445,220 427 0.1%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 305,368 296 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 209,276 204 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 5,554 6 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 200,315 200 0.0%
Inter RAO UES PJSC 21,156 2 0.0%
Inter-American Development Bank 3.50% 05-15-2021 65,185 59 0.0%
Inter-American Development Bank 3.75% 10-09-2018 44,852 43 0.0%
Inter-M Corp. 2,331 6 0.0%
Interfor Corp. 5,830 120 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 82,628 108 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 74,655 96 0.0%
International Bank for Reconstruction and Development 2.50% 03-12-2020 49,038 48 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 50,234 49 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 60,999 55 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 2,996,125 56 0.0%
International Business Machines Corp. 2.625% 08-05-2022 20,931 37 0.0%
International Business Machines Corp. 2.75% 12-21-2020 21,529 38 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 14,121 18 0.0%
International Finance Corp. 3.625% 05-20-2020 317,371 288 0.0%
International Finance Corp. 6.30% 11-25-2024 234,496 4 0.0%
International Finance Corp. 7.00% 07-20-2027 410,368 27 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 29,303 40 0.0%
International Seaways Inc. 2,596 73 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 23,234 30 0.0%
International Textile Group Inc. Term Loan 2nd Lien F/R 04-19-2025 2,586 3 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 35,481 44 0.0%
InterRent Real Estate Investment Trust 13,574 147 0.0%
Intersect ENT Inc. 768 32 0.0%
Intuitive Surgical Inc. 758 501 0.1%
Invenergy Thermal Operating I LLC Term Loan 1st Lien F/R 06-25-2025 60,625 80 0.0%
Invenergy Thermal Operating I LLC Term Loan B 1st Lien F/R 10-19-2022 8,336 11 0.0%
Investec Ltd. 11,386 107 0.0%
Investor AB B 79 4 0.0%
Invitation Homes Inc. 6,077 183 0.0%
IPG Photonics Corp. 1,310 279 0.0%
IPL Plastics Inc. 14,704 196 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 70,369 88 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 125,571 162 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 13,124 17 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 555,354 566 0.2%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 189,191 247 0.0%
iShares 0-5 Year High Yield Corporate Bond ETF 10 1 0.0%
iShares Canadian Corporate Bond Index ETF 61,762 1,285 0.3%
iShares iBoxx $ High Yield Corporate Bond ETF 14 2 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $82.00 Exp. 09-21-2018 2 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 09-21-2018 6 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 11-16-2018 16 1 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 09-21-2018 19 1 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 14,041 2,113 0.4%
iShares MSCI India ETF 10,243 474 0.1%
iShares MSCI Thailand ETF 1,100 128 0.0%
Itau Unibanco Holding SA Pref. ADR 1,096 17 0.0%
Itausa- Investimentos Itau SA 8,032 29 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 186,507 231 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 192,925 191 0.0%
J.B. Hunt Transport Services Inc. 1,405 219 0.0%
Jack Henry & Associates Inc. 3,121 546 0.1%
Jamieson Wellness Inc. 17,225 426 0.1%
Japan Post Holdings Co. Ltd. 21,326 306 0.0%
Japfa Comfeed Indonesia Tbk 7,098 1 0.0%
JB Financial Group Co. Ltd. 353 2 0.0%
JBS SA 5,651 18 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 134,663 175 0.0%
JCH Systems Inc. 462 5 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 77,782 102 0.0%
Jeju Air Co. Ltd. 269 13 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 478 1 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 755 1 0.0%
Jiayuan International Group Ltd. 1,088 3 0.0%
JNBY Design Ltd. 2,900 9 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 103,280 103 0.0%
John Laing Group PLC 17,299 86 0.0%
John Wiley & Sons Inc. Class A 452 37 0.0%
Johnson & Johnson 2,417 416 0.1%
Johnson Outdoors Inc. Class A 65 7 0.0%
Jonah Energy LLC 7.25% 10-15-2025 Callable 2021 144A 1,039 1 0.0%
JPMorgan Chase & Co. 9,438 1,410 0.3%
JPMorgan Chase & Co. 2.75% 08-24-2022 32,294 54 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 240,364 242 0.0%
JPMorgan Chase & Co. 4.25% 11-02-2018 102,861 92 0.0%
JPMorgan Chase & Co. F/R 05-15-2047 Callable 2017 100,469 116 0.0%
JPMorgan Chase Commercial Morgage Secutities 3.66% 06-15-2023 144A 26,911 35 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 25,117 34 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 15,938 21 0.0%
JSE Ltd. 812 13 0.0%
Jumbo SA 28 1 0.0%
Jumei International Holding Ltd. ADR 18 0.0%
Just Energy Group Inc. 29,069 143 0.0%
JW Life Science Corp. 1 0.0%
Kaga Electronics Co. Ltd. 71 2 0.0%
Kamei 417 8 0.0%
Kato Sangyo Co. Ltd. 130 6 0.0%
Kato Works Co. Ltd. 34 1 0.0%
KB Financial Group Inc. 697 44 0.0%
KB Financial Group Inc. ADR 712 45 0.0%
KC Co. Ltd. 315 6 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 101,092 130 0.0%
Kelly Services Inc. Class A 1,331 42 0.0%
Kelt Exploration Ltd. 662 7 0.0%
KEMET Corp. Term Loan B 1st Lien F/R 04-26-2024 20,091 27 0.0%
Kennedy-Wilson Holdings Inc. 6,003 163 0.0%
Kerry Properties Ltd. 5,174 34 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 91,165 120 0.0%
Keyera Corp. 2,108 79 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 60,734 60 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 41,944 55 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 104,607 138 0.0%
Keywords Studios PLC 419 13 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 844 1 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 108,420 140 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 76,520 98 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 110,518 144 0.0%
KFW 3.375% 02-15-2021 68,175 62 0.0%
KFW 3.75% 05-29-2020 77,744 71 0.0%
Kiatnakin Bank PCL 259 1 0.0%
Killam Apartment Real Estate Investment Trust 9,861 150 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 2,148 5 0.0%
Kinaxis Inc. 764 67 0.0%
Kinden Corp. 1,668 35 0.0%
Kinder Morgan Inc. Conv. 2,493 109 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 94,302 121 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 211 0.0%
King's Town Bank Co. Ltd. 2,993 4 0.0%
Kingboard Chemical Holdings Ltd. 10,335 47 0.0%
Kingboard Laminates Holdings Ltd. 7,030 11 0.0%
Kingdee International Software Group Co. Ltd. 1,179 2 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 148,909 228 0.0%
Kinross Gold Corp. 45,282 213 0.0%
Kirkland Lake Gold Ltd. 10,716 305 0.0%
Kisoji Co. Ltd. 231 7 0.0%
Klabin SA 136 1 0.0%
KM Corp. 374 4 0.0%
Kolmar BNH Co. Ltd. 43 1 0.0%
Kolon Plastic Inc. 95 1 0.0%
Komatsu Ltd. 4,943 188 0.0%
KoMiCo Ltd. 68 3 0.0%
Kommunalbanken AS F/R 05-26-2021 4,259 4 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 15,032 2 0.0%
Koninklijke Ahold Delhaize NV 19,024 629 0.2%
Korea Investment Holdings Co. Ltd. 61 5 0.0%
Korea Kolmar Holdings Co. Ltd. 16 1 0.0%
Korea Treasury 0% 09-10-2018 1,705,586 2 0.0%
Korea United Pharm Inc. 6 0.0%
Korn Ferry International 148 13 0.0%
Kortek Corp. 191 4 0.0%
KPJ Healthcare BHD 12,669 4 0.0%
Kraft Canada Inc. F/R 07-06-2020 614,583 621 0.2%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 3,132 4 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 24,519 37 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 49,636 77 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 114,223 192 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 325,298 368 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 45,917 52 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 298,636 301 0.0%
Krungthai Card PCL 930 1 0.0%
KSL Holdings BHD 19,852 6 0.0%
KT&G Corp. 1,147 148 0.0%
Kuehne + Nagel International AG 991 206 0.0%
Kukbo Design Co. Ltd. 136 3 0.0%
Kumba Iron Ore Ltd. 304 9 0.0%
Kumho Petrochemical Co. Ltd. 267 35 0.0%
KWG Property Holding Ltd. 654 1 0.0%
Kyobo Securities Co. Ltd. 22 0.0%
L E Lundbergforetagen AB Class B 2,617 111 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 138,442 180 0.0%
L'Oréal SA 186 59 0.0%
L3 Technologies Inc. 910 254 0.0%
La Comer SAB de CV 10,132 14 0.0%
Labrador Iron Ore Royalty Corp. 9,979 248 0.0%
Lai Sun Development Co. Ltd. 1,072 2 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 9,449 12 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 422 1 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 519,579 668 0.2%
Lanai Holdings III Inc. Term Loan B 1st Lien F/R 08-14-2022 3,576 5 0.0%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2017 144A 103,683 0.0%
Land and Houses PCL NVDR 1,732 1 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 98,077 95 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 66,381 59 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 99,871 99 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 70,563 90 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 1,451 2 0.0%
Lar Espana Real Estate SOCIMI SA 659 9 0.0%
Larsen & Toubro Ltd. 45 1 0.0%
Laser Tek Taiwan Co. Ltd. 3,729 7 0.0%
Lassonde Industries Inc. Class A Sub. voting 37 10 0.0%
Laurentian Bank of Canada 2,569 120 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 314,984 309 0.0%
Laurentian Bank of Canada 3.45% 06-27-2023 92,235 91 0.0%
Laurentian Bank of Canada F/R 10-22-2019 182,375 183 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 16,437 21 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-09-2022 42,636 52 0.0%
Lear Corp. 2,932 687 0.2%
Learning Technologies Group PLC 5,755 10 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 428,811 583 0.2%
Legal & General Group PLC 2,523 11 0.0%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 1,288 2 0.0%
Leon's Furniture Ltd. 25 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 293,014 384 0.1%
LF Corp. 207 7 0.0%
LG Corp. 389 34 0.0%
LG Electronics Inc. 146 13 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 74,840 99 0.0%
LG Household & Health Care Ltd. 12 17 0.0%
LG Innotek Co. Ltd. 63 12 0.0%
Liberty Expedia Holdings Inc. 2,353 147 0.0%
Liberty Global PLC Class A 6,657 244 0.0%
Liberty Holdings Ltd. 842 10 0.0%
Liberty Latin America Ltd.- Class A 328 8 0.0%
Lien Hwa Industrial Corp. 7,166 12 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 53,607 71 0.0%
LifeScan Global Corp. Term Loan 1L F/R 06-19-2024 260,162 328 0.1%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 64,246 80 0.0%
Lifetime Brands Inc. Term Loan B 1st Lien F/R 03-31-2025 2,927 4 0.0%
Lilang China Co. Ltd. 8,000 13 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 45,570 60 0.0%
Linamar Corp. 1,343 80 0.0%
Lion Industries Corp. BHD 7,302 2 0.0%
Lion Travel Service Co. Ltd. 1,424 6 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 19,686 26 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 20,333 27 0.0%
Liverty Latin America Ltd.-Class C 878 22 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 33,568 33 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-17-2020 5,853 7 0.0%
Lloyds Bank PLC F/R 07-11-2023 1,883,705 1,869 0.4%
Loblaw Companies Ltd. 7,528 518 0.1%
Loblaw Companies Ltd. 4.86% 09-12-2023 Callable 47,948 51 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 745,853 895 0.2%
Loblaw Companies Ltd. 6.15% 01-29-2035 Callable 53,275 65 0.0%
Localiza Rent a Car SA 240 2 0.0%
Lockheed Martin Corp. 8 4 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 36,530 35 0.0%
Longfor Properties Co. Ltd. 2,449 9 0.0%
Lonking Holdings Ltd. 37,070 22 0.0%
Loral Space & Communications Inc. 679 35 0.0%
LOTTE Fine Chemical Co. Ltd. 35 3 0.0%
Lotte Food Co. Ltd. 7 7 0.0%
Lotte Himart Co. Ltd. 33 3 0.0%
Lotte Non-Life Insurance Co. Ltd. 320 1 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 833 1 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 188,062 177 0.0%
Lower Mattagami Energy LP 4.176% 02-23-2046 69,258 75 0.0%
Lower Mattagami Energy LP 4.944% 09-21-2043 88,970 108 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 1,649 2 0.0%
LS Corp. 62 5 0.0%
LS Industrial Systems Co. Ltd. 9 1 0.0%
LSR Group OJSC-GDR Regs 2,585 8 0.0%
LT Group Inc. 16,985 7 0.0%
Lucara Diamond Corp. 7,876 18 0.0%
Lukoil 354 33 0.0%
Lukoil PJSC - Sponsored ADR 147 14 0.0%
Lululemon Athletica Inc. 393 61 0.0%
Lundin Mining Corp. 51,278 369 0.1%
Lundin Mining Corp. 7.875% 11-01-2022 Callable 2018 144A 5,554 8 0.0%
Luye Pharma Group Ltd. 55,826 71 0.0%
LVMH Moet Hennessy Louis Vuitton SE 1,155 525 0.1%
LyondellBasell Industries NV Class A 4,735 682 0.2%
M&T Bank Corp. 5.00% 11-15-2018 Pfd. Series C 4 5 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 54,421 71 0.0%
M&T Bank Corp. Pfd. Series A 61 80 0.0%
Maanshan Iron and Steel Co. Ltd. H 816 1 0.0%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 7,701 10 0.0%
Machvision Inc. 91 2 0.0%
Mackenzie Floating Rate Income ETF 114 2 0.0%
Mackenzie Global High Yield Fixed Income ETF 2,380 47 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 95,490 2,195 0.4%
Mackenzie Maximum Diversification Canada Index ETF 118,989 2,738 0.5%
Mackenzie Multi-Strategy Absolute Return Fund Series R 1,136,183 11,309 1.9%
Mackenzie Unconstrained Fixed Income Fund Series R 424 4 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 18,093 1,770 0.4%
Macquarie Mexico Real Estate Management SA de CV 19,521 28 0.0%
Macroblock Inc. 1,220 6 0.0%
Maeda Road Construction Co. Ltd. 294 7 0.0%
Magellan Aerospace Corp. 505 8 0.0%
Magic Technology Co. Ltd. 170 0.0%
Magna International Inc. 6,501 515 0.1%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 741,165 739 0.2%
Magna International Inc. Class A 1,038 82 0.0%
Mahindra & Mahindra Ltd. 771 14 0.0%
Mainstreet Equity Corp. 15 1 0.0%
MAKUS Inc. 1,224 7 0.0%
Malayan Banking BHD 50 0.0%
Malaysia Airports Holdings BHD 14,279 42 0.0%
Manila Water Co. 676 0.0%
Manpower Inc. 1,214 147 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 251,409 244 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 370,732 358 0.1%
Manulife Bank of Canada 2.84% 01-12-2023 154,149 153 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 575,372 611 0.2%
Manulife Financial Corp. 55,034 1,330 0.3%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 233,595 233 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 487,422 475 0.1%
Maple Leaf Foods Inc. 10,697 333 0.1%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 1,030 1 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 4,145 4 0.0%
Markel Corp. 219 333 0.1%
Marriott Vacations Worldwide Corp. 23 3 0.0%
Martinrea International Inc. 19,433 273 0.0%
Maruwa Unyu Kikan Co. Ltd. 112 5 0.0%
Massmart Holdings Ltd. 41 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 222 0.0%
Mastronardi Produce Ltd. Term Loan B 1st Lien F/R 04-18-2025 83,653 109 0.0%
Match Group Inc. 488 23 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 750,972 750 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 3,137 4 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 828 1 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 538,961 669 0.2%
Maxar Technologies Ltd. 2,250 143 0.0%
MAXIMUS Inc. 4,271 360 0.1%
MBK PCL 4,263 4 0.0%
McAfee LLC Term Loan 2nd Lien F/R 09-29-2025 15,441 21 0.0%
McAfee LLC Term Loan B 1st Lien F/R 09-30-2024 86,020 113 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 89,435 88 0.0%
MCAP Service Corp. 1.08% 05-01-2022 139,986 141 0.0%
MCAP Service Corp. 1.13% 10-01-2021 265,313 265 0.0%
MCAP Service Corp. 1.24% 09-01-2021 216,050 217 0.0%
MCAP Service Corp. 1.386% 04-01-2021 204,691 206 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 12,893 17 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 117,980 155 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 435,504 428 0.1%
McGrath RentCorp. 3,767 291 0.0%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 19,485 25 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 78,342 91 0.0%
Mebuki Financial Group Inc. 3,045 14 0.0%
Medical Facilities Corp. 6,441 94 0.0%
Medicare Group 41 1 0.0%
Medifast Inc. 238 53 0.0%
Medtronic PLC 3,064 359 0.1%
MEG Energy Corp. 13,870 118 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 4,183 5 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 4,719 6 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 443,455 521 0.1%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 3,539 5 0.0%
Megacable Holdings SAB de CV 147 1 0.0%
MegaStudyEdu Co. Ltd. 40 8 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 185,622 186 0.0%
Melco Resorts and Entertainment (Philippines) Corp. 6,494 1 0.0%
Mellanox Technologies Ltd. 3,198 326 0.1%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 866 1 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 405 1 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 1,548 2 0.0%
Mercuries & Associates Holding Ltd. 3,175 3 0.0%
Mercury General Corp. 4.40% 03-15-2027 Callable 2026 28,347 36 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 412,363 541 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-18-2025 189,932 248 0.0%
Meritor Inc. 3,221 86 0.0%
Meritz Finance Holding Co. Ltd. 99 1 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 234 5 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 88,279 89 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 372,010 373 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 58,607 73 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 3,114 4 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 7,164 10 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 4,230 5 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 38,110 49 0.0%
Merrill Lynch Mortgage Investors Trust F/R 10-25-2035 17,758 23 0.0%
Metair Investments Ltd. 4,319 7 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 57,451 75 0.0%
Methanex Corp. 6,570 590 0.2%
Metlifecare Ltd. 11,113 61 0.0%
Metro Inc. 7,115 312 0.0%
Metro Inc. 3.39% 12-06-2027 Callable 2027 221,137 215 0.0%
Metro Inc. 4.27% 12-04-2047 Callable 2047 590,929 578 0.2%
Metro-Goldwyn-Mayer Inc. Term Loan B 2nd Lien F/R 06-29-2026 62,195 81 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 602,010 594 0.2%
Metropolitan Life Global Funding I 2.682% 04-16-2019 343,092 344 0.1%
Metropolitan Life Global Funding I 3.027% 06-11-2020 701,635 705 0.2%
Mexican Bonos 7.75% 05-29-2031 2,587,551 180 0.0%
Mexican Bonos 8.00% 06-11-2020 1,407,341 99 0.0%
Mexican Bonos 8.00% 12-07-2023 4,955,805 350 0.1%
Mexichem SAB de CV 68 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 3,382 4 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 223,065 266 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 133,958 166 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 385,131 452 0.1%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 89,106 104 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 533 1 0.0%
Micro Focus International PLC ADR 1,213 26 0.0%
Micro-Star International Co. Ltd. 18,153 81 0.0%
Microchip Technology Inc. 4.33% 06-01-2023 Callable 2023 144A 42,460 55 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 59,803 78 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 69,688 91 0.0%
Microsoft Corp. 9,218 1,271 0.3%
Middleby Corp. 819 109 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 118,183 121 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 156,838 158 0.0%
MINDBODY Inc. Class A 787 38 0.0%
Minmetals Land Ltd. 9,680 2 0.0%
Mirae Asset Life Insurance Co. 1,222 8 0.0%
Mission Broadcasting Inc. Term Loan 1st Lien F/R 01-17-2024 958 1 0.0%
Mitel Networks Corp. 4,651 66 0.0%
Mitsubishi Electric Corp. 11,016 194 0.0%
Mitsuboshi Belting Ltd. 701 11 0.0%
Mitsui & Co. Ltd. 1,943 42 0.0%
MiX Telematics Ltd. ADR 332 8 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 8,568 11 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 317 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 961 1 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 43,058 65 0.0%
Molson Coors International LP 2.25% 09-18-2018 2,580 3 0.0%
Molson Coors International LP 2.84% 07-15-2023 Callable 2023 206,853 199 0.0%
Momo Inc. 680 36 0.0%
momo.com Inc. 136 1 0.0%
Monarch Casino & Resort Inc. 753 47 0.0%
Mondelez International Inc. 3.25% 03-07-2025 Callable 2025 193,964 190 0.0%
Mondelez International Inc. 4.13% 05-07-2028 Callable 2028 54,422 71 0.0%
Mondi Ltd. 1,727 62 0.0%
Moorim P&P Co. Ltd. 694 7 0.0%
Moorim Paper Co. Ltd. 1,003 4 0.0%
Morgan Stanley 3.00% 02-07-2024 610,905 598 0.2%
Morgan Stanley Capital 4.295% 09-09-2024 26,313 33 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 48,440 63 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 38,274 50 0.0%
Morguard North American Residential Real Estate Investment Trust 471 7 0.0%
Morneau Shepell Inc. 16,100 452 0.1%
Mosenergo PJSC 47,397 2 0.0%
Motor Oil (Hellas) Corinth Refineries SA 218 6 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 38,274 49 0.0%
Mountain Province Diamonds Inc. 8.00% 12-15-2022 Callable 2019 144A 75,651 100 0.0%
Mpact Ltd. 2,862 6 0.0%
Mr. Price Group Ltd. 921 21 0.0%
MTN Group Ltd. 585 7 0.0%
MTY Food Group Inc. 127 7 0.0%
Muhibbah Engineering (M) Bhd 9,502 9 0.0%
Mullen Group Ltd. 510 8 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 65,185 89 0.0%
Murray & Roberts Holdings Ltd. 259 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 44,852 58 0.0%
Nan Ya Plastic Corp. 3,135 11 0.0%
Nanya Technology Corp. 168,983 565 0.2%
Naspers Ltd. 231 74 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 1,253 2 0.0%
National Bank of Canada 13,924 888 0.2%
National Bank of Canada 1.96% 06-30-2022 1,293,174 1,245 0.3%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 271,171 266 0.0%
National Bank of Canada F/R 06-11-2019 557,180 557 0.2%
National Grid Electricity Transmission PLC 2.90% 11-26-2019 106,337 107 0.0%
National Grid PLC 12,345 171 0.0%
National Oilwell Varco Inc. 1,661 105 0.0%
National Western Life Group Inc. 111 47 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 35,014 45 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 80,136 102 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 472,956 467 0.1%
NAV CANADA 7.40% 06-01-2027 256,893 341 0.1%
NAV CANADA 7.56% 03-01-2027 Callable 2017 159,826 190 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 55,617 71 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 2,936 4 0.0%
NBC Asset Trust 7.447% Perpetual (F/R @ 06-30-2020) Callable 2020 422,007 452 0.1%
NCC Group PLC 1,055 4 0.0%
NCR Corp. 4,104 149 0.0%
Nedbank Group Ltd. 32 1 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 80,708 104 0.0%
Nemak SAB de CV 3,115 3 0.0%
Neo Performance Materials Inc. 510 9 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 828 1 0.0%
Neste Oil OYJ 117 13 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 27,509 48 0.0%
Nestlé SA Reg. 1,826 194 0.0%
Netcare Ltd. 1,091 3 0.0%
Netflix Inc. 453 199 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 72,361 108 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 91,485 113 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 33,504 44 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 677,204 783 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 14,144 18 0.0%
New Flyer Industries Inc. 5,780 289 0.0%
New Gold Inc. 1 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 2,144 3 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 1,116 1 0.0%
New Oriental Education & Technology Group Inc. ADR 278 31 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 455,272 564 0.2%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 769,604 960 0.2%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 37,978 51 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 38,991 42 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 28,825 26 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 81,930 71 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 275,987 346 0.1%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 74,156 99 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 119,783 164 0.0%
Nexstar Broadcasting Inc. Term Loan B 1st Lien F/R 01-17-2024 7,184 9 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 60,999 78 0.0%
Next PLC 6,301 638 0.2%
NextEra Energy Inc. Conv. Pfd. 3,083 230 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 70,567 89 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 69,371 85 0.0%
NextEra Energy Partners LP 1.50% 09-15-2020 Conv. 65,185 87 0.0%
NH Investment & Securities Co. Ltd. 60 1 0.0%
Nichidenbo Corp. 10,628 34 0.0%
Nichiha Corp. 543 26 0.0%
Nickel Asia Corp. 3,052 0.0%
Nielsen Holdings PLC 7,150 219 0.0%
Nike Inc. Class B 2,095 209 0.0%
Nine Point Energy Holdings Inc. 23 0.0%
Nine Point Energy Holdings Inc. Pfd. 1 1 0.0%
Nippo Corp. 3,384 83 0.0%
Nippon Steel & Sumikin Bussan Corp. 45 3 0.0%
Nissan Auto Receivables Owner Trust 1.79% 01-17-2022 63,391 82 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 485,870 482 0.1%
Nissan Motor Co. Ltd. 5,371 66 0.0%
NN Group NV 662 38 0.0%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 539 1 0.0%
Noevir Holdings Co. Ltd. 826 71 0.0%
Nokia OYJ 3.38% 06-12-2022 266,376 336 0.1%
Nolato AB Class B 823 96 0.0%
Norbord Inc. 5,769 270 0.0%
Nordic Investment Bank 1.375% 07-15-2020 440,149 70 0.0%
Nordic Investment Bank 4.13% 03-19-2020 88,508 81 0.0%
Nordic Investment Bank 5.00% 04-19-2022 50,832 53 0.0%
Norfolk Southern Corp. 1,943 427 0.1%
North Battleford Power LP 4.958% 12-31-2032 258,475 279 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 261,910 249 0.0%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 175,489 175 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 140,132 137 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 397,966 415 0.1%
Northland Power Inc. 14,992 357 0.1%
Northview Apartment Real Estate Investment Trust 9,520 251 0.0%
NorthWest Healthcare Properties Real Estate Investment Trust 2,075 23 0.0%
Norwegian Government 3.75% 05-25-2021 1,436,465 245 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 63,930 64 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 127,726 128 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 96,961 97 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 959 1 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 2,629 3 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 3,377 4 0.0%
Novanta Inc. 2,234 181 0.0%
Novartis AG ADR 484 53 0.0%
Novartis AG Reg. 3,465 379 0.1%
Novatek Microelectronics Corp. 3,508 22 0.0%
Novatek OAO 86 18 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 755 1 0.0%
Novellus Systems Inc. 2.625% 05-15-2041 Conv. 8,970 67 0.0%
Novolipetsk Steel PJSC 11,110 37 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 62,793 80 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 144A 539 1 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 71,165 96 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 2,222 3 0.0%
NTPC Ltd. 4.38% 11-26-2024 48,201 62 0.0%
NTT DoCoMo Inc. 741 25 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 168,147 216 0.0%
Nutanix Inc. Class A 152 10 0.0%
Nutrien Ltd. 14,819 1,047 0.3%
NuVista Energy Ltd. 10,354 87 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 216,388 219 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 70,323 91 0.0%
NVIDIA Corp. 519 165 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 32,644 39 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 100,469 132 0.0%
O-TA Precision Industry Co. Ltd. 6,882 8 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 56,813 92 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 1,281 2 0.0%
Obsidian Energy Ltd. 48,321 67 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 91,498 118 0.0%
Ocean Bidco Inc. Term Loan B 1st Lien F/R 03-02-2025 63,739 83 0.0%
Oceana Group Ltd. 776 6 0.0%
OceanaGold Corp. 15 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 131,136 172 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 87,608 117 0.0%
Oi SA 658 1 0.0%
Okabe Co. Ltd. 253 3 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 70,323 87 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 31,696 40 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 23,323 29 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 47,753 62 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 60,734 78 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 1,733 2 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 142,245 140 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 1,174,908 1,168 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 354,043 359 0.1%
Omnicom Group Inc. 4,966 444 0.1%
Onex Corp. Sub. voting 784 76 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 434,685 411 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 225,993 308 0.0%
Ontario Hydro 0% 05-26-2025 180,591 147 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 502,261 498 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 122,222 121 0.0%
OPB Finance Trust 2.98% 01-25-2027 213,277 211 0.0%
Open Text Corp. 8,476 411 0.1%
Oppenheimer Holdings Inc. Class A non-voting 1,572 60 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 4,054 5 0.0%
Oracle Corp. 8,205 509 0.1%
Oriental Union Chemical Corp. 2,915 4 0.0%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 334 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 392,076 447 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 2,094 3 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 1,666 2 0.0%
Osisko Mining Inc. 0 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 84,170 110 0.0%
OTP Bank NYRT 254 12 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 128 0.0%
Owens & Minor Inc. 7,831 192 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 171,097 218 0.0%
Owens Corning Inc. 1,489 120 0.0%
Oxbow Carbon LLC Term Loan B 1st Lien F/R 12-18-2022 7,678 10 0.0%
Oxbow Carbon LLC Term Loan B 2nd Lien F/R 12-18-2023 6,910 9 0.0%
OZ Management LP Term Loan 1st Lien F/R 04-04-2023 117,093 154 0.0%
Padini Holdings BHD 7,108 14 0.0%
PALTAC Corp. 365 25 0.0%
Pan American Silver Corp. 16,890 361 0.1%
Paradigm Acquisition Corp. Term Loan 1st Lien F/R 10-11-2024 13,888 18 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 5,554 8 0.0%
Paramount Resources Ltd. Class A 757 11 0.0%
Parex Resources Inc. 28,569 656 0.2%
Park Hotels & Resorts Inc. 17,732 721 0.2%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 805 1 0.0%
Parkland Fuel Corp. 4,833 170 0.0%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 2,388 2 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 602,792 610 0.2%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 545,163 702 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 18,114 19 0.0%
Parkson Holdings BHD 2,862 1 0.0%
Parkson Retail Group Ltd. 34,884 6 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 66,381 86 0.0%
Partners Group Holding AG 273 270 0.0%
Pason Systems Inc. 15,841 316 0.0%
PayPal Holdings Inc. 6 1 0.0%
PBF Energy Inc. 1,945 118 0.0%
Peabody Energy Corp. 2,870 159 0.0%
Pearson PLC 28,884 456 0.1%
Pembina Pipeline Corp. 12,596 590 0.2%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 209,691 204 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 145,286 145 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 407,249 409 0.1%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 643,032 645 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 167,817 168 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 334,036 338 0.1%
Pengrowth Energy Corp. 4,808 4 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 1,722 2 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 661 1 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 13,560 8 0.0%
People's United Financial Inc. Pfd. Series A 3,469 117 0.0%
PepsiCo Inc. 2,946 440 0.1%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 983,567 937 0.2%
PepsiCo Inc. 2.50% 11-01-2022 376 1 0.0%
Peregrine Holdings Ltd. 4,309 9 0.0%
Perficient Inc. 398 14 0.0%
PerkinElmer Inc. 1,260 130 0.0%
Persimmon PLC 13,444 569 0.2%
Pertamina Persero PT 4.30% 05-20-2023 144A 38,274 50 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 59,205 80 0.0%
Petrobras Global Finance BV 7.38% 01-17-2027 269,573 365 0.1%
PetroChina Co. Ltd. ADR 32 3 0.0%
PetroChina Co. Ltd. H 47,613 47 0.0%
Petroleo Brasileiro SA - Petrobras ADR 3,586 55 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 5,236 36 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 309,817 89 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 78,342 101 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 19,137 26 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 758,301 47 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 774,507 51 0.0%
Petron Corp. 5,610 1 0.0%
Petron Malaysia Refining & Marketing Bhd 834 2 0.0%
Petronas Chemicals Group BHD 18,892 54 0.0%
Petronas Gas BHD 263 2 0.0%
PetSmart Inc. 5.88% 06-01-2025 Callable 2020 144A 265,583 273 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 404,503 438 0.1%
Pfizer Inc. 12,132 630 0.2%
PGE Polska Grupa Energetyczna SA 739 3 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 1,253 2 0.0%
Phillips 66 1,264 203 0.0%
Phoenix Group Holdings 5,666 67 0.0%
PHX Energy Services Corp. 5 0.0%
PICC Property & Casualty Co. Ltd. H 408 1 0.0%
Pick n Pay Stores Ltd. 3,710 27 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 288,752 353 0.1%
Ping An Insurance (Group) Co. of China Ltd. H 2,109 25 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 640 1 0.0%
Pizza Pizza Royalty Corp. 2,871 35 0.0%
Plaza Retail REIT 10 0.0%
Plaza Trust F/R 10-03-2018 231,717 232 0.0%
PLDT Inc. 606 19 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 0 0.0%
Plotech Co. Ltd. 7,424 7 0.0%
PM Merger Sub Inc. Term Loan B 1st Lien F/R 03-07-2025 8,433 11 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 8,014 10 0.0%
PNI Canada Acquireco Corp. Term Loan B 1st Lien F/R 08-23-2022 56,237 74 0.0%
Podak Co. Ltd. 678 1 0.0%
Polaris Infrastructure Inc. 69 1 0.0%
Polo Ralph Lauren Corp. Class A 734 129 0.0%
Porsche Automobil Holding SE Pfd. 10,970 966 0.3%
Porto Seguro SA 32 1 0.0%
Portobello SA 624 1 0.0%
POSCO 363 140 0.0%
POSCO ADR 18 2 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 372,825 457 0.1%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 23,921 30 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 69,969 89 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 77,956 102 0.0%
Postal Savings Bank of China Co. Ltd. 1,361 1 0.0%
Power Corp. of Canada Sub. Voting* 505 15 0.0%
Power Products LLC Term Loan 1st Lien F/R 12-20-2022 5,086 7 0.0%
Powerlong Real Estate Holdings Ltd. 49,127 33 0.0%
PowerShares Senior Loan Portfolio 100 3 0.0%
Powertech Technology Inc. 2,201 8 0.0%
Powszechna Kasa Oszczednosci Bank Polski 2,027 30 0.0%
Powszechny Zaklad Ubezpieczen SA 14 0.0%
PPB Group BHD 22,938 121 0.0%
PrairieSky Royalty Ltd. 3,060 76 0.0%
Precision Drilling Corp. 12,165 57 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 2,706 4 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 3,427 5 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 174,743 310 0.0%
Premium Brands Holdings Corp. 1,706 174 0.0%
President Chain Store Corp. 1,572 22 0.0%
Press Metal Aluminium Holdings BHD 38,140 58 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 45,450 59 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 07-13-2021 11,229 14 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 156,598 205 0.0%
Prosperity Real Estate Investment Trust 23,451 13 0.0%
Proto Labs Inc. 1,166 189 0.0%
Province of Alberta 0.63% 04-18-2025 110,037 168 0.0%
Province of Alberta 1.00% 11-15-2021 83,724 141 0.0%
Province of Alberta 3.05% 12-01-2048 1,278,812 1,267 0.3%
Province of Alberta 3.10% 06-01-2024 315,389 322 0.1%
Province of British Columbia 2.70% 12-18-2022 328,175 331 0.1%
Province of British Columbia 3.25% 12-18-2021 529,556 544 0.1%
Province of British Columbia 3.30% 12-18-2023 122,533 127 0.0%
Province of British Columbia 3.70% 12-18-2020 144,909 150 0.0%
Province of British Columbia 6.35% 06-18-2031 431,529 588 0.2%
Province of British Columbia 6.60% 01-09-2020 2,009,377 38 0.0%
Province of Manitoba 1.738% 12-01-2018 Real Return 37,318 46 0.0%
Province of Manitoba 2.45% 06-02-2025 331,265 324 0.1%
Province of Manitoba 2.55% 06-02-2023 222,690 222 0.0%
Province of Manitoba 3.30% 06-02-2024 201,274 207 0.0%
Province of Manitoba 6.30% 03-05-2031 209,904 278 0.0%
Province of New Brunswick 3.35% 12-03-2021 31,965 33 0.0%
Province of New Brunswick 3.65% 06-03-2024 305,906 320 0.0%
Province of New Brunswick 4.50% 06-02-2020 68,192 71 0.0%
Province of New Brunswick 4.55% 03-26-2037 54,873 64 0.0%
Province of Newfoundland 3.00% 06-02-2026 293,326 294 0.0%
Province of Newfoundland 3.70% 10-17-2048 756,574 810 0.2%
Province of Nova Scotia 6.60% 12-01-2031 171,013 236 0.0%
Province of Ontario 0% 06-02-2024 1,074,234 907 0.2%
Province of Ontario 0% 06-02-2026 214,047 169 0.0%
Province of Ontario 0% 07-13-2022 220,415 198 0.0%
Province of Ontario 1.65% 09-27-2019 20,333 26 0.0%
Province of Ontario 2.60% 06-02-2025 281,293 278 0.0%
Province of Ontario 2.60% 09-08-2023 2,917,980 2,908 0.6%
Province of Ontario 2.80% 06-02-2048 21,962 21 0.0%
Province of Ontario 2.85% 06-02-2023 184,013 186 0.0%
Province of Ontario 2.90% 06-02-2049 847,789 811 0.2%
Province of Ontario 3.15% 06-02-2022 669,137 684 0.2%
Province of Ontario 3.50% 06-02-2024 229,083 239 0.0%
Province of Ontario 4.00% 06-02-2021 54,128 56 0.0%
Province of Ontario 4.20% 06-02-2020 227,403 235 0.0%
Province of Ontario 4.60% 06-02-2039 432,874 528 0.1%
Province of Ontario 6.20% 06-02-2031 415,547 553 0.1%
Province of Ontario 6.50% 03-08-2029 514,639 675 0.2%
Province of Ontario Canada 2.90% 06-02-2028 6,421,426 6,381 1.1%
Province of Ontario F/R 08-28-2018 119,169 119 0.0%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 408,793 352 0.1%
Province of Quebec 0% 04-01-2026 Generic Strip 237,332 188 0.0%
Province of Quebec 2.50% 09-01-2026 420,874 410 0.1%
Province of Quebec 2.75% 09-01-2025 934,447 933 0.2%
Province Of Quebec 2.75% 09-01-2028 1,678,577 1,651 0.4%
Province of Quebec 3.00% 09-01-2023 979,198 996 0.3%
Province of Quebec 3.50% 12-01-2048 3,012,463 3,260 0.6%
Province of Quebec 3.75% 09-01-2024 282,359 299 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 26,638 50 0.0%
Province of Quebec 4.50% 12-01-2018 57,889 58 0.0%
Province of Quebec 4.50% 12-01-2020 306,332 322 0.1%
Province of Quebec 4.50% 12-01-2021 Real Return 11,721 18 0.0%
Province of Quebec F/R 12-19-2018 119,169 119 0.0%
Province of Saskatchewan 3.30% 06-02-2048 261,587 272 0.0%
Prudential Financial Inc. 575 75 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 69,334 91 0.0%
PSA Peugeot Citroen 11,167 418 0.1%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 48,241 63 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 173,192 226 0.0%
PSK Inc. 318 9 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 451,566 450 0.1%
PT Adaro Energy TBK 17,048 3 0.0%
PT Bank Pembangunan Daerah Jawa TBK 15,914 1 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 13,093 23 0.0%
PT Indiak Energy TBK 13,084 4 0.0%
PT Indo Tambangraya Megah TBK 3,098 8 0.0%
PT Medco Energi Internasional Tbk 61,774 6 0.0%
PT Panin Financial TBK 24,541 0.0%
PT Perusahaan Gas Negara 14,948 2 0.0%
PT Perusahaan Perkebunan London Sumatra Indonesia Tbk 5,615 1 0.0%
PT Salim Ivomas Pratama TBK 10,916 0.0%
PT Tambang Batubara Bukit Asam TBK 11,528 5 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 52,029 66 0.0%
PTT Exploration and Production PCL 930 5 0.0%
PTT Global Chemical PCL 1,234 4 0.0%
PTT PCL 3,995 8 0.0%
Public Bank BHD 490 4 0.0%
Publicis Groupe SA 2,095 174 0.0%
PulteGroup Inc. 2,857 106 0.0%
PulteGroup Inc. 7.875% 06-15-2032 2,077 3 0.0%
PVH Corp. 1,859 371 0.1%
PW Medtech Group Ltd. 1,451 0.0%
PXP Energy Corp. 3,134 1 0.0%
Pyeong Hwa Automotive Co. Ltd. 64 1 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-17-2021 7,955 10 0.0%
QAD Inc. Class A 162 10 0.0%
Qatar Islamic Bank 286 14 0.0%
QES Group BHD 36,270 2 0.0%
QGEP Participacoes SA 2,522 14 0.0%
Qinhuangdao Port Co. Ltd. 1,791 1 0.0%
Quad Graphics Inc. 1 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 267,472 353 0.1%
Qualitas Controladora SAB de CV 249 1 0.0%
Quarterhill Inc. 17,639 25 0.0%
Quebecor Inc. Class B Sub. voting 19,154 519 0.1%
Quebecor Media Inc. 6.625% 01-15-2023 144A 414,063 445 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 17,036 16 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 143,527 157 0.0%
Quinpario Acquisition Corp. 2 B Term Loan 1st Lien F/R 06-30-2023 38,784 51 0.0%
Quintiles IMS Inc. 2.88% 09-15-2025 Callable 2020 106,550 158 0.0%
QVC Inc. 4.45% 02-15-2025 15,668 20 0.0%
R.R. Donnelley & Sons Co. 6.00% 04-01-2024 159,826 209 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 108,217 141 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 626 1 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 560,017 737 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 56,979 74 0.0%
Rallye SA 359 6 0.0%
Randon SA Implementos e Participacoes 8,394 20 0.0%
Raspadskaya 2,345 5 0.0%
Rayonier Advanced Materials Inc. 1,383 32 0.0%
Raytheon Co. 91 23 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 146,657 146 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 165,153 165 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 63,622 83 0.0%
Rebosis Property Fund Ltd. 7,843 6 0.0%
Reckitt Benckiser Group PLC 3,950 458 0.1%
Red Hat Inc. 956 175 0.0%
Red Ventures LLC Term Loan B 1st Lien F/R 11-08-2024 81,858 108 0.0%
Redwood Trust Inc. 5.63% 07-15-2024 Conv. 2024 39,470 51 0.0%
Regions Bank 6.45% 06-26-2037 43,058 66 0.0%
Regions Financial Corp. 6.375% 12-15-2017 Pfd. 667 22 0.0%
Regions Financial Corp. 7.375% 12-10-2037 24,519 41 0.0%
Reinsurance Group of America Inc. 3,683 677 0.2%
Reitmans (Canada) Ltd. Class A non-voting 59 0.0%
Reliance Industries Ltd. GDR 144A London shares 1,692 75 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 395,619 535 0.1%
Reliance LP 3.813% 09-15-2020 231,551 235 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 268,531 265 0.0%
Reliance Steel & Aluminum Co. 1,570 184 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 18,623 24 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 01-02-2025 16,213 21 0.0%
Repsol SA 1,904 49 0.0%
Republic of Argentina 4.63% 01-11-2023 2,355 3 0.0%
Republic of Argentina 5.88% 01-11-2028 4,660 5 0.0%
Republic of Argentina 6.88% 01-11-2048 902 1 0.0%
Republic of Austria 0.00% 07-15-2023 89,106 135 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 492,179,529 230 0.0%
Republic of Finland 1.50% 04-15-2023 81,332 133 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 40,068 62 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 23,921 34 0.0%
Republic of Indonesia 7.50% 05-15-2038 1,244,448,183 106 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 303,799 546 0.1%
Republic of Poland F/R 01-25-2026 41,337 14 0.0%
Republic of Portugal 3.85% 04-15-2021 79,538 134 0.0%
Republic of Serbia 5.88% 12-03-2018 2,505 3 0.0%
Republic of the Philippines 4.00% 01-26-2022 2,530,859 59 0.0%
Republic Services Inc. 1,323 125 0.0%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 191,082 243 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 54,225 68 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 95,293 127 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 7,157 9 0.0%
Restaurant Brands International Inc. 4,338 356 0.1%
Reunert Ltd. 100 1 0.0%
Revlon Consumer Products Corp. 6.25% 08-01-2024 Callable WI 89 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 3,317 3 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 309,777 404 0.1%
RHB Capital BHD 517 1 0.0%
RHI Magnesita NV 158 13 0.0%
Rhoen-Klinikum AG 210 8 0.0%
RingCentral Inc. Class A 238 23 0.0%
Rio Tinto Ltd. 11,221 880 0.2%
Rio Tinto PLC 4,082 292 0.0%
RioCan Real Estate Investment Trust 3,888 97 0.0%
Ritchie Bros. Auctioneers Inc. 2,298 99 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 4,932 6 0.0%
Rite Aid Corp. 7.70% 02-15-2027 444,679 507 0.1%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 2,011 3 0.0%
RMB Holdings Ltd. 4,442 36 0.0%
Road King Infrastructure Ltd. 635 2 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 7,032 9 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 933 1 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 1,866 3 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 1,566 2 0.0%
Roche Holding AG Genusscheine 127 41 0.0%
Rocky Mountain Dealerships Inc. 544 7 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 8,886 9 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 142,473 151 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 691,725 902 0.2%
Rogers Communications Inc. Class B non-voting 6,938 460 0.1%
Rogers Sugar Inc. 1,990 11 0.0%
Rollins Inc. 87 6 0.0%
Rosseti PJSC 179,669 3 0.0%
Rowan Companies Inc. 8,494 160 0.0%
Royal Bank of Canada 47,051 4,779 0.8%
Royal Bank of Canada 1.40% 04-26-2019 Covered 509,844 507 0.1%
Royal Bank of Canada 2.36% 12-05-2022 710,866 693 0.2%
Royal Bank of Canada 2.95% 05-01-2023 1,767,489 1,761 0.4%
Royal Bank of Canada 3.31% 01-20-2026 875,845 881 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 334,036 336 0.1%
Royal Bank of Canada F/R 02-11-2020 1,417,121 1,426 0.3%
Royal Bank of Canada F/R 03-23-2020 Covered 885,434 889 0.2%
Royal Bank of Canada F/R 08-01-2019 1,145,079 1,145 0.3%
Royal Dutch Shell PLC A 14,341 640 0.2%
RS PCL 785 1 0.0%
Ruentex Industries Ltd. 20,271 50 0.0%
Russel Metals Inc. 4,168 116 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 226,302 228 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 71,499 93 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 84,920 111 0.0%
Samjin Inc. 325 3 0.0%
Samjin Pharmaceutical Co. Ltd. 160 9 0.0%
Samsonite International SA 38,340 189 0.0%
Samsung C&T Corp. 8 1 0.0%
Samsung Electro-Mechanics Co. 308 55 0.0%
Samsung Electronics Co. Ltd. 7,457 403 0.1%
Samsung SDS Co. Ltd. 2 0.0%
Samui Airport Property Fund Leasehold 1,338 1 0.0%
San Miguel Corp. 1,762 6 0.0%
Sanofi 2,024 229 0.0%
Santander Consumer Bank AS F/R 03-30-2020 27,558 4 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 3,254 2 0.0%
Sao Martinho SA 1,857 13 0.0%
Sappi Ltd. 1,008 9 0.0%
Saputo Inc. 3,651 158 0.0%
Sarantis SA 879 9 0.0%
Sarawak Oil Palms Bhd 336 0.0%
Sarbacane Bidco Inc. Term Loan 1st Lien F/R 01-18-2025 (AKA Prometric) 2,118 3 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 162,346 207 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 126,184 159 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 80,289 104 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 28,107 36 0.0%
Schaeffler AG 7,769 138 0.0%
Schindler Holding AG 2 1 0.0%
Schindler Holding AG PC 2 1 0.0%
Schneider National Inc. 2,903 99 0.0%
Schouw & Co. 223 27 0.0%
Scientech Corp. 1,559 6 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 3,077 4 0.0%
Scientific Games International Inc. Term Loan B5 1st Lien F/R 08-14-2024 3,350 4 0.0%
SciQuest Inc. Term Loan 1st Lien F/R 12-29-2024 8,143 11 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 220,831 212 0.0%
Seaboard Corp. 1 3 0.0%
Seah Besteel Corp. 16 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 81,332 107 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 69,371 91 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 86,475 116 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 93,292 128 0.0%
Secure Energy Services Inc. 4,308 34 0.0%
Securus Technologies Holdings Inc. Delayed Draw Term Loan 1st Lien F/R 11-01-2024 11,952 16 0.0%
Securus Technologies Holdings Inc. Term Loan 1st Lien F/R 11-01-2024 2,980 4 0.0%
Segro PLC 1,888 21 0.0%
Semirara Mining & Power Corp. 1,197 1 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 626 1 0.0%
Sentul City TBK PT 26,672 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 63,219 83 0.0%
Service Corp. International 181 9 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 19,570 24 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 750 1 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 2,560 3 0.0%
Seven & i Holdings Co. Ltd. 8,490 450 0.1%
Seven Generations Energy Ltd. 283 4 0.0%
Seven Generations Energy Ltd. 5.38% 09-30-2025 Callable 2020 144A 1,061 1 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 5,121 7 0.0%
Severstal PAO 1,162 25 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 29,303 31 0.0%
SFS Group AG 220 34 0.0%
Shanghai Haohai Biological Technology Co. Ltd. 492 4 0.0%
Shanghai Jin Jiang International Hotels (Group) Co. Ltd. 881 0.0%
Shanghai Prime Machinery Co. Ltd. 35,581 7 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 176,021 177 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 82,577 82 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 287,686 299 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 1,781,097 2,213 0.4%
Shaw Communications Inc. Class B non-voting 3,676 100 0.0%
Shaw Communications Inc. Pfd Series A 5,690 105 0.0%
ShawCor Ltd. 3,451 91 0.0%
Sheng Ye Capital Ltd. 4,221 5 0.0%
Shenzhen Expressway Co. Ltd. 13,456 16 0.0%
Shenzhou International Group Holdings Ltd. 181 3 0.0%
Sherritt International Corp. 6,337 6 0.0%
Shimao Property Holdings Ltd. 12,593 46 0.0%
Shin Kong Financial Holding Co. Ltd. 123,716 61 0.0%
Shinhan Financial Group Co. Ltd. ADR 576 29 0.0%
Shinko Plantech Co. Ltd. 235 3 0.0%
Shinkong Synthetic Fibers Corp. 12,408 7 0.0%
Shinsegae Co. Ltd. 206 80 0.0%
Shinsung Delta Tech Co. Ltd. 281 2 0.0%
Shinyoung Securities Co. Ltd. 21 1 0.0%
Shopify Inc. 1,122 203 0.0%
Shougang Fushan Resources Group Ltd. 46,803 15 0.0%
Shun Tak Holdings Ltd. 78,022 41 0.0%
Shuttefly Inc. Term Loan B2 1st Lien F/R 08-17-2024 8,454 11 0.0%
Siegfried Holding AG 19 10 0.0%
Siemens AG 1,788 328 0.1%
Sienna Senior Living Inc. 1,544 25 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 186,463 189 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 133,258 200 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 87,542 114 0.0%
Signature Bank 1,237 176 0.0%
Sika AG 223 41 0.0%
Silicon Laboratories Inc. 287 35 0.0%
Siltronic AG 264 60 0.0%
Sime Darby BHD 22,290 18 0.0%
Sime Darby Plantation BHD 29,657 50 0.0%
SINA Corp. 113 12 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 59,434 76 0.0%
Sinclair Television Group Inc. Term Loan B 1st Lien F/R 12-12-2024 68,175 89 0.0%
Sinil Pharmaceutical Co. Ltd. 405 5 0.0%
Sino-Ocean Land Holdings Ltd. 1,655 1 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 136 11 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 426,080 332 0.1%
Sinopharm Group Co. H 200 1 0.0%
Sinotrans Ltd. 499 0.0%
Sinotruk Hong Kong Ltd. 33,884 62 0.0%
Sinyi Realty Co. 821 1 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 80,473 100 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 50,832 65 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 76,657 100 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 1,450 2 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 1,711 2 0.0%
SK Holdings Co. Ltd. 162 50 0.0%
SK Hynix Inc. 4,909 495 0.1%
SK Telecom Co. Ltd. ADR 36 1 0.0%
SKP Resources BHD 2,249 1 0.0%
SkyWest Inc. 543 42 0.0%
Slate Office REIT 1,637 12 0.0%
SLC Agricola SA 1,235 23 0.0%
Sleep Country Canada Holdings Inc. 358 11 0.0%
SM Energy Co. 6.50% 01-01-2023 Callable 766 1 0.0%
Smart Real Estate Investment Trust 569 17 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 101,223 99 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 62,335 79 0.0%
SMI Acquisition Inc. Term Loan 2nd Lien F/R 10-27-2025 1,814 2 0.0%
Smith & Nephew PLC 2,137 48 0.0%
Snap-On Inc. 641 141 0.0%
SNC-Lavalin Group Inc. 5,814 335 0.1%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 242,083 240 0.0%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 213,101 220 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 50,794 64 0.0%
Sociedad Quimica y Minera de Chile SA ADR B 118 7 0.0%
Soda Sanayii AS 190 0.0%
Sofina SA 168 39 0.0%
SoftBank Group Corp. 1,420 153 0.0%
SoftBank Group Corp. 4.75% 09-19-2024 Callable 2024 68,192 86 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 319,651 423 0.1%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 194,987 258 0.0%
Softcat PLC 1,072 15 0.0%
SOHO China Ltd. 13,062 8 0.0%
SolarEdge Technologies Inc. 223 15 0.0%
Solenis International LP Term Loan 1st Lien F/R 12-18-2023 41,067 53 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 783 1 0.0%
Solium Capital Inc. 426 5 0.0%
Somboon Advance Technology PCL 848 1 0.0%
Sonae Sierra Brasil SA 570 4 0.0%
Sonic Healthcare Ltd. 9,189 231 0.0%
Sonova Holding AG 408 98 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 668,903 717 0.2%
Source Energy Services Ltd. 862 5 0.0%
Southern Copper Corp. 3.88% 04-23-2025 61,597 80 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 5,980 11 0.0%
SP LP 3.21% 06-15-2019 459,206 460 0.1%
Sparebank 1 Nord-Norge 1,210 12 0.0%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 167 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 1,361 2 0.0%
Spigen Korea Corp. 64 4 0.0%
Spin Master Corp. 1,790 95 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 83,253 108 0.0%
Spirit Airlines Inc. 10,294 581 0.2%
Spirox Corp. 1,898 2 0.0%
Springland International Holdings Ltd. 24,367 7 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 1,577 2 0.0%
Springs Window Fashion Holdings Inc. Term Loan 2nd Lien F/R 05-24-2026 965 1 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 304,005 382 0.1%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 89,764 117 0.0%
Sprint Corp. 7.125% 06-15-2024 87,835 118 0.0%
Sprint Corp. 7.25% 09-15-2021 2,172 3 0.0%
Sprint Corp. 7.875% 09-15-2023 391,789 543 0.1%
Sprint Nextel Corp. 9.00% 11-15-2018 144A 44,852 59 0.0%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 862 1 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 93,011 120 0.0%
Spy Hill Power LP 4.14% 03-31-2036 92,761 94 0.0%
Square Inc. Class A 2,786 234 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 492,557 625 0.2%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 138,442 177 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 16,429 21 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 43,108 56 0.0%
SSY Group Ltd. 1,542 2 0.0%
St Clair Holding ULC 4.88% 08-31-2031 52,609 55 0.0%
St. George's University Scholastic Services LLC Term Loan B 1st Lien F/R 07-06-2022 3,522 5 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 119,048 156 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 32,054 38 0.0%
Standard Bank Group Ltd. 771 16 0.0%
Standard Chartered PLC 19,034 223 0.0%
Standard Industries Inc. 4.75% 01-15-2028 Callable 2023 144A 106 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 457 66 0.0%
Stantec Inc. 11,690 397 0.1%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 115,420 149 0.0%
Star Petroleum Refining PCL 6,558 4 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 113,121 140 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 219,856 295 0.0%
Stars Group Inc. Bridge Loan 10-19-2018 9,925,000 0.0%
Starwood Property Trust Inc. 18,828 559 0.2%
State Bank of India 3.622% 04-17-2019 144A 501 1 0.0%
State Bank of India GDR 122 7 0.0%
Steel Dynamics Inc. 3,793 232 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 444 1 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 2,316 3 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 183 0.0%
Stella-Jones Inc. 5,065 220 0.0%
Stepstone Group LP Term Loan B 1st Lien F/R 03-19-2025 86,170 113 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 69,969 91 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 63,391 83 0.0%
STMicroelectronics NV 5,222 148 0.0%
Storm King Funding F/R 09-19-2018 307,588 308 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 182,936 198 0.0%
Straumann Holding AG 7 8 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 23,832 31 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 12,686 16 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 11,164 14 0.0%
Stuart Olson Inc. 524 4 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 1,277 2 0.0%
Sul America SA 150 1 0.0%
Sumitomo Densetsu Co. Ltd. 112 3 0.0%
Sumitomo Mitsui Construction Co. Ltd. 2,656 27 0.0%
Summerset Group Holdings Ltd. 986 7 0.0%
Summit Industrial Income Real Estate Investment Trust 11,474 100 0.0%
Sun Art Retail Group Ltd. 1,224 2 0.0%
Sun International Ltd. 240 1 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 379,320 395 0.1%
Sun Life Financial Inc. 25,686 1,367 0.3%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 412,304 413 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 621,128 614 0.2%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 136,284 134 0.0%
Suncor Energy Inc. 70,669 3,872 0.7%
Suncor Energy Inc. 3.00% 09-14-2026 MTN 63,930 62 0.0%
Suncor Energy Inc. 4.34% 09-13-2046 Callable 2046 114,009 118 0.0%
Sungdo Engineering & Construction Co. Ltd. 808 6 0.0%
SunOpta Inc. 93 1 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 39,231 45 0.0%
Sunway Real Estate Investment Trust 1,977 1 0.0%
Superior Industries International Inc. Term Loan B 1st Lien F/R 03-22-2024 14,639 19 0.0%
Superior Plus Corp. 8,910 114 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 778,884 759 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 429,052 562 0.2%
Supermax Corp. BHD 8,821 12 0.0%
Surge Energy Inc. 12,719 31 0.0%
Surgutneftegas OAO 2,064 1 0.0%
Suzano Papel e Celulose SA 1,252 19 0.0%
Svenska Cellulosa AB (SCA) B 32,555 438 0.1%
Swire Pacific Ltd. Class A 6,198 87 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 656,038 221 0.0%
Swiss Life Holding AG Reg. 147 69 0.0%
Swiss Re Ltd. 13 2 0.0%
Swisscom AG Reg. 35 22 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 306,495 382 0.1%
Syneos Health Inc. 6,809 436 0.1%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 72,528 95 0.0%
Synnex Technology International Corp. 31,765 59 0.0%
Synopsys Inc. 890 103 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 63,391 79 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 101,665 137 0.0%
Synovus Financial Corp. 7.875% 12-31-2049 Pfd. Callable 2018 2,128 69 0.0%
Synthomer PLC 2,485 22 0.0%
Systemax Inc. 653 38 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 544 1 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 1,300 2 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 778 1 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 293,014 398 0.1%
T. Rowe Price Group Inc. 4,346 673 0.2%
TA Enterprise BHD 2,231 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 113,688 152 0.0%
Taekwang Industrial Co. Ltd. 5 8 0.0%
Taeyoung Engineering & Construction Co. Ltd. 1,309 22 0.0%
Tahoe Resources Inc. 25 0.0%
TaiDoc Technology Corp. 2,363 16 0.0%
Tailored Brands Inc. 863 23 0.0%
Taita Chemical Co. Ltd. 10,136 6 0.0%
Taiwan Cement Corp. 4,989 8 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 2,517 135 0.0%
Taiwan Surface Mounting Technology Corp. 6,339 7 0.0%
Taiwan Takisawa Technology Co. Ltd. 3,831 7 0.0%
Take-Two Interactive Software Inc. 259 38 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 83,393 94 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 366,734 460 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 1,077 1 0.0%
Tamarack Valley Energy Ltd. 5,739 28 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 Callable 2023 144A 633 1 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 728 1 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 50,234 67 0.0%
Taseko Mines Ltd. 10 0.0%
Tatneft PJSC 1,342 20 0.0%
Tauron Polska Energia SA 3,320 3 0.0%
Taylor Wimpey PLC 4,349 13 0.0%
TCI Co. Ltd. 272 7 0.0%
TCL Electronics Holdings Ltd. 7,018 4 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 129,872 142 0.0%
TE Connectivity Ltd. 18 2 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 447,388 509 0.1%
Technovator International Ltd 635 0.0%
TechTarget Inc. 3,998 148 0.0%
Techtronic Industries Co. Ltd. 30,978 224 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 7,347 9 0.0%
Teck Resources Ltd. 4.75% 01-15-2022 Callable 2021 3,567 5 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 267 0.0%
Teck Resources Ltd. Class B 31,228 1,060 0.3%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 48,440 64 0.0%
Tegma Gestao Logistica SA 1,326 8 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 3,332 4 0.0%
Tekfen Holding AS 136 1 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 752 1 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 501 1 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 106,550 127 0.0%
Telkom SA SOC Ltd. 5,420 27 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 47,842 46 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 71,763 76 0.0%
TELUS Corp. 21,564 1,025 0.3%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 5,554 6 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 192,147 192 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 370,743 367 0.1%
TELUS Corp. 3.75% 01-17-2025 Callable 480,862 489 0.1%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 422,435 432 0.1%
TELUS Corp. 4.75% 01-17-2045 Callable 372,927 383 0.1%
TELUS Corp. 5.05% 07-23-2020 2,222 2 0.0%
TELUS Corp. 5.15% 11-26-2043 162,170 175 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 29,901 29 0.0%
Tenaga Nasional BHD 55,162 277 0.0%
Tenaris SA 7,618 181 0.0%
Tencent Holdings Ltd. 5,692 335 0.1%
Tenet Healthcare Corp. 6.00% 10-01-2020 1,561 2 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 295,654 391 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 8,473 10 0.0%
Teranga Gold Corp. 13,684 63 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-31-2024 2,287 3 0.0%
Terna Energy SA 986 8 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 508,189 623 0.2%
Tervita Corp. Class A Voting 13 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 5,554 7 0.0%
Tesoro Corp. 5.13% 12-15-2026 Callable 2026 144A 83,724 115 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 50,832 82 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 97,661 108 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 88,932 119 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2018 1,544 2 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 299,327 352 0.1%
Texhong Textile Group Ltd. 4,492 10 0.0%
Textron Inc. 2,978 264 0.0%
TFI International Inc. 6,808 294 0.0%
Thai Oil Public Company Ltd. NVDR 127 0.0%
Thales SA 281 48 0.0%
The a2 Milk Co. Ltd. 7,009 65 0.0%
The ADT Corp. 3.50% 07-15-2022 85,518 106 0.0%
The AES Corp. 8,549 148 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 89 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 655 1 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 3,777 5 0.0%
The Allstate Corp. 46 6 0.0%
The Bank of Nova Scotia 41,775 3,221 0.6%
The Bank of Nova Scotia 1.83% 04-27-2022 271,315 261 0.0%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 1,281,857 1,242 0.3%
The Bank of Nova Scotia 2.29% 06-28-2024 1,030,804 984 0.3%
The Bank of Nova Scotia 2.36% 11-08-2022 318,440 310 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 806,238 803 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 114,009 112 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 4,998 7 0.0%
The Bank of Nova Scotia 6.45% 01-01-2025 11,604 13 0.0%
The Bank of Nova Scotia F/R 03-22-2019 1,219,494 1,220 0.3%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 236,517 280 0.0%
The Basic House Co. Ltd. 25 0.0%
The Boeing Co. 3,179 1,473 0.3%
The British Land Co. PLC 10,323 116 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 104,038 117 0.0%
The Chefs' Warehouse Inc. 361 13 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 450 1 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 666 1 0.0%
The Descartes Systems Group Inc. 3,661 152 0.0%
The Estée Lauder Companies Inc. Class A 2,005 352 0.1%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 479,655,506 43 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 109,439 166 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 87,910 136 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 59,803 99 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 567,574 555 0.2%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 58,128 89 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 354,200 343 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 974,793 953 0.2%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 10,572 10 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 151,899 197 0.0%
The Hartford Financial Serivces Group Inc. Pfd. 1,732 64 0.0%
The Hershey Co. 2,392 305 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 605,542 551 0.1%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 139,939 23 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 127,978 121 0.0%
The Kraft Heinz Co. 2,282 179 0.0%
The Link Real Estate Investment Trust 1,861 24 0.0%
The Madison Square Garden Co. Class A 494 201 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 515,714 510 0.1%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 233,345 233 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 133,401 134 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 1,061 1 0.0%
The North West Co. Inc. 2,416 72 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 126,688 167 0.0%
The Procter & Gamble Co. 4,634 487 0.1%
The Progressive Corp. 4,949 386 0.1%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 100,229 131 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 2,505 3 0.0%
The SPAR Group Ltd. 9 0.0%
The Stars Group Inc. 12,145 541 0.1%
The Toronto-Dominion Bank 67,045 5,175 0.9%
The Toronto-Dominion Bank 1.68% 06-08-2021 649,958 633 0.2%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 1,194,537 1,163 0.3%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 1,303,249 1,236 0.3%
The Toronto-Dominion Bank 2.05% 12-01-2022 62,015 61 0.0%
The Toronto-Dominion Bank 2.621% 12-22-2021 150,130 149 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 692,578 689 0.2%
The Toronto-Dominion Bank 3.01% 05-30-2023 717,059 716 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 347,141 350 0.1%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 132,123 142 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 241,222 270 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 39,400 44 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 191,886 219 0.0%
The Toronto-Dominion Bank F/R 02-18-2020 1,058,152 1,065 0.3%
The Toronto-Dominion Bank F/R 06-28-2023 531,687 533 0.1%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 781,188 764 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 140,354 140 0.0%
The Towa Bank Ltd. 473 7 0.0%
The Unite Group PLC 1,122 17 0.0%
The Walt Disney Co. 2.76% 10-07-2024 2,406,015 2,348 0.5%
The Wharf Holdings Ltd. 17,905 77 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 83,126 109 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 433 1 0.0%
Thermaltake Technology Co. Ltd. 2,339 4 0.0%
Thermo Fisher Scientific Inc. 183 56 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 18,898 28 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 18,180 28 0.0%
Thitikorn PCL 816 0.0%
Thomson Reuters Corp. 5,749 310 0.0%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 153,037 155 0.0%
Thomson Reuters Corp. Bridge Loan 02-06-2019 35,150,000 0.0%
Tianjin Development Holdings Ltd. 1,723 1 0.0%
Tianjin Port Development Holdings Ltd. 1,633 0.0%
Tianneng Power International Ltd. 2,038 4 0.0%
Tianyun International Holdings Ltd. 29,697 6 0.0%
Tim Participacoes SA ADR 1,625 35 0.0%
Times China Holdings Ltd. 848 1 0.0%
Tingyi (Cayman Islands) Holding Corp. 3,900 12 0.0%
Tisco Financial Group PCL NVDR 163 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 500,996 585 0.2%
Titan Acquisition Ltd. Term Loan 1st Lien F/R 03-16-2025 121,529 156 0.0%
TMX Group Ltd. 3,666 307 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 403,636 397 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 211,256 214 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 270,298 286 0.0%
Toda Corp. 1,303 15 0.0%
Tofas Turk Otomobil Fabrikasi AS 73 0.0%
Toho Holdings Co. Ltd. 1,068 34 0.0%
Tokyo Electric Power Co. Holdings Inc. 73,689 458 0.1%
Tomony Holdings Inc. 1,757 10 0.0%
Top Glove Corp. BHD 4,326 14 0.0%
TopBuild Corp. 54 5 0.0%
Torchmark Corp. 2,937 336 0.1%
Toromont Industries Ltd. 2,103 140 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 85,240 85 0.0%
Toronto Hospital 5.64% 12-08-22 158,922 169 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 76,439 101 0.0%
Total Access Communication PCL NVDR 317 1 0.0%
Total System Services Inc. 402 48 0.0%
TOTVS SA 272 3 0.0%
Tourmaline Oil Corp. 4,448 114 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 44,127 56 0.0%
Towd Point Mortgage Trust 2018-3 3.75% 05-25-2058 144A 45,857 60 0.0%
Towngas China Co. Ltd. 862 1 0.0%
Toyo Ink Manufacturing Co. Ltd. 41 1 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 78,122 78 0.0%
TPK Holding Co. Ltd. 45 0.0%
TransAlta Corp. 21,148 157 0.0%
TransAlta Corp. Pfd. Series A 14,187 213 0.0%
Transat A.T. Inc. Class B 3,107 27 0.0%
TransCanada Corp. 26,098 1,527 0.3%
TransCanada Corp. Pfd. Series 15 7,747 200 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 298,341 356 0.1%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 777 1 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 355,303 351 0.1%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 1,253 2 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 111,983 111 0.0%
TransCanada PipeLines Ltd. 4.33% 09-16-2047 Callable 2047 186,463 191 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 205,110 216 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 75,331 90 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 181,136 226 0.0%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 123,066 186 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 1,045,835 998 0.3%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 56,215 89 0.0%
Transcontinental Inc. Class A Sub. voting 10,965 339 0.1%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 1,611 2 0.0%
TransGlobe Energy Corp. 7,734 33 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 150,402 151 0.0%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 54,181 72 0.0%
Travelsky Technology Ltd. 1,769 7 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 52,247 68 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 12,464 12 0.0%
Trencor Ltd. 286 1 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 716 1 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 41,982 55 0.0%
Trican Well Service Ltd. 2,593 7 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 109,330 142 0.0%
Tricon Capital Group Inc. 7,175 78 0.0%
Trigano SA 81 15 0.0%
Trillium Windpower LP 5.80% 02-15-2033 98,215 110 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 57,172 75 0.0%
Trinidad Drilling Ltd. 5,769 9 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 4,832 6 0.0%
Trinity Industries Inc. 3,902 193 0.0%
Trinseo Materials Operating SCA 5.38% 09-01-2025 Callable 2020 144A 1,094 1 0.0%
Triple-S Management Corp. 1,581 73 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 53,185 69 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 40,666 54 0.0%
Truworths International Ltd. 181 1 0.0%
Tunas Baru Lampung Tbk PT 4,172 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 200 6 0.0%
Tupy SA 1,200 8 0.0%
Turk Hava Yollari AO 1,088 5 0.0%
Tyler Technologies Inc. 205 60 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 42,460 55 0.0%
U.S. Bancorp 3,731 257 0.0%
U.S. Bancorp 0.85% 06-07-2024 41,264 62 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 1,941 70 0.0%
U.S. Bancorp Pfd. Security Series A 171 203 0.0%
U.S. Renal Care Inc. Term Loan 1st Lien F/R 12-31-2022 19,564 25 0.0%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 286,171 375 0.1%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 30,656 40 0.0%
UBS Group AG 14,751 316 0.0%
Uchi Technologies Bhd 3,510 3 0.0%
UDE Corp. 5,051 7 0.0%
UEM Edgenta BHD 10,082 7 0.0%
Uni-President China Holdings Ltd. 5,215 8 0.0%
Uni-President Enterprises Corp. 21,030 72 0.0%
Unid Co. Ltd. 4 0.0%
Unifin Financiera SAB de CV 116 0.0%
Unilever NV CVA 3,307 248 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 82,349 107 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 154,688 152 0.0%
Union Gas Ltd. 3.79% 07-10-2023 Callable 2023 31,965 33 0.0%
Union Pacific Corp. 2,964 578 0.2%
Union Semiconductor Equipment & Materials Co. Ltd. 778 7 0.0%
Unipar Carbocloro SA 186 3 0.0%
Uniper SE 13,360 542 0.1%
Unipro PJSC 98,237 6 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 56,184 73 0.0%
United Engineers Ltd. 1,932 5 0.0%
United Kingdom Treasury 3.75% 09-07-2020 15,549 28 0.0%
United Kingdom Treasury 4.25% 12-07-2027 227,537 488 0.1%
United Microelectronics Corp. 54,515 41 0.0%
United Microelectronics Corp. ADR 2,617 10 0.0%
United Parcel Service Inc. (UPS) Class B 1,425 222 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 391,253 371 0.1%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 89,106 116 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 54,421 66 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 74,754 96 0.0%
United States Treasury 2.75% 02-15-2028 1,162,332 1,487 0.3%
United States Treasury 2.75% 08-15-2047 8,065,016 9,816 1.6%
United States Treasury 3.00% 02-15-2048 1,108,929 1,424 0.3%
United States Treasury Inflation Indexed 0.13% 04-15-2019 594,742 823 0.2%
United States Treasury Inflation Indexed 0.38% 07-15-2027 712,126 916 0.2%
United States Treasury Inflation Indexed 0.50% 01-15-2028 10,898 14 0.0%
United States Treasury Inflation Indexed 0.89% 02-15-2047 158,076 211 0.0%
United Technologies Corp. 818 144 0.0%
UnitedHealth Group Inc. 235 78 0.0%
Universal Vision Biotechnology Co. Ltd. 5,831 7 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 103,187 120 0.0%
Unum Group 3 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 60,401 72 0.0%
UPC Technology Corp. 1,172 1 0.0%
UPM-Kymmene OYJ 7,334 339 0.1%
Uralkali 1,510 3 0.0%
Urban Outfitters Inc. 4,088 236 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 89,704 121 0.0%
USA Compression Partners LP 6.88% 04-01-2026 Callable 2021 144A 19,137 26 0.0%
USANA Health Sciences Inc. 421 72 0.0%
USB Capital IX 3.50% 10-29-2049 164,219 192 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 50 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 378 1 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 50,451 65 0.0%
UTI Inc. 230 5 0.0%
Vale SA ADR 5,579 106 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 1,261 2 0.0%
Valeant Pharmaceuticals International Inc. 19,892 562 0.2%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 417 1 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 657,424 849 0.2%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 417 1 0.0%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 1,111 2 0.0%
Valeant Pharmaceuticals International Inc. Term Loan B 1st Lien F/R 05-28-2025 76,133 99 0.0%
Valener Inc. 3,478 70 0.0%
Valero Energy Corp. 5,834 898 0.2%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 159,826 173 0.0%
VanEck Vectors Fallen Angel High Yield Bond ETF 29 1 0.0%
Vanguard Value ETF 3,449 487 0.1%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 19,057 25 0.0%
Vantiv LLC Term Loan B4 1st Lien F/R 08-20-2024 73,374 95 0.0%
VCVH Holding Corp. Term Loan 1st Lien F/R 05-10-2023 42,138 55 0.0%
Vectrus Inc. 2 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 78,342 101 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 268,820 260 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 8,886 9 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 106,031 133 0.0%
Veresen Inc. 3.06% 06-13-2019 163,555 164 0.0%
Verisk Analytics Inc. 2,324 334 0.1%
Verizon Communications Inc. 201 14 0.0%
Verizon Communications Inc. 2.63% 08-15-2026 Callable 2026 367,939 433 0.1%
Verizon Communications Inc. 3.50% 02-17-2023 50,234 49 0.0%
Verizon Owner Trust 1.42% 01-20-2021 33,490 43 0.0%
Vermilion Energy Inc. 2,333 104 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 6,476 8 0.0%
Verra Mobility Corp. Term Loan B 1st Lien F/R 03-01-2025 9,553 12 0.0%
Verso Corp. Class A 4,316 117 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 75,644 98 0.0%
Vessel Co. Ltd. 489 3 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 164,450 165 0.0%
Viacom Inc. 5.85% 09-01-2043 Callable 2043 42,819 58 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 106,550 131 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 2,072 3 0.0%
Videotron Ltee 5.00% 07-15-2022 3,477 5 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 22,284 23 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 763,967 793 0.2%
Village Super Market Inc. 216 8 0.0%
Vinci SA 1,221 160 0.0%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 5,537 7 0.0%
Visa Inc. Class A 4,047 720 0.2%
Vishay Precision Group Inc. 140 7 0.0%
Vissem Electronics Co. Ltd. 246 2 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 94,002 123 0.0%
Vistra Energy Corp. 8,081 237 0.0%
Vital KSK Holdings Inc. 1,187 16 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 8,886 12 0.0%
ViTrox Corp. BHD 851 2 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 47,842 60 0.0%
Vodafone Group PLC 9,531 30 0.0%
Vodafone Group PLC 3.75% 01-16-2024 66,192 86 0.0%
Voya Financial Inc. 8,284 544 0.1%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 2,288 3 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 4,077 5 0.0%
VVC Holding Corp. Term Loan 1st Lien F/R 07-03-2025 163,412 208 0.0%
VW Credit Canada Inc. 3.25% 03-29-2023 99,136 99 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 86,065 110 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 267 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 467 1 0.0%
W.W. Grainger Inc. 1,117 503 0.1%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 472,780 628 0.2%
Wabtec Corp. 1,068 153 0.0%
Wachovia Capital Trust III F/R 03-15-2066 251,292 325 0.1%
Wajax Corp. 706 17 0.0%
Wal-Mart de Mexico SAB de CV Series V 25,995 99 0.0%
Wal-Mart Stores Inc. 6,737 782 0.2%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 49,636 64 0.0%
Walsin Lihwa Corp. 8,679 8 0.0%
Walsin Technology Corp. 590 9 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 18,868 24 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 18,087 23 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 10,136 14 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 22,146 29 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 7,667 10 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 8,223 11 0.0%
Wand Merger Corp. 8.13% 07-15-2023 Callable 2020 144A 56,813 77 0.0%
Warrior Met Coal Inc. 10,590 356 0.1%
Wasion Group Holdings Ltd. 9,899 7 0.0%
Waste Connections Inc. 5,422 547 0.1%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 1,484 2 0.0%
Waters Corp. 423 108 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 778 1 0.0%
Weatherford International PLC 30,456 134 0.0%
Weibo Corp. 95 10 0.0%
Weiqiao Textile Co. Ltd. 6,607 4 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 217,213 278 0.0%
Wells Fargo & Co. 12-31-2049 Callable 2024 Pfd. 230 8 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 3,272 111 0.0%
Wells Fargo & Co. 2.09% 04-25-2022 3,090 3 0.0%
Wells Fargo & Co. 2.222% 03-15-2021 531,576 522 0.1%
Wells Fargo & Co. 2.98% 05-19-2026 492,473 468 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 265,311 265 0.0%
Wells Fargo & Co. 7.50% Non-cum. Class A Conv. Pfd. Series L 85 141 0.0%
Wells Fargo & Co. 7.98% 03-15-2018 752 1 0.0%
Wells Fargo & Co. F/R 07-27-2021 41,862 41 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 9,770 13 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 11,752 16 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 83,979 108 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 83,748 109 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 30,942 39 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 1,983 3 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 124,047 158 0.0%
West China Cement Ltd. 45,291 10 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 106,550 108 0.0%
West Fraser Timber Co. Ltd. 3,102 251 0.0%
Westcoast Energy Inc. 3.12% 12-05-2022 95,895 96 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 218,906 237 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 4,193 109 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 109,439 104 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 103,459 101 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 142,767 187 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 44,688 57 0.0%
Western Forest Products Inc. 21,286 52 0.0%
WestJet Airlines Ltd. 6,060 111 0.0%
WestJet Airlines Ltd. 3.287% 07-23-2019 177,939 179 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 5,980 11 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 71,763 74 0.0%
Westport Innovations Inc. 10 0.0%
Westshore Terminals Investment Corp. 4,450 108 0.0%
WeWork Companies Inc. 7.88% 05-01-2025 144A 195,273 248 0.0%
WEX Inc. 152 38 0.0%
Wheaton Precious Metals Corp. 5,712 156 0.0%
Wheelock and Co. Ltd. 1,154 11 0.0%
White Mountains Insurance Group Ltd. 14 17 0.0%
Whitecap Resources Inc. 3,602 31 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 87,910 110 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 446,794 606 0.2%
Wilson Bayly Holmes-Ovcon Ltd. 136 2 0.0%
Wincor Nixdorf AG 130 12 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 316,123 371 0.1%
Windstream Holdings Inc. 6.375% 08-01-2023 Callable 2018 989 1 0.0%
Windstream Services LLC Term Loan B6 1st Lien F/R 03-16-2021 10,905 13 0.0%
Winnipeg Airports Authority Inc. 4.569% 11-20-2019 141,179 145 0.0%
Winpak Ltd. 4,691 221 0.0%
Winstek Semiconductor Co. Ltd. 5,289 6 0.0%
Wipro Ltd. ADR 6,457 42 0.0%
Wirecard AG 270 66 0.0%
Wirepath Home Systems LLC Term Loan 1st Lien F/R 07-27-2024 3,831 5 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 372 0.0%
WMG Acquisition Corp. Term Loan F 1st Lien F/R 11-01-2023 68,773 89 0.0%
WNS (Holdings) Ltd. 512 32 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 1,044 1 0.0%
Woongjin Thinkbig Co. Ltd. 872 6 0.0%
Woori Bank 100 6 0.0%
Worldpay Inc. 3,131 335 0.1%
WPG Holdings Ltd. 10,475 19 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 61,597 81 0.0%
WPX Energy Inc. 6.00% 01-15-2022 Callable 2021 5,023 7 0.0%
Wrangler Buyer Corp. 6.00% 10-01-2025 Callable 2020 144A 1,966 2 0.0%
WSP Global Inc. 2,105 156 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 467,224 460 0.1%
WTH Car Rental ULC 2.542% 08-20-2019 Sinkable 477,452 478 0.1%
Wuestenrot & Wuerttembergische AG 1,273 36 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 1,005 1 0.0%
Wyndham Hotels and Resorts LLC Term Loan B 1st Lien F/R 03-29-2025 78,940 103 0.0%
Wyndham Worldwide Corp. 4.50% 04-01-2027 Callable 2,077 3 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 22,725 30 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 2,577 3 0.0%
Xcel Energy Inc. 262 16 0.0%
Xiamen International Port Co. Ltd. H 2,268 0.0%
Xingda International Holdings Ltd. 408 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 227 0.0%
Xinyuan Real Estate Co. Ltd. 1,248 8 0.0%
Xiwang Special Steel Co. Ltd. 22,002 7 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 94,564 126 0.0%
Xtep International Holdings Ltd. 19,910 16 0.0%
Xxentria Technology Materials Co. Ltd. 2,509 10 0.0%
Yageo Corp. 317 11 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 205,601 259 0.0%
Yak Access LLC Term Loan B 2nd Lien F/R 06-29-2026 3,629 4 0.0%
Yamana Gold Inc. 49,094 204 0.0%
Yangarra Resources Ltd. 3,465 17 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 363 2 0.0%
Yanzhou Coal Mining Co. Ltd. H 1,361 2 0.0%
YeaRimDang Publishing Co. Ltd. 655 8 0.0%
Yellow Pages Ltd. 446 5 0.0%
Yi Jinn Industrial Co. Ltd. 11,797 7 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 1,648 10 0.0%
Yodogawa Steel Works Ltd. 74 3 0.0%
Youngone Corp. 5 0.0%
Youngtek Electronics Corp. 2,475 5 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 52,287 69 0.0%
Yuanta Financial Holding Co. Ltd. 7,120 4 0.0%
Yuasa Trading Co. Ltd. 375 16 0.0%
Yuen Foong Yu Paper Manufacturing Co. Ltd. 2,177 1 0.0%
Yuexiu Property Co. Ltd. 18,547 5 0.0%
Yuexiu Transport Infrastructure Ltd. 6,682 6 0.0%
Yurtec Corp. 316 3 0.0%
Yuzhou Properties Co. Ltd. 5,669 4 0.0%
YY Inc. 168 20 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 54,289 71 0.0%
ZeroOne Technology Co. Ltd. 6,916 7 0.0%
Zhen Ding Technology Holding Ltd. 2,449 7 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 66,979 87 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 140,320 183 0.0%
ZTO Express (Cayman) Inc. 826 21 0.0%
Zurich Insurance Group AG 71 28 0.0%
Total Investments -- 577,171 89.7%
Cash & Equivalents -- 57,719 9.0%
Currency Hedge Contracts -- -6 0.0%
Other Assets (Liabilities) -- 8,204 1.3%
Total Net Assets -- 643,088 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of September 30, 2018
  • Regional Allocation
      Canada
    EQ : 15.4% | FI : 34.6%
    50.0%
      United States
    EQ : 10.4% | FI : 15.8%
    26.2%
      Other
    EQ : 4.4% | FI : 3.7%
    8.1%
      United Kingdom
    EQ : 1.0% | FI : 1.9%
    2.9%
      China
    EQ : 0.8%
    0.8%
      Germany
    FI : 0.6%
    0.6%
      Cash & Equivalents 11.4%
  • Sector Allocation
      Fixed Income 56.6%
      Cash & Equivalents 11.4%
      Financials 6.9%
      Industrials 4%
      Information Technology 3.7%
      Energy 3.4%
      Exchange Traded Funds 2.8%
      Consumer Discretionary 2.8%
      Other 2.4%
      Materials 2.3%
      Health Care 2.1%
      Consumer Staples 1.6%
Credit Allocation (%)
AAA 15.3%
AA 10.3%
A 9.5%
BBB 9.3%
BB 4.6%
B 6%
CCC & Below 1.2%
NR 0.7%
Cash & Equivalents 11.4%
Equities 31.9%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Multi-Asset Strategies Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

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 E, E6, I, J, J6 and LM versions of this fund are closed to new investments.

Effective September 29, 2016, Mackenzie Investments will no longer permit purchases of securities in Series O, O6, PWX, and PWX8  in the Corporate Class version of this fund.

This Fund is also available in trust version for registered accounts (Symmetry Conservative Portfolio). 

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 65% FTSE TMX Canada Universe Bond, 12.5% MSCI AC (All Country) World, 12.5% S&P/TSX Composite and 10% ICE BofA Merrill Lynch Global Broad Market (Hedged to CAD).

†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.

‡ Credit ratings and rating categories are based on Standard & Poor’s or DBRS (or equivalent ratings issued by other approved credit rating organizations).