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 April 30, 2018
Major holdings represent 12.6% of the fund.
View all holdings
Total # of
Equity Holdings
1394
Total # of
Fixed Income Holdings
1691
Holding name, country and sector Percentage of holding in fund
SPDR Barclays Capital High Yield Bond ETF
United States | Index Participation Units
2.7%
Government of Canada 1.00% 06-01-2027
Canada | Federal Government
2.1%
Government of Canada 2.75% 12-01-2048
Canada | Federal Government
2.0%
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
1.8%
United States Treasury 2.75% 08-15-2048
United States | Foreign Governments
1.6%
Royal Bank of Canada
Canada | Diversified Banks
0.7%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.5%
Bank of Nova Scotia/The
Canada | Diversified Banks
0.5%
Mackenzie Maximum Diversification Canada Index ETF
Canada | Index Participation Units
0.4%
Suncor Energy Inc
Canada | Integrated Oil & Gas
0.4%

Complete Fund Holdings Help Full holdings list

As of February 28, 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 119,039 154 0.0%
361 Degrees International Ltd. 528 0.0%
3M Co. 175 53 0.0%
407 International Inc. 2.47% 09-08-2022 Callable 2022 443,187 438 0.1%
407 International Inc. 3.43% 06-01-2033 MTN 432,508 439 0.1%
407 International Inc. 3.60% 05-21-2047 Callable 163,497 163 0.0%
407 International Inc. 3.65% 09-08-2044 MTN Callable 32,572 33 0.0%
407 International Inc. 3.83% 05-11-2046 230,671 239 0.0%
407 International Inc. 5.96% 12-03-2035 Callable 640,753 861 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 36,625 49 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 456,857 695 0.2%
51job Inc. 23 2 0.0%
58.Com Inc. ADR 8 1 0.0%
5N Plus Inc. 239 1 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 66,113 87 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 56,587 90 0.0%
Abcam PLC 1,422 32 0.0%
ABN AMRO Group NV 878 35 0.0%
Acadian Timber Corp. 1,483 29 0.0%
Accenture PLC Class A 2,229 461 0.1%
Access Justice Durham 5.015% 08-31-2039 131,339 147 0.0%
ACE INA Holdings Inc. 3.35% 05-03-2026 Callable 2026 85,720 109 0.0%
Acer Inc. 5,318 6 0.0%
Acrisure LLC Term Loan B 1st Lien F/R 11-22-2023 2,621 3 0.0%
Activision Blizzard Inc. 3.40% 09-15-2026 Callable 2026 37,165 47 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 62,941 77 0.0%
Adcock Ingram Holdings Ltd. 121 1 0.0%
Adient PLC 370 29 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 12,192 16 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 11,980 16 0.0%
Admiral Group PLC 8,209 267 0.0%
Advanced Information Technology PCL 287 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 258,437 365 0.1%
AECOM 5.13% 03-15-2027 Callable 2026 135,474 169 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 77,927 105 0.0%
Aecon Group Inc. 684 13 0.0%
AerCap Holdings NV 5,748 366 0.1%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 104,656 132 0.0%
Aeroflot - Russian Airlines OJSC 45 0.0%
Aetna Inc. 2,291 520 0.1%
Aetna Inc. 2.75% 11-15-2022 Callable 2022 88,317 110 0.0%
Aflac Inc. 2,232 255 0.0%
African Development Bank F/R 02-24-2019 8,688 1 0.0%
African Oxygen Ltd. 211 1 0.0%
African Rainbow Minerals Ltd. 554 7 0.0%
AG Growth International Inc. 412 23 0.0%
AG Mortgage Investment Trust Inc. 121 3 0.0%
AGF Management Ltd. Class B non-voting 3,457 24 0.0%
Aggreko PLC 11,039 145 0.0%
Agile Property Holdings Ltd. 3,394 7 0.0%
Agnico-Eagle Mines Ltd. 1,926 94 0.0%
Agricultural Bank of China Ltd. H 1,670,835 1,177 0.3%
AGT Food and Ingredients Inc. 1,807 35 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 213,584 213 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 161,790 217 0.0%
AIA Group Ltd. 22,322 238 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 180,479 174 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 106,484 105 0.0%
Aimia Inc. 21,382 36 0.0%
Air Canada 17,112 463 0.1%
Air France-KLM 14,215 215 0.0%
Air Lease Corp. 3.00% 09-15-2023 Callable 2023 43,759 54 0.0%
Air Lease Corp. 3.875% 12-01-2018 67,737 134 0.0%
Air Medical Group Holdings Inc. Term Loan B 1st Lien F/R 09-26-2024 2,292 3 0.0%
Air New Zealand Ltd. 2,559 8 0.0%
Air Products and Chemicals Inc. 385 80 0.0%
AirAsia BHD 10,473 15 0.0%
Airports of Thailand Public Co. Ltd. 841 2 0.0%
AK Steel Corp. 6.38% 10-15-2025 Callable 2020 5,905 7 0.0%
Akbank TAS 954 3 0.0%
AKM Industrial Co. Ltd. 754 0.0%
Akzo Nobel NV 4,257 529 0.1%
Alamos Gold Inc. 3,148 21 0.0%
Alberta Powerline LP 4.06% 03-01-2054 44,319 46 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 70,376 67 0.0%
Algonquin Power & Utilities Corp. 4,809 61 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 359,889 367 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 133,744 142 0.0%
Algonquin Power & Utilities Corp. 5.50% 07-25-2018 Callable 397,480 403 0.1%
Algonquin Power Co. 4.82% 02-15-2021 85,434 90 0.0%
Alibaba Group Holding Ltd. 3.40% 12-06-2027 Callable 2027 673 1 0.0%
Alibaba Group Holding Ltd. ADR 1,679 401 0.1%
Align Technology Inc. 852 287 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 337,445 351 0.1%
Alimentation Couche-Tard Inc. Class B Sub. voting 9,081 567 0.2%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 30,572 47 0.0%
Allergan PLC 1,902 376 0.1%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 6,822 9 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 41,115 42 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 21,316 24 0.0%
Allianz SE Reg. 1,902 570 0.2%
Allied Properties Real Estate Investment Trust 2,472 102 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 222,128 216 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 142,034 145 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 137,571 140 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 2,274 3 0.0%
Ally Financial Inc. 455 16 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 7,700 10 0.0%
Ally Financial Inc. 8.00% 11-01-2031 24,656 39 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 06-13-2024 86,485 111 0.0%
Alnylam Pharmaceuticals Inc. 654 101 0.0%
Alpha 3 BV Term Loan B1 1st Lien F/R 01-31-2024 8,900 12 0.0%
Alphabet Inc. Class A 68 97 0.0%
Alphabet Inc. Class C 228 323 0.1%
AltaGas Ltd. 9,844 260 0.0%
AltaGas Ltd. 3.57% 06-12-2023 Callable 128,151 130 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 274,242 282 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 226,399 231 0.0%
AltaGas Ltd. 3.98% 10-04-2027 Callable 2027 107,596 109 0.0%
AltaGas Ltd. Pfd. Series K 7,897 201 0.0%
AltaLink LP 2.98% 11-28-2022 320,376 327 0.1%
AltaLink LP 3.668% 11-06-2023 25,203 27 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 157,790 161 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 335,434 362 0.1%
Altice SA 7.75% 05-15-2022 Callable 144A 20,547 25 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 07-28-2025 61,434 79 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 25,177 40 0.0%
Altria Group Inc. 2,714 219 0.0%
Altus Group Ltd. 641 20 0.0%
Aluminum Corp. of China Ltd. 315,209 243 0.0%
Amata Corp. PCL 106 0.0%
Amazon.com Inc. 1 2 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 160,451 200 0.0%
Amazon.com Inc. 3.80% 12-05-2024 Callable 2024 30,572 40 0.0%
Ambev SA 15,503 134 0.0%
AMC Entertainment Holdings Inc. 5.88% 02-15-2022 Callable 2018 8,418 11 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 327,171 406 0.1%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 5,426 7 0.0%
Amcor Ltd. 40,383 557 0.2%
Amdocs Ltd. 1,407 119 0.0%
America Movil SAB de CV 7.125% 12-09-2024 830,827 53 0.0%
America Movil SAB de CV Series L ADR 717 17 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 104,944 135 0.0%
American Axle & Manufacturing Inc. 6.625% 10-15-2022 Callable 2017 52,751 70 0.0%
American Bath Group LLC Term Loan 1st Lien F/R 09-30-2023 16,481 21 0.0%
American Dental Partners Inc. Term Loan 1st Lien F/R 08-30-2021 2,080 3 0.0%
American Eagle Outfitters Inc. 743 18 0.0%
American Express Co. 4,105 514 0.1%
American Express Credit Account Master Trust 1.77% 11-15-2022 2017-3 63,541 80 0.0%
American Express Credit Account Master Trust 2.04% 05-15-2023 29,612 37 0.0%
American International Group Inc. 7,142 526 0.1%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 137,647 238 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 51,884 66 0.0%
American Tire Distributors Inc. 10.25% 03-01-2022 Callable 2018 144A 3,311 4 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 47,955 62 0.0%
American Woodmark Corp. 4.88% 03-15-2026 Callable 2021 144A 70,483 91 0.0%
Ametek Inc. 111 11 0.0%
Amgen Inc. 191 45 0.0%
Amgen Inc. 2.60% 08-19-2026 Callable 2026 73,731 87 0.0%
Amphenol Corp. Class A 811 95 0.0%
AMS FinCo SARL Term Loan 1st Lien F/R 05-27-2024 29,467 38 0.0%
Andrew Peller Ltd. 137 2 0.0%
Anglo American Platinum Ltd. 4 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 904,066 879 0.2%
Anheuser-Busch InBev Finance Inc. 2.65% 02-01-2021 Callable 2021 6,299 8 0.0%
Anheuser-Busch InBev Finance Inc. 3.30% 02-01-2023 Callable 2022 197,822 253 0.0%
Anheuser-Busch InBev Finance Inc. 3.65% 02-01-2026 Callable 2025 111,496 142 0.0%
Anheuser-Busch InBev Finance Inc. 4.32% 05-15-2047 Callable Series MPLE 121,743 126 0.0%
Anhui Expressway Co. Ltd. 5,204 5 0.0%
Ann Joo Resources Bhd 1,218 1 0.0%
Ansell Ltd. 9,261 241 0.0%
Anta Sports Products Ltd. 830 5 0.0%
Antero Midstream 5.38% 09-15-2024 82,124 108 0.0%
Antero Resources Corp. 5.00% 03-01-2025 459,835 597 0.2%
Antero Resources Corp. 5.125% 12-01-2022 Callable 11,251 15 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 56,947 75 0.0%
Anthem Inc. 1,275 385 0.1%
Anthem Inc. 2.75% 10-15-2042 49,394 206 0.0%
Anthem Inc. 3.50% 08-15-2024 Callable 2024 70,734 90 0.0%
Apollo Commercial Real Estate Finance Inc. 344 8 0.0%
Apple Inc. 8,147 1,862 0.4%
Apple Inc. 2.51% 08-19-2024 Callable 2024 3,970,637 3,892 0.7%
Apple Inc. 2.85% 08-28-2019 71,933 72 0.0%
Apple Inc. 3.20% 05-13-2025 76,729 98 0.0%
Apple Inc. F/R 02-09-2022 70,734 92 0.0%
Appvion Inc. 9.00% 06-01-2020 Callable 144A 73,687 9 0.0%
APT Pipelines Ltd. 4.20% 03-23-2025 Callable 2024 144A 207,893 270 0.0%
APT Pipelines Ltd. 4.245% 07-24-2019 138,830 142 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 59,944 78 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 70,135 92 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-07-2025 24,577 32 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 91,338 118 0.0%
ARC Resources Ltd. 10,352 128 0.0%
ArcelorMittal SA 7.00% 10-15-2039 2,274 4 0.0%
Arch Coal Inc. Class A 1,520 187 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 554,119 684 0.2%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 3,439 5 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 15,161 21 0.0%
Argentine Bonos del Tesoro 21.20% 09-19-2018 58,646 4 0.0%
Argonaut Gold Inc. 2,255 5 0.0%
ARMOUR Residential REIT Inc. 1,466 40 0.0%
Arrow Electronics Inc. 145 15 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 36,695 43 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 7,900 10 0.0%
Artis Real Estate Investment Trust 305 4 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 144,169 146 0.0%
Artis Real Estate Investment Trust F/R 02-07-2020 11,908 12 0.0%
Ashland Global Holdings Inc. 805 73 0.0%
Ashmore Group PLC 27,899 202 0.0%
Ashtead Capital Inc. 4.13% 08-15-2025 Callable 2020 144A 7,940 10 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 10,533 13 0.0%
Ashtead Group PLC 7,783 288 0.0%
Asian Development Bank 4.625% 03-06-2019 65,339 62 0.0%
Asian Development Bank 5.00% 03-09-2022 40,163 44 0.0%
Asian Development Bank 5.90% 12-20-2022 5,127,630 98 0.0%
Asian Development Bank 6.00% 02-24-2021 119,463 2 0.0%
Asian Development Bank 6.45% 08-08-2021 4,111,047 81 0.0%
Asian Development Bank 6.95% 01-16-2020 1,144,935 23 0.0%
Asian Paints Ltd. 1,670 37 0.0%
Asian Pay Television Trust 10,366 6 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 386,381 470 0.1%
ASP AMC Merger Sub Inc. Term Loan 1st Lien F/R 04-22-2024 5,142 7 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 21,264 27 0.0%
ASR Nederland NV 1,420 82 0.0%
Assembly Biosciences Inc. 268 20 0.0%
Associated Capital Group Inc. Class A 610 27 0.0%
Assore Ltd. 87 3 0.0%
Assured Guaranty Ltd. 10,607 471 0.1%
Astral Foods Ltd. 253 8 0.0%
AstraZeneca PLC 127 11 0.0%
AT&T Inc. 2.30% 03-11-2019 1,086 1 0.0%
AT&T Inc. 3.825% 11-25-2020 245,622 254 0.0%
AT&T Inc. 4.85% 05-25-2047 1,240,177 1,244 0.3%
ATCO Ltd. Class I non-voting 2,170 92 0.0%
Athabasca Oil Corp. 3,131 3 0.0%
Atlantic Power Corp. 234 1 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 341,735 284 0.0%
ATS Automation Tooling Systems Inc. 3,246 57 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 49,656 67 0.0%
ATS Consolidated Inc. Term Loan B 1st Lien F/R 02-23-2025 100,229 129 0.0%
AU Optronics Corp. ADR 1,554 9 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 52,991 83 0.0%
Australia and New Zealand Banking Group Ltd. 2.00% 11-16-2018 1,086 1 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 213,584 219 0.0%
Autostrada Torino-Milano SPA 1,931 60 0.0%
Avangrid Inc. 4,341 270 0.0%
Avaya Holdings Corp. 351 9 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 61,143 79 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 49,754 79 0.0%
AVIC International Holdings Ltd. 302 0.0%
Aviva PLC 523 5 0.0%
Aviva PLC 4.50% 05-10-2021 220,553 231 0.0%
AXA SA 5,863 237 0.0%
Axfood AB 1,224 29 0.0%
AxoGen Inc. 639 24 0.0%
Ayala Corp. 22 1 0.0%
B&G Foods Inc. 4.625% 06-01-2021 Callable 77,328 100 0.0%
B&G Foods Inc. 5.25% 04-01-2025 Callable 2020 83,922 104 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 13,188 15 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 98,309 112 0.0%
Baidu Inc. ADR 1,263 409 0.1%
Ball Corp. 4.00% 11-15-2023 82,723 105 0.0%
Ball Corp. 4.375% 12-15-2020 34,768 46 0.0%
Ball Corp. 5.00% 03-15-2022 61,743 82 0.0%
Ball Corp. 5.25% 07-01-2025 94,112 127 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 17,971 23 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 32,370 39 0.0%
Banco Bilbao Vizcaya Argentaria SA 9.00% 05-29-2049 Callable 2018 7,979 10 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2014 20,981 0.0%
Banco do Estado do Rio Grande do Sul SA 279 2 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 52,151 68 0.0%
Banco Santander Brasil SA 2,855 41 0.0%
Banco Santander Chile ADR 1,262 53 0.0%
Bangkok Dusit Medical Services PCL 1,373 1 0.0%
Bangkok Ranch PCL 2,055 1 0.0%
Bank CIMB Niaga Tbk PT 13,158 2 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 49,154 77 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 48,555 75 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 151,431 171 0.0%
Bank of America Corp. 21,560 888 0.2%
Bank of America Corp. 3.228% 06-22-2022 157,511 160 0.0%
Bank of America Corp. 3.95% 04-21-2025 41,649 54 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 8,977 13 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 2,389 4 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 284,364 282 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 499,771 504 0.1%
Bank of China Ltd. H 297,901 206 0.0%
Bank of Communications Co. Ltd. H 19,422 20 0.0%
Bank of Montreal 25,518 2,486 0.5%
Bank of Montreal 1.80% 07-31-2018 869 1 0.0%
Bank of Montreal 1.88% 03-31-2021 DPNT 417,023 410 0.1%
Bank of Montreal 2.27% 07-11-2022 932,688 917 0.2%
Bank of Montreal 2.70% 09-11-2024 DPNT 659,975 652 0.2%
Bank of Montreal 3.19% 03-01-2028 41,649 42 0.0%
Bank of Montreal 3.25% 10-06-2022 117,491 118 0.0%
Bank of Montreal 3.32% 06-01-2026 852,393 864 0.2%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 322,512 327 0.1%
Bank of Montreal F/R 02-01-2023 2,222,985 2,218 0.5%
Bank of Montreal F/R 04-11-2019 106,792 107 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 162,407 199 0.0%
Bank of the Ozarks Inc. 5.50% 07-01-2026 Callable 2021 28,174 38 0.0%
Bank Pan Indonesia Tbk PT 7,878 1 0.0%
Bank Tabungan Negara Persero TBK 8,908 3 0.0%
Bankers Hall LP 4.377% 11-20-2013 198,630 201 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 70,734 94 0.0%
Baoye Group Co. Ltd. 12,294 10 0.0%
Barclays Africa Group Ltd. 117 3 0.0%
Barclays PLC 48,380 182 0.0%
Barito Pacific Tbk PT 25,264 6 0.0%
Barloworld Ltd. 460 9 0.0%
Barratt Developments PLC 550 5 0.0%
Barrick Gold Corp. 40,673 601 0.2%
Baxter International Inc. 17,225 1,498 0.3%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 59,944 99 0.0%
Baytex Energy Corp. 7,641 25 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 10,054 12 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 11,187 13 0.0%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 25,933 25 0.0%
BCE Inc. 13,918 779 0.2%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 39,513 39 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 793,036 784 0.2%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 14,986 19 0.0%
BE Semiconductor Industries NV 443 56 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 5,586 8 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.26% 08-25-2035 19,878 26 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.60% 03-25-2035 15,826 21 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 14,357 19 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 4,543 6 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 23,312 31 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 7,358 9 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 3,919 5 0.0%
Beasley Mezzanine Holdings LLC Term Loan 1st Lien F/R 11-16-2023 10,195 13 0.0%
Beauty Community PCL 1,697 1 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 53,350 66 0.0%
Becton, Dickinson and Co. 329 94 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 2,100 158 0.0%
Beijing Capital International Airport Co. Ltd. H 3,092 6 0.0%
Beijing Capital Land Ltd. 2,414 2 0.0%
Beijing Enterprises Holdings Ltd. 113 1 0.0%
Belden Inc. 5.25% 07-15-2024 Callable 2019 144A 7,261 9 0.0%
Bell Canada 2.70% 02-27-2024 Callable 657,839 643 0.2%
Bell Canada 3.35% 03-22-2023 49,508 50 0.0%
Bell Canada 3.35% 06-18-2019 358,733 364 0.1%
Bell Canada 3.60% 09-29-2027 Callable MTN 704,951 708 0.2%
Bell Canada 4.35% 12-18-2045 Callable MTN 92,055 92 0.0%
Bell Canada 4.45% 02-27-2047 Callable 725,118 734 0.2%
Bell Canada 4.70% 09-11-2023 MTN 262,922 284 0.0%
Bell Canada 4.95% 05-19-2021 Callable 131,371 141 0.0%
Bell Canada 6.17% 02-26-2037 153,247 191 0.0%
Bell Canada 6.55% 05-01-2029 Callable 127,083 157 0.0%
Bell Canada 7.30% 02-23-2032 Callable 31,918 43 0.0%
Bellatrix Exploration Ltd. 8.50% 05-15-2020 Callable 144A 37,533 40 0.0%
Bellway PLC 856 47 0.0%
Berkshire Hathaway Inc. Class B 51 14 0.0%
Berry Global Group Inc. 182 13 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 3,830 5 0.0%
Berry Global Inc. Term Loan O 1st Lien F/R 02-08-2020 47,418 61 0.0%
Berry Plastics Corp. Term Loan M 1st Lien F/R 10-01-2022 118,209 152 0.0%
BHP Billiton PLC 8,334 218 0.0%
Bid Corp. Ltd. 3,546 104 0.0%
Bidvest Group Ltd. 2,992 72 0.0%
Big Ass Fans LLC Term Loan 1st Lien F/R 05-07-2024 85,768 111 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 15,799 21 0.0%
BIM Birlesik Magazalar AS 151 4 0.0%
Bio-Techne Corp. 661 120 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 89,242 114 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 11,946 2 0.0%
BKW AG 460 34 0.0%
Blackberry Ltd. 13,363 208 0.0%
BlackPearl Resources Inc. 8 0.0%
Bloomberry Resorts Corp. 32,339 11 0.0%
Blucora Inc. 598 18 0.0%
Blue Buffalo Pet Products Inc. 9,413 484 0.1%
Blue Cube Spinco Inc. 9.75% 10-15-2023 Callable 2020 3,152 5 0.0%
Blue Label Telecoms Ltd. 1,833 3 0.0%
Bluebird Bio Inc. 36 9 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 84,923 109 0.0%
BMW Canada Inc. 1.83% 06-15-2021 183,682 180 0.0%
BMW Canada Inc. F/R 06-14-2019 253,770 256 0.0%
BNK Financial Group Inc. 69 1 0.0%
BNP Paribas SA 3,538 359 0.1%
Boardwalk Pipelines LP 4.45% 07-15-2027 Callable 2027 51,552 65 0.0%
Boardwalk Real Estate Investment Trust 5,987 273 0.0%
Bobst Group AG 86 14 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 54,549 67 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 4,995 7 0.0%
Bolsa Mexicana de Valores SAB de CV 83 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 9,296 12 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 84,638 120 0.0%
Bombardier Inc. Class B Sub. voting 31,569 128 0.0%
Bonavista Energy Corp. 20,331 27 0.0%
Boralex Inc. Class A 359 8 0.0%
Bosideng International Holdings Ltd. 1,810 0.0%
Boustead Holdings Bhd 792 1 0.0%
BP PLC 9,291 77 0.0%
Bpost SA 375 16 0.0%
Brambles Ltd. 17,624 168 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 9,456 13 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 18,777 24 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 15,175 19 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 83,023 341 0.1%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2027 1,271 5 0.0%
Bridgestone Corp. 4,642 265 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 73,037 95 0.0%
Bright Horizons Family Solutions Inc. 2,421 297 0.0%
Brighthouse Financial Inc. 6,542 456 0.1%
Brilliance China Automotive Holdings Ltd. 1,659 6 0.0%
Broadcom Corp. 3.50% 01-15-2028 Callable 2027 144A 62,941 75 0.0%
Broadridge Financial Solutions Inc. 1,655 213 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 427,168 428 0.1%
Brookfield Asset Management Inc. 4.54% 03-31-2023 115,049 122 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 144,169 157 0.0%
Brookfield Asset Management Inc. 5.30% 03-01-2021 51,901 56 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 80,094 94 0.0%
Brookfield Asset Management Inc. Class A limited voting 6,622 329 0.1%
Brookfield Asset Management Inc. Pfd. Series 46 3,937 102 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 8,762 223 0.0%
Brookfield Business Partners LP 3,456 152 0.0%
Brookfield Infrastructure Finance ULC 3.452% 03-11-2022 Callable 2022 35,241 36 0.0%
Brookfield Infrastructure Partners LP 1,730 89 0.0%
Brookfield Property Partners LP 3,446 89 0.0%
Brookfield Renewable Energy Partners LP 1,560 62 0.0%
Brookfield Renewable Energy Partners LP 5.14% 10-13-2020 Callable 5,874 6 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 227,746 225 0.0%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 659,342 670 0.2%
Brookfield Renewable Partners LP Pfd. Series 11 5,300 133 0.0%
Brookfield Residential Properties Inc. 6.50% 12-15-2020 Callable 144A 67,602 88 0.0%
Brown & Brown Inc. 791 53 0.0%
BRP Finance ULC 4.79% 02-07-2022 185,178 198 0.0%
BRP Inc. 5,353 241 0.0%
Bruce Power LP 2.84% 06-23-2021 493,380 495 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 344,149 341 0.1%
Bruce Power LP 3.97% 06-23-2026 161,296 167 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 64,075 64 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 5,067 7 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 5,346 7 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 14,203 19 0.0%
Bumrungrad Hospital Public Co. Ltd. NVDR 585 5 0.0%
Bunge Ltd. 13 1 0.0%
Bure Equity AB 937 14 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 160,188 267 0.0%
Burger King France SAS F/R 05-01-2023 Callable 2018 6,094 10 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 119,334 154 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 297,537 395 0.1%
BWAY Mortgage Trust 3.7873% 01-10-2025 31,770 39 0.0%
BXP Trust 3.42% 06-13-2039 66,538 83 0.0%
CAE Inc. 35,730 845 0.2%
Caesars Entertainment Corp. 69 1 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 2,676 7 0.0%
Caisse Francaise de Financement Local 5.00% 03-09-2020 1,067,921 1,117 0.3%
Calfrac Well Services Ltd. 9 0.0%
Calfrac Well Services Ltd. 7.50% 12-01-2020 Callable 144A 26,412 34 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 558,206 570 0.2%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 160,452 201 0.0%
Calpine Corp. 5.50% 02-01-2024 Callable 2019 303,939 367 0.1%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 14,682 18 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 4,828 6 0.0%
Caltex Australia Ltd. 7,748 270 0.0%
Cambrex Corp. 1,424 95 0.0%
Cameco Corp. 4,032 46 0.0%
Cameco Corp. 5.67% 09-02-2019 181,226 188 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 173,274 224 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 449,231 610 0.2%
Camsing International Holding Ltd. 7,131 7 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 360,615 471 0.1%
Canaccord Genuity Group Inc. 6,158 41 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 84,388 107 0.0%
Canada Housing Trust F/R 09-15-2022 998,148 1,006 0.3%
Canada Housing Trust No. 1 1.25% 12-15-2020 50,353 49 0.0%
Canada Housing Trust No. 1 2.40% 12-15-2022 2,747,761 2,762 0.5%
Canada Housing Trust No. 1 2.65% 03-15-2028 3,512,691 3,525 0.7%
Canada Housing Trust No. 1 3.35% 12-15-2020 59,944 62 0.0%
Canada Housing Trust No. 1 F/R 03-15-2023 2,726,833 2,737 0.5%
Canadian Apartment Properties Real Estate Investment Trust 5,220 183 0.0%
Canadian Commercial Mortgage Origination Trust 1 2.768% 11-12-2018 80,338 80 0.0%
Canadian Credit Card Trust II 1.829% 03-24-2020 310,305 307 0.0%
Canadian Imperial Bank of Commerce 9,966 1,168 0.3%
Canadian Imperial Bank of Commerce 1.64% 07-12-2021 DPNT 25,523 25 0.0%
Canadian Imperial Bank of Commerce 1.66% 01-20-2020 DPNT 379,646 375 0.1%
Canadian Imperial Bank of Commerce 1.85% 07-14-2020 162,004 160 0.0%
Canadian Imperial Bank of Commerce 2.30% 07-11-2022 DPNT 1,242,646 1,225 0.3%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 1,089,055 1,077 0.3%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 960,061 968 0.3%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 865,190 879 0.2%
Canadian Imperial Bank of Commerce F/R 01-17-2019 367,976 369 0.1%
Canadian Mortgage Pools 2.65% 10-01-2027 67,433 67 0.0%
Canadian National Railway Co. 20,866 2,072 0.4%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 543 1 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 233,875 233 0.0%
Canadian Natural Resources Ltd. 16,053 638 0.2%
Canadian Natural Resources Ltd. 2.05% 06-01-2020 128,151 127 0.0%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 50,318 51 0.0%
Canadian Natural Resources Ltd. 3.31% 02-11-2022 80,094 81 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 41,115 40 0.0%
Canadian Pacific Railway Ltd. 3,956 908 0.2%
Canadian Real Estate Investment Trust 2.95% 01-18-2023 Callable 2022 135,626 134 0.0%
Canadian Real Estate Investment Trust 4.323% 01-15-2021 66,211 69 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 4,933 860 0.2%
Canadian Utilities Ltd. 3.122% 11-09-2022 272,106 278 0.0%
Canadian Utilities Ltd. Class A non-voting 5,007 170 0.0%
Canadian Western Bank 5,278 200 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 98,987 98 0.0%
Canadian Western Bank 2.92% 12-15-2022 174,220 173 0.0%
Canfor Corp. 1,820 55 0.0%
Canfor Pulp Products Inc. 184 3 0.0%
Canon Electronics Inc. 238 7 0.0%
Canopy Growth Corp. 299 8 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 493,380 522 0.1%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 35,367 45 0.0%
Capital Power Corp. 10,775 255 0.0%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 461,235 467 0.1%
Capitec Bank Holdings Ltd. 466 42 0.0%
Capstone Mining Corp. 8,282 11 0.0%
Cardinal Energy Ltd. 799 3 0.0%
Cardinal Health Inc. 2,803 249 0.0%
Cards II Trust 2.155% 10-15-2020 371,850 369 0.1%
CareCentrix Inc. Term Loan B 1st Lien F/R 07-08-2021 106,250 137 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 357,655 456 0.1%
Carnival Corp. 2,074 178 0.0%
Carnival PLC 12,087 1,023 0.3%
Cars.com Inc. 1,647 58 0.0%
Carter's Inc. 4,304 644 0.2%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-29-2024 205,794 267 0.0%
Cascades Inc. 3,934 63 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 19,949 21 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 15,959 21 0.0%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 7,172 9 0.0%
Catcher Technology Co. Ltd. 830 13 0.0%
Cathay Financial Holding Co. Ltd. 2,451 6 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 133,113 145 0.0%
CBS Corp. 3.70% 06-01-2028 Callable 2028 144A 25,177 31 0.0%
CBS Corp. 4.00% 01-15-2026 Callable 37,765 48 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 3,870 5 0.0%
CBS Radio Inc. Term Loan B1 1st Lien F/R 11-17-2024 86,702 112 0.0%
CCL Industries Inc. Class B non-voting 5,948 380 0.1%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 347,074 434 0.1%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 8,458 11 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 420,437 520 0.1%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 4,987 6 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 64,020 84 0.0%
CCO Holdings LLC 5.75% 02-15-2026 2,354 3 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 5,626 7 0.0%
CCO Holdings LLC/CCO Holdings Capital Corp. 5.25% 09-30-2022 Callable 24,816 32 0.0%
CD Projekt SA 38 1 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 196,497 251 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 64,740 84 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 10,533 13 0.0%
Celestica Inc. Sub. voting 10,080 141 0.0%
Celltrion Inc. 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 5,386 7 0.0%
Cemex SAB de CV ADR 2,466 21 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 54,549 65 0.0%
Cenovus Energy Inc. 16,915 158 0.0%
Cenovus Energy Inc. 6.75% 11-15-2039 Callable 33,003 49 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 12,727 17 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 9,895 13 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 135,620 174 0.0%
Centerra Gold Inc. 5,882 40 0.0%
Centrais Eletricas BR-SP ADR 385 4 0.0%
Central 1 Credit Union 2.60% 11-07-2022 240,170 236 0.0%
Central 1 Credit Union F/R 02-05-2021 227,095 227 0.0%
Century Bancorp Inc. Class A 4 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 322,955 408 0.1%
Cequel Communications Holdings I LLC 5.13% 12-15-2021 Callable 2018 144A 1,197 2 0.0%
Cequel Communications Holdings I LLC/Cequel Capital Corp. 7.75% 07-15-2025 Callable 2020 1,875 3 0.0%
Ceridian HCM Holding Inc. 11.00% 03-15-2021 Callable 2018 144A 10,206 14 0.0%
CES Energy Solutions Corp. 9,761 54 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 39,897 41 0.0%
CEZ AS 241 7 0.0%
CGDB Commercial Mortgage Trust F/R 05-15-2030 23,378 30 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 12,588 16 0.0%
CGI Group Inc. Class A Sub. voting 11,602 870 0.2%
Changyou.com Ltd. 11 0.0%
Charter Communications Inc. Class A 26 12 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 158,852 205 0.0%
Chartwell Retirement Residences 2,558 39 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 245,814 245 0.0%
Chase Corp. 217 29 0.0%
Chase Issuance Trust 1.37% 06-15-2021 67,138 85 0.0%
Chase Issuance Trust 1.62% 07-15-2020 48,555 62 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 13,075 17 0.0%
Chassix Inc. Term Loan B 1st Lien F/R 11-10-2023 195,718 254 0.0%
CHC Group LLC 452 4 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 23,235 39 0.0%
Chemtrade Logistics Income Fund 8,534 141 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 155,570 154 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 9,097 12 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 10,573 14 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2020 144A 11,969 15 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 2022 144A 3,870 5 0.0%
Chesapeake Energy Corp. 8.00% 12-15-2022 8,969 12 0.0%
Chevron Corp. 3,963 569 0.2%
Chimera Investment Corp. 6,298 135 0.0%
China Aerospace International Holdings Ltd. 44,855 6 0.0%
China Agri-Industries Holdings Ltd. 2,527 1 0.0%
China Airlines Ltd. 11,804 6 0.0%
China BlueChemical Ltd. H 1,659 1 0.0%
China CITIC Bank H 1,207 1 0.0%
China Communication Services Corp. Ltd. 3,092 2 0.0%
China Conch Venture Holdings Ltd. 6,562 25 0.0%
China Construction Bank Corp. H 370,278 489 0.1%
China Datang Corp. Renewable Power Co. Ltd. Class H 1,509 0.0%
China Dongxiang Group Co. 2,640 1 0.0%
China Everbright Bank Co. Ltd. Class H 67,559 44 0.0%
China Evergrande Group 264 1 0.0%
China Gas Holdings Ltd. 75 0.0%
China Life Insurance Co., Limited 668 13 0.0%
China Man-Made Fiber Corp. 4,488 2 0.0%
China Merchants China Direct Investments Ltd. 302 1 0.0%
China Minsheng Banking Corp. Ltd. 64,971 86 0.0%
China Mobile Ltd. 9,738 116 0.0%
China Mobile Ltd. ADR 2,759 165 0.0%
China Overseas Land & Investment Ltd. 151 1 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 25,379 26 0.0%
China Railway Group Ltd. 1,245 1 0.0%
China Resources Cement Holdings Limited 3,470 3 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 2,564 1 0.0%
China SCE Property Holdings Ltd. 5,544 3 0.0%
China Shenhua Energy Co. Ltd. H 294,768 1,065 0.3%
China Shineway Pharmaceutical Group Ltd. 1,433 3 0.0%
China Suntien Green Energy Corp. Ltd. 830 0.0%
China Telecom Corp. Ltd. H ADR 8 0.0%
China Vanke Co. Ltd. 581 3 0.0%
China Yuchai International Ltd. 668 19 0.0%
CHIP Mortgage Trust 2.98% 11-15-2021 89,705 88 0.0%
Chlitina Holding Ltd. 603 4 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 161,141 209 0.0%
Choice Properties Real Estate Investment Trust 3.01% 03-21-2022 Callable 2022 64,553 65 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 17,954 18 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 148,711 149 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 190,090 195 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 224,263 242 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 9,805 10 0.0%
Chorus Aviation Inc. 3,045 26 0.0%
CHS/Community Health Systems Inc. 5.13% 08-01-2021 146,305 174 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 11,730 14 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 7,461 6 0.0%
Chubb Ltd. 154 28 0.0%
Chudenko Corp. 238 9 0.0%
Chunghwa Telecom Co. Ltd. ADR 34 2 0.0%
Church & Dwight Co. Inc. 8,749 552 0.2%
CI Financial Corp. 2,640 75 0.0%
CI Financial Corp. 2.645% 12-07-2020 Callable 58,842 59 0.0%
CI Financial Corp. 2.78% 11-25-2021 MTN 45,921 46 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 151 1 0.0%
Cia Minera Autlan SAB de CV 106 0.0%
Cia. Hering 517 5 0.0%
Cielo SA 6,206 59 0.0%
CIFI Holdings Group Co. Ltd. 2,263 2 0.0%
Cigna Corp. 121 30 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 1,476 2 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 6,543 9 0.0%
Cineplex Inc. 849 28 0.0%
Cirtek Holdings Philippines Co. 554 1 0.0%
Cisco Systems Inc. 4,787 275 0.0%
CIT Group Inc. 7,957 542 0.2%
CIT Group Inc. 5.00% 08-01-2023 21,664 29 0.0%
CIT Group Inc. 5.50% 02-15-2019 144A 49,154 65 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 39,563 52 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 30,572 39 0.0%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 65,939 84 0.0%
CITIC Ltd. 23,705 44 0.0%
Citigroup Inc. 8,006 776 0.2%
Citigroup Inc. 3.39% 11-18-2021 216,254 221 0.0%
Citigroup Inc. 4.09% 06-09-2025 354,550 365 0.1%
Citigroup Inc. F/R 05-04-2021 60,544 62 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 86,919 111 0.0%
City of Oslo 2.35% 09-04-2024 56,474 9 0.0%
Civitas Social Housing PLC 2,804 5 0.0%
Civitas Social Housing PLC C share 4,207 8 0.0%
CK Hutchison Holdings Ltd. 43,112 689 0.2%
CKE Restaurant Holdings Inc. 4.474% 03-20-2020 86,063 111 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 8,434 11 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 7,110 9 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 22,143 28 0.0%
CME Group Inc. 1,262 269 0.0%
CNA Financial Corp. 3,797 249 0.0%
CNO Financial Group Inc. 149 4 0.0%
CNOOC Ltd. 15,790 29 0.0%
Coca-Cola Femsa SAB de CV 4,711 41 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 158 14 0.0%
Coca-Cola Femsa SAB de CV 2.375% 11-26-2018 1,694 2 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 1,520 2 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 256,010 328 0.1%
Cogeco Communications Inc. 1,627 118 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 622,982 650 0.2%
Cogeco Communications Inc. 4.88% 05-01-2020 Callable 144A 52,751 68 0.0%
Cogeco Communications Inc. 5.15% 11-16-2020 373,772 397 0.1%
Cogeco Communications USA II LP Term Loan B 1st Lien F/R 08-11-2024 64,140 82 0.0%
Cogeco Inc. Sub. voting 675 48 0.0%
Cognex Corp. 1,010 70 0.0%
Cognizant Technology Solutions Corp. 2,717 286 0.0%
Coherent Inc. 5 1 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 96,976 128 0.0%
COL PCL 219 0.0%
Colgate Palmolive Co. 846 75 0.0%
Colliers International Group Inc. 521 42 0.0%
Colombia Government International Bond 4.50% 01-28-2026 67,138 89 0.0%
Colruyt SA 2,020 140 0.0%
Com7 Public Co. Ltd. 1,546 1 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 199,180 214 0.0%
Comcast Corp. Class A 789 37 0.0%
Comfort Holding LLC Term Loan 1st Lien F/R 02-05-2024 78,853 99 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 9,168 11 0.0%
Cominar Real Estate Investment Trust 4,305 60 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 36,566 48 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 27,574 36 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 27,574 36 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 24,898 32 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 176,728 236 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 56,057 79 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 439,983 506 0.1%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 54,998 67 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 182,378 226 0.0%
Community Health Systems Inc. 7.13% 07-15-2020 Callable 2018 4,349 5 0.0%
CommVault Systems Inc. 5,543 370 0.1%
Compagnie de Saint-Gobain 2,694 196 0.0%
Companhia de Gas de Sao Paulo - COMGAS 79 2 0.0%
Compania Cervecerias Unidas SA ADR 626 22 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 3,551 4 0.0%
Computershare Ltd. 19,567 346 0.1%
Cona Resources Ltd. 17 0.0%
ConAgra Brands Inc. 13,346 619 0.2%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 109,698 144 0.0%
Concordia Healthcare Corp. 7.00% 04-15-2023 144A 48,116 6 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 139,718 178 0.0%
Consorcio ARA SAB de CV 592 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 91,115 121 0.0%
Constellation Brands Inc. Class A 1,365 378 0.1%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 28,167 35 0.0%
Constellation Software Inc. 812 674 0.2%
Constellium NV 4.25% 02-15-2026 Callable 2020 74,754 119 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 190,090 247 0.0%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 43,785 58 0.0%
Continental Gold Inc. 1 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 6,224 8 0.0%
Continental Resources Inc. 4.50% 04-15-2023 Callable 2023 3,878 5 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 11,091 14 0.0%
ConvergeOne Holdings Corp. Term Loan B 1st Lien F/R 06-20-2024 308,565 398 0.1%
Conviviality PLC 1,626 8 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 10,860 2 0.0%
Copper Mountain Mining Corp. 21 0.0%
Corby Spirit and Wine Ltd. 94 2 0.0%
Core Industrial Trust 3.85% 02-10-2034 25,177 32 0.0%
CoreLogic Inc. 2,405 140 0.0%
Coretronic Corp. 264 1 0.0%
Corning Inc. 38,590 1,440 0.3%
Coronation Fund Managers Ltd. 622 5 0.0%
Corp Nacional del Cobre de Chile 4.50% 09-16-2025 2,020 3 0.0%
Corporacion Andina de Fomento 2.00% 05-10-2019 1,086 1 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 558 1 0.0%
Corus Entertainment Inc. Class B non-voting 4,324 35 0.0%
CoStar Group Inc. 942 414 0.1%
Costco Wholesale Corp. 2,485 609 0.2%
Cotiviti Holdings Inc. 3,057 131 0.0%
Cott Corp. 6,221 116 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 62,342 80 0.0%
Country Garden Holdings Co. Ltd. 1,773 4 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 3,870 5 0.0%
CP All PCL 1,082 4 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 1,716 2 0.0%
CPN Retail Growth Leasehold Property Fund 656 1 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 15,400 19 0.0%
Credicorp Ltd. 268 74 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 7,341 10 0.0%
Credit Agricole SA 2,944 65 0.0%
Credit Bank of Moscow 13,455 1 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 4,269 6 0.0%
Crescent Point Energy Corp. 32,446 299 0.0%
Crew Energy Inc. 4,946 8 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 350,254 332 0.1%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 198,633 204 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 89,916 117 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 5,386 7 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 92 132 0.0%
Crown Castle Towers LLC 3.663% 05-15-2025 Callable 2023 144A 32,370 42 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 71,454 104 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 14,986 24 0.0%
Crown Holdings Inc. 102 7 0.0%
Crown Ltd. 7,604 102 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 10,174 13 0.0%
CryoLife Inc. Term Loan B 1st Lien F/R 11-15-2024 10,286 13 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 5,865 8 0.0%
CSC Holdings LLC 5.25% 06-01-2024 5,905 7 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 92,314 116 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 22,941 31 0.0%
CSC Holdings LLC Term Loan B 1st Lien F/R 01-12-2026 172,209 222 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 168,886 211 0.0%
CSM NV Term Loan B F/R 07-03-2020 300,209 382 0.1%
CSP Technologies North America LLC Term Loan B 1st Lien F/R 01-29-2022 17,662 23 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 125,318 164 0.0%
CSS Industries Inc. 453 11 0.0%
CT Real Estate Investment Trust 5,374 70 0.0%
CTBC Financial Holding Co. Ltd. 11,540 11 0.0%
CTI Foods Holding Co. LLC Term Loan 1st Lien F/R 06-29-2020 1,568 2 0.0%
CTI Foods Holding Co. LLC Term Loan 2nd Lien F/R 06-28-2021 1,677 2 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 554,251 571 0.2%
CU Inc. 3.964% 07-27-2045 Callable 49,211 52 0.0%
Cummins Inc. 23 5 0.0%
CVC Brasil Operadora e Agencia de Viagens SA 166 4 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 166,710 227 0.0%
CyrusOne LP 5.38% 03-15-2027 Callable 2022 16,185 21 0.0%
D.R. Horton Inc. 13,105 705 0.2%
Dae Han Flour Mills Co. Ltd. 4 1 0.0%
Daekyo Co. Ltd. 22 0.0%
Daelim Industrial Co. Ltd. 4 0.0%
Daewoo Engineering & Construction Co. Ltd. 146 1 0.0%
Daifuku Co. Ltd. 107 9 0.0%
Daimler AG 7,044 775 0.2%
Daimler Canada Finance Inc. 1.57% 05-25-2020 99,851 98 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 112,241 113 0.0%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 222 13 0.0%
Daishin Securities Co. Ltd. Pref. 82 1 0.0%
Dakota Merger Sub Inc. 10.75% 09-01-2024 Callable 2019 144A 7,940 11 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 19,749 27 0.0%
Dana Gas PJSC 36,208 9 0.0%
Dana Holding Corp. 21,948 748 0.2%
Danaher Corp. 4,454 559 0.2%
Danske Bank AS 2.75% 09-17-2020 144A 71,551 91 0.0%
Danske Bank AS 2.80% 03-10-2021 144A 155,935 198 0.0%
Danske Bank AS F/R 05-22-2020 9,774 2 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 66,538 88 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 198,257 258 0.0%
Datang International Power Generation Co. Ltd. H 5,355 2 0.0%
Dave & Buster's Entertainment Inc. 5,510 317 0.1%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 646,092 814 0.2%
DB Insurance Co. Ltd. 59 5 0.0%
DB Master Finance LLC 3.63% 11-20-2047 47,238 60 0.0%
DB Master Finance LLC 3.98% 02-20-2022 138,969 180 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 03-04-2022 20,800 27 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 92,291 116 0.0%
Deerfield Holdings Corp. Term Loan B 1st Lien F/R 12-06-2024 87,339 113 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 111,418 143 0.0%
Dell Technologies Inc. 7,800 744 0.2%
Delphi Energy Corp. 64 0.0%
Delta Air Lines Inc. 6,336 438 0.1%
Delta Electronics Inc. 9,983 60 0.0%
Denbury Resources Inc. 5.50% 05-01-2022 Callable 2017 53,182 53 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 100,190 132 0.0%
Deutsche Boerse AG 1,282 219 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 69,459 129 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 292,678 512 0.1%
Deutsche Lufthansa AG Reg. 16,698 721 0.2%
DexCom Inc. 5,307 382 0.1%
DGB Financial Group Inc. 89 1 0.0%
DHX Media Ltd. 4,894 19 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 122,917 112 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 356,397 459 0.1%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 167,982 216 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 152 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 8,505 12 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 326 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 28,048 39 0.0%
Dick's Sporting Goods Inc. 640 26 0.0%
Digicert Holdings Inc. Term Loan 1st Lien F/R 09-20-2024 97,701 127 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 33,194 43 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 67,138 85 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 50,353 64 0.0%
DISH DBS Corp. 5.875% 11-15-2024 612,987 739 0.2%
DISH Network Corp. 3.38% 08-15-2026 Conv. 25,177 32 0.0%
DIXY Group PJSC 181 1 0.0%
DMCI Holdings Inc. 5,382 2 0.0%
DMG Mori AG 633 45 0.0%
Dolby Laboratories Inc. Class A 91 8 0.0%
Dole Food Co. Inc. Term Loan B 1st Lien F/R 04-06-2024 4,858 6 0.0%
Dollar Tree Inc. 5.75% 03-01-2023 293,678 393 0.1%
Dollarama Inc. 3,446 515 0.1%
Dollarama Inc. F/R 03-16-2020 13,976 14 0.0%
Dominion Energy Inc. 3.90% 10-01-2025 Callable 2025 67,737 88 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 1,755 110 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 103,656 138 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 108,553 140 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 64,058 80 0.0%
Dongfeng Motor Group Co. Ltd. 2,791 5 0.0%
Dongwon Development Co. Ltd. 129 1 0.0%
Dorel Industries Inc. Class B Sub. voting 1,544 45 0.0%
Dorman Products Inc. 2,035 180 0.0%
Downer EDI Ltd. 4,957 34 0.0%
Drax Group PLC 2,852 12 0.0%
DRB-Hicom BHD 22,036 19 0.0%
Dream Global Real Estate Investment Trust 5,963 74 0.0%
Dream Industrial Real Estate Investment Trust 179 2 0.0%
Dream Office Real Estate Investment Trust 14,024 302 0.0%
Dream Unlimited Corp. Class A 98 1 0.0%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 01-03-2023 256,141 302 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 27,402 1 0.0%
DTE Energy Co. Conv. Pfd. 1,103 73 0.0%
Dundee Precious Metals Inc. 34 0.0%
DXC Technology Co. 194 25 0.0%
DY Corp. 33 0.0%
DY POWER Corp. 31 1 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 03-06-2018 17,194 8 0.0%
Dynegy Inc. 7.38% 11-01-2022 Callable 2018 14,124 19 0.0%
Dynegy Inc. 7.625% 11-01-2024 3,431 5 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 5,865 8 0.0%
E Ink Holdings Inc. 1,961 4 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 64,260 86 0.0%
E*TRADE Financial Corp. F/R 09-15-2066 Perpetual Callable 2023 27,335 35 0.0%
E-Mart Co. Ltd. 4 2 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 134,558 134 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 72,094 72 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 259,738 336 0.1%
East West Banking Corp. 2,983 2 0.0%
Eaton Corp. PLC 3,694 383 0.1%
eBay Inc. 6,042 332 0.1%
Ebro Foods SA 1,882 61 0.0%
ECN Capital Corp. 43,333 151 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 19,782 31 0.0%
Ecopetrol SA Sponsored ADR 1,146 26 0.0%
EFG International AG 1,091 13 0.0%
EIG Management Co. LLC Term Loan B 1st Lien F/R 01-30-2025 100,701 131 0.0%
Eldorado Gold Corp. 21,100 29 0.0%
Eldorado Resorts Inc. 227 10 0.0%
Electrical Components International Inc. Term Loan B 1st Lien F/R 05-28-2021 43,171 56 0.0%
Electrocomponents PLC 3,774 42 0.0%
Electronic Arts Inc. 4.80% 03-01-2026 Callable 2025 86,440 119 0.0%
Elo Touch Solutions Inc. Term Loan B 1st Lien F/R 10-25-2023 155,108 201 0.0%
Emera Inc. 2.90% 06-16-2023 42,717 42 0.0%
Emera Inc. 4.83% 12-02-2019 176,848 184 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 125,283 180 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 2,398 3 0.0%
Empire Co. Ltd. Class A non-voting 12,390 294 0.0%
Empresa Brasileira de Aeronautica SA (Embraer) Pref. ADR 204 7 0.0%
Empresa de Energia de Bogota SA ESP 4,103 4 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 261,641 257 0.0%
Enbridge Gas Distribution Inc. 4.04% 11-23-2020 Callable 120,782 126 0.0%
Enbridge Inc. 28,616 1,168 0.3%
Enbridge Inc. 3.19% 12-05-2022 39,897 40 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 134,489 129 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 329,454 342 0.1%
Enbridge Inc. 4.00% 10-01-2023 Callable 2023 65,882 86 0.0%
Enbridge Inc. 4.24% 08-27-2042 333,725 318 0.1%
Enbridge Inc. 4.57% 03-11-2044 1,808,868 1,821 0.4%
Enbridge Inc. 4.77% 09-02-2019 Callable 2,172 2 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 2,552 65 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 1,598,408 1,559 0.3%
Enbridge Inc. 5.75% 09-02-2039 Callable 154,849 179 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 74,211 96 0.0%
Enbridge Inc. F/R 05-24-2019 273,067 275 0.0%
Enbridge Income Fund Holdings Inc. 10,267 276 0.0%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 59,846 62 0.0%
Enbridge Pipelines Inc. 3.45% 09-29-2025 Callable 2025 52,008 53 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 250,427 255 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 37,212 36 0.0%
EnCana Corp. 21,919 295 0.0%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 12,288 11 0.0%
Endo Finance LLC 6.00% 07-15-2023 Callable 2018 144A 2,115 2 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 12,647 12 0.0%
Endologix Inc. 6,306 33 0.0%
Enel Chile SA 773 6 0.0%
Enel Russia PJSC 85,455 3 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 195,991 197 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 193,855 198 0.0%
Enerflex Ltd. 470 8 0.0%
Energa SA 739 3 0.0%
Energy Solutions LLC Term Loan B 1st Lien F/R 05-29-2020 14,194 19 0.0%
Energy Transfer Equity LP 4.25% 03-15-2023 Callable 2022 25,177 32 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 141,821 188 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 70,166 95 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 53,127 68 0.0%
Energy Transfer Partners LP 4.20% 04-15-2027 Callable 2027 24,577 31 0.0%
Energy Transfer Partners LP 4.75% 01-15-2026 Callable 2025 35,367 46 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 24,018 30 0.0%
Enerplus Corp. 17,995 255 0.0%
Enghouse Systems Ltd. 308 20 0.0%
Enlink Midstream Partners LP 4.15% 06-01-2025 Callable 2025 6,474 8 0.0%
EnLink Midstream Partners LP 4.85% 07-15-2026 Callable 2026 126,482 166 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 125,481 126 0.0%
Ensco PLC 7.75% 02-01-2026 7,381 9 0.0%
Ensign Energy Services Inc. 624 4 0.0%
Entertainment One Ltd. Private Placement 2,476 13 0.0%
Envigo Holdings Inc. Term Loan B 1st Lien F/R 12-14-2023 207,983 262 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 2,777 3 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 135,535 134 0.0%
ePlus Inc. 596 59 0.0%
Equifax Inc. 167 24 0.0%
Equitable Group Inc. 152 9 0.0%
Equity Commonwealth 1,855 70 0.0%
Equity Residential 14,987 1,081 0.3%
Erajaya Swasembada Tbk PT 19,011 2 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 5,178 20 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 61,690 79 0.0%
Eugene Investment & Securities 153 1 0.0%
Eurazeo SA 773 95 0.0%
EUROFIMA 4.55% 03-30-2027 557,455 622 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 58,522 61 0.0%
Euronext NV 3,741 334 0.1%
European Bank for Reconstruction & Development 6.00% 05-04-2020 228,066 4 0.0%
European Investment Bank 1.50% 05-12-2022 484,349 79 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 6,479 6 0.0%
Everest Re Group Ltd. 1,618 499 0.1%
Evertz Technologies Ltd. 303 5 0.0%
Evolent Health Inc. Class A 4,660 88 0.0%
Evonik Industries AG 5,165 245 0.0%
Exact Sciences Corp. 929 53 0.0%
Exchange Income Corp. 1 0.0%
Exco Technologies Ltd. 303 3 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 281,102 360 0.1%
Exelon Corp. 9,304 442 0.1%
ExlService Holdings Inc. 5,123 375 0.1%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 76,729 92 0.0%
Expedia Inc. 5.00% 02-15-2026 85,720 113 0.0%
Export Development Canada 0.88% 12-07-2021 49,154 86 0.0%
Export Development Canada 2.40% 06-07-2021 97,709 97 0.0%
Export Development Canada 4.875% 01-24-2019 83,322 79 0.0%
Export-Import Bank of Korea 6.90% 02-07-2023 144A 3,596,655 70 0.0%
Extendicare Inc. 3,174 26 0.0%
Extraction Oil & Gas Inc. 5.63% 02-01-2026 Callable 2021 144A 7,700 10 0.0%
Exxon Mobil Corp. 8,216 799 0.2%
F&F Co. Ltd. 16 1 0.0%
F5 Networks Inc. 1,761 336 0.1%
Facebook Inc. 2,510 574 0.2%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 368,433 446 0.1%
Fair Hydro Trust 3.36% 05-15-2033 Callable 2032 122,277 124 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 46,855 46 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 679,305 707 0.2%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 68,347 75 0.0%
Fairfax Financial Holdings Ltd. 7.38% 04-15-2018 82,986 107 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 199,021 312 0.0%
Fairfax India Holdings Corp. 8,555 188 0.0%
Fairmount Santrol Term Loan B 1st Lien F/R 11-01-2022 567,613 739 0.2%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 54,157 70 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 25,776 37 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 75,818 98 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 61,753 80 0.0%
Fannie Mae Strip 4.00% 01-25-2041 9,144 3 0.0%
Fannie Mae Strip 4.00% 11-25-2039 24,577 8 0.0%
Fannie Mae Strip 4.50% 03-25-2041 11,627 3 0.0%
Fantasia Holdings Group Co. Ltd. 1,131 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 101,905 102 0.0%
Federal Grid Co. Unified Energy System PJSC 1,518,920 6 0.0%
Federal Republic of Germany 1.94% 04-15-2020 229,750 430 0.1%
Federal Signal Corp. 34 1 0.0%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 889,770 872 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 137,332 562 0.2%
Federative Republic of Brazil 5.63% 02-21-2047 4,236 5 0.0%
Fevertree Drinks PLC 2,712 119 0.0%
Fiat Chrysler Automobiles NV 27,650 754 0.2%
Fibria Celulose SA ADR 158 4 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 108,499 139 0.0%
Fifth Third Bancorp 8.25% 03-01-2038 35,967 67 0.0%
FinCo I LLC Term Loan B 1st Lien F/R 07-14-2022 10,759 14 0.0%
Finnair Oyj 393 7 0.0%
Finning International Inc. 6,091 208 0.0%
Finning International Inc. 2.84% 09-29-2021 150,577 151 0.0%
First Capital Realty Inc. 4,258 85 0.0%
First Capital Realty Inc. 4.43% 01-31-2022 193,934 204 0.0%
First Capital Realty Inc. 4.79% 08-30-2024 291,542 312 0.0%
First Data Corp. 5.00% 01-15-2024 Callable 2019 144A 91,715 119 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 36,566 48 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 19,390 25 0.0%
First Data Corp. 7.00% 12-01-2023 Callable 2018 144A 276,117 372 0.1%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 163,940 211 0.0%
First Majestic Silver Corp. 0 0.0%
First Nations ETF LP 4.14% 12-31-2041 67,894 68 0.0%
First Quantum Minerals Ltd. 5,224 109 0.0%
First Quantum Minerals Ltd. 6.50% 03-01-2024 Callable 2020 144A 5,027 6 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 259,978 332 0.1%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 184,339 245 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 26,412 35 0.0%
First Republic Bank 1,583 189 0.0%
First Solar Inc. 742 60 0.0%
First Tennessee Bank NA 41 42 0.0%
FirstRand Ltd. 15,475 123 0.0%
FirstService Corp. 662 59 0.0%
Fleury SA 166 2 0.0%
Flughafen Wien AG 134 7 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 32,127 42 0.0%
Fomento Economico Mexicano SAB de CV (FEMSA) ADR 474 56 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 20,980 21 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 28,174 36 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 15,959 16 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 124,947 125 0.0%
Ford Motor Co. 20,885 284 0.0%
Ford Motor Co. 6.625% 10-01-2028 27,574 41 0.0%
Forestar Group Inc. 901 29 0.0%
ForFarmers BV 865 12 0.0%
Formosa Chemicals & Fibre Corp. 151 1 0.0%
Formosa Petrochemical Corp. 2,225 11 0.0%
Formosa Plastics Corp. 1,961 9 0.0%
Fortified Trust 1.67% 07-23-2021 239,862 233 0.0%
Fortified Trust 2.16% 10-23-2020 412,862 410 0.1%
Fortis Inc. 6,667 280 0.0%
Fortis Inc. 2.85% 12-12-2023 Callable 2023 73,687 73 0.0%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 45,921 46 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 174,605 194 0.0%
FortisBC Energy Inc. 2.58% 04-08-2026 Callable MTN 80,094 78 0.0%
FortisBC Energy Inc. 3.69% 10-30-2047 58,736 59 0.0%
Fortive Corp. 1,665 164 0.0%
Fortress Income Fund Ltd. - Class A 162 0.0%
Fortress Income Fund Ltd. - Class B 513 1 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 191,543 254 0.0%
Fortuna Silver Mines Inc. 3 0.0%
Franco-Nevada Corp. 1,939 174 0.0%
Freddie Mac Strips 3.50% 11-15-2027 16,983 2 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 14,050 18 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 33,296 43 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 20,792 27 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 26,463 34 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 53,851 70 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 31,561 41 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 1.5458% 12-25-2028 Callable 2026 7,614 10 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 15,930 21 0.0%
Freehold Royalties Ltd. 931 12 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 293,678 368 0.1%
Freeport-McMoRan Inc. 6.88% 02-15-2023 8,737 12 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 53,396 70 0.0%
Freshii Inc. 2,523 18 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 4,828 5 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 3,351 3 0.0%
Frontier Communications Corp. 9.25% 07-01-2021 157,297 187 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 11,145 14 0.0%
Fubon Financial Holding Co. Ltd. 3,356 8 0.0%
Fubon Financial Holding Co. Ltd. Rights Exp. 03-05-18 4,107 0.0%
Fufeng Group Ltd. 641 1 0.0%
Fukuda Denshi Co. Ltd. 46 4 0.0%
Funai Electric Co. Ltd. 1,794 17 0.0%
Futaba Corp. 2,059 57 0.0%
Futures Contracts 158 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 492,847 624 0.2%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 12-01-2022 16,148 21 0.0%
Gaming and Leisure Properties Inc. 325 14 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 198,275 258 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 213,949 223 0.0%
Gartner Inc. 1,101 160 0.0%
Gartner Inc. Term Loan B 1st Lien F/R 04-05-2024 58,374 76 0.0%
Gates Global LLC 6.00% 07-15-2022 Callable 144A 6,272 8 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 233,776 321 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B1 1st Lien F/R 02-22-2023 156,335 203 0.0%
GATX Corp. 3,518 311 0.0%
Gavilan Resources LLC Term Loan 2nd Lien F/R 02-23-2024 334,073 432 0.1%
Gaz Metro Inc. 1.52% 05-25-2020 83,906 83 0.0%
Gazprom Neft PJSC 1,486 10 0.0%
GCP Applied Technologies Inc. 9.50% 02-01-2023 Callable 2019 144A 13,964 20 0.0%
Gear Energy Ltd. 37 0.0%
Geely Automobile Holdings Ltd. 4,827 20 0.0%
GEK TERNA Holdings Real Estate Construction SA 437 4 0.0%
Gemdale Properties and Investment Corp. Ltd. 3,017 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 302,328 303 0.0%
General Electric Capital Corp. 4.60% 01-26-2022 160,188 171 0.0%
General Electric Capital Corp. F/R 07-30-2019 34,753 5 0.0%
General Electric Co. 5.00% 12-15-2049 Callable 2021 114,613 146 0.0%
General Electric Co. 8.35% 09-03-2022 41,269 3 0.0%
General Motors Co. 9,182 464 0.1%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 1,086 1 0.0%
General Motors Financial of Canada Ltd. 2.60% 06-01-2022 183,983 180 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 69,415 70 0.0%
General Motors Financial of Canada Ltd. 3.08% 05-22-2020 176,207 178 0.0%
Genesis Trust II 1.675% 09-17-2018 122,811 123 0.0%
Genesis Trust II 1.699% 04-15-2020 278,593 275 0.0%
Genesis Trust II 2.43% 05-15-2019 558,630 561 0.2%
Genomma Lab Internacional SAB de CV 185 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 114,287 149 0.0%
Genworth MI Canada Inc. 4,863 190 0.0%
Genworth Mortgage Insurance Australia Ltd. 6,180 15 0.0%
Georg Fischer AG 120 223 0.0%
George Kent (Malaysia) BHD 2,089 3 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 244,441 314 0.0%
GFL Environmental Inc. 5.63% 05-01-2022 Callable 2019 144A 9,974 13 0.0%
GFL Environmental Inc. 9.875% 02-01-2021 Callable 2018 144A 19,949 27 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 09-29-2023 10,519 14 0.0%
GFPT PCL 2,440 1 0.0%
GHL Systems Bhd 822 0.0%
Gibson Energy Inc. 1,136 19 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 217,002 228 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,672,851 1,685 0.4%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 32,955 34 0.0%
Gildan Activewear Inc. 683 25 0.0%
Gilead Sciences Inc. 8,422 851 0.2%
Givaudan SA 71 209 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 312,901 303 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 341,735 340 0.1%
GlaxoSmithKline PLC 6,702 154 0.0%
Glencore PLC 44,918 304 0.0%
Globant SA 1,134 76 0.0%
GLP Capital LP 4.875% 11-01-2020 8,538 11 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 22,678 31 0.0%
Goldcorp Inc. 28,695 461 0.1%
Golden Entertainment Inc. 760 27 0.0%
Gopher Resource LLC Term Loan 1st Lien F/R 02-09-2025 32,257 42 0.0%
Gopher Sub Inc. Delayed Draw Term Loan 1st Lien F/R 01-29-2025 1,888 2 0.0%
Gopher Sub Inc. Term Loan 1st Lien F/R 01-29-2025 17,622 23 0.0%
Government of Australia 5.75% 07-15-2022 116,891 133 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 12,555 16 0.0%
Government of Canada 0.75% 03-01-2021 153,457 148 0.0%
Government of Canada 1.00% 06-01-2027 17,796,880 15,977 2.6%
Government of Canada 1.00% 09-01-2022 728,322 697 0.2%
Government of Canada 1.25% 02-01-2020 207,407 205 0.0%
Government of Canada 1.25% 11-01-2019 151,059 150 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 2,949,836 3,708 0.7%
Government of Canada 1.50% 06-01-2023 130,286 127 0.0%
Government of Canada 1.50% 06-01-2026 897,054 850 0.2%
Government of Canada 2.00% 06-01-2028 9,680,705 9,454 1.6%
Government of Canada 2.25% 06-01-2025 244,554 246 0.0%
Government of Canada 2.75% 12-01-2048 12,125,195 13,137 2.2%
Government of Canada 4.00% 12-01-2031 Real Return 95,579 201 0.0%
Government of Canada 4.25% 12-01-2021 Real Return 537,698 978 0.3%
Government of Canada 4.25% 12-01-2026 Real Return 1,044,856 2,074 0.4%
Government of Cayman Islands 5.95% 11-24-2019 144A 2,063 3 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 62,342 97 0.0%
Government of Dominican Republic 7.50% 05-06-2021 4,257 6 0.0%
Government of France 1.41% 07-25-2019 140,699 250 0.0%
Government of France 4.32% 07-25-2029 257,058 754 0.2%
Government of Germany 0.50% 02-15-2028 373,728 576 0.2%
Government of Hungary 6.38% 03-29-2021 125,643 176 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 274,811,317 25 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 1,573,213,978 142 0.0%
Government of Indonesia 6.63% 05-15-2033 959,018,854 85 0.0%
Government of Indonesia 7.00% 05-15-2022 2,175,038,749 210 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 1,575,605,604 150 0.0%
Government of Indonesia 7.50% 08-15-2032 545,773,378 52 0.0%
Government of Indonesia 8.25% 07-15-2021 1,350,052,873 135 0.0%
Government of Indonesia 8.38% 03-15-2024 856,537,892 87 0.0%
Government of Indonesia 8.38% 09-15-2026 1,778,127,516 184 0.0%
Government of Ireland 1.00% 05-15-2026 2,172 3 0.0%
Government of Ireland 3.40% 03-18-2024 306,914 567 0.2%
Government of Malaysia 3.62% 11-30-2021 124,684 41 0.0%
Government of Malaysia 3.84% 04-15-2033 209,805 64 0.0%
Government of Malaysia 4.06% 09-30-2024 760,692 251 0.0%
Government of Malaysia 4.16% 07-15-2021 296,604 99 0.0%
Government of Mexico 10.00% 12-05-2024 2,419,768 186 0.0%
Government of Mexico 4.60% 01-23-2046 45,558 55 0.0%
Government of Mexico 4.75% 06-14-2018 2,581,798 174 0.0%
Government of Mexico 6.50% 06-10-2021 2,877,203 190 0.0%
Government of Mexico 8.50% 12-13-2018 2,025,275 139 0.0%
Government of New Zealand 3.00% 04-15-2020 51,552 49 0.0%
Government of New Zealand 5.50% 04-15-2023 278,141 295 0.0%
Government of New Zealand 6.00% 05-15-2021 311,111 323 0.1%
Government of Norway 2.00% 05-24-2023 Series 475 872,788 145 0.0%
Government of Norway 4.50% 05-22-2019 1,589,721 270 0.0%
Government of Philippines 3.50% 03-20-2021 5,433,345 130 0.0%
Government of Philippines 3.50% 04-21-2023 5,965,651 136 0.0%
Government of Philippines 4.125% 08-20-2024 2,325,837 54 0.0%
Government of Philippines 4.625% 09-09-2040 608,554 12 0.0%
Government of Philippines 4.95% 01-15-2021 2,146,003 55 0.0%
Government of Philippines 6.25% 01-14-2036 5,634,758 157 0.0%
Government of Philippines 7.375% 03-03-2021 2,241,914 60 0.0%
Government of Philippines 8.00% 07-19-2031 1,110,766 32 0.0%
Government of Philippines 8.125% 12-16-2035 1,438,661 41 0.0%
Government of Portugal 5.13% 10-15-2024 144A 49,754 68 0.0%
Government of Russia 7.05% 01-19-2028 374,681 9 0.0%
Government of Singapore 2.50% 06-01-2019 402,825 395 0.1%
Government of Singapore 3.25% 09-01-2020 334,489 336 0.1%
Government of Trinidad and Tobago 4.50% 08-04-2026 1,586 2 0.0%
Government of Turkey 11.00% 02-24-2027 22,915 7 0.0%
Government of Turkey 9.40% 07-08-2020 18,463 6 0.0%
Government of United Kingdom 1.50% 07-22-2047 4,024,655 6,484 1.1%
Grafton Group PLC 1,271 17 0.0%
Gran Tierra Energy Inc. 8,718 28 0.0%
Grand Canyon Education Inc. 415 52 0.0%
Grand Korea Leisure Co. Ltd. 64 2 0.0%
Grand Pacific Petrochemical Corp. 3,206 4 0.0%
Granite Real Estate Investment Trust 4,184 207 0.0%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 32,038 32 0.0%
Granite REIT Holdings LP 3.87% 11-30-2023 Callable 2023 66,211 67 0.0%
Great Canadian Gaming Corp. 1,888 63 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 144A 597,941 619 0.2%
Great Eagle Holdings Ltd. 3,144 20 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 17,036 23 0.0%
Great-West Lifeco Inc.* 2,025 69 0.0%
Greater Toronto Airports Authority 5.26% 04-17-2018 Callable 233,917 235 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 145,591 175 0.0%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 53,396 77 0.0%
Green Cross Holdings Corp. 41 2 0.0%
Green Dot Corp. Class A 4 0.0%
Green Plains Inc. Term Loan B 1st Lien F/R 08-29-2023 172,449 225 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 109,229 142 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 41,362 52 0.0%
Greenland (Hong Kong) Holdings Ltd. 3,168 2 0.0%
Greenlight Merger Corp. Term Loan B 1st Lien F/R 05-31-2024 3,177 4 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 11,995 15 0.0%
Greggs PLC 300 6 0.0%
Grendene SA 317 4 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 86,862 112 0.0%
Group 1 Automotive Inc. 383 34 0.0%
Grupa Lotos SA 11 0.0%
Grupo Financiero Banorte SAB de CV Series O 6,830 53 0.0%
Grupo Financiero Interacciones 109 1 0.0%
Grupo Herdez SAB de CV 124 0.0%
Grupo Mexico SAB de CV Series B 2,960 13 0.0%
Grupo Simec SA de CV 9,408 40 0.0%
GS Holdings Corp. 6 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 16,185 21 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 6,600 8 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 21,378 27 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 4,557 6 0.0%
Guangzhou Automobile Group Co. Ltd. 5,808 16 0.0%
Guangzhou R&F Properties Co. Ltd. H 1,192 4 0.0%
Guararapes Confeccoes SA 19 1 0.0%
Guardian Capital Group Ltd. 60 2 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 26,811 37 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 145,143 143 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 283,998 280 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 87,110 87 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 81,524 109 0.0%
Haier Electronics Group Co. Ltd. 264 1 0.0%
Haitian International Holdings Ltd. 566 2 0.0%
Halcon Resources Corp. 489 4 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 133 0.0%
Hana Financial Group Inc. 252 15 0.0%
Hanil Cement Co. Ltd. 8 1 0.0%
Hannover Rueckversicherung SE Reg. 2,921 511 0.1%
Hanwa Co. Ltd. 1,073 62 0.0%
Hanwha Chemical Corp. 123 5 0.0%
Hanwha Corp. 145 8 0.0%
Hanwha General Insurance Co. Ltd. 49 1 0.0%
Hanwha Life Insurance Co. Ltd. 1,062 8 0.0%
HAP Seng Consolidated BHD 7,150 22 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 34,430 43 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 67,617 3 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 20,897 27 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 200,769 240 0.0%
Harmony Gold Mining Co. Ltd. ADR 536 1 0.0%
Hartalega Holdings Bhd 2,561 10 0.0%
Harum Energy TBK PT 3,138 1 0.0%
Haseko Corp. 761 14 0.0%
Hawaiian Electric Industries Inc. 3,024 128 0.0%
HB Fuller Co. Term Loan B 1st Lien F/R 10-20-2024 44,248 57 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 12,248 16 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 66,298 90 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 430,120 539 0.2%
HCA Inc. 5.00% 03-15-2024 97,110 127 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 48,555 64 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 24,936 32 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 19,949 27 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 71,334 102 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 141,286 144 0.0%
HDFC Bank Ltd. ADR 1,846 230 0.0%
HDFC Standard Life Insurance Co. Ltd. 8,436 76 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 140,966 188 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 810,552 821 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 844,512 851 0.2%
Heathrow Funding Ltd. 4.00% 07-03-2019 6,951 7 0.0%
Hengan International Group Co. Ltd. 622 8 0.0%
Henkel AG & Co. KGaA 1,227 190 0.0%
Henkel AG & Co. KGaA Pfd. 2,395 410 0.1%
Hennes & Mauritz AB B 21,904 465 0.1%
Henry Schein Inc. 7,908 672 0.2%
Hermes International 5 3 0.0%
Hess Corp. Pfd. Conv. 941 66 0.0%
High Arctic Energy Services Inc. 43 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 144A 13,787 17 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 56,378 73 0.0%
Hiscox Ltd. 279 7 0.0%
Hitachi Ltd. 36,393 354 0.1%
Hiwin Technologies Corp. 717 12 0.0%
HJ Heinz Co. 3.95% 07-15-2025 82,124 104 0.0%
HK Electric Investments and HK Electric Investments Ltd. 9,719 12 0.0%
HKC Holdings Ltd. 226 0.0%
HMC Investment Securities Co. Ltd. 16 0.0%
HMS Holdings Corp. 10,280 212 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 1,355,192 1,342 0.3%
Holy Stone Enterprise Co. Ltd. 905 4 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 4,432 6 0.0%
Hon Hai Precision Industry Co. Ltd. GDR 2,489 19 0.0%
Honam Petrochemical Corp. 454 246 0.0%
Honda Auto Receivables 2015-3 Owner Trust 1.27% 04-18-2019 6,491 8 0.0%
Honda Auto Receivables Owner Trust 1.38% 04-18-2022 26,975 34 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 24,163 31 0.0%
Honda Canada Finance Inc. 2.155% 02-18-2021 116,403 115 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 107,130 108 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 71,747 72 0.0%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 753,098 758 0.2%
Honda Canada Finance Inc. F/R 12-18-2020 19,657 20 0.0%
Honda Motor Co. Ltd. 3,952 183 0.0%
Honeywell International Inc. 589 114 0.0%
Hongkong Land Holdings Ltd. 22,845 201 0.0%
Hopewell Holdings Ltd. 15,047 75 0.0%
Hosken Consolidataed Investments Ltd. 41 1 0.0%
Hospital Infrastructure Partners (NOH) Partnership 5.439% 01-31-2045 0 0.0%
House Foods Corp. 1,871 81 0.0%
Housing Development Finance Corp. Ltd. 8,360 293 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 18,313 23 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 46,523 60 0.0%
HP Inc. 941 28 0.0%
HSBC Bank Canada 2.17% 06-29-2022 670,654 654 0.2%
HSBC Bank Canada 2.449% 01-29-2021 117,471 117 0.0%
HSBC Bank Canada 2.54% 01-31-2023 292,060 288 0.0%
HSBC Holdings PLC 32,710 413 0.1%
HSBC Holdings PLC 3.20% 12-05-2023 284,067 286 0.0%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 77,328 101 0.0%
Hua Hong Semiconductor Ltd. 679 2 0.0%
Huaku Development Co. Ltd. 792 2 0.0%
Hub Holdings LLC 8.125% 07-15-2019 Callable 144A 3,870 5 0.0%
HUB International Ltd. 7.88% 10-01-2021 Callable 144A 6,344 8 0.0%
Huchems Fine Chemical Corp. 176 6 0.0%
HudBay Minerals Inc. 11,122 110 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 5,825 8 0.0%
Huishang Bank Corp. Ltd. 4,412 3 0.0%
Hungary Government International Bond 6.25% 01-29-2020 125,283 171 0.0%
Huntsman Corp. 9,157 379 0.1%
Husky Energy Inc. 7,881 133 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 141,500 140 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 12,590 229 0.0%
Husky Energy Inc. 7.25% 12-15-2019 10,972 15 0.0%
Husky IMS International Ltd. Bridge Loan Exp. 12-16-2018 18,760,000 0.0%
Hydro One Inc. 10,712 220 0.0%
Hydro One Inc. 1.84% 02-24-2021 36,309 36 0.0%
Hydro One Inc. 3.72% 11-18-2047 381,899 389 0.1%
Hydro One Inc. 3.91% 02-23-2046 Callable 2045 25,096 26 0.0%
Hydro One Inc. 4.17% 06-06-2044 Callable 101,986 111 0.0%
Hydro One Inc. F/R 03-21-2019 270,718 272 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 189,022 156 0.0%
Hypermarcas SA 2,647 36 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 85,758 111 0.0%
Hyundai Corp. 14 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 110 5 0.0%
Hyundai Motor Co. 2,453 467 0.1%
I-Logic Technologies Bidco Ltd. Term Loan B 1st Lien F/R 12-20-2024 144,289 187 0.0%
IAMGOLD Corp. 16,406 111 0.0%
IBERIABANK Corp. 1,764 183 0.0%
IBI Group Inc. 662 5 0.0%
ICA Gruppen AB 3,133 143 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 4,317 6 0.0%
ICICI Bank Ltd. ADR 1,520 19 0.0%
IDEX Corp. 200 35 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 12,448 13 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 2,354 3 0.0%
ILG Inc. 3,067 119 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 29,591 36 0.0%
Impala Private Holdings II LLC Term Loan 1st Lien F/R 11-10-2024 184,842 239 0.0%
Imperial Holdings Ltd. 264 7 0.0%
Imperial Oil Ltd. 4,444 154 0.0%
Imvescor Restaurant Group Inc. 30 0.0%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 9,216 12 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 108,288 141 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 833,870,761 89 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 449,823,953 48 0.0%
Industrial Alliance Insurance and Financial Services Inc. 7,709 419 0.1%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 336,395 338 0.1%
Industrial and Commercial Bank of China Ltd. H 125,298 137 0.0%
Industrial Bank of Korea 113 2 0.0%
Industrias Bachoco SAB de CV 11 1 0.0%
Industrias CH SAB de CV 1,296 7 0.0%
Industrivarden AB Class C 1,415 43 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 15,480 20 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 12,528 16 0.0%
Infosys Ltd. 129 3 0.0%
Infosys Ltd. ADR 7,535 171 0.0%
ING Groep NV 13,912 313 0.0%
InPower BC General Partnership 4.471% 03-31-2033 191,478 200 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 172,576 181 0.0%
Intact Financial Corp. 4,094 406 0.1%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 161,881 208 0.0%
Integrys Energy Group Inc. Pfd. 396 13 0.0%
Intel Corp. 4.00% 12-01-2022 62,342 65 0.0%
Intelsat Connect Finance SA 12.50% 04-01-2022 726 1 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 17,858 22 0.0%
Inter Pipeline Corridor Inc. 4.897% 02-03-2020 11,961 13 0.0%
Inter Pipeline Ltd. 5,523 123 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 425,793 411 0.1%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 290,475 284 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 198,304 195 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 39,897 41 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 200,769 204 0.0%
Inter RAO UES PJSC 3,982 0.0%
Inter-American Development Bank 3.50% 05-15-2021 65,339 62 0.0%
Inter-American Development Bank 3.75% 10-09-2018 44,958 45 0.0%
Interfor Corp. 5,085 124 0.0%
Interior Logic Group Inc. Term Loan B 1st Lien F/R 03-01-2024 70,130 91 0.0%
International Bank for Reconstruction and Development 2.50% 03-12-2020 49,154 49 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 50,353 51 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 61,143 58 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 3,003,207 59 0.0%
International Business Machines Corp. 757 151 0.0%
International Business Machines Corp. 2.625% 08-05-2022 20,980 39 0.0%
International Business Machines Corp. 2.75% 12-21-2020 21,580 40 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 26,580 34 0.0%
International Finance Corp. 3.625% 05-20-2020 305,253 290 0.0%
International Finance Corp. 6.30% 11-25-2024 431,263 8 0.0%
International Finance Corp. 7.00% 07-20-2027 355,784 22 0.0%
International Seaways Inc. 4,381 91 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 35,562 45 0.0%
InterRent Real Estate Investment Trust 1,525 15 0.0%
Intersect ENT Inc. 1,950 92 0.0%
Intouch Holdings PCL 275 1 0.0%
Intuitive Surgical Inc. 978 535 0.2%
Invenergy Thermal Operating I LLC Term Loan B 1st Lien F/R 10-19-2022 12,138 15 0.0%
Investec Ltd. 10,861 121 0.0%
Investor AB B 81 5 0.0%
IPG Photonics Corp. 1,547 488 0.1%
Ipsen SA 180 34 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 117,306 146 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 407,925 526 0.1%
IRB Holding Corp. 6.75% 02-15-2026 Callable 2021 144A 243,685 314 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 13,188 17 0.0%
Iron Bridge Resources Inc. 8,457 5 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 590,944 605 0.2%
Iron Mountain Inc. 4.88% 09-15-2027 Callable 2022 144A 42,106 51 0.0%
iShares Canadian Corporate Bond Index ETF 11,037 232 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 03-16-2018 44 2 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 06/15/2018 32 6 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $86.00 Exp. 03/16/2018 44 3 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 65,407 9,828 1.7%
Itau Unibanco Holding SA 2,808 56 0.0%
Itau Unibanco Holding SA Pref. ADR 4,390 88 0.0%
Itausa - Investimentos Itau SA Rights Exp. 03-29-18 36 0.0%
Itausa- Investimentos Itau SA 1,365 7 0.0%
ITC Ltd. 19,493 101 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 192,689 246 0.0%
Ivanhoe Mines Ltd. 2,349 8 0.0%
J.B. Hunt Transport Services Inc. 1,447 220 0.0%
Jack Henry & Associates Inc. 2,752 414 0.1%
Jamieson Wellness Inc. 15,549 320 0.1%
Jane Street Group LLC Term Loan B 1st Lien F/R 08-25-2022 48,862 63 0.0%
Japan Post Holdings Co. Ltd. 13,150 204 0.0%
Japfa Comfeed Indonesia Tbk 4,575 1 0.0%
Jardine Matheson Holdings Ltd. 1,159 97 0.0%
JB Financial Group Co. Ltd. 293 2 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 159,195 204 0.0%
JD.com Inc. ADR 1,757 106 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 77,958 101 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 6,224 8 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 5,426 7 0.0%
Jo-Ann Stores Holdings Inc. 9.75% 10-15-2019 Callable 144A 14,251 18 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 76,662 77 0.0%
John Laing Group PLC 13,362 64 0.0%
Johnson & Johnson 6,007 1,001 0.3%
Johnson Outdoors Inc. Class A 74 6 0.0%
Jonah Energy LLC 7.25% 10-15-2025 Callable 2021 144A 7,461 9 0.0%
JPMorgan Chase & Co. 10,858 1,609 0.4%
JPMorgan Chase & Co. 2.55% 03-01-2021 Callable 2021 57,241 73 0.0%
JPMorgan Chase & Co. 2.75% 06-23-2020 Callable 2020 45,066 58 0.0%
JPMorgan Chase & Co. 2.75% 08-24-2022 32,370 56 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 223,196 228 0.0%
JPMorgan Chase & Co. 4.25% 11-02-2018 103,104 97 0.0%
JPMorgan Chase Capital XXIII F/R 05-15-2047 53,950 62 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 18,619 24 0.0%
JSE Ltd. 867 19 0.0%
Jumei International Holding Ltd. ADR 15 0.0%
Just Energy Group Inc. 17,956 111 0.0%
Kaga Electronics Co. Ltd. 73 2 0.0%
Kamei 429 8 0.0%
Kato Sangyo Co. Ltd. 134 6 0.0%
Kato Works Co. Ltd. 276 9 0.0%
KB Financial Group Inc. ADR 554 42 0.0%
Kelly Services Inc. Class A 2,656 101 0.0%
Kelt Exploration Ltd. 1,691 12 0.0%
KEMET Corp. Term Loan B 1st Lien F/R 04-26-2024 36,731 48 0.0%
Kennedy-Wilson Holdings Inc. 8,812 185 0.0%
Kennedy-Wilson Holdings Inc. 5.875% 04-01-2024 Callable 2019 88,717 115 0.0%
Kerry Properties Ltd. 5,329 31 0.0%
Keyera Corp. 1,939 63 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 45,882 59 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 6,064 8 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 118,751 154 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 122,108 159 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 06-16-2023 111,337 144 0.0%
KFW 3.375% 02-15-2021 68,336 65 0.0%
KFW 3.75% 05-29-2020 77,927 74 0.0%
Kiatnakin Bank PCL 2,172 7 0.0%
Killam Apartment Real Estate Investment Trust 5,296 72 0.0%
Kinaxis Inc. 576 50 0.0%
Kinden Corp. 1,718 36 0.0%
Kinder Morgan Inc. Conv. 2,499 107 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 1,516 2 0.0%
King's Town Bank Co. Ltd. 2,489 4 0.0%
Kingboard Chemical Holdings Ltd. 18,082 117 0.0%
Kingboard Laminates Holdings Ltd. 4,027 9 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 149,261 233 0.0%
Kinross Gold Corp. 30,758 142 0.0%
Kirkland Lake Gold Ltd. 4,643 94 0.0%
Kisoji Co. Ltd. 238 8 0.0%
Koa Corp. 1,100 30 0.0%
Koc Holding AS 4,125 25 0.0%
Kolmar BNH Co. Ltd. 49 2 0.0%
Komatsu Ltd. 4,790 223 0.0%
Kommunalbanken AS F/R 05-26-2021 3,693 3 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 13,032 2 0.0%
Korea Investment Holdings Co. Ltd. 50 5 0.0%
Korea Kolmar Holdings Co. Ltd. 14 1 0.0%
Korea Treasury 0% 03-10-2018 1,709,615 2 0.0%
Korea Treasury 0% 09-10-2018 1,709,618 2 0.0%
Korn Ferry International 170 9 0.0%
Kotak Mahindra Bank Ltd. 2,607 55 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 223,836 224 0.0%
Kraft Canada Inc. F/R 07-06-2018 98,996 99 0.0%
Kraft Canada Inc. F/R 07-06-2020 615,977 626 0.2%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 2,715 3 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 24,577 38 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 49,754 79 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 114,493 198 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 326,036 374 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 47,966 60 0.0%
Kronos Worldwide Inc. 1,101 30 0.0%
KT&G Corp. 1,285 152 0.0%
Kuala Lumpur Kepong BHD 4,761 39 0.0%
Kuehne + Nagel International AG 1,138 238 0.0%
Kumba Iron Ore Ltd. 324 12 0.0%
KWG Property Holding Ltd. 2,225 4 0.0%
Kyobo Securities Co. Ltd. 19 0.0%
L E Lundbergforetagen AB Class B 3,122 299 0.0%
L'Oréal SA 192 53 0.0%
L-3 Communications Corp. 3.85% 12-15-2026 Callable 2026 31,171 40 0.0%
L3 Technologies Inc. 1,049 279 0.0%
La Comer SAB de CV 10,175 13 0.0%
Labrador Iron Ore Royalty Corp. 7,253 183 0.0%
Lai Sun Development Co. Ltd. 1,104 2 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 62,941 82 0.0%
Lamar Media Corp. 5.875% 02-01-2022 Callable 2017 44,958 59 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 3,032 4 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 531,537 683 0.2%
Lanai Holdings III Inc. Term Loan B 1st Lien F/R 08-14-2022 5,205 7 0.0%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2017 144A 103,683 0.0%
Land and Houses PCL NVDR 1,441 1 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 98,309 98 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 66,538 61 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 100,107 103 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 102,362 131 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 80,257 104 0.0%
Largan Precision Co. Ltd. 225 35 0.0%
Larsen & Toubro Ltd. 38 1 0.0%
Lassonde Industries Inc. Class A Sub. voting 23 6 0.0%
Laurentian Bank of Canada 3,117 158 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 303,369 300 0.0%
Laurentian Bank of Canada F/R 10-22-2019 174,220 174 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 26,310 34 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-09-2022 234,302 272 0.0%
Lear Corp. 2,113 506 0.1%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 430,473 579 0.2%
Legal & General Group PLC 2,598 12 0.0%
LendingTree Inc. 1 0.0%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 9,256 13 0.0%
Lennar Corp. Class A 6,020 437 0.1%
Lennar Corp. Class B 122 7 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 293,678 387 0.1%
LF Corp. 45 2 0.0%
LG Corp. 190 19 0.0%
LG Electronics Inc. 7 1 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 82,948 112 0.0%
LG Household & Health Care Ltd. 0 1 0.0%
LG Innotek Co. Ltd. 19 3 0.0%
Liberty Expedia Holdings Inc. 7,376 372 0.1%
Liberty Global PLC Class A 5,838 233 0.0%
Liberty Holdings Ltd. 41 1 0.0%
Liberty Interactive LLC 1.75% 09-30-2046 Callable 2023 Conv. 144A 83,322 125 0.0%
Liberty Ventures 2,861 196 0.0%
Lien Hwa Industrial Corp. 6,449 11 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 47,923 63 0.0%
Lifetime Brands Inc. Term Loan B 1st Lien F/R 03-31-2025 99,913 129 0.0%
Lilang China Co. Ltd. 1,471 2 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 50,353 67 0.0%
Linamar Corp. 1,282 90 0.0%
Lionbridge Technologies Inc. Term Loan 1st Lien F/R 02-28-2024 27,904 36 0.0%
Liverty Latin America Ltd.-Class C 17 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 49,855 49 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-17-2020 8,476 10 0.0%
Loblaw Companies Ltd. 6,932 457 0.1%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 747,545 895 0.2%
Loblaw Companies Ltd. 6.15% 01-29-2035 Callable 53,396 65 0.0%
Localiza Rent a Car SA 1,561 16 0.0%
Lockheed Martin Corp. 10 4 0.0%
Lockheed Martin Corp. 2.90% 03-01-2025 Callable 2024 104,303 129 0.0%
Lockheed Martin Corp. 3.55% 01-15-2026 Callable 2025 61,743 79 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 42,071 40 0.0%
Lojas Renner SA 6,033 82 0.0%
Longfor Properties Co. Ltd. 2,282 8 0.0%
Lonking Holdings Ltd. 6,411 3 0.0%
Lotte Corp. 25 2 0.0%
LOTTE Fine Chemical Co. Ltd. 51 4 0.0%
Lotte Himart Co. Ltd. 27 2 0.0%
Lotte Non-Life Insurance Co. Ltd. 266 1 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 5,985 8 0.0%
Lower Mattagami Energy LP 3.416% 06-20-2024 53,396 55 0.0%
Lower Mattagami Energy LP 4.176% 02-23-2046 69,415 76 0.0%
Lower Mattagami Energy LP 4.331% 05-18-2021 329,560 349 0.1%
Lower Mattagami Energy LP 4.944% 09-21-2043 89,171 109 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 11,849 15 0.0%
LS Corp. 49 4 0.0%
LS Industrial Systems Co. Ltd. 17 1 0.0%
Lucara Diamond Corp. 7,078 16 0.0%
Lukoil 479 41 0.0%
Lundin Mining Corp. 36,382 304 0.0%
Lundin Mining Corp. 7.875% 11-01-2022 Callable 2018 144A 39,897 54 0.0%
Lupin Ltd. 1,269 20 0.0%
LVMH Moet Hennessy Louis Vuitton SE 10 4 0.0%
LyondellBasell Industries NV Class A 5,228 726 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 54,549 71 0.0%
M&T Bank Corp. Pfd. Series A 61 80 0.0%
M/A-COM Technology Solutions Holdings Inc. 3,021 83 0.0%
Maanshan Iron and Steel Co. Ltd. H 1,659 1 0.0%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 258,437 334 0.1%
Mackenzie Global High Yield Fixed Income ETF 2,063 41 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 104,181 2,419 0.5%
Mackenzie Maximum Diversification Canada Index ETF 118,337 2,599 0.5%
Mackenzie Unconstrained Fixed Income Fund Series R 367 4 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 17,286 1,697 0.4%
Macquarie Mexico Real Estate Management SA de CV 21,369 29 0.0%
Maeda Road Construction Co. Ltd. 690 19 0.0%
Magellan Aerospace Corp. 482 10 0.0%
Magellan Midstream Partners L.P. 5.00% 03-01-2026 Callable 2025 49,154 68 0.0%
Magna International Inc. 2,711 191 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 742,846 748 0.2%
Magna International Inc. Class A 1,069 75 0.0%
Magnit PJSC GDR 1,607 43 0.0%
Magnitogorsk Iron & Steel Work 10,590 12 0.0%
Mahindra & Mahindra Ltd. 4,262 61 0.0%
Malayan Banking BHD 8,733 30 0.0%
Manila Water Co. 562 0.0%
Manitowoc Foodservice Inc. 9.50% 02-15-2024 Callable 2019 5,546 8 0.0%
Manpower Inc. 2,027 308 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 233,875 228 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 360,351 351 0.1%
Manulife Bank of Canada 2.84% 01-12-2023 130,131 130 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 469,885 509 0.1%
Manulife Financial Corp. 42,945 1,049 0.3%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 476,394 469 0.1%
Maple Leaf Foods Inc. 11,099 358 0.1%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 7,063 5 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 6,231 6 0.0%
Markel Corp. 252 359 0.1%
Marriott Vacations Worldwide Corp. 26 5 0.0%
Martinrea International Inc. 12,417 184 0.0%
Masimo Corp. 1,372 154 0.0%
Masonite International Corp. 5.63% 03-15-2023 Callable 2018 144A 10,613 14 0.0%
Massmart Holdings Ltd. 57 1 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 2,474 3 0.0%
Match Group Inc. 5.00% 12-15-2027 Callable 2022 144A 26,375 34 0.0%
Match Group Inc. 6.375% 06-01-2024 Callable 2019 65,459 91 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 774,521 810 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 352,187 473 0.1%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 5,945 8 0.0%
Maxar Technologies Ltd. 2,353 142 0.0%
MAXIMUS Inc. 4,489 386 0.1%
MB Aerospace Holdings II Corp. Term Loan 1st Lien F/R 12-14-2024 4,640 6 0.0%
MBK PCL 3,545 3 0.0%
McAfee LLC Term Loan 2nd Lien F/R 09-29-2025 22,362 29 0.0%
McAfee LLC Term Loan B 1st Lien F/R 09-30-2024 309,673 400 0.1%
MCAP Service Corp. 1.08% 05-01-2022 149,904 150 0.0%
MCAP Service Corp. 1.13% 10-01-2021 293,343 293 0.0%
MCAP Service Corp. 1.24% 09-01-2021 240,399 242 0.0%
MCAP Service Corp. 1.386% 04-01-2021 225,740 227 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 414,808 415 0.1%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 19,632 25 0.0%
McKesson Corp. 39 7 0.0%
Mebuki Financial Group Inc. 11,467 59 0.0%
MediaTek Inc. 415 5 0.0%
Medical Facilities Corp. 3,281 50 0.0%
MedReleaf Corp. 169 3 0.0%
Medtronic Inc. 3.15% 03-15-2022 44,853 58 0.0%
Medtronic Inc. 3.50% 03-15-2025 122,811 158 0.0%
Medtronic PLC 3,985 409 0.1%
MEG Energy Corp. 1,738 9 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 30,051 33 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 33,897 43 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 213,101 233 0.0%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 27,132 35 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 89,854 91 0.0%
Melco International Development Ltd. 11,386 41 0.0%
Melco Resorts and Entertainment (Philippines) Corp. 5,400 1 0.0%
Melrose Industries PLC 13,801 55 0.0%
MercadoLibre Inc. 70 35 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 6,224 8 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 2,912 4 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 11,123 15 0.0%
Mercuries & Associates Holding Ltd. 2,640 3 0.0%
Mercury General Corp. 4.40% 03-15-2027 Callable 2026 64,140 82 0.0%
Mercury Systems Inc. 67 4 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 258,530 342 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-18-2025 378,978 490 0.1%
Meritor Inc. 6,143 193 0.0%
Meritz Finance Holding Co. Ltd. 82 2 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 169 5 0.0%
Meritz Securities Co. Ltd. 334 2 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 93,267 94 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 397,206 398 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 58,745 73 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 3,460 4 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 8,161 11 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 4,607 6 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 42,918 54 0.0%
Merrill Lynch Mortgage Investors Trust F/R 10-25-2035 20,510 27 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 59,894 77 0.0%
Methanex Corp. 5,967 423 0.1%
Metlifecare Ltd. 11,446 63 0.0%
Metro Inc. 10,964 444 0.1%
Metro Inc. 2.68% 12-05-2022 Callable 2022 72,029 71 0.0%
Metro Inc. 3.39% 12-06-2027 Callable 2027 284,319 278 0.0%
Metro Inc. 4.27% 12-04-2047 Callable 2047 641,393 630 0.2%
Metropolitan Life Global Funding I 1.875% 04-16-2020 603,375 597 0.2%
Metropolitan Life Global Funding I 2.682% 04-16-2019 343,871 346 0.1%
Metropolitan Life Global Funding I 3.027% 06-11-2020 703,226 713 0.2%
Mexican Bonos 7.75% 05-29-2031 2,593,667 177 0.0%
Mexican Bonos 8.00% 06-11-2020 1,410,667 97 0.0%
Mexican Bonos 8.00% 12-07-2023 2,460,651 171 0.0%
Mexican Udibonos Inflation Indexed Bonds 4.50% 12-04-2025 25,413 11 0.0%
Mexichem SAB de CV 573 2 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 2,932 4 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 193,620 233 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 134,275 170 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 285,334 344 0.1%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 89,317 109 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 3,830 5 0.0%
Micron Technology Inc. 86 5 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 6,672 9 0.0%
Microsoft Corp. 12,478 1,502 0.3%
MILIT-AIR Inc. 5.75% 06-30-2019 175,244 180 0.0%
MINDBODY Inc. Class A 297 14 0.0%
Mirae Asset Life Insurance Co. 308 2 0.0%
Mirant Americas Generation LLC 9.125% 05-01-2031 13,166 9 0.0%
Mission Broadcasting Inc. Term Loan 1st Lien F/R 01-17-2024 1,394 2 0.0%
Mitel Networks Corp. 15,351 161 0.0%
Mitsubishi UFJ Financial Group Inc. 2.67% 07-25-2022 2,824 4 0.0%
Mitsuboshi Belting Ltd. 722 10 0.0%
Mitsui & Co. Ltd. 2,001 47 0.0%
Mitsui High-Tec Inc. 935 23 0.0%
Mizuho Financial Group Inc. F/R 09-11-2022 2,932 4 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 9,517 13 0.0%
MND Holdings III Corp. Term Loan 1st Lien F/R 06-19-2024 4,289 6 0.0%
Mobile TeleSystems ADR 19 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 2,274 3 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 6,902 9 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 43,160 68 0.0%
Molson Coors Brewing Co. Class B 676 66 0.0%
Molson Coors International LP 2.25% 09-18-2018 2,237 2 0.0%
Molson Coors International LP 2.84% 07-15-2023 Callable 2023 192,208 188 0.0%
Monarch Casino & Resort Inc. 602 33 0.0%
Mondi Ltd. 1,779 59 0.0%
MONETA Money Bank AS 83 0.0%
Monster Beverage Corp. 537 44 0.0%
Morgan Stanley 3.00% 02-07-2024 590,801 585 0.2%
Morgan Stanley Capital 4.295% 09-09-2024 26,375 33 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 48,555 63 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 38,364 49 0.0%
Morguard North American Residential Real Estate Investment Trust 410 5 0.0%
Morneau Shepell Inc. 8,234 194 0.0%
Motor Oil (Hellas) Corinth Refineries SA 181 5 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 38,364 49 0.0%
Mountain Province Diamonds Inc. 8.00% 12-15-2022 Callable 2019 144A 75,822 98 0.0%
Mr. Price Group Ltd. 24,657 754 0.2%
MTN Group Ltd. 2,150 30 0.0%
MTR Corp. Ltd. 9,258 63 0.0%
Muenchener Rueckversicherungs - Gesellschaft AG (MunichRe) 10 3 0.0%
Muhak Co. Ltd. 25 1 0.0%
Muhibbah Engineering (M) Bhd 849 1 0.0%
Mullen Group Ltd. 1,572 23 0.0%
Municipal Finance Authority of British Columbia 4.60% 04-23-2018 10,679 11 0.0%
Murray & Roberts Holdings Ltd. 215 0.0%
Murray Energy Corp. 11.25% 04-15-2021 Callable 2018 144A 8,243 5 0.0%
Mytilineos Holdings SA 211 3 0.0%
Nan Ya Plastic Corp. 4,337 15 0.0%
Nanya Technology Corp. 1,546 5 0.0%
Naspers Ltd. 200 70 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 1,086 1 0.0%
National Bank of Canada 9,574 596 0.2%
National Bank of Canada 1.96% 06-30-2022 1,224,905 1,189 0.3%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 197,031 196 0.0%
National Bank of Canada F/R 06-14-2018 DPNT 206,397 207 0.0%
National Beverage Corp. 546 69 0.0%
National Grid Electricity Transmission PLC 2.90% 11-26-2019 106,579 108 0.0%
National Grid PLC 12,121 158 0.0%
National Oilwell Varco Inc. 10,220 460 0.1%
National Research Corp. Class A 105 4 0.0%
National Western Life Group Inc. 118 46 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 40,441 52 0.0%
Nationstar Mortgage LLC/Nationstar Capital Corp. 6.50% 07-01-2021 Callable 7,541 10 0.0%
Natura Cosmeticos SA 57 1 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 80,325 104 0.0%
NAV CANADA 7.40% 06-01-2027 180,051 244 0.0%
NAV CANADA 7.56% 03-01-2027 Callable 2017 177,987 217 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 55,748 71 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 23,659 31 0.0%
NBC Asset Trust 7.447% Perpetual (F/R @ 06-30-2020) Callable 2020 363,093 396 0.1%
NCC Group PLC 1,087 4 0.0%
NCR Corp. 4,226 179 0.0%
NCsoft Corp. 4 2 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 139,381 183 0.0%
NEPI Rockcastle PLC 1,253 16 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 5,945 9 0.0%
Neste Oil OYJ 121 11 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 27,574 49 0.0%
Nestlé SA Reg. 2,100 214 0.0%
Netapp Inc. 3.30% 09-29-2024 Callable 2024 64,140 80 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 72,533 114 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 99,014 125 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 36,342 47 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 704,332 825 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 18,159 23 0.0%
New Century Home Equity Loan Trust 0.8445% 03-25-2035 38,364 49 0.0%
New Flyer Industries Inc. 4,188 239 0.0%
New Gold Inc. 1 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 20,667 27 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 8,019 11 0.0%
New Oriental Education & Technology Group Inc. ADR 223 26 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 474,473 586 0.2%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 555,020 696 0.2%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 42,890 57 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 139,790 158 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 82,124 73 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 76,344 97 0.0%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 45,558 60 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 48,931 66 0.0%
Newfield Exploration Co. 5.75% 01-30-2022 12,647 17 0.0%
Nexstar Broadcasting Inc. Term Loan B 1st Lien F/R 01-17-2024 10,948 14 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 76,729 99 0.0%
NextEra Energy Inc. 6.371% Conv. Pfd. 1,010 88 0.0%
NextEra Energy Inc. Conv. Pfd. 3,199 227 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 70,734 90 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 69,535 86 0.0%
NextEra Energy Partners LP 1.50% 09-15-2020 Conv. 65,339 82 0.0%
NH Investment & Securities Co. Ltd. 50 1 0.0%
Nichiha Corp. 870 44 0.0%
Nickel Asia Corp. 2,538 0.0%
Nielsen Holdings PLC 7,398 310 0.0%
Nike Inc. Class B 3,780 325 0.1%
Nine Point Energy Holdings Inc. 166 3 0.0%
Nine Point Energy Holdings Inc. Pfd. 4 6 0.0%
Nippo Corp. 3,795 115 0.0%
Nippon Steel & Sumikin Bussan Corp. 188 14 0.0%
NiSource Finance Corp. 5.65% 02-01-2045 69,535 107 0.0%
Nissan Auto Receivables 2013-C Owner Trust 1.30% 06-15-2020 3,987 5 0.0%
Nissan Auto Receivables Owner Trust 1.79% 01-17-2022 63,541 81 0.0%
Nissan Canada Financial Services Inc. 1.58% 10-07-2019 370,569 367 0.1%
Nissan Motor Co. Ltd. 5,532 75 0.0%
Nissei ASB Machine Co. Ltd. 176 17 0.0%
Nittoku Engineering Co. Ltd. 345 18 0.0%
NN Group NV 682 39 0.0%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 3,870 5 0.0%
Noevir Holdings Co. Ltd. 851 81 0.0%
Nokia OYJ 3.38% 06-12-2022 266,980 334 0.1%
Nokian Renkaat OYJ 2,065 122 0.0%
Norbord Inc. 4,135 179 0.0%
Norbord Inc. 6.25% 04-15-2023 144A 13,046 18 0.0%
Nordic Investment Bank 1.375% 07-15-2020 441,189 72 0.0%
Nordic Investment Bank 4.13% 03-19-2020 88,717 85 0.0%
Nordic Investment Bank 5.00% 04-19-2022 50,953 55 0.0%
North Battleford Power LP 4.958% 12-31-2032 256,457 279 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 250,437 239 0.0%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 175,887 178 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 134,024 133 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 434,110 461 0.1%
Northam Platinum Ltd. 309 1 0.0%
Northland Power Inc. 14,203 313 0.0%
Northview Apartment Real Estate Investment Trust 4,429 110 0.0%
Northwest Acquisitions ULC 7.13% 11-01-2022 Callable 2019 144A 4,389 6 0.0%
NorthWest Healthcare Properties Real Estate Investment Trust 1,939 20 0.0%
Norwegian Government 3.75% 05-25-2021 1,439,860 253 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 6,886 9 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 18,887 24 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 24,257 32 0.0%
Novanta Inc. 2,040 146 0.0%
Novartis AG ADR 1,412 151 0.0%
Novartis AG Reg. 2,789 299 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 5,426 7 0.0%
Novellus Systems Inc. 2.625% 05-15-2041 Conv. 8,992 67 0.0%
Novolipetsk Steel PJSC 5,385 18 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 144A 3,870 5 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 71,334 95 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 15,959 22 0.0%
NTPC Ltd. 4.38% 11-26-2024 48,315 64 0.0%
NTT DoCoMo Inc. 763 25 0.0%
Numericable-SFR 6.00% 05-15-2022 Callable 144A 730,399 912 0.2%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 5,187 6 0.0%
Nutrien Ltd. 13,064 824 0.2%
NuVista Energy Ltd. 8,380 67 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 198,573 199 0.0%
NVIDIA Corp. 13 4 0.0%
NVR Inc. 104 380 0.1%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 36,646 44 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 100,706 133 0.0%
O2 Czech Republic AS 72 1 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 9,200 12 0.0%
Oasis Petroleum Inc. 6.875% 03-15-2022 4,804 6 0.0%
Obsidian Energy Ltd. 35,097 41 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 137,888 178 0.0%
Odebrecht Finance Ltd. 5.25% 06-27-2029 135,275 39 0.0%
OdontoPrev SA 200 1 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 237,060 309 0.0%
Oil Search Ltd. 3,416 25 0.0%
Okabe Co. Ltd. 525 6 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 146,431 183 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 31,770 41 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 23,378 30 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 48,106 62 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 60,872 76 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 12,448 16 0.0%
Omega US Sub LLC 8.75% 07-15-2023 Callable 2018 144A 1,181 2 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 142,567 143 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 1,056,666 1,064 0.3%
OMERS Realty Corp. 3.328% 11-12-2024 30,543 31 0.0%
Omnicom Group Inc. 6,063 593 0.2%
Omnicom Group Inc. 3.60% 04-15-2026 Callable 2026 55,149 69 0.0%
OMV AG 1,593 117 0.0%
ON Semiconductor Corp. 1.63% 10-15-2023 Conv. 144A 30,572 53 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 414,353 389 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 37,698 52 0.0%
Ontario Hydro 0% 05-26-2025 169,799 137 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 579,287 580 0.2%
Ontrea Inc. 4.62% 04-09-2018 Callable 94,216 94 0.0%
OPAP SA 75 1 0.0%
OPB Finance Trust 2.98% 01-25-2027 188,450 188 0.0%
Open Text Corp. 6,243 281 0.0%
Ophir Energy PLC 8,170 8 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 4,812 6 0.0%
Oracle Corp. 19,304 1,255 0.3%
Origin Property PCL 1,546 1 0.0%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 278 0.0%
Orkla ASA 502 7 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 400,416 460 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 18,313 23 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 11,969 16 0.0%
Osisko Mining Inc. 0 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 88,304 114 0.0%
OTP Bank NYRT 211 12 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 918 1 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.875% 03-15-2025 57,906 76 0.0%
Oversea-Chinese Banking Corp. Ltd. 4.00% 10-15-2024 Callable 2019 144A 70,135 91 0.0%
Owens & Minor Inc. 8,065 170 0.0%
Owens Corning Inc. 3,077 321 0.1%
Oxbow Carbon LLC Term Loan B 1st Lien F/R 12-18-2022 11,404 15 0.0%
Oxbow Carbon LLC Term Loan B 2nd Lien F/R 12-18-2023 10,007 13 0.0%
Padini Holdings BHD 2,323 4 0.0%
PALTAC Corp. 376 25 0.0%
Pan American Silver Corp. 13,168 256 0.0%
Paradigm Acquisition Corp. Term Loan 1st Lien F/R 10-11-2024 30,073 39 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 39,897 54 0.0%
Paramount Resources Ltd. Class A 5,915 102 0.0%
Parex Resources Inc. 14,745 264 0.0%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 5,785 8 0.0%
Parkland Fuel Corp. 1,171 34 0.0%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 17,156 17 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 641,923 653 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 18,155 19 0.0%
Parkson Holdings BHD 2,380 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 48,555 62 0.0%
Partners Group Holding AG 281 260 0.0%
Pason Systems Inc. 14,279 253 0.0%
PayPal Holdings Inc. 7 1 0.0%
Peabody Energy Corp. 1,336 70 0.0%
Pembina Pipeline Corp. 6,760 279 0.0%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 342,154 336 0.1%
Pembina Pipeline Corp. 3.77% 10-24-2022 106,472 110 0.0%
Pembina Pipeline Corp. 4.24% 06-15-2027 Callable 2027 245,622 253 0.0%
Pembina Pipeline Corp. 4.74% 01-21-2047 Callable 2046 MTN 153,781 156 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 149,509 153 0.0%
Penauille Polyservices SA 1,390 16 0.0%
Pengrowth Energy Corp. 790 1 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 12,368 16 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 4,748 6 0.0%
Penske Automotive Group Inc. 5.75% 10-01-2022 Callable 8,299 11 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 12,106 8 0.0%
People's United Financial Inc. Pfd. Series A 3,477 119 0.0%
PepsiCo Inc. 1,219 172 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 985,798 949 0.3%
PepsiCo Inc. 2.50% 11-01-2022 326 1 0.0%
PerkinElmer Inc. 3,778 370 0.1%
Persimmon PLC 16,627 760 0.2%
Pertamina Persero PT 4.30% 05-20-2023 144A 62,941 82 0.0%
Petkim Petrokimya Holding AS 694 2 0.0%
Petrobras Global Finance BV 7.38% 01-17-2027 270,184 376 0.1%
Petroleos De Venezuela SA 6.00% 05-16-2024 314,877 103 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 78,527 101 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 19,182 26 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 760,093 46 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 776,338 51 0.0%
Petron Corp. 4,665 1 0.0%
Petron Malaysia Refining & Marketing Bhd 1,652 6 0.0%
Petronas Chemicals Group BHD 8,001 21 0.0%
PetSmart Inc. 5.88% 06-01-2025 Callable 2020 144A 384,452 385 0.1%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 289,933 305 0.0%
Pfizer Inc. 2,469 115 0.0%
PGE Polska Grupa Energetyczna SA 1,550 6 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 1,086 1 0.0%
Phoenix Group Holdings 3,979 55 0.0%
PHX Energy Services Corp. 4 0.0%
PICC Property & Casualty Co. Ltd. H 830 2 0.0%
Pick n Pay Stores Ltd. 57 0.0%
Pike Corp. Term Loan B 1st Lien F/R 09-20-2024 9,087 12 0.0%
Pilgrim's Pride Corp. 1,901 61 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 289,407 362 0.1%
Ping An Insurance (Group) Co. of China Ltd. H 18,889 255 0.0%
Pioneer Holding LLC 9.00% 11-01-2022 Callable 2019 144A 173,371 235 0.0%
Pioneer Natural Resources Co. 4.45% 01-15-2026 81,524 109 0.0%
Pizza Pizza Royalty Corp. 2,666 38 0.0%
Plaza Retail REIT 21 0.0%
PLDT Inc. 211 8 0.0%
Plenary Health Care Partnerships Humber LP 4.895% 05-31-2039 Callable 101,599 113 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 20,394 27 0.0%
PM Merger Sub Inc. Term Loan B 1st Lien F/R 03-07-2025 24,430 32 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 8,033 10 0.0%
PNI Canada Acquireco Corp. Term Loan B 1st Lien F/R 08-23-2022 148,471 191 0.0%
Polo Ralph Lauren Corp. Class A 1,082 147 0.0%
Polycom Inc. Term Loan 1st Lien F/R 09-27-2023 53,798 70 0.0%
Poongsan Corp. 11 1 0.0%
Porsche Automobil Holding SE Pfd. 11,081 1,195 0.3%
POSCO 423 180 0.0%
POSCO ADR 98 10 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 391,664 479 0.1%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 23,978 30 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 70,135 89 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-17-2024 16,611 21 0.0%
Pou Chen Corp. 1,471 2 0.0%
Power Corp. of Canada Sub. Voting* 747 23 0.0%
Power Financial Corp.* 1,093 37 0.0%
Power Products LLC Term Loan 1st Lien F/R 12-20-2022 55,297 72 0.0%
Powerlong Real Estate Holdings Ltd. 35,023 22 0.0%
Powertech Technology Inc. 528 2 0.0%
Powszechna Kasa Oszczednosci Bank Polski 1,120 18 0.0%
Powszechny Zaklad Ubezpieczen SA 445 7 0.0%
PPB Group BHD 14,195 82 0.0%
PrairieSky Royalty Ltd. 3,068 87 0.0%
Precision Drilling Corp. 13,408 54 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 24,329 32 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 24,617 33 0.0%
Preferred Apartment Communities Inc. REIT Class A 1,917 34 0.0%
Premier Foods Finance PLC 6.50% 03-15-2021 Callable 146,305 262 0.0%
Premium Brands Holdings Corp. 863 89 0.0%
President Chain Store Corp. 7,105 90 0.0%
Press Metal Aluminium Holdings BHD 35,945 68 0.0%
Prima Meat Packers Ltd. 2,109 16 0.0%
Primeline Utility Services LLC Term Loan B 1st Lien F/R 11-14-2022 301,129 388 0.1%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 45,558 59 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 16,172 21 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 07-13-2021 16,345 21 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 343,457 445 0.1%
Prosperity Real Estate Investment Trust 11,731 6 0.0%
Province of Alberta 1.00% 11-15-2021 83,922 146 0.0%
Province of Alberta 3.10% 06-01-2024 316,105 325 0.1%
Province of British Columbia 2.70% 12-18-2022 688,809 700 0.2%
Province of British Columbia 3.25% 12-18-2021 530,757 551 0.2%
Province of British Columbia 3.30% 12-18-2023 150,577 157 0.0%
Province of British Columbia 3.70% 12-18-2020 145,237 152 0.0%
Province of British Columbia 4.80% 06-15-2021 153,781 167 0.0%
Province of British Columbia 6.35% 06-18-2031 230,457 318 0.1%
Province of British Columbia 6.60% 01-09-2020 2,014,126 40 0.0%
Province of Manitoba 2.45% 06-02-2025 332,017 326 0.1%
Province of Manitoba 2.55% 06-02-2023 255,554 256 0.0%
Province of Manitoba 3.30% 06-02-2024 201,730 210 0.0%
Province of Manitoba 6.30% 03-05-2031 135,946 183 0.0%
Province of New Brunswick 3.35% 12-03-2021 32,038 33 0.0%
Province of New Brunswick 3.65% 06-03-2024 306,600 324 0.1%
Province of New Brunswick 4.50% 06-02-2020 266,980 281 0.0%
Province of New Brunswick 4.55% 03-26-2037 54,998 65 0.0%
Province of Newfoundland 3.70% 10-17-2048 714,218 765 0.2%
Province of Nova Scotia 6.60% 12-01-2031 171,401 240 0.0%
Province of Ontario 0% 06-02-2024 1,013,457 855 0.2%
Province of Ontario 0% 06-02-2026 200,769 158 0.0%
Province of Ontario 0% 07-13-2022 195,430 175 0.0%
Province of Ontario 1.65% 09-27-2019 20,381 26 0.0%
Province of Ontario 2.40% 06-02-2026 2,435,682 2,371 0.5%
Province of Ontario 2.60% 06-02-2025 26,698 27 0.0%
Province of Ontario 2.60% 06-02-2027 2,842,806 2,790 0.5%
Province of Ontario 2.60% 09-08-2023 2,621,203 2,635 0.5%
Province of Ontario 2.80% 06-02-2048 2,054,876 1,937 0.4%
Province of Ontario 2.85% 06-02-2023 184,430 188 0.0%
Province of Ontario 2.90% 12-02-2046 1,224,905 1,176 0.3%
Province of Ontario 3.15% 06-02-2022 982,487 1,014 0.3%
Province of Ontario 3.45% 06-02-2045 74,754 79 0.0%
Province of Ontario 3.50% 06-02-2024 229,603 242 0.0%
Province of Ontario 4.00% 06-02-2021 54,250 57 0.0%
Province of Ontario 4.20% 06-02-2020 1,009,643 1,058 0.3%
Province of Ontario 4.40% 06-02-2019 210,884 218 0.0%
Province of Ontario 4.60% 06-02-2039 416,489 513 0.1%
Province of Ontario 6.20% 06-02-2031 31,824 43 0.0%
Province of Ontario 6.25% 09-29-2020 27,574 30 0.0%
Province of Ontario 6.50% 03-08-2029 254,165 339 0.1%
Province of Ontario F/R 08-28-2018 88,456 89 0.0%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 379,112 326 0.1%
Province of Quebec 0% 04-01-2026 Generic Strip 223,196 176 0.0%
Province of Quebec 2.50% 09-01-2026 505,127 496 0.1%
Province of Quebec 2.75% 09-01-2025 870,356 874 0.2%
Province of Quebec 2.75% 09-01-2027 462,410 460 0.1%
Province of Quebec 3.00% 09-01-2023 1,262,817 1,296 0.3%
Province of Quebec 3.50% 12-01-2045 2,763,780 2,974 0.6%
Province of Quebec 3.50% 12-01-2048 1,381,083 1,498 0.3%
Province of Quebec 3.75% 09-01-2024 160,188 171 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 26,698 50 0.0%
Province of Quebec 4.50% 12-01-2018 58,026 59 0.0%
Province of Quebec 4.50% 12-01-2020 307,027 327 0.1%
Province of Quebec 4.50% 12-01-2021 Real Return 11,747 18 0.0%
Province of Quebec 9.375% 01-16-2023 55,105 73 0.0%
Province of Quebec F/R 12-19-2018 88,456 89 0.0%
Prudential Financial Inc. 596 81 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 50,381 64 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 182,299 236 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 458,419 460 0.1%
PT ACE Hardware Indonesia TBK 11,766 1 0.0%
PT Adaro Energy TBK 40,198 9 0.0%
PT Astra International TBK 74,730 56 0.0%
PT Bank Central Asia TBK 28,926 62 0.0%
PT Bank Mandiri (Persero) TBK 1,082 1 0.0%
PT Bank Negara Indonesia (Persero) TBK 5,981 5 0.0%
PT Bank Pembangunan Daerah Jawa TBK 13,234 1 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 226,179 79 0.0%
PT Gudang Garam TBK 622 5 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 11,468 11 0.0%
PT Indiak Energy TBK 10,880 4 0.0%
PT Indo Tambangraya Megah TBK 992 3 0.0%
PT Medco Energi Internasional Tbk 14,538 2 0.0%
PT Panin Financial TBK 20,406 1 0.0%
PT Perusahaan Perkebunan London Sumatra Indonesia Tbk 4,669 1 0.0%
PT Salim Ivomas Pratama TBK 9,078 0.0%
PT Unilever Indonesia TBK 7,425 37 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 52,151 66 0.0%
PTT Global Chemical PCL 1,067 4 0.0%
Public Bank BHD 14,212 107 0.0%
Publicis Groupe SA 3,139 304 0.0%
PulteGroup Inc. 10,154 366 0.1%
PulteGroup Inc. 7.875% 06-15-2032 14,922 23 0.0%
Pure Industrial Real Estate Trust 14,998 120 0.0%
PW Medtech Group Ltd. 1,207 0.0%
PXP Energy Corp. 2,606 1 0.0%
Pyeong Hwa Automotive Co. Ltd. 32 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-17-2021 313,464 408 0.1%
QCP SNF West 8.13% 11-01-2023 Callable 2019 144A 433,089 567 0.2%
QinetiQ Group PLC 88 0.0%
Qinhuangdao Port Co. Ltd. 1,490 1 0.0%
Qorvo Inc. 1,057 109 0.0%
Quad Graphics Inc. 8 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 269,043 357 0.1%
Qualicorp SA 28,878 328 0.1%
Qualitas Controladora SAB de CV 256 1 0.0%
Quarterhill Inc. 5,796 13 0.0%
Quebecor Inc. Class B Sub. voting 12,664 304 0.0%
Quebecor Media Inc. 6.625% 01-15-2023 144A 475,145 520 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 14,770 14 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 77,927 89 0.0%
Quest Software US Holdings Inc. Term Loan 1st Lien F/R 10-31-2022 61,202 80 0.0%
Quinpario Acquisition Corp. 2 B Term Loan 1st Lien F/R 06-30-2023 165,174 208 0.0%
Quintiles IMS Inc. 2.88% 09-15-2025 Callable 2020 106,792 166 0.0%
QVC Inc. 4.45% 02-15-2025 50,833 64 0.0%
R.R. Donnelley & Sons Co. 6.00% 04-01-2024 160,188 199 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 543 1 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 452,087 606 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 57,402 74 0.0%
Radiant Opto-Electronics Corp. 1,584 6 0.0%
Raging River Exploration Inc. 7,433 46 0.0%
Raia Drogasil SA 1,327 41 0.0%
Rallye SA 611 14 0.0%
Raspadskaya 3,138 8 0.0%
Ratchthani Leasing PCL 2,236 1 0.0%
Raytheon Co. 354 99 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 151,982 151 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 111,598 112 0.0%
Real Matters Inc. 3,485 26 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 64,092 83 0.0%
Rebosis Property Fund Ltd. 611 1 0.0%
Red Hat Inc. 698 132 0.0%
Red Ventures LLC Term Loan B 1st Lien F/R 11-08-2024 225,591 292 0.0%
Redrow PLC 14,088 146 0.0%
Refresco Group NV Term Loan B 1st Lien F/R 09-27-2024 38,416 49 0.0%
Regal Entertainment Group 5.75% 02-01-2025 Callable 2018 11,211 15 0.0%
Regions Bank 6.45% 06-26-2037 43,160 67 0.0%
Regions Financial Corp. 6.375% 12-15-2017 Pfd. 2,299 75 0.0%
Regions Financial Corp. 7.375% 12-10-2037 24,577 42 0.0%
Reinsurance Group of America Inc. 1,789 353 0.1%
Reliance Industries Ltd. GDR 144A London shares 1,275 47 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 397,397 535 0.2%
Reliance LP 3.813% 09-15-2020 221,172 226 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 261,637 259 0.0%
Reliance Steel & Aluminum Co. 1,617 187 0.0%
RELX PLC 1,016 27 0.0%
Renault SA 2,114 293 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 17,844 23 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 01-02-2025 11,125 14 0.0%
Repligen Corp. 3,627 160 0.0%
Repsol SA 1,905 44 0.0%
Republic of Argentina 4.63% 01-11-2023 2,042 3 0.0%
Republic of Argentina 5.88% 01-11-2028 4,040 5 0.0%
Republic of Argentina 6.88% 01-11-2048 782 1 0.0%
Republic of Austria 0.00% 07-15-2023 89,317 138 0.0%
Republic of Colombia 7.00% 09-11-2019 305,332,310 141 0.0%
Republic of Finland 1.50% 04-15-2023 81,524 137 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 40,163 65 0.0%
Republic of Indonesia 7.50% 05-15-2038 1,247,368,112 118 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 338,085 628 0.2%
Republic of Poland F/R 01-25-2026 52,781 19 0.0%
Republic of Portugal 3.85% 04-15-2021 64,140 112 0.0%
Republic of the Philippines 4.00% 01-26-2022 2,536,840 60 0.0%
Republic Services Inc. 1,079 93 0.0%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 347,873 443 0.1%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 56,671 68 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 257,078 341 0.1%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 8,464 11 0.0%
Restaurant Brands International Inc. 4,079 307 0.0%
Reunert Ltd. 83 1 0.0%
Revlon Consumer Products Corp. 6.25% 08-01-2024 Callable WI 4,030 4 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 31,559 33 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 310,479 404 0.1%
RHB Capital BHD 724 1 0.0%
Rhoen-Klinikum AG 355 16 0.0%
RHT Health Trust/Source SGX 4,071 3 0.0%
Rightmove PLC 1,952 147 0.0%
Rio Tinto Ltd. 9,306 747 0.2%
Rio Tinto PLC 4,204 289 0.0%
RioCan Real Estate Investment Trust 4,004 94 0.0%
Ritchie Bros. Auctioneers Inc. 3,843 160 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 13,884 18 0.0%
Rite Aid Corp. 7.70% 02-15-2027 445,421 532 0.2%
Riverbed Technology Inc. Term Loan B 1st Lien F/R 04-24-2022 2,037 3 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 19,709 24 0.0%
RMB Holdings Ltd. 701 7 0.0%
Road King Infrastructure Ltd. 943 2 0.0%
Robertshaw Holdings Corp. Term Loan 2nd Lien F/R 02-02-2025 5,384 7 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 73,842 96 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 22,981 32 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 11,251 15 0.0%
Roche Holding AG Genusscheine 131 39 0.0%
Rocky Mountain Dealerships Inc. 607 7 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 63,835 67 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 224,576 243 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 693,294 918 0.2%
Rogers Communications Inc. Class B non-voting 7,984 462 0.1%
Rogers Corp. 30 5 0.0%
Rogers Sugar Inc. 4,357 27 0.0%
Rollins Inc. 101 6 0.0%
ROSSETI PJSC 73,242 1 0.0%
Rostelecom 1,837 3 0.0%
Rowan Companies Inc. 5,535 86 0.0%
Royal Bank of Canada 40,478 4,093 0.7%
Royal Bank of Canada 1.40% 04-26-2019 Covered 511,000 508 0.1%
Royal Bank of Canada 1.65% 07-15-2021 DPNT 430,586 418 0.1%
Royal Bank of Canada 2.00% 03-21-2022 1,195,378 1,167 0.3%
Royal Bank of Canada 2.33% 12-05-2023 DPNT 477,621 466 0.1%
Royal Bank of Canada 2.36% 12-05-2022 593,397 584 0.2%
Royal Bank of Canada 2.50% 01-19-2021 1,086 1 0.0%
Royal Bank of Canada 3.31% 01-20-2026 877,831 890 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 234,943 239 0.0%
Royal Bank of Canada 4.65% 01-27-2026 GMTN 476,789 636 0.2%
Royal Bank of Canada F/R 02-11-2020 1,463,052 1,476 0.3%
Royal Bank of Canada F/R 03-23-2020 Covered 887,442 893 0.2%
Royal Bank of Canada F/R 04-09-2019 255,340 256 0.0%
Royal Bank of Canada F/R 11-30-2018 511,078 511 0.1%
Royal Caribbean Cruises Ltd. 37 6 0.0%
Royal Dutch Shell PLC A 9,867 400 0.1%
RS PCL 652 1 0.0%
Russel Metals Inc. 4,186 123 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 85,121 109 0.0%
Sage Automotive Holdings Inc. Term Loan 1st Lien F/R 11-04-2022 3,079 4 0.0%
Samart Telcoms PCL 517 0.0%
Samsonite International SA 45,764 255 0.0%
Samsung Electronics Co. Ltd. 260 722 0.2%
Samsung SDI Co. Ltd. 26 5 0.0%
Samui Airport Property Fund Leasehold 1,113 1 0.0%
San Miguel Corp. 1,466 5 0.0%
Sanderson Farms Inc. 1,248 197 0.0%
Sands China Ltd. 10,523 75 0.0%
Sanlam Ltd. 6,061 60 0.0%
Sanofi 1,852 188 0.0%
Sansiri PCL 3,390 0.0%
Santander Consumer Bank AS 0.88% 06-12-2018 23,893 4 0.0%
Santander Consumer Bank AS F/R 03-30-2020 23,893 4 0.0%
Saputo Inc. 3,135 129 0.0%
Saputo Inc. 1.94% 06-13-2022 Callable 2022 126,442 122 0.0%
Saputo Inc. 2.196% 06-23-2021 106,792 106 0.0%
Saputo Inc. 2.83% 11-21-2023 Callable 2023 177,809 176 0.0%
Sarantis SA 72 2 0.0%
Sarawak Oil Palms Bhd 279 0.0%
Sarbacane Bidco Inc. Term Loan 1st Lien F/R 01-18-2025 (AKA Prometric) 3,075 4 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 126,482 160 0.0%
SBA Senior Finance II LLC Term Loan B1 1st lien F/R 03-24-2021 80,688 104 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 28,174 36 0.0%
Sberbank of Russia 16,996 106 0.0%
Sberbank of Russia ADR 3,195 83 0.0%
SCE Trust VI Pfd. 1,283 37 0.0%
Schaeffler AG 8,077 169 0.0%
Schindler Holding AG 62 18 0.0%
Schindler Holding AG PC 61 18 0.0%
Schouw & Co. 301 40 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 28,965 40 0.0%
Scientific Games International Inc. 6.25% 09-01-2020 Callable 383,384 496 0.1%
Scientific Games International Inc. Term Loan B5 1st Lien F/R 08-14-2024 4,864 6 0.0%
SciQuest Inc. Term Loan 1st Lien F/R 12-29-2024 11,852 15 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 216,601 208 0.0%
Seaboard Corp. 1 4 0.0%
Seah Besteel Corp. 13 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 81,524 108 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 69,535 92 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 86,679 117 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 93,513 128 0.0%
Segro PLC 1,944 20 0.0%
Semirara Mining & Power Corp. 996 1 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 543 1 0.0%
Sentul City TBK PT 104,721 2 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 22,294 28 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 5,386 7 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 18,393 24 0.0%
ServiceNow Inc. 922 190 0.0%
Seven & i Holdings Co. Ltd. 10,349 553 0.2%
Seven Generations Energy Ltd. 3,495 52 0.0%
Seven Generations Energy Ltd. 5.38% 09-30-2025 Callable 2020 144A 7,620 10 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 36,785 49 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 29,373 31 0.0%
SFS Group AG 226 34 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 2,414 2 0.0%
Shanghai Industrial Holdings Ltd. 981 4 0.0%
Shanghai Prime Machinery Co. Ltd. 1,961 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 176,421 179 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 134,558 136 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 288,339 305 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 1,704,829 2,137 0.4%
Shaw Communications Inc. Class B non-voting 1,119 28 0.0%
Shaw Communications Inc. Pfd Series A 5,703 108 0.0%
ShawCor Ltd. 2,952 78 0.0%
Shenzhen Expressway Co. Ltd. 12,300 16 0.0%
Sherritt International Corp. 572 1 0.0%
Shimao Property Holdings Ltd. 2,659 8 0.0%
Shin Kong Financial Holding Co. Ltd. 16,141 8 0.0%
Shinhan Financial Group Co. Ltd. ADR 468 26 0.0%
Shinko Plantech Co. Ltd. 491 6 0.0%
Shinyoung Securities Co. Ltd. 17 1 0.0%
Shoei Foods Corp. 215 10 0.0%
Shopify Inc. 786 140 0.0%
Shoprite Holdings Ltd. 2,638 74 0.0%
Shun Tak Holdings Ltd. 80,355 43 0.0%
Shuttefly Inc. Term Loan B2 1st Lien F/R 08-17-2024 24,430 32 0.0%
Siam Cement PCL-NVDR 2,786 55 0.0%
Siam Commercial Bank PCL 10,764 65 0.0%
Siegfried Holding AG 19 9 0.0%
Siemens AG 2,034 344 0.1%
Sienna Senior Living Inc. 3.474% 02-03-2021 186,886 192 0.0%
Sierra Wireless Inc. 1,093 22 0.0%
Signature Bank 1,816 341 0.1%
Sika AG 4 40 0.0%
Silicon Laboratories Inc. 722 87 0.0%
Siliconware Precision Industries Co. ADR 177 2 0.0%
Siltronic AG 531 100 0.0%
Sime Darby BHD 15,381 14 0.0%
Sime Darby Plantation BHD 53,208 93 0.0%
SIMMTECH Co. Ltd. 34 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 65,288 85 0.0%
Sinclair Television Group Inc. Term Loan B 1st Lien F/R 12-12-2024 229,409 295 0.0%
Sino-American Silicon Products Inc. 603 2 0.0%
Sino-Ocean Land Holdings Ltd. 2,621 2 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 68 5 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 4,978 4 0.0%
Sinotrans Ltd. 1,395 1 0.0%
Sinotruk Hong Kong Ltd. 4,224 7 0.0%
Sinyi Realty Co. 603 1 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 68,558 86 0.0%
Sirius XM Radio Inc. 5.375% 04-15-2025 Callable 2020 144A 20,381 27 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 50,953 66 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 18,193 23 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 14,562 19 0.0%
Sixsigma Networks Mexico SA de CV 8.25% 11-07-2021 Callable 2017 144A 31,171 42 0.0%
SK Holdings Co. Ltd. 43 14 0.0%
SK Hynix Inc. 8,699 788 0.2%
SK Telecom Co. Ltd. ADR 728 23 0.0%
SKC Co. Ltd. 18 1 0.0%
SKP Resources BHD 1,871 1 0.0%
Slate Office REIT 350 3 0.0%
SLC Agricola SA 117 2 0.0%
Sleep Country Canada Holdings Inc. 376 12 0.0%
SM Energy Co. 6.50% 01-01-2023 Callable 5,506 7 0.0%
SM Energy Co. 6.50% 11-15-2021 Callable 4,030 5 0.0%
SM Investments Corp 56 1 0.0%
Smart Real Estate Investment Trust 3.985% 05-30-2023 Callable 101,453 105 0.0%
SmartCentres Real Estate Investment Trust 3.83% 12-21-2027 Callable 2027 46,246 45 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 65,544 85 0.0%
SMI Acquisition Inc. Term Loan 2nd Lien F/R 10-27-2025 2,627 3 0.0%
Smiles Fidelidade SA 64 2 0.0%
Smith & Nephew PLC 3,326 74 0.0%
Snap-On Inc. 1,580 323 0.1%
SNC-Lavalin Group Inc. 5,810 323 0.1%
SNC-Lavalin Group Inc. 2.69% 11-24-2020 1,123,437 1,123 0.3%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 213,584 224 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 51,273 65 0.0%
Sofina SA 173 38 0.0%
SoftBank Group Corp. 2,195 233 0.0%
SoftBank Group Corp. 4.75% 09-19-2024 Callable 2024 68,347 86 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 320,376 420 0.1%
Softcat PLC 562 6 0.0%
SolarEdge Technologies Inc. 1,749 112 0.0%
Solenis International LP Term Loan 2nd Lien F/R 07-31-2022 20,177 25 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 5,626 8 0.0%
Solium Capital Inc. 389 4 0.0%
Somboon Advance Technology PCL 705 1 0.0%
Sonic Healthcare Ltd. 10,964 267 0.0%
Sonova Holding AG 420 85 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 499,815 546 0.2%
Source Energy Services Ltd. 891 5 0.0%
Southern Copper Corp. 241 16 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 5,994 12 0.0%
Southern Power Co. 4.15% 12-01-2025 123,485 163 0.0%
SP LP 3.21% 06-15-2019 466,583 468 0.1%
Sparebank 1 Nord-Norge 1,246 14 0.0%
Spartan Energy Corp. 12,877 70 0.0%
SPDR Barclays Capital High Yield Bond ETF 40,136,849 18,652 3.1%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 1,197 2 0.0%
Spectrum Brands Inc. 5.75% 07-15-2025 Callable 2020 285,195 380 0.1%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 9,775 13 0.0%
Spectrum Brands Inc. Term Loan B 1st Lien F/R 06-23-2022 106,312 137 0.0%
Spin Master Corp. 3,583 199 0.0%
Spirit Airlines Inc. 14,708 755 0.2%
Springland International Holdings Ltd. 867 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 11,331 15 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 323,819 400 0.1%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 90,432 116 0.0%
Sprint Corp. 7.25% 09-15-2021 15,600 21 0.0%
Sprint Corp. 7.63% 02-15-2025 Callable 2024 88,240 114 0.0%
Sprint Corp. 7.875% 09-15-2023 422,523 561 0.2%
Sprint Nextel Corp. 9.00% 11-15-2018 144A 44,958 60 0.0%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 7,144 9 0.0%
Spy Hill Power LP 4.14% 03-31-2036 86,873 88 0.0%
Square Inc. Class A 1,593 94 0.0%
SSE PLC 2,937 63 0.0%
SSR Mining Inc. 1 0.0%
SSY Group Ltd. 2,414 2 0.0%
St Clair Holding ULC 4.88% 08-31-2031 52,729 53 0.0%
St. George's University Scholastic Services LLC Term Loan B 1st Lien F/R 07-06-2022 5,242 7 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 32,130 40 0.0%
Standard Bank Group Ltd. 520 12 0.0%
Standard Chartered PLC 17,675 252 0.0%
Standard Industries Inc. 4.75% 01-15-2028 Callable 2023 144A 758 1 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 459 69 0.0%
Stantec Inc. 1,978 64 0.0%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 190,528 243 0.0%
Star Petroleum Refining PCL 5,453 4 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 118,531 139 0.0%
Starwood Property Trust Inc. 14,002 364 0.1%
State Bank of India 3.25% 04-18-2018 144A 1,032 1 0.0%
State Bank of India 3.622% 04-17-2019 144A 434 1 0.0%
State Bank of India GDR [London shares] 102 5 0.0%
State of Israel 2.00% 03-31-2027 30,409 11 0.0%
Steel Dynamics Inc. 3,906 232 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 3,192 4 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 16,637 22 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 1,317 2 0.0%
Stella-Jones Inc. 1,944 93 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 70,135 90 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 63,541 82 0.0%
Stobart Group Ltd. 1,813 8 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 186,953 204 0.0%
Straumann Holding AG 8 7 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 29,185 38 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 14,685 19 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 12,406 16 0.0%
Stryker Corp. 244 51 0.0%
Stuart Olson Inc. 158 1 0.0%
Student Transportation of America Ltd. 2 0.0%
Subsea 7 SA 1,647 31 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 9,176 11 0.0%
Sumitomo Densetsu Co. Ltd. 115 3 0.0%
Sumitomo Mitsui Construction Co. Ltd. 2,735 21 0.0%
Summit Industrial Income Real Estate Investment Trust 3,315 26 0.0%
Sun Art Retail Group Ltd. 1,018 2 0.0%
Sun International Ltd. 456 3 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 380,180 401 0.1%
Sun Life Financial Inc. 16,600 878 0.2%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 292,076 295 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 587,891 586 0.2%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 130,152 129 0.0%
Suncor Energy Inc. 51,848 2,190 0.4%
Suncor Energy Inc. 3.00% 09-14-2026 MTN 64,075 63 0.0%
Sunshine Investments BV Term Loan B3 1st Lien F/R 12-15-2024 163,501 212 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 39,323 46 0.0%
Superior Industries International Inc. Term Loan 1st Lien F/R 03-22-2024 21,310 28 0.0%
Superior Plus Corp. 6,257 79 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 780,650 791 0.2%
Supernus Pharmaceuticals Inc. 28 1 0.0%
Surge Energy Inc. 7,236 14 0.0%
Surgutneftegas OAO 1,105 1 0.0%
Suzano Papel e Celulose SA 1,082 9 0.0%
Svenska Cellulosa AB (SCA) B 33,529 425 0.1%
Swiss Life Holding AG Reg. 151 70 0.0%
Swiss Re Ltd. 1,075 141 0.0%
Swisscom AG Reg. 36 25 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 294,116 369 0.1%
Syneos Health Inc. 6,164 331 0.1%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 136,150 176 0.0%
Synnex Technology International Corp. 4,526 8 0.0%
Synopsys Inc. 1,025 111 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 63,541 80 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 101,905 137 0.0%
Synovus Financial Corp. 7.875% 12-31-2049 Pfd. Callable 2018 2,133 71 0.0%
Synthomer PLC 6,970 58 0.0%
Systemax Inc. 369 14 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 3,910 5 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 47,101 59 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 58,936 77 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 330,844 447 0.1%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 53,350 74 0.0%
T-Mobile USA Inc. 6.625% 04-01-2023 Callable 2018 26,630 35 0.0%
T-Mobile USA Inc. 6.836% 04-28-2023 Callable 2018 52,095 70 0.0%
T. Rowe Price Group Inc. 5,259 755 0.2%
TA Enterprise BHD 1,855 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 114,246 154 0.0%
Taekwang Industrial Co. Ltd. 4 6 0.0%
Taeyoung Engineering & Construction Co. Ltd. 80 1 0.0%
Taiflex Scientific Co. Ltd. 641 1 0.0%
Taiwan Glass Industry Corp. 3,545 3 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. 777 8 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 8,235 458 0.1%
Take-Two Interactive Software Inc. 839 120 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 112,543 136 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 340,557 436 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 7,740 10 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 Callable 2023 144A 20,348 25 0.0%
Targa Resources Partners LP 5.13% 02-01-2025 Callable 2020 3,870 5 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 7,740 10 0.0%
Taseko Mines Ltd. 85 0.0%
Tata Consultancy Services Ltd. 2,681 159 0.0%
Tatneft PJSC 1,158 16 0.0%
Tauron Polska Energia SA 2,338 2 0.0%
Taylor Wimpey PLC 221,387 723 0.2%
TCI Co. Ltd. 264 4 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 297,950 332 0.1%
TE Connectivity Ltd. 21 3 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 449,298 532 0.1%
Technovator International Ltd 528 0.0%
Techtronic Industries Co. Ltd. 36,754 292 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 52,776 66 0.0%
Teck Resources Ltd. 4.75% 01-15-2022 Callable 2021 25,622 34 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 1,915 3 0.0%
Teck Resources Ltd. Class B 23,120 849 0.2%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 23,938 31 0.0%
Tekfen Holding AS 113 1 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 652 1 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 434 1 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 106,792 132 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 47,955 48 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 71,933 80 0.0%
TELUS Corp. 18,476 856 0.2%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 206,066 210 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 452,265 458 0.1%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 215,881 215 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 425,033 436 0.1%
TELUS Corp. 4.75% 01-17-2045 Callable 266,980 276 0.0%
TELUS Corp. 5.05% 07-23-2020 15,959 17 0.0%
TELUS Corp. 5.15% 11-26-2043 269,330 294 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 29,972 30 0.0%
Tempur Sealy International Inc. 913 58 0.0%
Tenaga Nasional BHD 56,498 289 0.0%
Tenaris SA 9,151 203 0.0%
Tencent Holdings Ltd. 9,566 673 0.2%
Tenet Healthcare Corp. 6.00% 10-01-2020 11,211 15 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 297,977 383 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 9,924 10 0.0%
Teranga Gold Corp. 77 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-31-2024 3,329 4 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 510,465 636 0.2%
TerraForm Power Operating LLC Term Loan B 1st Lien F/R 11-02-2022 88,000 114 0.0%
Tervita Corp. Class A Voting 96 1 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 39,897 52 0.0%
Tesoro Corp. 5.13% 12-15-2026 Callable 2026 144A 83,922 114 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 265,221 277 0.0%
Texas Instruments Inc. 110 15 0.0%
Textron Inc. 4,083 314 0.0%
TFI International Inc. 1,222 40 0.0%
Thai Oil Public Company Ltd. NVDR 106 0.0%
Thales SA 290 41 0.0%
Thanachart Capital PCL 460 1 0.0%
The a2 Milk Co. Ltd. 7,219 88 0.0%
The ADT Corp. 3.50% 07-15-2022 85,720 106 0.0%
The AES Corp. 8,805 123 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 8,737 11 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 4,708 6 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 31,998 42 0.0%
The AES Corp. 7.375% 07-01-2021 2,833 4 0.0%
The Allstate Corp. 48 6 0.0%
The Bank of Nova Scotia 37,542 2,986 0.6%
The Bank of Nova Scotia 1.83% 04-27-2022 897,054 868 0.2%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 1,073,261 1,046 0.3%
The Bank of Nova Scotia 2.29% 06-28-2024 971,274 937 0.2%
The Bank of Nova Scotia 2.36% 11-08-2022 576,536 567 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 82,230 82 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 152,311 200 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 222,689 279 0.0%
The Bank of Nova Scotia F/R 06-27-2018 589,705 590 0.2%
The Basic House Co. Ltd. 21 0.0%
The Boeing Co. 3,886 1,806 0.4%
The Brink's Co. 1,413 133 0.0%
The British Land Co. PLC 10,631 117 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 110,547 126 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 4,548 6 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 4,788 7 0.0%
The Descartes Systems Group Inc. 3,071 104 0.0%
The Empire Life Insurance Co. 2.87% 05-31-2023 170,867 171 0.0%
The Empire Life Insurance Co. F/R 03-15-2028 Callable 2023 333,725 334 0.1%
The Estée Lauder Companies Inc. Class A 669 119 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 109,698 170 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 43,160 69 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 59,944 102 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 543,291 536 0.2%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 58,266 93 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 337,463 330 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 935,499 928 0.2%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 9,166 9 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 187,026 240 0.0%
The Hartford Financial Serivces Group Inc. Pfd. 2,152 82 0.0%
The International Bank for Reconstruction and Development 1.375% 06-23-2019 348,875 55 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 566,980 538 0.2%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 140,269 24 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 128,281 126 0.0%
The Jean Coutu Group (PJC) Inc. Class A Sub. voting 4,642 113 0.0%
The Korea Development Bank 5.25% 04-03-2018 1,738 2 0.0%
The Kraft Heinz Co. 2,350 202 0.0%
The Link Real Estate Investment Trust 1,917 21 0.0%
The Madison Square Garden Co. Class A 28 9 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 502,991 500 0.1%
The Manufacturers Life Insurance Co. 2.81% 02-21-2024 Callable 2019 439,450 442 0.1%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 80,308 82 0.0%
The Men's Wearhouse Inc. 7.00% 07-01-2022 Callable 181,536 232 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 145,885 113 0.0%
The Nippon Road Co. Ltd. 81 6 0.0%
The North West Co. Inc. 2,276 62 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 202,460 261 0.0%
The Procter & Gamble Co. 7,543 760 0.2%
The Progressive Corp. 6,084 450 0.1%
The Sage Group PLC 55,168 672 0.2%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 100,976 131 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 2,172 3 0.0%
The SPAR Group Ltd. 8 0.0%
The Stars Group Inc. 8,525 301 0.0%
The Toronto-Dominion Bank 45,940 3,401 0.6%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 1,197,246 1,170 0.3%
The Toronto-Dominion Bank 1.69% 04-02-2020 DPNT 132,422 131 0.0%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 1,560,446 1,494 0.3%
The Toronto-Dominion Bank 1.99% 03-23-2022 147,907 144 0.0%
The Toronto-Dominion Bank 2.05% 12-01-2022 49,569 49 0.0%
The Toronto-Dominion Bank 2.621% 12-22-2021 246,583 247 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 427,168 428 0.1%
The Toronto-Dominion Bank 3.226% 07-24-2024 347,929 356 0.1%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 178,877 196 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 220,988 250 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 36,522 41 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 176,130 205 0.0%
The Toronto-Dominion Bank F/R 02-18-2020 1,658,588 1,672 0.4%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,304,729 1,293 0.3%
The Toronto-Dominion Bank F/R 07-31-2019 104,181 104 0.0%
The Towa Bank Ltd. 487 8 0.0%
The Unite Group PLC 1,156 16 0.0%
The Walt Disney Co. 2.76% 10-07-2024 2,411,473 2,391 0.5%
The Weir Group PLC 2,140 76 0.0%
The Wharf Holdings Ltd. 18,440 88 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 77,927 101 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 3,112 5 0.0%
Theratechnologies Inc. 9 0.0%
Thermo Fisher Scientific Inc. 189 50 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 37,165 57 0.0%
Thitikorn PCL 679 0.0%
Thomson Reuters Corp. 7,799 394 0.1%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 143,529 147 0.0%
Tianjin Development Holdings Ltd. 1,433 1 0.0%
Tianjin Port Development Holdings Ltd. 1,358 0.0%
Tiger Brands Ltd. 1,097 50 0.0%
Tim Participacoes SA ADR 1,392 38 0.0%
Tingyi (Cayman Islands) Holding Corp. 2,942 8 0.0%
TIPCO Foods PCL 1,746 1 0.0%
Tisco Financial Group PCL NVDR 2,003 7 0.0%
TMX Finance LLC 8.50% 09-15-2018 Callable 144A 2,912 4 0.0%
TMX Group Ltd. 2,887 221 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 136,603 135 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 250,961 269 0.0%
Toda Corp. 1,342 13 0.0%
Toho Holdings Co. Ltd. 1,399 42 0.0%
Tokyo Electric Power Co. Holdings Inc. 90,031 442 0.1%
Tomony Holdings Inc. 1,810 11 0.0%
Tongaat Hulett Ltd. 324 4 0.0%
Top Glove Corp. BHD 2,025 6 0.0%
TopBuild Corp. 62 6 0.0%
Torchmark Corp. 1,360 149 0.0%
Toromont Industries Ltd. 1,222 70 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 85,434 86 0.0%
Toronto Hospital 5.64% 12-08-22 174,643 187 0.0%
Torstar Corp. Class B non-voting 286 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 80,093 104 0.0%
Total Access Communication PCL NVDR 264 0.0%
Tourmaline Oil Corp. 3,983 74 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 49,110 62 0.0%
Toyo Ink Manufacturing Co. Ltd. 1,227 10 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 57,988 58 0.0%
TPK Holding Co. Ltd. 38 0.0%
TransAlta Corp. 14,782 106 0.0%
TransAlta Corp. 6.65% 05-15-2018 16,079 21 0.0%
TransAlta Corp. Pfd. Series A 14,308 217 0.0%
Transat A.T. Inc. Class B 1,879 20 0.0%
TransCanada Corp. 19,068 1,058 0.3%
TransCanada Corp. Pfd. Series 15 7,878 204 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 299,018 369 0.1%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 673 1 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 402,338 407 0.1%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 1,086 1 0.0%
TransCanada PipeLines Ltd. 4.33% 09-16-2047 Callable 2047 101,453 107 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 758,224 823 0.2%
TransCanada PipeLines Ltd. 4.88% 01-15-2026 Callable 2025 64,740 90 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 75,502 92 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 181,547 234 0.0%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 123,345 191 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 831,947 823 0.2%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 56,348 90 0.0%
Transcontinental Inc. Class A Sub. voting 7,609 184 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 11,570 15 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 190,090 193 0.0%
Travelsky Technology Ltd. 1,735 7 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 85,911 111 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 10,806 11 0.0%
Trencor Ltd. 238 1 0.0%
Trevali Mining Corp. Purchase Warrants Exp. 12-30-2020 4,118 5 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 5,147 7 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 25,776 34 0.0%
Trican Well Service Ltd. 13,557 43 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 163,365 210 0.0%
Tricon Capital Group Inc. 5,284 56 0.0%
TricorBraun Inc. (KRAIND) Term Loan 1st Lien F/R 11-30-2023 29,553 38 0.0%
TricorBraun Inc. (KRAIND) Term Loan Delayed Draw 1st Lien F/R 11-28-2023 2,978 4 0.0%
Trigano SA 128 29 0.0%
Trillium Windpower LP 5.80% 02-15-2033 91,316 104 0.0%
Trinidad Drilling Ltd. 17,884 33 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 32,436 40 0.0%
Trinity Industries Inc. 4,035 169 0.0%
Trinseo Materials Operating SCA 5.38% 09-01-2025 Callable 2020 144A 7,860 10 0.0%
Trinseo SA 1,762 180 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 40,762 54 0.0%
Truworths International Ltd. 192 2 0.0%
Tsingtao Brewery Co. Ltd. H 6,009 42 0.0%
Tsogo Sun Holdings Ltd. 1,116 3 0.0%
Tunas Baru Lampung Tbk PT 3,470 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 317 12 0.0%
Turk Hava Yollari AO 404 3 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 113 1 0.0%
Twenty-First Century Fox Inc. 2,455 116 0.0%
Tyler Technologies Inc. 1,038 270 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 42,560 56 0.0%
U.S. Bancorp 4,556 318 0.1%
U.S. Bancorp 0.85% 06-07-2024 41,362 64 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 1,945 70 0.0%
U.S. Bancorp Pfd. Security Series A 138 160 0.0%
U.S. Renal Care Inc. Term Loan 1st Lien F/R 12-31-2022 22,873 30 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 35,723 46 0.0%
UBS Group AG 11,923 290 0.0%
Uchi Technologies Bhd 2,919 3 0.0%
Ultrapar Participacoes SA 2,643 79 0.0%
Uni-President China Holdings Ltd. 4,337 5 0.0%
Uni-President Enterprises Corp. 2,640 8 0.0%
Unid Co. Ltd. 14 1 0.0%
Unifin Financiera SAB de CV 400 2 0.0%
Unilever NV CVA 3,630 243 0.0%
Union Gas Ltd. 2.88% 11-22-2027 Callable 2027 61,939 61 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 147,808 147 0.0%
Union Gas Ltd. 3.79% 07-10-2023 Callable 2023 32,038 34 0.0%
Union Pacific Corp. 3,415 571 0.2%
Uniper SE 13,759 536 0.2%
Unipro PJSC 76,954 5 0.0%
United Airlines Inc. Term Loan 1st Lien B F/R 04-01-2024 56,602 73 0.0%
United Engineers Ltd. 1,990 5 0.0%
United Kingdom Treasury 3.75% 09-07-2020 15,585 30 0.0%
United Kingdom Treasury 4.25% 12-07-2027 263,991 583 0.2%
United Microelectronics Corp. ADR 1,863 6 0.0%
United Parcel Service Inc. (UPS) Class B 1,933 259 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 178,556 171 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 89,317 117 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 54,549 68 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 74,930 99 0.0%
United States Treasury 2.25% 08-15-2027 1,180,950 1,436 0.3%
United States Treasury 2.25% 11-15-2025 217 0.0%
United States Treasury 2.75% 08-15-2047 7,687,247 9,141 1.6%
United States Treasury Inflation Indexed 0.13% 01-15-2023 9,991 13 0.0%
United States Treasury Inflation Indexed 0.13% 04-15-2019 451,188 610 0.2%
United States Treasury Inflation Indexed 0.38% 07-15-2027 734,375 921 0.2%
United States Treasury Inflation Indexed 0.89% 02-15-2047 1,661,022 2,117 0.4%
United States Treasury Inflation Indexed 2.00% 01-15-2026 9,166 16 0.0%
United Technologies Corp. 4,044 699 0.2%
United Tractors TBK PT 2,365 8 0.0%
UnitedHealth Group Inc. 258 75 0.0%
UnitedHealth Group Inc. 2.88% 03-15-2022 Callable 2021 181,333 231 0.0%
Univentures PCL 2,135 1 0.0%
Universal Display Corp. 348 58 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 105,184 123 0.0%
Univision Communications Inc. 6.75% 09-15-2022 Callable 2017 144A 7,913 11 0.0%
Unum Group 3 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 60,544 73 0.0%
Upland Software Inc. 1,271 39 0.0%
UPM-Kymmene OYJ 7,553 331 0.1%
Uralkali 1,256 3 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 89,916 120 0.0%
USB Capital IX 3.50% 10-29-2049 142,427 162 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 359 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 2,713 4 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 50,825 65 0.0%
Vale SA ADR 2,839 50 0.0%
Vale SA Frn Sub Perpetual 09-30-2049 5,300 0.0%
Valeant Pharmaceuticals International Inc. 12,122 255 0.0%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 2,992 4 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 459,954 561 0.2%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 2,992 4 0.0%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 7,979 10 0.0%
Valener Inc. 2,825 58 0.0%
Valero Energy Corp. 1,377 160 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 160,188 177 0.0%
Vanguard Growth ETF 29 5 0.0%
Vanguard International Semiconductor Corp. 490 1 0.0%
Vanguard Value ETF 2,837 387 0.1%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 19,182 25 0.0%
Vantiv LLC Term Loan B 1st Lien F/R 08-07-2024 70,135 91 0.0%
VAT Group AG 180 37 0.0%
VCVH Holding Corp. Term Loan 1st Lien F/R 05-10-2023 74,966 97 0.0%
Vectrus Inc. 2 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 78,527 104 0.0%
Venator Finance SARL/Venator Materials Corp. 5.75% 07-15-2025 Callable 2020 10,692 14 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 250,650 244 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 250,722 253 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 101,453 129 0.0%
Venture Corp. Ltd. 2,818 75 0.0%
Veresen Inc. 3.06% 06-13-2019 138,830 140 0.0%
Veresen Inc. 4.00% 11-22-2018 Callable MTN 25,096 25 0.0%
Verisk Analytics Inc. 2,966 389 0.1%
Verisk Analytics Inc. 4.00% 06-15-2025 Callable 2025 73,731 95 0.0%
Verizon Communications Inc. 2.63% 08-15-2026 Callable 2026 344,939 404 0.1%
Verizon Communications Inc. 3.50% 02-17-2023 50,353 51 0.0%
Verizon Communications Inc. 4.272% 01-15-2036 61,623 76 0.0%
Verizon Owner Trust 1.42% 01-20-2021 33,569 43 0.0%
Vermilion Energy Inc. 923 39 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 59,846 77 0.0%
Viacom Inc. 5.85% 09-01-2043 Callable 2043 42,920 60 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 106,792 135 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 12,169 16 0.0%
Videotron Ltee 5.00% 07-15-2022 24,976 33 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 87,632 93 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 765,699 804 0.2%
Village Super Market Inc. 222 7 0.0%
Vinci SA 1,611 204 0.0%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 8,233 11 0.0%
Visa Inc. 3.15% 12-14-2025 Callable 2025 185,925 234 0.0%
Visa Inc. Class A 4,168 658 0.2%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 144,541 186 0.0%
Vistra Energy Corp. 7,235 176 0.0%
Vital KSK Holdings Inc. 1,284 16 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 63,835 87 0.0%
VMware Inc. Class A 278 47 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 47,955 60 0.0%
Vodafone Group PLC 294,325 1,057 0.3%
Voya Financial Inc. 8,103 531 0.1%
VRX Escrow Corp. 4.50% 05-15-2023 Callable 2020 144A 2,715 4 0.0%
VRX Escrow Corp. 5.375% 03-15-2020 Callable 144A 203,575 261 0.0%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 16,438 19 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 29,285 33 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 1,915 3 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 3,351 5 0.0%
W.W. Grainger Inc. 1,696 569 0.2%
Wachovia Capital Trust III F/R 03-15-2066 183,070 235 0.0%
Wajax Corp. 538 12 0.0%
Wal-Mart de Mexico SAB de CV Series V 16,646 50 0.0%
Wal-Mart Stores Inc. 7,152 826 0.2%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 49,754 64 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 20,405 26 0.0%
WaMu Mortgage Pass Through Certificates 0.493% 12-25-2045 9,458 12 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 19,901 25 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 11,098 15 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 23,979 30 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 8,302 11 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 9,048 12 0.0%
Warrior Met Coal Inc. 3,345 134 0.0%
Waste Connections Inc. 1,548 141 0.0%
Waste Pro USA Inc. 5.50% 02-15-2026 Callable 2021 144A 6,982 9 0.0%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 11,538 15 0.0%
Waters Corp. 601 158 0.0%
Weatherford International Ltd. 9.25% 06-15-2023 Callable 2023 3,032 4 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 5,586 7 0.0%
Weatherford International PLC 23,279 79 0.0%
WEG SA 5,051 47 0.0%
Weibo Corp. 26 4 0.0%
Weiqiao Textile Co. Ltd. 6,805 5 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 244,480 307 0.0%
Wells Fargo & Co. 1,226 92 0.0%
Wells Fargo & Co. 12-31-2049 Callable 2024 Pfd. 553 20 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 3,280 112 0.0%
Wells Fargo & Co. 2.09% 04-25-2022 3,097 3 0.0%
Wells Fargo & Co. 2.222% 03-15-2021 497,224 491 0.1%
Wells Fargo & Co. 2.51% 10-27-2023 369,821 359 0.1%
Wells Fargo & Co. 2.98% 05-19-2026 483,189 465 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 265,912 270 0.0%
Wells Fargo & Co. 7.50% Non-cum. Class A Conv. Pfd. Series L 67 109 0.0%
Wells Fargo & Co. 7.98% 03-15-2018 652 1 0.0%
Wells Fargo & Co. F/R 07-27-2021 41,961 43 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 11,275 15 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 13,386 18 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 84,377 110 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 31,171 39 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 15,640 21 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 189,103 246 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 106,792 108 0.0%
West Fraser Timber Co. Ltd. 2,781 249 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 208,245 228 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 4,228 111 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 109,698 107 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 103,704 104 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 147,285 191 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 12,568 16 0.0%
Western Forest Products Inc. 16,120 44 0.0%
WestJet Airlines Ltd. 6,606 171 0.0%
WestJet Airlines Ltd. 3.287% 07-23-2019 178,343 180 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 5,994 11 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 71,933 78 0.0%
Westport Innovations Inc. 231 1 0.0%
Westshore Terminals Investment Corp. 3,011 75 0.0%
Wheaton Precious Metals Corp. 162 4 0.0%
Wheelock and Co. Ltd. 1,188 11 0.0%
White Mountains Insurance Group Ltd. 81 84 0.0%
Whitecap Resources Inc. 4 0.0%
Wilh. Wilhelmsen Holding ASA 2,227 22 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 88,118 110 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 419,801 565 0.2%
Wilson Bayly Holmes-Ovcon Ltd. 204 4 0.0%
Wincor Nixdorf AG 276 29 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 595,777 662 0.2%
Windstream Holdings Inc. 6.375% 08-01-2023 Callable 2018 7,102 5 0.0%
Windstream Services LLC Term Loan B6 1st Lien F/R 03-16-2021 15,873 19 0.0%
Winnipeg Airports Authority Inc. 4.569% 11-20-2019 141,500 147 0.0%
Winpak Ltd. 4,298 210 0.0%
Wipro Ltd. ADR 4,590 32 0.0%
Wirecard AG 278 43 0.0%
Wirepath Home Systems LLC Term Loan 1st Lien F/R 07-27-2024 5,576 7 0.0%
WiseTech Global Ltd. 527 5 0.0%
WMG Acquisition Corp. 6.75% 04-15-2022 Callable 2017 144A 61,743 82 0.0%
WMG Acquisition Corp. Term Loan E 1st Lien F/R 11-01-2023 52,151 67 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 7,501 10 0.0%
Woori Bank 68 4 0.0%
Worldpay Inc. 2,749 287 0.0%
Wrangler Buyer Corp. 6.00% 10-01-2025 Callable 2020 144A 14,124 18 0.0%
WSP Global Inc. 1,650 98 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 468,283 462 0.1%
WTH Car Rental ULC 2.542% 08-20-2019 Sinkable 478,535 480 0.1%
Wuestenrot & Wuerttembergische AG 1,660 60 0.0%
Wyndham Worldwide Corp. 4.50% 04-01-2027 Callable 14,922 19 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 18,512 23 0.0%
Xcel Energy Inc. 302 17 0.0%
Xiamen International Port Co. Ltd. H 1,886 0.0%
Xingda International Holdings Ltd. 3,507 2 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 189 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 89,998 119 0.0%
Yageo Corp. 302 4 0.0%
Yamana Gold Inc. 42,162 157 0.0%
Yangarra Resources Ltd. 2,054 9 0.0%
Yanzhou Coal Mining Co. Ltd. H 679 1 0.0%
YeaRimDang Publishing Co. Ltd. 38 0.0%
Yellow Pages Ltd. 51 0.0%
Yodogawa Steel Works Ltd. 169 6 0.0%
Youngone Corp. 4 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 214,838 279 0.0%
Yuanta Financial Holding Co. Ltd. 10,484 6 0.0%
Yuasa Trading Co. Ltd. 387 17 0.0%
Yuen Foong Yu Paper Manufacturing Co. Ltd. 1,810 1 0.0%
Yuexiu Property Co. Ltd. 1,584 0.0%
Yuexiu Transport Infrastructure Ltd. 7,259 7 0.0%
Yurtec Corp. 326 3 0.0%
Yuzhou Properties Co. Ltd. 4,714 4 0.0%
YY Inc. 83 14 0.0%
ZCL Composites Inc. 513 6 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 75,298 97 0.0%
ZF North America Capital Inc. 4.75% 04-29-2025 144A 8,777 12 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 67,138 88 0.0%
Zoomlion Heavy Industry Science and Technology Co. Ltd. 11,940 6 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 204,786 261 0.0%
Zurich Insurance Group AG 73 31 0.0%
Total Investments -- 581,421 92.4%
Cash & Equivalents -- 48,666 7.7%
Currency Hedge Contracts -- -2,461 -0.4%
Other Assets (Liabilities) -- 2,111 0.3%
Total Net Assets -- 629,737 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of April 30, 2018
  • Regional Allocation
      Canada
    EQ : 10.3% | FI : 34.3%
    44.6%
      United States
    EQ : 11.5% | FI : 19.9%
    31.4%
      Other
    EQ : 5.9% | FI : 4.4%
    10.3%
      United Kingdom
    EQ : 1.4% | FI : 1.8%
    3.2%
      China
    EQ : 1.0%
    1.0%
      Germany
    FI : 0.6%
    0.6%
      Cash & Equivalents 8.9%
  • Sector Allocation
      Fixed Income 61%
      Cash & Equivalents 8.9%
      Financials 6.8%
      Information Technology 3.9%
      Industrials 3.7%
      Consumer Discretionary 3.4%
      Energy 2.8%
      Materials 2.3%
      Other 2.2%
      Health Care 2.1%
      Consumer Staples 2%
      Utilities 0.9%
Credit Allocation (%)
AAA 14.6%
AA 11.4%
A 8.6%
BBB 9.8%
BB 6.4%
B 7.4%
CCC & Below 1.7%
NR 1.1%
Cash & Equivalents 8.9%
Equities 30%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Asset Allocation Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Asset Allocation Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Asset Allocation 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).