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 June 30, 2018
Major holdings represent 14% of the fund.
View all holdings
Total # of
Equity Holdings
1546
Total # of
Fixed Income Holdings
1700
Holding name, country and sector Percentage of holding in fund
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
2.8%
Government of Canada 2.75% 12-01-2048
Canada | Federal Government
2.4%
SPDR Barclays Capital High Yield Bond ETF
United States | Exchange Traded Funds
1.9%
Mackenzie Multi-Strategy Absolute Return Fund Sr R
Canada | Mutual Funds
1.6%
United States Treasury 2.75% 08-15-2048
United States | Foreign Governments
1.6%
Province of Ontario 2.90% 06-02-2028
Canada | Provincial Governments
1.2%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.8%
Royal Bank of Canada
Canada | Diversified Banks
0.7%
Suncor Energy Inc
Canada | Integrated Oil & Gas
0.6%
Bank of Nova Scotia/The
Canada | Diversified Banks
0.5%

Complete Fund Holdings Help Full holdings list

As of May 31, 2018
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 124,720 162 0.0%
21Vianet Group Inc. ADR 5 0.0%
361 Degrees International Ltd. 630 0.0%
407 International Inc. 2.47% 09-08-2022 Callable 2022 229,321 226 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 431,977 437 0.1%
407 International Inc. 3.60% 05-21-2047 Callable 163,395 165 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 464,532 480 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 639,966 860 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 36,580 48 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 456,296 700 0.2%
58.Com Inc. ADR 9 1 0.0%
5N Plus Inc. 236 1 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 54,085 71 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 58,805 91 0.0%
Abcam PLC 1,517 32 0.0%
ABIOMED Inc. 1,225 605 0.2%
ABN AMRO Group NV 937 32 0.0%
Absolute Software Corp. 17 0.0%
Acadian Timber Corp. 1,521 29 0.0%
Accenture PLC Class A 2,131 430 0.1%
Access Justice Durham 5.015% 08-31-2039 130,337 145 0.0%
ACE INA Holdings Inc. 3.35% 05-03-2026 Callable 2026 89,079 113 0.0%
Acer Inc. 43,801 46 0.0%
Acorda Therapeutics Inc. 1,566 53 0.0%
Acrisure LLC Term Loan B 1st Lien F/R 11-22-2023 2,021 3 0.0%
Activision Blizzard Inc. 3.40% 09-15-2026 Callable 2026 11,213 14 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 65,408 78 0.0%
Adcock Ingram Holdings Ltd. 1,507 10 0.0%
Adient PLC 309 21 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 11,786 15 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 12,322 16 0.0%
Admiral Group PLC 7,676 255 0.0%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 163,836 213 0.0%
Advanced Information Technology PCL 342 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 258,120 367 0.1%
AECOM 5.13% 03-15-2027 Callable 2026 140,782 168 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 80,981 107 0.0%
Aegean Airlines SA 692 9 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 52,007 67 0.0%
AerCap Holdings NV 6,133 440 0.1%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 104,528 131 0.0%
Aeroflot - Russian Airlines OJSC 54 0.0%
Aetna Inc. 2,444 558 0.2%
Aetna Inc. 2.75% 11-15-2022 Callable 2022 88,209 111 0.0%
Aflac Inc. 4,705 275 0.0%
African Development Bank F/R 02-24-2019 9,409 1 0.0%
African Oxygen Ltd. 252 1 0.0%
African Rainbow Minerals Ltd. 635 7 0.0%
AG Growth International Inc. 395 23 0.0%
AG Mortgage Investment Trust Inc. 112 3 0.0%
Agellan Commercial Real Estate Investment Trust 38 0.0%
AGF Management Ltd. Class B non-voting 3,437 23 0.0%
Aggreko PLC 10,136 123 0.0%
Agile Property Holdings Ltd. 20,057 50 0.0%
Agnico-Eagle Mines Ltd. 1,914 111 0.0%
Agricultural Bank of China Ltd. H 1,650,216 1,107 0.3%
AGT Food and Ingredients Inc. 2,014 32 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 213,322 210 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 161,591 213 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 490 8 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 184,297 239 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 180,257 173 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 106,418 104 0.0%
Aimia Inc. 21,053 49 0.0%
Air Canada 21,240 488 0.1%
Air France-KLM 7,289 75 0.0%
Air Lease Corp. 3.875% 12-01-2018 70,391 141 0.0%
Air Medical Group Holdings Inc. Term Loan B 1st Lien F/R 09-26-2024 1,768 2 0.0%
Air New Zealand Ltd. 2,730 8 0.0%
Air Products and Chemicals Inc. 411 86 0.0%
AirAsia BHD 12,506 13 0.0%
AirAsia X BHD 69,565 8 0.0%
Airports of Thailand Public Co. Ltd. 135 0.0%
Ajisen China Holdings Ltd. 12,653 7 0.0%
AK Holdings Inc 98 9 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 42,359 57 0.0%
Akzo Nobel NV 4,543 517 0.1%
Alberta Powerline LP 4.06% 03-01-2054 15,999 17 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 70,290 67 0.0%
Algonquin Power & Utilities Corp. 5,219 66 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 359,448 364 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 131,193 138 0.0%
Algonquin Power Co. 4.82% 02-15-2021 85,329 89 0.0%
Alibaba Group Holding Ltd. 3.40% 12-06-2027 Callable 2027 729 1 0.0%
Alibaba Group Holding Ltd. ADR 722 185 0.0%
Align Technology Inc. 294 126 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 342,289 354 0.1%
Alimentation Couche-Tard Inc. Class B Sub. voting 9,422 510 0.1%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 31,769 47 0.0%
Allergan PLC 1,234 241 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 7,287 10 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 41,064 42 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 21,290 24 0.0%
Allianz SE Reg. 2,029 542 0.1%
Allied Circuit Co. Ltd. 2,666 15 0.0%
Allied Properties Real Estate Investment Trust 3,048 130 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 221,855 215 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 141,859 144 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 137,476 139 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 1,364 2 0.0%
Ally Financial Inc. 486 16 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 8,225 11 0.0%
Ally Financial Inc. 8.00% 11-01-2031 26,336 41 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 06-13-2024 89,647 115 0.0%
Alpha 3 BV Term Loan B1 1st Lien F/R 01-31-2024 6,863 9 0.0%
Alphabet Inc. Class A 73 104 0.0%
Alphabet Inc. Class C 238 335 0.1%
AltaGas Ltd. 6,245 159 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 195,190 199 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 358,168 361 0.1%
AltaGas Ltd. 3.98% 10-04-2027 Callable 2027 107,531 107 0.0%
AltaGas Ltd. Pfd. Series K 7,834 196 0.0%
AltaLink LP 2.98% 11-28-2022 319,983 324 0.1%
AltaLink LP 3.668% 11-06-2023 25,172 26 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 157,736 163 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 335,022 364 0.1%
Altice SA 7.75% 05-15-2022 Callable 144A 17,430 22 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 07-28-2025 63,681 82 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 19,205 29 0.0%
Altria Group Inc. 325 23 0.0%
Aluminum Corp. of China Ltd. 221,383 151 0.0%
Amata Corp. PCL 126 0.0%
Amazon.com Inc. 1 2 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 37,999 48 0.0%
Ambev SA 2,405 16 0.0%
AMC Entertainment Holdings Inc. 5.88% 02-15-2022 Callable 2018 8,992 12 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 169,735 214 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 5,796 7 0.0%
Amcor Ltd. 40,813 563 0.2%
Amdocs Ltd. 3,191 279 0.0%
America Movil SAB de CV 7.125% 12-09-2024 863,381 52 0.0%
America Movil SAB de CV Series L ADR 1,959 39 0.0%
America's Car-Mart Inc. 95 8 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 107,955 139 0.0%
American Axle & Manufacturing Inc. 6.625% 10-15-2022 Callable 2017 44,851 60 0.0%
American Dental Partners Inc. Term Loan 1st Lien F/R 08-30-2021 1,608 2 0.0%
American Eagle Outfitters Inc. 772 22 0.0%
American Express Credit Account Master Trust 1.77% 11-15-2022 2017-3 66,031 84 0.0%
American Express Credit Account Master Trust 2.04% 05-15-2023 71,762 91 0.0%
American International Group Inc. 7,557 517 0.1%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 143,485 237 0.0%
American National Insurance Co. 137 21 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 47,093 60 0.0%
American Tire Distributors Inc. 10.25% 03-01-2022 Callable 2018 144A 3,537 2 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 49,834 64 0.0%
Ametek Inc. 102 10 0.0%
Amgen Inc. 2.60% 08-19-2026 Callable 2026 76,620 90 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 243,436 315 0.0%
Amphenol Corp. Class A 815 92 0.0%
AMS FinCo SARL Term Loan 1st Lien F/R 05-27-2024 26,790 35 0.0%
Andrew Peller Ltd. 164 3 0.0%
Anglo American Platinum Ltd. 5 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 903,205 871 0.2%
Anheuser-Busch InBev Finance Inc. 3.30% 02-01-2023 Callable 2022 197,691 255 0.0%
Anheuser-Busch InBev Finance Inc. 3.65% 02-01-2026 Callable 2025 97,800 125 0.0%
Anhui Expressway Co. Ltd. 6,215 6 0.0%
Ann Joo Resources Bhd 6,305 4 0.0%
Anpec Electronics Corp. 4,834 11 0.0%
Ansell Ltd. 8,672 223 0.0%
Anta Sports Products Ltd. 856 6 0.0%
Antero Midstream 5.38% 09-15-2024 85,341 109 0.0%
Antero Resources Corp. 5.00% 03-01-2025 273,558 353 0.1%
Antero Resources Corp. 5.125% 12-01-2022 Callable 12,018 16 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 59,178 78 0.0%
Anthem Inc. 1,350 387 0.1%
Anthem Inc. 2.75% 10-15-2042 33,887 136 0.0%
Apollo Commercial Real Estate Finance Inc. 4,929 119 0.0%
Apple Inc. 6,806 1,648 0.4%
Apple Inc. 2.51% 08-19-2024 Callable 2024 4,072,424 3,964 0.7%
Apple Inc. 2.85% 08-28-2019 74,752 74 0.0%
Apple Inc. 3.20% 05-13-2025 79,735 102 0.0%
Apple Inc. F/R 02-09-2022 73,506 97 0.0%
Appvion Inc. 9.00% 06-01-2020 Callable 144A 73,596 1 0.0%
APT Pipelines Ltd. 4.20% 03-23-2025 Callable 2024 144A 207,699 269 0.0%
APT Pipelines Ltd. 4.245% 07-24-2019 58,664 60 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 62,293 81 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 72,883 96 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-07-2025 25,476 33 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 94,916 123 0.0%
ARC Resources Ltd. 10,572 141 0.0%
Arcadyan Technology Corp. 5,225 14 0.0%
ArcelorMittal SA 7.00% 10-15-2039 2,429 4 0.0%
Arch Coal Inc. Class A 878 93 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 549,433 662 0.2%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 3,673 5 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 7,671 10 0.0%
Argentine Bonos del Tesoro 21.20% 09-19-2018 63,513 3 0.0%
Argonaut Gold Inc. 1,396 3 0.0%
Argosy Research Inc. 3,839 7 0.0%
Aritzia Inc. 17 0.0%
ARMOUR Residential REIT Inc. 3,094 93 0.0%
Arrow Electronics Inc. 134 13 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 36,260 43 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 84,718 110 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 8,417 11 0.0%
Artis Real Estate Investment Trust 822 11 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 143,992 145 0.0%
Artis Real Estate Investment Trust F/R 02-07-2020 9,205 9 0.0%
Ashland Global Holdings Inc. 745 75 0.0%
Ashtead Capital Inc. 4.13% 08-15-2025 Callable 2020 144A 8,481 10 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 11,251 14 0.0%
Ashtead Group PLC 8,305 333 0.1%
Asia Cement China Holdings Corp. 11,018 9 0.0%
Asia Cement Corp. 2,387 3 0.0%
Asia Vital Components Co. Ltd. 6,789 8 0.0%
Asian Development Bank 4.625% 03-06-2019 67,899 63 0.0%
Asian Development Bank 5.00% 03-09-2022 41,736 44 0.0%
Asian Development Bank 5.90% 12-20-2022 5,493,134 101 0.0%
Asian Development Bank 6.00% 02-24-2021 129,377 2 0.0%
Asian Development Bank 6.45% 08-08-2021 4,276,070 81 0.0%
Asian Development Bank 6.95% 01-16-2020 1,189,796 23 0.0%
Asian Pay Television Trust 11,061 5 0.0%
Asiana Airlines Inc. 4,238 25 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 383,371 428 0.1%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 39,337 51 0.0%
ASR Nederland NV 1,516 83 0.0%
Assembly Biosciences Inc. 286 16 0.0%
Associated Capital Group Inc. Class A 650 33 0.0%
Assore Ltd. 122 3 0.0%
Assured Guaranty Ltd. 10,404 479 0.1%
Astral Foods Ltd. 1,500 41 0.0%
AstraZeneca PLC 135 13 0.0%
AT&T Inc. 2.30% 03-11-2019 1,176 2 0.0%
AT&T Inc. 3.825% 11-25-2020 245,320 252 0.0%
AT&T Inc. 4.85% 05-25-2047 1,238,654 1,255 0.3%
ATCO Ltd. Class I non-voting 2,136 84 0.0%
Athabasca Oil Corp. 16,886 30 0.0%
Atlantic Power Corp. 230 1 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 341,315 281 0.0%
ATS Automation Tooling Systems Inc. 3,196 65 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 53,039 72 0.0%
ATS Consolidated Inc. Term Loan B 1st Lien F/R 02-23-2025 96,848 127 0.0%
Aurora World Corp. 446 7 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 55,067 84 0.0%
Australia and New Zealand Banking Group Ltd. 2.00% 11-16-2018 1,176 2 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 213,322 217 0.0%
Automotive Properties Real Estate Investment Trust 25 0.0%
Autostrada Torino-Milano SPA 2,060 62 0.0%
AVACO Co. Ltd. 344 3 0.0%
Avangrid Inc. 3,259 224 0.0%
Avaya Holdings Corp. 375 11 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 63,380 83 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 64,785 98 0.0%
AVIC International Holdings Ltd. 360 0.0%
Aviva PLC 558 5 0.0%
Aviva PLC 4.50% 05-10-2021 220,419 229 0.0%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 66,130 85 0.0%
AXA SA 7,420 240 0.0%
Axfood AB 1,306 31 0.0%
AxoGen Inc. 591 38 0.0%
Ayala Corp. 26 1 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 13,704 16 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 102,160 120 0.0%
Bahle-Metal Leve SA 27 0.0%
Baidu Inc. ADR 1,318 414 0.1%
Ball Corp. 4.00% 11-15-2023 85,964 109 0.0%
Ball Corp. 4.375% 12-15-2020 36,130 48 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 69,768 90 0.0%
Ball Corp. 5.00% 03-15-2022 64,162 86 0.0%
Ball Corp. 5.25% 07-01-2025 97,800 129 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 17,475 23 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 33,638 41 0.0%
Banco ABC Brasil SA 1,535 9 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2014 21,803 0.0%
Banco do Brasil SA 3,823 40 0.0%
Banco do Estado do Rio Grande do Sul SA 6,322 36 0.0%
Banco Macro SA ADR 392 40 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 54,195 69 0.0%
Banco Santander Brasil SA 3,517 41 0.0%
Bangkok Dusit Medical Services PCL 8,863 10 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 51,080 78 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 50,457 77 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 151,245 171 0.0%
Bank of America Corp. 19,928 750 0.2%
Bank of America Corp. 3.228% 06-22-2022 159,842 161 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 161,144 161 0.0%
Bank of America Corp. 3.95% 04-21-2025 41,598 53 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 9,589 13 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 2,588 4 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 21,180 32 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 497,574 496 0.1%
Bank of China Ltd. H 318,590 216 0.0%
Bank of Communications Co. Ltd. H 46,880 48 0.0%
Bank of Montreal 24,277 2,437 0.5%
Bank of Montreal 1.80% 07-31-2018 941 1 0.0%
Bank of Montreal 2.27% 07-11-2022 855,955 837 0.2%
Bank of Montreal 2.70% 09-11-2024 DPNT 731,695 718 0.2%
Bank of Montreal 3.25% 10-06-2022 122,094 120 0.0%
Bank of Montreal 3.32% 06-01-2026 210,122 211 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 595,168 600 0.2%
Bank of Montreal F/R 02-01-2023 2,363,075 2,361 0.5%
Bank of Montreal F/R 03-30-2020 326,819 327 0.1%
Bank of Montreal F/R 04-11-2019 106,661 107 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 162,305 197 0.0%
Bank of the Ozarks Inc. 5.50% 07-01-2026 Callable 2021 29,278 39 0.0%
Bank Tabungan Negara Persero TBK 13,587 4 0.0%
Bankers Hall LP 4.377% 11-20-2013 196,301 198 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 73,506 97 0.0%
Baoye Group Co. Ltd. 13,175 13 0.0%
Barclays Africa Group Ltd. 518 9 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 51,080 66 0.0%
Barclays PLC 54,375 185 0.0%
Barloworld Ltd. 531 7 0.0%
Barratt Developments PLC 587 6 0.0%
Barrick Gold Corp. 41,005 700 0.2%
Barwa Real Estate Co. 468 6 0.0%
Baxter International Inc. 15,373 1,411 0.3%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 62,293 105 0.0%
Baytex Energy Corp. 10,745 59 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 10,739 13 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 351,678 416 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 27,700 27 0.0%
BCE Inc. 12,672 684 0.2%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 39,465 38 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 588,972 579 0.2%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 15,573 20 0.0%
BE Semiconductor Industries NV 945 41 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 5,966 8 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 13,704 18 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 3,549 5 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 23,426 31 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 6,463 8 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 3,441 4 0.0%
Beasley Mezzanine Holdings LLC Term Loan 1st Lien F/R 11-16-2023 7,811 10 0.0%
Beauty Community PCL 2,027 1 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 55,441 64 0.0%
Becton, Dickinson and Co. 332 95 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 2,183 165 0.0%
Beijing Capital International Airport Co. Ltd. H 3,693 7 0.0%
Beijing Capital Land Ltd. 16,639 11 0.0%
Beijing Enterprises Holdings Ltd. 2,184 16 0.0%
Beijing Tong Ren Tang Chinese Medicine Co. Ltd. 3,483 10 0.0%
Bell Canada 2.70% 02-27-2024 Callable 657,032 637 0.2%
Bell Canada 3.35% 03-22-2023 52,215 53 0.0%
Bell Canada 3.35% 06-18-2019 47,815 48 0.0%
Bell Canada 3.60% 09-29-2027 Callable MTN 684,936 682 0.2%
Bell Canada 4.35% 12-18-2045 Callable MTN 91,942 92 0.0%
Bell Canada 4.45% 02-27-2047 Callable 635,166 648 0.2%
Bell Canada 4.70% 09-11-2023 MTN 327,236 350 0.1%
Bell Canada 6.17% 02-26-2037 153,059 191 0.0%
Bell Canada 6.55% 05-01-2029 Callable 126,927 157 0.0%
Bell Canada 7.30% 02-23-2032 Callable 34,093 46 0.0%
Bellatrix Exploration Ltd. 8.50% 05-15-2020 Callable 144A 36,970 37 0.0%
Bellway PLC 3,368 190 0.0%
Berkshire Hathaway Inc. Class B 51 13 0.0%
Berry Global Group Inc. 194 12 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 4,091 5 0.0%
Berry Global Inc. Term Loan O 1st Lien F/R 02-08-2020 43,801 57 0.0%
Berry Global Inc. Term Loan Q 1st Lien F/R 10-01-2022 122,841 160 0.0%
BHP Billiton PLC 8,892 265 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 16,876 23 0.0%
BIM Birlesik Magazalar AS 14 0.0%
Bio-Techne Corp. 170 33 0.0%
Bioteque Corp. 2,061 11 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 91,736 119 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 12,938 2 0.0%
BKW AG 362 30 0.0%
Black Diamond Group Ltd. 168 1 0.0%
Blackberry Ltd. 14,406 221 0.0%
BlackPearl Resources Inc. 8 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 21,180 27 0.0%
Bloomberry Resorts Corp. 38,618 10 0.0%
Blucora Inc. 638 31 0.0%
Blue Label Telecoms Ltd. 4,323 5 0.0%
Bluegreen Vacations Corp. 173 5 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 82,077 107 0.0%
BMT Co. Ltd. 425 5 0.0%
BMW Canada Inc. F/R 06-14-2019 263,702 265 0.0%
BNK Financial Group Inc. 82 1 0.0%
BNP Paribas SA 4,014 323 0.1%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 236,484 305 0.0%
Boardwalk Pipelines LP 4.45% 07-15-2027 Callable 2027 53,572 69 0.0%
Boardwalk Real Estate Investment Trust 5,549 264 0.0%
Bobst Group AG 41 6 0.0%
BOC Aviation Ltd. 1,681 14 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 56,687 70 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 5,335 7 0.0%
Bolsa Mexicana de Valores SAB de CV 99 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 17,046 23 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 9,929 13 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 98,928 142 0.0%
Bombardier Inc. Class B Sub. voting 34,343 168 0.0%
Bonavista Energy Corp. 26,458 43 0.0%
Bonterra Energy Corp. 181 3 0.0%
Boralex Inc. Class A 1,232 27 0.0%
Bosideng International Holdings Ltd. 2,162 0.0%
Bottomline Technologies Inc. 2,831 174 0.0%
Boustead Holdings Bhd 946 1 0.0%
Boyne USA Inc. 7.25% 05-01-2025 Callable 2021 144A 3,835 5 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 380,580 384 0.1%
BP PLC 9,914 98 0.0%
Brambles Ltd. 17,833 158 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 4,688 6 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 20,006 26 0.0%
Braskem SA 144 4 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 14,867 19 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 86,276 308 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2027 1,964 6 0.0%
Bridgestone Corp. 4,690 244 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 125,917 163 0.0%
Bright Horizons Family Solutions Inc. 2,134 280 0.0%
Brighthouse Financial Inc. 6,469 395 0.1%
British American Tobacco PLC 3,486 232 0.0%
Broadcom Corp. 3.50% 01-15-2028 Callable 2027 144A 65,408 78 0.0%
Broadridge Financial Solutions Inc. 733 110 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 426,644 425 0.1%
Brookfield Asset Management Inc. 4.54% 03-31-2023 118,229 125 0.0%
Brookfield Asset Management Inc. 5.30% 03-01-2021 51,837 55 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 79,996 94 0.0%
Brookfield Asset Management Inc. Class A limited voting 5,877 304 0.0%
Brookfield Asset Management Inc. Pfd. Series 46 3,249 84 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 8,716 224 0.0%
Brookfield Business Partners LP 3,116 161 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 53,864 53 0.0%
Brookfield Infrastructure Finance ULC 3.452% 03-11-2022 Callable 2022 35,198 36 0.0%
Brookfield Infrastructure Partners LP 1,522 75 0.0%
Brookfield Property Partners LP 1,773 45 0.0%
Brookfield Renewable Energy Partners LP 1,536 61 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 472,900 465 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 413,249 417 0.1%
Brookfield Renewable Partners LP Pfd. Series 11 4,865 122 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 117,734 151 0.0%
Brown & Brown Inc. 1,462 53 0.0%
BRP Finance ULC 4.79% 02-07-2022 190,817 202 0.0%
BRP Inc. 5,052 305 0.0%
Bruce Power LP 2.84% 06-23-2021 396,779 396 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 439,835 432 0.1%
Bruce Power LP 3.97% 06-23-2026 161,191 166 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 63,997 65 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 5,412 7 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 5,710 7 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 15,171 19 0.0%
Bumrungrad Hospital Public Co. Ltd. NVDR 995 8 0.0%
Bure Equity AB 1,000 15 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 159,992 260 0.0%
Burger King France SAS F/R 05-01-2023 Callable 2018 4,711 7 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 123,696 160 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 295,825 377 0.1%
BXP Trust 3.42% 06-13-2039 69,145 86 0.0%
CAE Inc. 35,730 976 0.3%
Caesars Entertainment Corp. 74 1 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 2,858 7 0.0%
Caisse Francaise de Financement Local 5.00% 03-09-2020 1,066,610 1,112 0.3%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 12,785 16 0.0%
Calfrac Well Services Ltd. 7.50% 12-01-2020 Callable 144A 28,212 37 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 500,547 575 0.2%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 463,992 569 0.2%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 15,683 19 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 5,156 7 0.0%
Caltex Australia Ltd. 8,267 238 0.0%
Cambrex Corp. 2,736 161 0.0%
Cameco Corp. 5,442 73 0.0%
Cameco Corp. 5.67% 09-02-2019 181,004 187 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 160,569 209 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 447,556 595 0.2%
Camsing International Holding Ltd. 12,435 13 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 27,417 36 0.0%
Canaccord Genuity Group Inc. 5,492 35 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 72,019 93 0.0%
Canada Housing Trust F/R 09-15-2022 996,039 1,004 0.3%
Canada Housing Trust No. 1 1.25% 12-15-2020 52,326 51 0.0%
Canada Housing Trust No. 1 2.35% 06-15-2023 1,839,903 1,832 0.4%
Canada Housing Trust No. 1 3.35% 12-15-2020 62,293 64 0.0%
Canada Housing Trust No. 1 F/R 03-15-2023 2,722,665 2,729 0.5%
Canadian Apartment Properties Real Estate Investment Trust 6,357 259 0.0%
Canadian Commercial Mortgage Origination Trust 1 2.768% 11-12-2018 50,337 50 0.0%
Canadian Credit Card Trust II 1.829% 03-24-2020 309,976 306 0.0%
Canadian Imperial Bank of Commerce 9,401 1,064 0.3%
Canadian Imperial Bank of Commerce 1.66% 01-20-2020 DPNT 379,180 375 0.1%
Canadian Imperial Bank of Commerce 2.30% 07-11-2022 DPNT 388,993 381 0.1%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 1,085,809 1,067 0.3%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 692,230 696 0.2%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 616,995 625 0.2%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 423,444 427 0.1%
Canadian Imperial Bank of Commerce F/R 01-17-2019 382,378 383 0.1%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 731,161 727 0.2%
Canadian Mortgage Pools 2.65% 10-01-2027 65,853 65 0.0%
Canadian National Railway Co. 20,688 2,239 0.5%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 588 1 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 233,588 235 0.0%
Canadian Natural Resources Ltd. 26,280 1,180 0.3%
Canadian Natural Resources Ltd. 2.05% 06-01-2020 127,993 126 0.0%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 53,747 54 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 121,060 118 0.0%
Canadian Pacific Railway Ltd. 3,852 963 0.3%
Canadian Real Estate Investment Trust 2.95% 01-18-2023 Callable 2022 135,459 133 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 4,366 721 0.2%
Canadian Utilities Ltd. 3.122% 11-09-2022 271,772 276 0.0%
Canadian Utilities Ltd. Class A non-voting 4,877 153 0.0%
Canadian Western Bank 5,453 184 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 98,928 97 0.0%
Canadian Western Bank 2.92% 12-15-2022 174,108 172 0.0%
Canfor Corp. 2,759 90 0.0%
Canfor Pulp Products Inc. 2,418 55 0.0%
Canon Electronics Inc. 254 7 0.0%
Canopy Growth Corp. 421 15 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 492,774 516 0.1%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 92,194 120 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 36,753 47 0.0%
Capital Power Corp. 11,011 275 0.0%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 460,885 466 0.1%
Capstone Mining Corp. 8,382 9 0.0%
Cardinal Health Inc. 304 20 0.0%
Cards II Trust 2.155% 10-15-2020 371,394 368 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 180,535 233 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 116,768 152 0.0%
Carnival Corp. 2,163 175 0.0%
Carnival PLC 15,430 1,285 0.3%
Cars.com Inc. 4,145 138 0.0%
Carter's Inc. 4,682 661 0.2%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-29-2024 0 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 261,225 339 0.1%
Cascades Inc. 5,289 66 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 21,308 22 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 17,046 22 0.0%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 7,430 10 0.0%
Cathay Financial Holding Co. Ltd. 8,258 19 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 127,314 138 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 4,134 5 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 277,099 280 0.0%
CCL Industries Inc. Class B non-voting 5,520 354 0.1%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 346,648 430 0.1%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 77,866 94 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 9,035 12 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 426,123 519 0.1%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 5,327 7 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 66,529 87 0.0%
CCO Holdings LLC 5.75% 02-15-2026 2,514 3 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 6,009 8 0.0%
CCO Holdings LLC/CCO Holdings Capital Corp. 5.25% 09-30-2022 Callable 26,507 35 0.0%
CD Projekt SA 77 4 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 204,789 256 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 67,276 86 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 11,251 13 0.0%
Celestica Inc. Sub. voting 9,782 153 0.0%
Celltrion Inc. 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 5,753 8 0.0%
Cemex SAB de CV ADR 513 4 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 80,358 94 0.0%
Cenovus Energy Inc. 16,952 232 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 13,594 18 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 10,569 14 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 135,214 172 0.0%
Centerra Gold Inc. 8,508 58 0.0%
Centrais Eletricas Brasileiras SA - Eletrobras 3,222 16 0.0%
Central 1 Credit Union 2.60% 11-07-2022 239,956 235 0.0%
Central 1 Credit Union F/R 02-05-2021 232,966 232 0.0%
Century Bancorp Inc. Class A 4 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 189,812 243 0.0%
Cequel Communications Holdings I LLC 5.13% 12-15-2021 Callable 2018 144A 639 1 0.0%
Cequel Communications Holdings I LLC 7.50% 04-01-2028 144A Callable 2023 71,637 93 0.0%
Cequel Communications Holdings I LLC/Cequel Capital Corp. 7.75% 07-15-2025 Callable 2020 2,003 3 0.0%
Ceridian HCM Holding Inc. 471 21 0.0%
Cervus Equipment Corp. 8 0.0%
CES Energy Solutions Corp. 12,315 66 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 42,616 43 0.0%
CEZ AS 234 8 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 13,082 17 0.0%
CGI Group Inc. Class A Sub. voting 13,134 1,047 0.3%
CGN New Energy Holdings Co. Ltd. 32,131 7 0.0%
Champion Real Estate Investment Trust 26,303 24 0.0%
Changyou.com Ltd. 5 0.0%
Charter Communications Inc. Class A 28 10 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 164,664 214 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 245,618 246 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 56,930 58 0.0%
Chase Corp. 143 22 0.0%
Chase Issuance Trust 1.37% 06-15-2021 69,768 89 0.0%
Chase Issuance Trust 1.62% 07-15-2020 50,457 65 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 13,359 18 0.0%
Chassix Inc. Term Loan B 1st Lien F/R 11-10-2023 5,016 7 0.0%
CHC Group LLC 483 4 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 24,818 32 0.0%
Chegg Inc. 1,370 50 0.0%
Cheil Bio Co. Ltd. 1,510 7 0.0%
Chemtrade Logistics Income Fund 7,638 121 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 154,975 150 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 9,716 13 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 11,293 15 0.0%
Cherrybro Co. Ltd. 1,830 8 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 12,785 17 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 4,134 5 0.0%
Chesapeake Energy Corp. 8.00% 12-15-2022 9,580 13 0.0%
Chevron Corp. 3,769 607 0.2%
Chimera Investment Corp. 6,563 157 0.0%
China Aerospace International Holdings Ltd. 47,860 7 0.0%
China Agri-Industries Holdings Ltd. 3,017 2 0.0%
China Aircraft Leasing Group Holdings Ltd. 6,487 9 0.0%
China Airlines Ltd. 14,096 6 0.0%
China Aoyuan Property Group Ltd. 270 0.0%
China Communication Services Corp. Ltd. 19,685 16 0.0%
China Conch Venture Holdings Ltd. 5,765 26 0.0%
China Construction Bank Corp. H 452,876 593 0.2%
China Crystal New Material Holdings Co. Ltd. 2,665 6 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 37,806 10 0.0%
China Dongxiang Group Co. 3,152 1 0.0%
China Electronics Optics Valley Union Holding Co. Ltd. 20,188 2 0.0%
China Everbright Bank Co. Ltd. Class H 66,267 43 0.0%
China Gas Holdings Ltd. 90 0.0%
China Gold International Resources Corp. Ltd. 38 0.0%
China Huarong Asset Management Co. Ltd. 64,867 28 0.0%
China Life Insurance Co. Ltd. 7,725 10 0.0%
China Life Insurance Co., Limited 721 13 0.0%
China Longyuan Power Group Corp. H 2,925 3 0.0%
China Man-Made Fiber Corp. 2,702 1 0.0%
China Medical System Holdings Ltd. 1,441 5 0.0%
China Merchants China Direct Investments Ltd. 360 1 0.0%
China Merchants Land Ltd. 33,552 9 0.0%
China Minsheng Banking Corp. Ltd. 70,488 87 0.0%
China Mobile Ltd. 10,390 120 0.0%
China Mobile Ltd. ADR 3,240 189 0.0%
China Overseas Land & Investment Ltd. 180 1 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 27,080 34 0.0%
China Railway Construction Corp. Ltd. H 5,066 7 0.0%
China Railway Group Ltd. 6,845 7 0.0%
China Resources Cement Holdings Limited 28,846 44 0.0%
China Resources Gas Group Ltd. 991 5 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 19,519 10 0.0%
China SCE Property Holdings Ltd. 5,089 3 0.0%
China Shenhua Energy Co. Ltd. H 312,829 1,060 0.3%
China Shineway Pharmaceutical Group Ltd. 6,183 17 0.0%
China Suntien Green Energy Corp. Ltd. 991 0.0%
China Tian Lun Gas Holdings Ltd. 4,372 4 0.0%
China Travel International Investment Hong Kong Ltd. 31,988 18 0.0%
China Vanke Co. Ltd. 1,229 6 0.0%
China XLX Fertiliser Ltd. 14,821 8 0.0%
China Yuchai International Ltd. 476 14 0.0%
CHIP Mortgage Trust 2.98% 11-15-2021 89,595 88 0.0%
Chlitina Holding Ltd. 811 10 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 150,963 197 0.0%
Choice Properties Real Estate Investment Trust 717 8 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 19,177 19 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 148,596 147 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 31,998 32 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 189,857 193 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 228,882 230 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 223,988 239 0.0%
Chong Hong Construction Co. Ltd. 2,452 10 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 11,709 10 0.0%
Chorus Aviation Inc. 2,822 21 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 12,529 15 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 7,969 5 0.0%
Chudenko Corp. 254 9 0.0%
Chunghwa Telecom Co. Ltd. ADR 158 7 0.0%
Church & Dwight Co. Inc. 9,335 568 0.2%
CI Financial Corp. 2.78% 11-25-2021 MTN 45,864 46 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 1,095 7 0.0%
Cia Minera Autlan SAB de CV 126 0.0%
Ciena Corp. 3,511 105 0.0%
CIFI Holdings Group Co. Ltd. 3,243 3 0.0%
Cigna Corp. 112 25 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 1,577 2 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 6,989 9 0.0%
Cirtek Holdings Philippines Co. 662 1 0.0%
Cisco Systems Inc. 4,470 247 0.0%
CIT Group Inc. 7,581 490 0.1%
CIT Group Inc. 5.00% 08-01-2023 23,140 30 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 980 1 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 41,113 53 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 623 1 0.0%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 68,522 88 0.0%
CITIC Ltd. 21,148 41 0.0%
Citigroup Inc. 7,400 640 0.2%
Citigroup Inc. 4.09% 06-09-2025 354,115 360 0.1%
Citigroup Inc. F/R 05-04-2021 62,916 63 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 90,325 114 0.0%
City of Oslo 2.35% 09-04-2024 61,160 10 0.0%
Civitas Social Housing PLC 2,992 5 0.0%
Civitas Social Housing PLC C share 3,272 5 0.0%
CK Hutchison Holdings Ltd. 45,628 668 0.2%
CKD BiO Corp. 243 6 0.0%
CKE Restaurant Holdings Inc. 4.474% 03-20-2020 86,767 113 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 9,009 12 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 7,594 10 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 23,652 29 0.0%
CLI Funding LLC 4.03% 04-18-2043 44,456 58 0.0%
Clicks Group Ltd. 257 5 0.0%
CME Group Inc. 1,347 284 0.0%
CNA Financial Corp. 3,818 232 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 81,604 107 0.0%
CNOOC Ltd. 24,495 53 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 118,394 119 0.0%
Coca-Cola Femsa SAB de CV 8,642 66 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 54 4 0.0%
Coca-Cola Femsa SAB de CV 2.375% 11-26-2018 1,835 2 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 1,647 2 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 255,279 325 0.1%
Cogeco Communications Inc. 1,703 116 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 624,985 648 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 373,314 394 0.1%
Cogeco Communications USA II LP Term Loan B 1st Lien F/R 08-11-2024 66,653 86 0.0%
Cogeco Inc. Sub. voting 723 47 0.0%
Cognex Corp. 1,119 66 0.0%
Cognizant Technology Solutions Corp. 2,278 222 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 100,522 134 0.0%
COL PCL 522 1 0.0%
Colgate Palmolive Co. 862 70 0.0%
Colliers International Group Inc. 576 54 0.0%
Colombia Government International Bond 4.50% 01-28-2026 69,768 92 0.0%
Colruyt SA 219 15 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 198,935 212 0.0%
Comcast Corp. Class A 820 33 0.0%
Comfort Holding LLC Term Loan 1st Lien F/R 02-05-2024 81,203 103 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 7,088 9 0.0%
Cominar Real Estate Investment Trust 4,430 54 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 37,999 50 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 28,655 38 0.0%
Commercial Bank of Qatar 378 5 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 28,655 37 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 14,804 19 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 176,346 233 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 55,929 79 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 318,916 386 0.1%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 54,930 70 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 177,232 224 0.0%
Community Health Systems Inc. 7.13% 07-15-2020 Callable 2018 4,645 5 0.0%
CommVault Systems Inc. 4,153 368 0.1%
Compagnie de Saint-Gobain 2,408 156 0.0%
Companhia de Gas de Sao Paulo - COMGAS 54 1 0.0%
Companhia de Gas de Sao Paulo - COMGAS Rts 06-01-2018 32 0.0%
Compania Cervecerias Unidas SA ADR 288 9 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 3,793 5 0.0%
Computer Modelling Group Ltd. 9,102 87 0.0%
Computershare Ltd. 20,878 355 0.1%
ConAgra Brands Inc. 14,241 684 0.2%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 113,996 149 0.0%
Concordia Healthcare Corp. 7.00% 04-15-2023 144A 51,394 4 0.0%
Conn's Inc. 387 12 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 139,105 178 0.0%
Consorcio ARA SAB de CV 12,207 5 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 94,685 126 0.0%
Constellation Brands Inc. Class A 1,283 371 0.1%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 26,592 33 0.0%
Constellation Software Inc. 854 872 0.2%
Constellium NV 4.25% 02-15-2026 Callable 2020 74,663 113 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 189,857 235 0.0%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 43,731 57 0.0%
Construtora Tenda SA 1,066 9 0.0%
Consun Pharmaceutical Group Ltd. 6,220 9 0.0%
Continental Gold Inc. 1 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 6,648 8 0.0%
Continental Resources Inc. 4.50% 04-15-2023 Callable 2023 4,142 5 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 11,847 15 0.0%
Conviviality PLC 1,734 2 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 11,762 2 0.0%
Copper Mountain Mining Corp. 21 0.0%
Corby Spirit and Wine Ltd. 93 2 0.0%
Core Industrial Trust 3.85% 02-10-2034 26,163 33 0.0%
CoreLogic Inc. 2,223 151 0.0%
Coretronic Corp. 315 1 0.0%
Corning Inc. 38,903 1,370 0.3%
Coronado Australian Holdings Pty Ltd. Term Loan B 1st Lien F/R 03-21-2025 138,918 183 0.0%
Coronado Australian Holdings Pty Ltd. Term Loan C 1st Lien F/R 03-21-2025 37,887 50 0.0%
Corp Nacional del Cobre de Chile 4.50% 09-16-2025 2,188 3 0.0%
Corporacion Andina de Fomento 2.00% 05-10-2019 1,176 2 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 6,570 11 0.0%
Corus Entertainment Inc. Class B non-voting 3,928 24 0.0%
Cosco Capital Inc. 36,989 6 0.0%
CoStar Group Inc. 771 381 0.1%
Costco Wholesale Corp. 2,809 722 0.2%
Cotiviti Holdings Inc. 3,445 152 0.0%
Cott Corp. 6,032 123 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 64,785 83 0.0%
Country Garden Holdings Co. Ltd. 2,207 6 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 4,134 5 0.0%
CP All PCL 2,752 9 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 1,832 2 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 16,450 20 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 7,841 10 0.0%
Credit Agricole SA 3,142 56 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 4,560 6 0.0%
Crescent Point Energy Corp. 27,564 288 0.0%
Crew Energy Inc. 2,380 6 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 330,652 308 0.0%
Crius Energy Trust 278 2 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 198,389 205 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 93,439 118 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 5,753 7 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 96 126 0.0%
Crown Castle Towers LLC 3.663% 05-15-2025 Callable 2023 144A 35,411 45 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 74,253 105 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 15,573 24 0.0%
Crown Holdings Inc. 109 6 0.0%
Crown Ltd. 8,114 106 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 10,867 14 0.0%
CryoLife Inc. Term Loan B 1st Lien F/R 11-15-2024 7,932 10 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 6,265 9 0.0%
CSC Holdings LLC 5.25% 06-01-2024 6,307 8 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 95,931 117 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 68,522 85 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 24,504 34 0.0%
CSC Holdings LLC Term Loan B 1st Lien F/R 01-12-2026 113,931 148 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 93,080 114 0.0%
CSM NV Term Loan B F/R 07-03-2020 116,151 147 0.0%
CSP Technologies North America LLC Term Loan B 1st Lien F/R 01-29-2022 14,008 18 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 125,164 164 0.0%
CSS Industries Inc. 557 12 0.0%
CT Real Estate Investment Trust 5,484 71 0.0%
CTBC Financial Holding Co. Ltd. 18,329 17 0.0%
CTI Foods Holding Co. LLC Term Loan 1st Lien F/R 06-29-2020 1,212 1 0.0%
CTI Foods Holding Co. LLC Term Loan 2nd Lien F/R 06-28-2021 1,297 1 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 553,571 575 0.2%
CU Inc. 3.964% 07-27-2045 Callable 49,158 53 0.0%
Cutera Inc. 564 31 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 165,395 220 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 150,126 196 0.0%
CVS Health Corp. 4.30% 03-25-2028 Callable 2027 224,255 288 0.0%
CyrusOne LP 5.00% 03-15-2024 Callable 2020 47,966 62 0.0%
CyrusOne LP 5.38% 03-15-2027 Callable 2022 16,819 22 0.0%
D.R. Horton Inc. 12,873 704 0.2%
Dae Han Flour Mills Co. Ltd. 5 1 0.0%
Daekyo Co. Ltd. 27 0.0%
Daelim Industrial Co. Ltd. 5 0.0%
Daewon Media Co. Ltd. 789 9 0.0%
Dah Chong Hong Holdings Ltd. 12,866 9 0.0%
Daifuku Co. Ltd. 115 8 0.0%
Daihan Pharmaceutical Co. Ltd. 147 8 0.0%
Daimler AG 7,516 702 0.2%
Daimler Canada Finance Inc. F/R 02-24-2020 116,634 117 0.0%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 237 11 0.0%
Daishin Securities Co. Ltd. Pref. 97 1 0.0%
Dakota Merger Sub Inc. 10.75% 09-01-2024 Callable 2019 144A 3,452 5 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 21,095 29 0.0%
Dana Gas PJSC 43,239 16 0.0%
Dana Holding Corp. 16,382 473 0.1%
Danaher Corp. 4,350 560 0.2%
Danawa Co. Ltd. 385 8 0.0%
Danske Bank AS 2.75% 09-17-2020 144A 71,463 92 0.0%
Danske Bank AS 2.80% 03-10-2021 144A 155,835 200 0.0%
Danske Bank AS F/R 05-22-2020 10,585 2 0.0%
Daqo New Energy Co. Ltd. ADR 117 9 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 41,113 63 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 69,145 91 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 174,207 228 0.0%
Datang International Power Generation Co. Ltd. H 8,467 4 0.0%
Dave & Buster's Entertainment Inc. 5,231 282 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 645,299 795 0.2%
Dawnrays Pharmaceutical Holdings Ltd. 9,348 7 0.0%
Dayou Winia Co. Ltd. 1,809 7 0.0%
DB Insurance Co. Ltd. 77 5 0.0%
DB Master Finance LLC 3.63% 11-20-2047 48,965 62 0.0%
DB Master Finance LLC 3.98% 02-20-2022 144,042 187 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 03-04-2022 16,033 21 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 96,306 122 0.0%
Deerfield Holdings Corp. Term Loan B 1st Lien F/R 12-06-2024 84,632 110 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 115,493 150 0.0%
Dell Technologies Inc. 2,313 242 0.0%
Delphi Energy Corp. 63 0.0%
Delta Air Lines Inc. 6,760 474 0.1%
Delta Property Fund Ltd. 10,902 7 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 11,199 15 0.0%
Dentsply Sirona Inc. 3,125 177 0.0%
Detour Gold Corp. 76 1 0.0%
Deutsche Boerse AG 1,244 216 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 78,287 152 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 329,877 575 0.2%
Deutsche Lufthansa AG Reg. 17,817 628 0.2%
DexCom Inc. 3,756 428 0.1%
DGB Financial Group Inc. 107 1 0.0%
DHX Media Ltd. 5,112 17 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 120,368 108 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 17,311 22 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 186,725 240 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 165 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 9,089 12 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 353 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 24,547 34 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 67,899 88 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 2020 144A 41,113 53 0.0%
Digicert Holdings Inc. Term Loan 1st Lien F/R 09-20-2024 135,059 175 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 32,169 41 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 69,768 89 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 52,326 66 0.0%
DISH DBS Corp. 5.875% 11-15-2024 612,234 660 0.2%
DISH Network Corp. 3.38% 08-15-2026 Conv. 26,163 30 0.0%
DIXY Group PJSC 216 1 0.0%
DMCI Holdings Inc. 2,963 1 0.0%
DMG Mori AG 675 51 0.0%
Dolby Laboratories Inc. Class A 2,082 169 0.0%
Dole Food Co. Inc. Term Loan B 1st Lien F/R 04-06-2024 3,732 5 0.0%
Dollarama Inc. 4,407 660 0.2%
Dollarama Inc. F/R 03-16-2020 10,804 11 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 1,824 104 0.0%
Domino's Pizza Group PLC 16,362 107 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 107,443 143 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 112,523 147 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 66,401 84 0.0%
Dong-A Hwa Sung Co. Ltd. 1,530 8 0.0%
Dong-A ST Co. Ltd. 98 11 0.0%
Dongfeng Motor Group Co. Ltd. 2,342 3 0.0%
Dongwon Development Co. Ltd. 154 1 0.0%
Dongwon Industries Co. Ltd. 23 9 0.0%
Doosan Infracore Co. Ltd. 458 6 0.0%
Dorel Industries Inc. Class B Sub. voting 1,611 35 0.0%
Dorman Products Inc. 2,107 176 0.0%
Downer EDI Ltd. 5,289 36 0.0%
Dr. Reddy's Laboratories Ltd. ADR 63 2 0.0%
Drax Group PLC 2,299 13 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 183,817 241 0.0%
DRB-Hicom BHD 23,513 13 0.0%
Dream Global Real Estate Investment Trust 8,014 119 0.0%
Dream Industrial Real Estate Investment Trust 2,153 23 0.0%
Dream Office Real Estate Investment Trust 13,791 341 0.1%
Dream Unlimited Corp. Class A 88 1 0.0%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 01-03-2023 252,545 296 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 66,031 87 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 27,311 1 0.0%
DTE Energy Co. Conv. Pfd. 1,146 76 0.0%
DTR Automotive Corp. 133 5 0.0%
Dual Co. Ltd. 995 8 0.0%
Dundee Precious Metals Inc. 67 0.0%
DY Corp. 40 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 03-06-2018 13,741 5 0.0%
Dynegy Inc. 7.625% 11-01-2024 3,665 5 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 6,265 9 0.0%
E Ink Holdings Inc. 2,117 3 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 81,604 108 0.0%
E-Mart Co. Ltd. 5 2 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 134,393 133 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 72,051 71 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 181,357 238 0.0%
East West Banking Corp. 2,065 1 0.0%
Eaton Corp. PLC 3,942 391 0.1%
eBay Inc. 4,177 204 0.0%
Ebro Foods SA 2,009 63 0.0%
ECN Capital Corp. 45,157 163 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 20,557 32 0.0%
Ecopetrol SA Sponsored ADR 1,040 29 0.0%
EFG Eurobank Ergasias 14,976 20 0.0%
Elan Microelectronics Corp. 10,272 22 0.0%
Electrical Components International Inc. Term Loan B 1st Lien F/R 05-28-2021 28,894 38 0.0%
Electro Scientific Industries Inc. 1,002 25 0.0%
Electrocomponents PLC 4,027 49 0.0%
Element Fleet Management Corp. 13,765 75 0.0%
Elo Touch Solutions Inc. Term Loan B 1st Lien F/R 10-25-2023 129,063 169 0.0%
Emera Inc. 2.90% 06-16-2023 42,664 42 0.0%
Emera Inc. 4.83% 12-02-2019 176,631 182 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 130,192 179 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 2,492 3 0.0%
Emirates NBD PJSC 910 3 0.0%
Empire Co. Ltd. Class A non-voting 13,604 340 0.1%
EmployBridge LLC Term Loan B 1st Lien F/R 04-10-2025 126,680 166 0.0%
Empresa Brasileira de Aeronautica SA (Embraer) Pref. ADR 54 2 0.0%
Empresa de Energia de Bogota SA ESP 4,900 5 0.0%
Enanta Pharmaceuticals Inc. 1,713 222 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 138,766 141 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 261,319 258 0.0%
Enbridge Inc. 28,269 1,139 0.3%
Enbridge Inc. 3.19% 12-05-2022 42,616 43 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 134,408 128 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 133,326 137 0.0%
Enbridge Inc. 4.00% 10-01-2023 Callable 2023 68,487 90 0.0%
Enbridge Inc. 4.24% 08-27-2042 413,845 397 0.1%
Enbridge Inc. 4.57% 03-11-2044 1,650,508 1,666 0.4%
Enbridge Inc. 4.77% 09-02-2019 Callable 2,352 2 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 2,549 65 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 1,670,514 1,587 0.3%
Enbridge Inc. 5.75% 09-02-2039 Callable 154,658 180 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 77,119 97 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 333,872 345 0.1%
Enbridge Inc. F/R 05-24-2019 272,732 274 0.0%
Enbridge Income Fund Holdings Inc. 7,584 215 0.0%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 63,923 66 0.0%
Enbridge Pipelines Inc. 3.45% 09-29-2025 Callable 2025 51,944 52 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 210,656 212 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 37,166 36 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 52,569 68 0.0%
EnCana Corp. 26,381 435 0.1%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 13,126 12 0.0%
Endo Finance LLC 6.00% 07-15-2023 Callable 2018 144A 2,259 2 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 13,509 13 0.0%
Endologix Inc. 5,829 42 0.0%
Enel Chile SA 3,720 26 0.0%
Enel Russia PJSC 102,046 3 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 195,887 197 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 146,400 149 0.0%
Energa SA 779 3 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 4,858 6 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 3,026 4 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 53,211 69 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 19,433 24 0.0%
Enerplus Corp. 19,811 314 0.0%
Enghouse Systems Ltd. 320 21 0.0%
Enlink Midstream Partners LP 4.15% 06-01-2025 Callable 2025 6,728 8 0.0%
EnLink Midstream Partners LP 4.85% 07-15-2026 Callable 2026 131,438 171 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 175,137 179 0.0%
ENN Energy Holdings Ltd. 135 2 0.0%
EnPro Industries Inc. 688 66 0.0%
Ensco PLC 7.75% 02-01-2026 7,884 10 0.0%
Ensco PLC Class A 7,833 66 0.0%
Ensign Energy Services Inc. 8 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 111,058 144 0.0%
Entertainment One Ltd. 5,128 27 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 2,966 4 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 135,451 135 0.0%
ePlus Inc. 636 75 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 101,014 128 0.0%
Equifax Inc. 1,241 183 0.0%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 44,228 67 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 66,031 86 0.0%
Equitable Group Inc. 38 2 0.0%
Equity Commonwealth 1,715 69 0.0%
Erajaya Swasembada Tbk PT 27,260 7 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 10,867 35 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 64,331 80 0.0%
Etsy Inc. 1,070 45 0.0%
Eugene Investment & Securities 182 1 0.0%
Eurazeo SA 866 88 0.0%
EUROFIMA 4.55% 03-30-2027 556,771 619 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 58,450 61 0.0%
Euronext NV 3,992 329 0.1%
European Bank for Reconstruction & Development 6.00% 05-04-2020 246,993 5 0.0%
European Investment Bank 1.50% 05-12-2022 503,327 80 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 6,921 7 0.0%
Everest Re Group Ltd. 1,727 504 0.1%
Evertz Technologies Ltd. 290 5 0.0%
Evonik Industries AG 2,740 124 0.0%
Excelsior Biopharma Inc. 3,448 7 0.0%
Exchange Income Corp. 1 0.0%
Exco Technologies Ltd. 400 4 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 162,412 216 0.0%
Exelon Corp. 12,224 656 0.2%
ExlService Holdings Inc. 4,800 353 0.1%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 79,735 95 0.0%
Expedia Inc. 5.00% 02-15-2026 89,079 118 0.0%
Export Development Canada 0.88% 12-07-2021 51,080 88 0.0%
Export Development Canada 2.40% 06-07-2021 101,538 99 0.0%
Export Development Canada 4.875% 01-24-2019 86,587 80 0.0%
Export-Import Bank of Korea 6.90% 02-07-2023 144A 3,737,580 69 0.0%
Extendicare Inc. 3,486 26 0.0%
Extraction Oil & Gas Inc. 5.63% 02-01-2026 Callable 2021 144A 7,074 9 0.0%
Exxon Mobil Corp. 5,108 538 0.1%
F&F Co. Ltd. 145 11 0.0%
F5 Networks Inc. 1,879 422 0.1%
Facebook Inc. 1,453 361 0.1%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 367,981 446 0.1%
Fair Hydro Trust 3.36% 05-15-2033 Callable 2032 122,127 125 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 117,327 122 0.0%
Fair Isaac Corp. 5.25% 05-15-2026 Callable 2026 144A 27,035 35 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 46,876 46 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 678,471 706 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 144A 5,455 7 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 68,263 75 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 198,899 316 0.0%
Fairfax India Holdings Corp. 8,375 187 0.0%
Fairmount Santrol Term Loan B 1st Lien F/R 11-01-2022 560,561 728 0.2%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 48,838 64 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 26,786 39 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 70,301 92 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 59,510 78 0.0%
Fannie Mae Strip 4.00% 01-25-2041 9,233 3 0.0%
Fannie Mae Strip 4.00% 11-25-2039 24,545 7 0.0%
Fannie Mae Strip 4.50% 03-25-2041 11,577 3 0.0%
Fantasia Holdings Group Co. Ltd. 1,351 0.0%
Far Eastern Department Stores Ltd. 11,907 10 0.0%
Far Eastern New Century Corp. 4,596 6 0.0%
Fastener Acquisition Inc. Term Loan 1st Lien F/R 03-28-2025 11,193 15 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 105,898 104 0.0%
Federal Grid Co. Unified Energy System PJSC 2,872,687 11 0.0%
Federal Republic of Germany 1.94% 04-15-2020 258,950 470 0.1%
Federal Signal Corp. 31 1 0.0%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 887,420 865 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 142,713 492 0.1%
Federative Republic of Brazil 5.63% 02-21-2047 4,587 5 0.0%
Felda Global Ventures Holdings BHD 6,622 3 0.0%
Fevertree Drinks PLC 591 31 0.0%
Fiat Chrysler Automobiles NV 29,916 879 0.2%
Fibria Celulose SA ADR 131 3 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 112,750 144 0.0%
Fifth Third Bancorp 8.25% 03-01-2038 37,376 68 0.0%
FinCo I LLC Term Loan B 1st Lien F/R 07-14-2022 11,163 15 0.0%
Finnair Oyj 419 7 0.0%
Finning International Inc. 5,312 171 0.0%
Finning International Inc. 2.84% 09-29-2021 150,392 150 0.0%
First Capital Realty Inc. 4,323 91 0.0%
First Capital Realty Inc. 4.43% 01-31-2022 193,696 202 0.0%
First Capital Realty Inc. 4.79% 08-30-2024 291,185 309 0.0%
First Data Corp. 5.00% 01-15-2024 Callable 2019 144A 95,308 124 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 37,999 50 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 20,711 27 0.0%
First Data Corp. 7.00% 12-01-2023 Callable 2018 144A 9,759 13 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 165,830 215 0.0%
First Majestic Silver Corp. 0 0.0%
First Nations ETF LP 4.14% 12-31-2041 67,810 68 0.0%
First Quantum Minerals Ltd. 6,061 123 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 260,285 320 0.1%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 184,307 240 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 28,212 36 0.0%
First Republic Bank 776 100 0.0%
First Solar Inc. 10,374 909 0.2%
First Tennessee Bank NA 43 44 0.0%
FirstRand Ltd. 8,353 51 0.0%
FirstService Corp. 837 76 0.0%
Flughafen Wien AG 143 7 0.0%
Flytech Technology Co. Ltd. 2,239 8 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 33,302 45 0.0%
Fomento Economico Mexicano SAB de CV (FEMSA) ADR 9 1 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 21,803 22 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 29,278 37 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 17,046 17 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 129,593 130 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 124,793 125 0.0%
Ford Motor Co. 22,284 334 0.1%
Ford Motor Co. 6.625% 10-01-2028 28,655 42 0.0%
Forestar Group Inc. 1,459 44 0.0%
ForFarmers BV 252 4 0.0%
Formetal Inc. 1,320 7 0.0%
Formosa Chemicals & Fibre Corp. 4,207 21 0.0%
Formosa Petrochemical Corp. 2,657 14 0.0%
Formosa Plastics Corp. 2,342 11 0.0%
Fortified Trust 1.67% 07-23-2021 239,712 232 0.0%
Fortified Trust 2.16% 10-23-2020 412,589 408 0.1%
Fortis Inc. 4,697 195 0.0%
Fortis Inc. 2.85% 12-12-2023 Callable 2023 73,596 72 0.0%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 45,864 47 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 174,391 195 0.0%
FortisBC Energy Inc. 3.69% 10-30-2047 58,664 60 0.0%
Fortive Corp. 1,694 160 0.0%
Fortress Income Fund Ltd. - Class A 1,950 3 0.0%
Fortress Income Fund Ltd. - Class B 612 1 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 302,902 397 0.1%
Fortuna Silver Mines Inc. 3 0.0%
Fosun International Ltd. 856 2 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 65,751 85 0.0%
Franco-Nevada Corp. 1,682 154 0.0%
Freddie Mac Strips 3.50% 11-15-2027 16,842 2 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 10,183 13 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 33,979 44 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 16,769 22 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 26,982 35 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 54,775 72 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 31,657 41 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 1.5458% 12-25-2028 Callable 2026 777 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 13,931 18 0.0%
Freehold Royalties Ltd. 929 11 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 293,318 368 0.1%
Freeport-McMoRan Inc. 6.88% 02-15-2023 9,333 13 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 53,331 70 0.0%
Freshii Inc. 2,485 17 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 131,918 172 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 4,517 5 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 3,580 4 0.0%
Frontken Corp. BHD 52,597 7 0.0%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 40,490 53 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 8,780 11 0.0%
Fubon Financial Holding Co. Ltd. 12,626 28 0.0%
Fufeng Group Ltd. 766 1 0.0%
Fukuda Denshi Co. Ltd. 49 5 0.0%
Funai Electric Co. Ltd. 1,914 15 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 85,534 107 0.0%
Futaba Corp. 2,197 52 0.0%
Futures Contracts 456 0.1%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 489,657 633 0.2%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 12-01-2022 12,484 16 0.0%
Gabungan AQRS BHD 22,829 5 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 197,148 260 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 209,978 218 0.0%
Gartner Inc. 1,486 256 0.0%
Gartner Inc. Term Loan B 1st Lien F/R 04-05-2024 11,613 15 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 234,252 322 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 126,109 165 0.0%
GATX Corp. 3,921 365 0.1%
Gavilan Resources LLC Term Loan 2nd Lien F/R 02-23-2024 330,571 422 0.1%
Gaz Metro Inc. 1.52% 05-25-2020 83,854 83 0.0%
Gazprom Neft PJSC 2,687 18 0.0%
Gazprom PJSC 16,969 51 0.0%
GCI Liberty Inc. Class A 2,807 152 0.0%
GCL New Energy Holdings Ltd. 84,592 6 0.0%
Gear Energy Ltd. 36 0.0%
Geely Automobile Holdings Ltd. 3,017 11 0.0%
GEK TERNA Holdings Real Estate Construction SA 522 4 0.0%
Gemdale Properties and Investment Corp. Ltd. 3,603 1 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 301,957 299 0.0%
General Electric Capital Corp. 4.60% 01-26-2022 159,992 169 0.0%
General Electric Capital Corp. F/R 07-30-2019 25,875 4 0.0%
General Electric Co. 5.00% 12-15-2049 Callable 2021 119,104 153 0.0%
General Electric Co. 8.35% 09-03-2022 44,694 3 0.0%
General Electric Co. F/R 12-08-2021 11,762 2 0.0%
General Motors Co. 3,207 177 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 1,176 2 0.0%
General Motors Financial of Canada Ltd. 2.60% 06-01-2022 183,872 179 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 245,320 245 0.0%
Genesis Trust II 1.675% 09-17-2018 122,660 123 0.0%
Genesis Trust II 1.699% 04-15-2020 278,330 274 0.0%
Genesis Trust II 2.43% 05-15-2019 557,944 559 0.2%
Genomma Lab Internacional SAB de CV 221 0.0%
Genting BHD 9,098 26 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 110,286 146 0.0%
Genworth MI Canada Inc. 5,350 215 0.0%
Genworth MI Canada Inc. 4.242% 04-01-2024 186,657 188 0.0%
Genworth Mortgage Insurance Australia Ltd. 1,374 3 0.0%
Geo Energy Resources Ltd. 6,192 1 0.0%
Georg Fischer AG 128 214 0.0%
George Kent (Malaysia) BHD 16,833 7 0.0%
George Weston Ltd. 618 65 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 275,187 336 0.1%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 195,446 247 0.0%
GFL Environmental Inc. 9.875% 02-01-2021 Callable 2018 144A 21,308 29 0.0%
GFL Environmental Inc. Delay Draw Term Loan 1st Lien F/R 05-31-2025 2,543 3 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 20,470 27 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 09-29-2023 11,208 15 0.0%
GHL Systems Bhd 982 0.0%
Gibson Energy Inc. 1,640 29 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 216,735 228 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 908,519 915 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 35,201 36 0.0%
Giga-Byte Technology Co. Ltd. 6,789 23 0.0%
Gildan Activewear Inc. 3,621 136 0.0%
Gilead Sciences Inc. 7,580 662 0.2%
Givaudan SA 76 220 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 312,517 302 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 341,315 338 0.1%
Glanbia PLC 5,196 125 0.0%
GlaxoSmithKline PLC 21,600 567 0.2%
Glencore PLC 47,928 307 0.0%
Global Standard Technology Co. Ltd. 340 4 0.0%
Globalwafers Co. Ltd. 405 10 0.0%
Globant SA 1,030 69 0.0%
Globe Telecom Inc. 221 9 0.0%
Glow Energy PCL 225 1 0.0%
GLP Capital LP / GLP Financing II Inc. 5.25% 06-01-2025 7,671 10 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 24,223 33 0.0%
Gol Linhas Aereas Inteligentes SA 5,036 23 0.0%
Goldcorp Inc. 27,115 502 0.1%
Golden Entertainment Inc. 602 24 0.0%
Gopher Resource LLC Term Loan 1st Lien F/R 02-09-2025 10,372 14 0.0%
Gopher Sub Inc. Delayed Draw Term Loan 1st Lien F/R 01-29-2025 1,460 2 0.0%
Gopher Sub Inc. Term Loan 1st Lien F/R 01-29-2025 13,623 18 0.0%
Government of Aruba 4.625% 09-14-2023 2,117 3 0.0%
Government of Australia 5.75% 07-15-2022 121,471 135 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 13,596 17 0.0%
Government of Bermuda 4.854% 02-06-2024 2,823 4 0.0%
Government of Bermuda 5.60% 07-20-20 1,153 2 0.0%
Government of Canada 0.50% 03-01-2022 132,416 125 0.0%
Government of Canada 0.75% 03-01-2021 84,718 82 0.0%
Government of Canada 0.75% 09-01-2020 52,617 51 0.0%
Government of Canada 1.00% 06-01-2027 6,087,403 5,482 1.0%
Government of Canada 1.00% 09-01-2022 772,767 739 0.2%
Government of Canada 1.25% 02-01-2020 215,534 213 0.0%
Government of Canada 1.25% 11-01-2019 156,978 156 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 3,064,587 3,981 0.7%
Government of Canada 1.50% 06-01-2023 234,058 227 0.0%
Government of Canada 1.50% 06-01-2026 341,315 324 0.1%
Government of Canada 1.75% 05-01-2020 1,279,932 1,276 0.3%
Government of Canada 2.00% 06-01-2028 17,876,674 17,506 2.9%
Government of Canada 2.00% 12-01-2051 46,940 44 0.0%
Government of Canada 2.25% 06-01-2025 244,254 245 0.0%
Government of Canada 2.50% 06-01-2024 356,901 364 0.1%
Government of Canada 2.75% 12-01-2048 12,058,150 13,373 2.2%
Government of Canada 3.25% 06-01-2021 454,274 471 0.1%
Government of Canada 4.00% 12-01-2031 Real Return 164,258 348 0.1%
Government of Canada 4.25% 12-01-2021 Real Return 588,662 1,072 0.3%
Government of Canada 4.25% 12-01-2026 Real Return 1,154,234 2,300 0.5%
Government of Cayman Islands 5.95% 11-24-2019 144A 2,235 3 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 64,785 98 0.0%
Government of Dominican Republic 7.50% 05-06-2021 4,611 6 0.0%
Government of France 1.41% 07-25-2019 158,582 272 0.0%
Government of France 4.32% 07-25-2029 289,729 841 0.2%
Government of Germany 0.50% 02-15-2028 317,967 489 0.1%
Government of Hungary 6.38% 03-29-2021 130,566 181 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 646,113,310 57 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 2,393,263,445 210 0.0%
Government of Indonesia 6.63% 05-15-2033 996,597,756 84 0.0%
Government of Indonesia 7.00% 05-15-2022 2,260,375,067 214 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 1,637,320,896 153 0.0%
Government of Indonesia 7.50% 08-15-2032 567,130,278 53 0.0%
Government of Indonesia 8.25% 07-15-2021 1,402,852,883 137 0.0%
Government of Indonesia 8.38% 03-15-2024 890,111,173 89 0.0%
Government of Indonesia 8.38% 09-15-2026 1,847,855,176 187 0.0%
Government of Ireland 1.00% 05-15-2026 2,352 4 0.0%
Government of Ireland 3.40% 03-18-2024 221,763 397 0.1%
Government of Japan 0.10% 02-15-2019 1,176,159 14 0.0%
Government of Malaysia 3.62% 11-30-2021 129,569 42 0.0%
Government of Malaysia 3.73% 06-15-2028 120,225 37 0.0%
Government of Malaysia 3.84% 04-15-2033 387,836 116 0.0%
Government of Malaysia 3.88% 03-14-2025 176,912 57 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 210,177 66 0.0%
Government of Malaysia 4.06% 09-30-2024 790,498 256 0.0%
Government of Malaysia 4.16% 07-15-2021 308,226 102 0.0%
Government of Mexico 10.00% 12-05-2024 2,514,581 182 0.0%
Government of Mexico 4.60% 01-23-2046 47,343 56 0.0%
Government of Mexico 4.75% 06-14-2018 2,682,959 174 0.0%
Government of Mexico 6.50% 06-10-2021 2,989,938 188 0.0%
Government of Mexico 8.50% 12-13-2018 2,104,631 137 0.0%
Government of New Zealand 3.00% 04-15-2020 53,572 50 0.0%
Government of New Zealand 5.50% 04-15-2023 262,253 273 0.0%
Government of New Zealand 6.00% 05-15-2021 323,301 327 0.1%
Government of Norway 2.00% 05-24-2023 Series 475 906,986 148 0.0%
Government of Norway 4.50% 05-22-2019 1,652,010 271 0.0%
Government of Philippines 3.50% 03-20-2021 5,646,237 135 0.0%
Government of Philippines 3.50% 04-21-2023 6,199,399 139 0.0%
Government of Philippines 4.125% 08-20-2024 2,416,968 54 0.0%
Government of Philippines 4.625% 09-09-2040 632,399 12 0.0%
Government of Philippines 4.95% 01-15-2021 2,230,089 55 0.0%
Government of Philippines 6.25% 01-14-2036 5,855,540 155 0.0%
Government of Philippines 7.375% 03-03-2021 2,329,758 61 0.0%
Government of Philippines 8.00% 07-19-2031 1,154,289 33 0.0%
Government of Philippines 8.125% 12-16-2035 1,495,031 43 0.0%
Government of Portugal 5.13% 10-15-2024 144A 51,703 69 0.0%
Government of Qatar 6.55% 04-09-2019 6,586 9 0.0%
Government of Russia 7.05% 01-19-2028 569,261 12 0.0%
Government of Singapore 2.50% 06-01-2019 297,760 291 0.0%
Government of Singapore 3.25% 09-01-2020 300,252 299 0.0%
Government of Trinidad and Tobago 4.50% 08-04-2026 1,717 2 0.0%
Government of Turkey 11.00% 02-24-2027 13,926 3 0.0%
Government of United Kingdom 1.50% 07-22-2047 4,010,422 6,595 1.1%
Grafton Group PLC 1,356 18 0.0%
Graham Holdings Co. 32 24 0.0%
Gran Tierra Energy Inc. 14,131 60 0.0%
Grand Canyon Education Inc. 442 64 0.0%
Grand Korea Leisure Co. Ltd. 76 2 0.0%
Grand Pacific Petrochemical Corp. 27,718 38 0.0%
Granite Real Estate Investment Trust 4,764 245 0.0%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 31,998 32 0.0%
Grape King Bio Ltd. 225 2 0.0%
Great Canadian Gaming Corp. 2,906 151 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 144A 601,885 619 0.2%
Great Eagle Holdings Ltd. 3,354 22 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 16,450 22 0.0%
Great-West Lifeco Inc.* 1,993 66 0.0%
Greater Toronto Airports Authority 3.26% 06-01-2037 Callable 2036 101,328 101 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 222,499 264 0.0%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 53,331 76 0.0%
Green Cross Holdings Corp. 49 2 0.0%
Green Dot Corp. Class A 3 0.0%
Green Plains Inc. Term Loan B 1st Lien F/R 08-29-2023 160,011 210 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 104,432 136 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 42,982 52 0.0%
Greenland (Hong Kong) Holdings Ltd. 1,486 1 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 11,865 15 0.0%
Greggs PLC 320 6 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 90,038 117 0.0%
GrubHub Inc. 3,243 451 0.1%
Grupa Lotos SA 14 0.0%
Grupo Comercial Chedraui SA de CV 4,646 12 0.0%
Grupo Financiero Banorte SAB de CV Series O 6,751 47 0.0%
Grupo Financiero Interacciones 131 1 0.0%
Grupo Herdez SAB de CV 3,754 10 0.0%
Grupo Mexico SAB de CV Series B 973 3 0.0%
Grupo Simec SA de CV 10,038 40 0.0%
GS Engineering & Construction Corp. 41 2 0.0%
GS Holdings Corp. 7 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 16,819 22 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 5,557 7 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 21,678 28 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 4,441 6 0.0%
Guangdong Yueyun Transportation Co. Ltd. 5,154 4 0.0%
Guangzhou Automobile Group Co. Ltd. 6,215 14 0.0%
Guangzhou R&F Properties Co. Ltd. H 13,164 40 0.0%
Guardian Capital Group Ltd. 50 1 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 28,638 38 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 145,137 143 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 283,734 279 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 87,054 87 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 84,718 114 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 474,344 611 0.2%
Haemonetics Corp. 2,798 328 0.1%
Halcon Resources Corp. 523 3 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 142 0.0%
Hana Financial Group Inc. 1,052 52 0.0%
Hannover Rueckversicherung SE Reg. 3,117 510 0.1%
HannStar Display Corp. 11,529 5 0.0%
Hanwa Co. Ltd. 507 28 0.0%
Hanwha Chemical Corp. 134 4 0.0%
Hanwha Corp. 51 2 0.0%
Hanwha General Insurance Co. Ltd. 58 0.0%
Hanwha Life Insurance Co. Ltd. 1,268 8 0.0%
HAP Seng Consolidated BHD 7,629 24 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 34,703 44 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 66,751 3 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 19,190 25 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 200,523 244 0.0%
Hardwoods Distribution Inc. 4 0.0%
Harmony Gold Mining Co. Ltd. ADR 977 2 0.0%
Hartalega Holdings Bhd 6,674 13 0.0%
Harum Energy TBK PT 3,747 1 0.0%
Haseko Corp. 812 16 0.0%
Hawaiian Electric Industries Inc. 2,672 119 0.0%
HB Fuller Co. Term Loan B 1st Lien F/R 10-20-2024 45,866 60 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 159,209 206 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 68,896 94 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 431,869 532 0.1%
HCA Inc. 5.00% 03-15-2024 100,915 132 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 50,457 66 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 26,635 32 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 21,308 29 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 74,129 105 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 141,113 143 0.0%
HDFC Bank Ltd. ADR 104 14 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 87,462 118 0.0%
Hearthside Bridge Loan (Project Metafora) Exp. 08-20-2018 20,690,000 0.0%
Hearthside Group Holdings LLC 1st Lien F/R 05-17-2025 63,516 82 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 39,952 52 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04/17/2025 266,349 346 0.1%
Heathrow Funding Ltd. 3.00% 06-17-2023 753,773 759 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 911,845 915 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 248,983 249 0.0%
Heathrow Funding Ltd. 4.00% 07-03-2019 7,527 8 0.0%
Hengan International Group Co. Ltd. 2,207 27 0.0%
Henkel AG & Co. KGaA 1,442 211 0.0%
Henkel AG & Co. KGaA Pfd. 2,396 384 0.1%
Hennes & Mauritz AB B 22,150 433 0.1%
Henry Schein Inc. 7,980 716 0.2%
Hermes International 5 5 0.0%
Hess Corp. Pfd. Conv. 1,283 114 0.0%
High Arctic Energy Services Inc. 4 0.0%
Hillman Group Inc. Delay Draw Term Loan 1st Lien F/R 05-21-2025 19,673 26 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 63,192 82 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 144A 14,327 18 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 50,984 66 0.0%
Hiscox Ltd. 297 8 0.0%
Hitachi Ltd. 42,514 403 0.1%
Hiwin Technologies Corp. 4,852 89 0.0%
HJ Heinz Co. 3.95% 07-15-2025 85,341 109 0.0%
HK Electric Investments and HK Electric Investments Ltd. 10,370 13 0.0%
HKC Holdings Ltd. 7,485 10 0.0%
HMC Investment Securities Co. Ltd. 19 0.0%
HMS Holdings Corp. 9,502 266 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 1,353,528 1,338 0.3%
HollyFrontier Corp. 11,440 1,144 0.3%
Home Equity Asset Trust 1.71% 06-25-2033 4,245 6 0.0%
Honam Petrochemical Corp. 485 214 0.0%
Honda Auto Receivables 2015-3 Owner Trust 1.27% 04-18-2019 1,429 2 0.0%
Honda Auto Receivables Owner Trust 1.38% 04-18-2022 28,032 36 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 18,083 23 0.0%
Honda Canada Finance Inc. 3.44% 05-23-2025 75,729 77 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 111,323 112 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 74,556 75 0.0%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 752,174 756 0.2%
Honda Canada Finance Inc. F/R 12-18-2020 20,426 20 0.0%
Honda Motor Co. Ltd. 4,472 184 0.0%
Honeywell International Inc. 231 44 0.0%
Hongkong Land Holdings Ltd. 33,048 311 0.0%
Hopewell Holdings Ltd. 16,056 72 0.0%
Horizon North Logistics Inc. 97 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 180,345 235 0.0%
Hosken Consolidataed Investments Ltd. 68 1 0.0%
Hospital Infrastructure Partners (NOH) Partnership 5.439% 01-31-2045 0 0.0%
Hotel Shilla Co. Ltd. 158 23 0.0%
Hoteles City Express SAB de CV 6,188 10 0.0%
House Foods Corp. 1,996 95 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 19,561 25 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 48,224 63 0.0%
HP Inc. 947 27 0.0%
HSBC Bank Canada 2.17% 06-29-2022 451,176 437 0.1%
HSBC Bank Canada 2.54% 01-31-2023 214,389 209 0.0%
HSBC Bank Canada 3.25% 09-15-2023 272,605 273 0.0%
HSBC Holdings PLC 28,892 359 0.1%
HSBC Holdings PLC 0.45% 09-24-2021 470,464 6 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 283,718 282 0.0%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 80,358 99 0.0%
Huadian Fuxin Energy Corp. Ltd. 27,866 10 0.0%
Huaku Development Co. Ltd. 135 0.0%
Hub International Ltd. 7.00% 05-01-2026 Callable 2021 144A 48,410 63 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 113,550 147 0.0%
Huchems Fine Chemical Corp. 476 17 0.0%
HudBay Minerals Inc. 4,828 40 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 10,739 14 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 16,876 23 0.0%
Hudson River Trading LLC Term Loan 1st Lien F/R 03-20-2025 163,123 213 0.0%
Huishang Bank Corp. Ltd. 5,269 3 0.0%
Hungary Government International Bond 6.25% 01-29-2020 157,601 214 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 49,211 63 0.0%
Huntsman Corp. 9,771 405 0.1%
Husky Energy Inc. 12,983 243 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 141,326 140 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 14,036 245 0.0%
Husky Energy Inc. 7.25% 12-15-2019 11,719 16 0.0%
Huvis Corp. 638 8 0.0%
Hwail Pharmaceutical Co. Ltd. 830 7 0.0%
Hydoo International Holding Ltd. 46,846 5 0.0%
Hydro One Inc. 10,068 196 0.0%
Hydro One Inc. 3.72% 11-18-2047 381,486 390 0.1%
Hydro One Inc. F/R 03-21-2019 227,721 228 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 188,790 157 0.0%
Hypermarcas SA 6,263 61 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 74,898 98 0.0%
Hyundai Heavy Industries Co. Ltd. 8 4 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 138 6 0.0%
Hyundai Mipo Dockyard Co. Ltd. 2 0.0%
Hyundai Motor Co. 1,764 294 0.0%
Hyundai Telecommunication Co. Ltd. 543 8 0.0%
HyVision System Inc. 808 18 0.0%
I-Logic Technologies Bidco Ltd. Term Loan B 1st Lien F/R 12-20-2024 137,853 180 0.0%
IAC/InterActiveCorp 43 9 0.0%
IAMGOLD Corp. 16,747 136 0.0%
IBERIABANK Corp. 871 90 0.0%
IBI Group Inc. 652 4 0.0%
ICA Gruppen AB 3,343 134 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 4,611 6 0.0%
ICICI Bank Ltd. ADR 365 4 0.0%
IDEX Corp. 210 38 0.0%
IGG Inc. 15,106 31 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 13,296 14 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 2,514 3 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 22,819 27 0.0%
Impala Private Holdings II LLC Term Loan 1st Lien F/R 11-10-2024 178,603 232 0.0%
Imperial Holdings Ltd. 1,568 33 0.0%
Imperial Oil Ltd. 5,741 244 0.0%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 9,844 12 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 100,341 131 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 866,522,844 89 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 467,460,541 49 0.0%
Industrial Alliance Insurance and Financial Services Inc. 8,027 425 0.1%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 335,982 337 0.1%
Industrial and Commercial Bank of China Ltd. H 200,251 215 0.0%
Industrial Bank of Korea 160 3 0.0%
Industrias Bachoco SA de CV 646 4 0.0%
Industrias Bachoco SAB de CV 14 1 0.0%
Industrias CH SAB de CV 1,383 8 0.0%
Industrivarden AB Class C 1,509 41 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 14,617 19 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 13,381 17 0.0%
Infosys Ltd. ADR 4,400 104 0.0%
ING Groep NV 17,000 321 0.1%
Inovalis Real Estate Investment Trust 29 0.0%
InPower BC General Partnership 4.471% 03-31-2033 191,243 199 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 172,364 180 0.0%
Intact Financial Corp. 3,935 386 0.1%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 38,135 50 0.0%
Integrys Energy Group Inc. Pfd. 411 14 0.0%
Intel Corp. 4.00% 12-01-2022 64,785 66 0.0%
Intelsat Connect Finance SA 12.50% 04-01-2022 776 1 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 19,075 26 0.0%
Inter Pipeline Corridor Inc. 4.897% 02-03-2020 11,946 12 0.0%
Inter Pipeline Ltd. 6,128 150 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 425,334 409 0.1%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 290,118 282 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 198,123 193 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 42,616 44 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 200,523 202 0.0%
Inter-American Development Bank 3.50% 05-15-2021 67,899 63 0.0%
Inter-American Development Bank 3.75% 10-09-2018 46,720 46 0.0%
Interfor Corp. 4,948 128 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 195,566 254 0.0%
Interior Logic Group Inc. Term Loan B 1st Lien F/R 03-01-2024 63,620 83 0.0%
International Bank for Reconstruction and Development 2.50% 03-12-2020 51,080 50 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 52,326 52 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 63,539 59 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 3,120,880 59 0.0%
International Business Machines Corp. 802 147 0.0%
International Business Machines Corp. 2.625% 08-05-2022 21,803 39 0.0%
International Business Machines Corp. 2.75% 12-21-2020 22,425 40 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 15,967 21 0.0%
International Finance Corp. 3.625% 05-20-2020 310,741 289 0.0%
International Finance Corp. 6.30% 11-25-2024 220,177 4 0.0%
International Finance Corp. 7.00% 07-20-2027 385,309 23 0.0%
International Seaways Inc. 4,191 114 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 181,619 238 0.0%
International Textile Group Inc. Term Loan 2nd Lien F/R 04-19-2025 22,095 28 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 35,518 44 0.0%
InterRent Real Estate Investment Trust 6,826 73 0.0%
Intersect ENT Inc. 3,066 169 0.0%
Intuitive Surgical Inc. 822 490 0.1%
Invenergy Thermal Operating I LLC Term Loan B 1st Lien F/R 10-19-2022 9,358 12 0.0%
Investec Ltd. 12,510 117 0.0%
Investor AB B 86 5 0.0%
Invitation Homes Inc. 6,473 185 0.0%
IPG Photonics Corp. 1,911 598 0.2%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 72,089 90 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 131,912 171 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 13,704 18 0.0%
Iron Bridge Resources Inc. 8,327 7 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 592,987 604 0.2%
Iron Mountain Inc. 4.88% 09-15-2027 Callable 2022 144A 34,261 41 0.0%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 191,631 249 0.0%
iShares Canadian Corporate Bond Index ETF 51,479 1,078 0.3%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $82.00 Exp. 09-21-2018 2 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 09-21-2018 7 1 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 06/15/2018 32 1 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 09-21-2018 4 1 0.0%
iShares MSCI India ETF 10,181 444 0.1%
iShares MSCI Thailand ETF 1,273 155 0.0%
Itausa- Investimentos Itau SA 18 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 192,528 240 0.0%
J.B. Hunt Transport Services Inc. 1,544 256 0.0%
Jack Henry & Associates Inc. 3,400 551 0.1%
Jamieson Wellness Inc. 14,734 369 0.1%
Japan Post Holdings Co. Ltd. 23,435 348 0.1%
Japfa Comfeed Indonesia Tbk 7,048 1 0.0%
JB Financial Group Co. Ltd. 350 3 0.0%
JBS SA 1,265 4 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 137,075 177 0.0%
JD.com Inc. ADR 612 28 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 77,863 101 0.0%
Jeju Air Co. Ltd. 245 15 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 3,665 4 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 5,796 7 0.0%
JNBY Design Ltd. 1,475 5 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 79,662 80 0.0%
John Laing Group PLC 19,010 92 0.0%
John Wiley & Sons Inc. Class A 481 42 0.0%
Johnson & Johnson 3,031 470 0.1%
Johnson Outdoors Inc. Class A 69 7 0.0%
Jonah Energy LLC 7.25% 10-15-2025 Callable 2021 144A 7,969 8 0.0%
JPMorgan Chase & Co. 10,670 1,480 0.3%
JPMorgan Chase & Co. 2.75% 08-24-2022 33,638 56 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 222,922 226 0.0%
JPMorgan Chase & Co. 4.25% 11-02-2018 107,144 98 0.0%
JPMorgan Chase & Co. F/R 05-15-2047 Callable 2017 104,652 122 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 18,186 24 0.0%
JSE Ltd. 1,036 19 0.0%
Jumei International Holding Ltd. ADR 18 0.0%
Just Energy Group Inc. 18,728 90 0.0%
JW Life Science Corp. 157 5 0.0%
Kaga Electronics Co. Ltd. 78 3 0.0%
Kamei 458 9 0.0%
Kato Sangyo Co. Ltd. 143 6 0.0%
Kato Works Co. Ltd. 295 10 0.0%
KB Financial Group Inc. 728 45 0.0%
KB Financial Group Inc. ADR 712 44 0.0%
KC Co. Ltd. 330 9 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 102,764 134 0.0%
Kelly Services Inc. Class A 2,418 70 0.0%
Kelt Exploration Ltd. 1,220 10 0.0%
KEMET Corp. Term Loan B 1st Lien F/R 04-26-2024 24,079 32 0.0%
Kennedy-Wilson Holdings Inc. 8,145 215 0.0%
Kennedy-Wilson Holdings Inc. 5.875% 04-01-2024 Callable 2019 92,194 118 0.0%
Kennedy-Wilson Inc. 5.88% 04-01-2024 Callable 2019 144A 16,819 22 0.0%
Kerry Properties Ltd. 5,686 39 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 92,548 121 0.0%
Keyera Corp. 1,850 67 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 43,056 56 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 106,190 139 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 6,478 8 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 123,722 159 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 127,210 162 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 115,408 150 0.0%
KFW 3.375% 02-15-2021 71,014 66 0.0%
KFW 3.75% 05-29-2020 80,981 75 0.0%
Kiatnakin Bank PCL 1,522 4 0.0%
Killam Apartment Real Estate Investment Trust 6,502 99 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 468 1 0.0%
Kinaxis Inc. 588 50 0.0%
Kinden Corp. 1,833 39 0.0%
Kinder Morgan Inc. Conv. 2,597 110 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 1,619 2 0.0%
King's Town Bank Co. Ltd. 2,972 4 0.0%
Kingboard Chemical Holdings Ltd. 19,304 100 0.0%
Kingboard Laminates Holdings Ltd. 7,066 12 0.0%
Kingdom of Spain 1.40% 04-30-2028 4,293 6 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 155,110 236 0.0%
Kinross Gold Corp. 37,346 175 0.0%
Kirkland Lake Gold Ltd. 4,199 100 0.0%
Kisoji Co. Ltd. 254 9 0.0%
Koa Corp. 945 26 0.0%
Kolmar BNH Co. Ltd. 58 2 0.0%
Kolon Plastic Inc. 788 7 0.0%
Komatsu Ltd. 5,418 232 0.0%
Kommunalbanken AS F/R 05-26-2021 3,999 4 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 14,114 2 0.0%
Korea District Heating Corp. 9 1 0.0%
Korea Investment Holdings Co. Ltd. 60 7 0.0%
Korea Kolmar Holdings Co. Ltd. 16 1 0.0%
Korea Treasury 0% 09-10-2018 1,776,607 2 0.0%
Korn Ferry International 157 11 0.0%
Kortek Corp. 200 4 0.0%
KPJ Healthcare BHD 31,391 10 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 223,561 224 0.0%
Kraft Canada Inc. F/R 07-06-2020 615,221 623 0.2%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 2,940 3 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 25,540 39 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 51,703 80 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 118,980 200 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 325,636 370 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 46,481 56 0.0%
Kronos Worldwide Inc. 416 13 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 314,000 318 0.1%
KSL Holdings BHD 24,489 7 0.0%
KT&G Corp. 1,266 146 0.0%
Kuehne + Nagel International AG 1,214 237 0.0%
Kumba Iron Ore Ltd. 351 10 0.0%
Kumho Petrochemical Co. Ltd. 279 35 0.0%
KWG Property Holding Ltd. 2,657 5 0.0%
Kyobo Securities Co. Ltd. 22 0.0%
L E Lundbergforetagen AB Class B 7,928 332 0.1%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 141,377 184 0.0%
L'Oréal SA 205 64 0.0%
L3 Technologies Inc. 970 249 0.0%
La Comer SAB de CV 11,135 14 0.0%
Labrador Iron Ore Royalty Corp. 8,638 207 0.0%
Lai Sun Development Co. Ltd. 1,178 3 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 9,842 13 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 3,239 4 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 531,754 685 0.2%
Lanai Holdings III Inc. Term Loan B 1st Lien F/R 08-14-2022 4,013 5 0.0%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2017 144A 103,683 0.0%
Land and Houses PCL NVDR 1,720 1 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 102,160 100 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 69,145 63 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 104,029 105 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 73,591 95 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 1,527 2 0.0%
Lar Espana Real Estate SOCIMI SA 724 10 0.0%
Larsen & Toubro Ltd. 45 1 0.0%
Lassonde Industries Inc. Class A Sub. voting 23 7 0.0%
Laurentian Bank of Canada 2,667 121 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 300,784 297 0.0%
Laurentian Bank of Canada F/R 10-22-2019 174,108 174 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 20,818 27 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-09-2022 78,003 95 0.0%
Lear Corp. 2,255 579 0.2%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 429,439 579 0.2%
Legal & General Group PLC 2,772 13 0.0%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 9,887 13 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 293,318 385 0.1%
LF Corp. 343 12 0.0%
LG Corp. 362 32 0.0%
LG Electronics Inc. 404 45 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 86,465 112 0.0%
LG Household & Health Care Ltd. 12 19 0.0%
LG Innotek Co. Ltd. 13 2 0.0%
LGI Homes Inc. 528 42 0.0%
Liberty Expedia Holdings Inc. 6,857 386 0.1%
Liberty Global PLC Class A 7,278 269 0.0%
Liberty Holdings Ltd. 381 5 0.0%
Liberty Interactive LLC 1.75% 09-30-2046 Callable 2023 Conv. 144A 86,587 116 0.0%
Liberty Latin America Ltd.- Class A 350 10 0.0%
Lien Hwa Industrial Corp. 7,701 13 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 57,031 75 0.0%
Lifetime Brands Inc. Term Loan B 1st Lien F/R 03-31-2025 45,949 59 0.0%
Lilang China Co. Ltd. 8,095 16 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 52,326 70 0.0%
Linamar Corp. 1,092 71 0.0%
Lion Industries Corp. BHD 21,624 5 0.0%
Lion Travel Service Co. Ltd. 1,493 8 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 20,557 27 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 21,180 27 0.0%
Liverty Latin America Ltd.-Class C 935 26 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 34,778 35 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-17-2020 6,553 8 0.0%
Loblaw Companies Ltd. 6,366 427 0.1%
Loblaw Companies Ltd. 4.86% 09-12-2023 Callable 47,997 52 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 746,627 904 0.2%
Loblaw Companies Ltd. 6.15% 01-29-2035 Callable 53,331 66 0.0%
Localiza Rent a Car SA 315 3 0.0%
Lockheed Martin Corp. 9 4 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 38,018 36 0.0%
Longfor Properties Co. Ltd. 2,725 11 0.0%
Lonking Holdings Ltd. 37,038 24 0.0%
Loral Space & Communications Inc. 723 36 0.0%
Lotte Corp. 30 2 0.0%
LOTTE Fine Chemical Co. Ltd. 55 5 0.0%
Lotte Himart Co. Ltd. 33 3 0.0%
Lotte Non-Life Insurance Co. Ltd. 318 1 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 6,392 8 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 134,926 128 0.0%
Lower Mattagami Energy LP 3.416% 06-20-2024 53,331 55 0.0%
Lower Mattagami Energy LP 4.176% 02-23-2046 69,330 77 0.0%
Lower Mattagami Energy LP 4.944% 09-21-2043 89,062 110 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 12,657 16 0.0%
LS Corp. 61 6 0.0%
LS Industrial Systems Co. Ltd. 8 1 0.0%
LSR Group OJSC-GDR Regs 3,197 11 0.0%
Lucara Diamond Corp. 6,594 14 0.0%
Lukoil 351 31 0.0%
Lukoil PJSC - Sponsored ADR 235 21 0.0%
Lundin Mining Corp. 42,063 342 0.1%
Lundin Mining Corp. 7.875% 11-01-2022 Callable 2018 144A 42,616 58 0.0%
Luye Pharma Group Ltd. 52,542 75 0.0%
LyondellBasell Industries NV Class A 5,106 742 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 56,687 73 0.0%
M&T Bank Corp. Pfd. Series A 64 84 0.0%
M/A-COM Technology Solutions Holdings Inc. 614 18 0.0%
Maanshan Iron and Steel Co. Ltd. H 811 1 0.0%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 8,644 11 0.0%
Mackenzie Global High Yield Fixed Income ETF 2,235 43 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 104,254 2,411 0.5%
Mackenzie Maximum Diversification Canada Index ETF 118,420 2,707 0.5%
Mackenzie Multi-Strategy Absolute Return Fund Series R 990,543 9,821 1.6%
Mackenzie Unconstrained Fixed Income Fund Series R 398 4 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 17,275 1,681 0.4%
Macquarie Mexico Real Estate Management SA de CV 22,801 30 0.0%
Macroblock Inc. 1,635 8 0.0%
Maeda Road Construction Co. Ltd. 736 19 0.0%
Magellan Aerospace Corp. 471 8 0.0%
Magic Technology Co. Ltd. 3,270 9 0.0%
Magna International Inc. 2,801 233 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 741,934 744 0.2%
Magna International Inc. Class A 1,140 95 0.0%
Magnitogorsk Iron & Steel Work 8,674 9 0.0%
Magnitogorsk Iron & Steel Work OJSC 28,375 29 0.0%
Mahindra & Mahindra Ltd. 153 3 0.0%
MAKUS Inc. 1,284 8 0.0%
Malayan Banking BHD 7,860 25 0.0%
Manila Water Co. 671 0.0%
Manpower Inc. 2,161 252 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 233,588 227 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 357,848 347 0.1%
Manulife Bank of Canada 2.84% 01-12-2023 130,048 129 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 575,969 617 0.2%
Manulife Financial Corp. 44,683 1,093 0.3%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 228,333 229 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 475,998 466 0.1%
Maple Leaf Foods Inc. 10,490 317 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 7,902 7 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 6,224 6 0.0%
Markel Corp. 233 331 0.1%
Marriott Vacations Worldwide Corp. 24 4 0.0%
Marten Transport Ltd. 743 22 0.0%
Martinrea International Inc. 12,831 200 0.0%
Maruwa Unyu Kikan Co. Ltd. 344 15 0.0%
Massmart Holdings Ltd. 581 7 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 2,131 3 0.0%
Mastronardi Produce Ltd. Term Loan B 1st Lien F/R 04-18-2025 84,895 111 0.0%
Match Group Inc. 536 29 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 774,305 772 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 10,410 13 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 6,350 8 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 540,923 683 0.2%
Maxar Technologies Ltd. 2,010 125 0.0%
MAXIMUS Inc. 4,549 359 0.1%
MBK PCL 4,233 4 0.0%
McAfee LLC Term Loan 2nd Lien F/R 09-29-2025 17,287 23 0.0%
McAfee LLC Term Loan B 1st Lien F/R 09-30-2024 149,995 196 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 90,014 88 0.0%
MCAP Service Corp. 1.08% 05-01-2022 142,614 143 0.0%
MCAP Service Corp. 1.13% 10-01-2021 276,756 277 0.0%
MCAP Service Corp. 1.24% 09-01-2021 225,137 226 0.0%
MCAP Service Corp. 1.386% 04-01-2021 210,516 212 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 733,087 992 0.3%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 188,819 247 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 414,544 409 0.1%
McGrath RentCorp. 1,426 120 0.0%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 20,348 26 0.0%
McKesson Corp. 36 7 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 81,604 94 0.0%
Mebuki Financial Group Inc. 12,235 58 0.0%
MediaTek Inc. 1,261 17 0.0%
Medical Facilities Corp. 4,383 62 0.0%
Medicare Group 41 1 0.0%
Medtronic Inc. 3.50% 03-15-2025 122,660 159 0.0%
Medtronic PLC 3,683 412 0.1%
MEG Energy Corp. 6,182 57 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 32,098 38 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 36,206 47 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 452,394 531 0.1%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 4,015 5 0.0%
Megacable Holdings SAB de CV 23 0.0%
MegaStudyEdu Co. Ltd. 41 8 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 89,744 90 0.0%
Melco International Development Ltd. 5,931 28 0.0%
Melco Resorts and Entertainment (Philippines) Corp. 6,449 1 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 6,648 9 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 3,111 4 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 11,881 16 0.0%
Mercuries & Associates Holding Ltd. 3,152 3 0.0%
Mercury General Corp. 4.40% 03-15-2027 Callable 2026 32,143 41 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 262,560 345 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-18-2025 329,670 430 0.1%
Meritor Inc. 5,969 160 0.0%
Meritz Finance Holding Co. Ltd. 98 2 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 232 6 0.0%
Meritz Securities Co. Ltd. 399 2 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 89,842 90 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 383,475 385 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 61,047 76 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 3,531 5 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 7,839 11 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 4,617 6 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 41,931 54 0.0%
Merrill Lynch Mortgage Investors Trust F/R 10-25-2035 19,096 25 0.0%
Metair Investments Ltd. 4,336 9 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 60,803 81 0.0%
Methanex Corp. 5,554 492 0.1%
Metlifecare Ltd. 12,212 66 0.0%
Metro Inc. 7,514 321 0.1%
Metro Inc. 3.39% 12-06-2027 Callable 2027 284,054 277 0.0%
Metro Inc. 4.27% 12-04-2047 Callable 2047 591,542 589 0.2%
Metropolitan Life Global Funding I 1.875% 04-16-2020 602,635 596 0.2%
Metropolitan Life Global Funding I 2.682% 04-16-2019 343,448 345 0.1%
Metropolitan Life Global Funding I 3.027% 06-11-2020 702,363 708 0.2%
Mexican Bonos 7.75% 05-29-2031 2,695,293 174 0.0%
Mexican Bonos 8.00% 06-11-2020 1,465,941 96 0.0%
Mexican Bonos 8.00% 12-07-2023 2,557,065 168 0.0%
Mexichem SAB de CV 27 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 3,176 4 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 201,206 231 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 139,536 167 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 401,167 455 0.1%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 92,817 106 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 4,091 5 0.0%
Micro Focus International PLC ADR 1,170 27 0.0%
Micro-Star International Co. Ltd. 7,331 40 0.0%
Microchip Technology Inc. 4.33% 06-01-2023 Callable 2023 144A 44,228 58 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 29,901 39 0.0%
Micron Technology Inc. 80 6 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 28,193 37 0.0%
Microsoft Corp. 10,053 1,288 0.3%
Middleby Corp. 405 52 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 175,029 179 0.0%
MINDBODY Inc. Class A 941 48 0.0%
Mirae Asset Life Insurance Co. 780 5 0.0%
Mirant Americas Generation LLC 9.125% 05-01-2031 14,063 10 0.0%
Mission Broadcasting Inc. Term Loan 1st Lien F/R 01-17-2024 1,075 1 0.0%
Mitel Networks Corp. 12,962 185 0.0%
Mitsubishi UFJ Financial Group Inc. 2.67% 07-25-2022 3,058 4 0.0%
Mitsuboshi Belting Ltd. 771 12 0.0%
Mitsui & Co. Ltd. 2,135 49 0.0%
Mitsui High-Tec Inc. 507 9 0.0%
MiX Telematics Ltd. ADR 347 9 0.0%
Mizuho Financial Group Inc. F/R 09-11-2022 3,176 4 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 9,528 13 0.0%
MND Holdings III Corp. Term Loan 1st Lien F/R 06-19-2024 3,307 4 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 2,429 3 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 7,373 10 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 44,851 68 0.0%
Molson Coors Brewing Co. Class B 104 8 0.0%
Molson Coors International LP 2.25% 09-18-2018 2,423 2 0.0%
Molson Coors International LP 2.84% 07-15-2023 Callable 2023 192,420 186 0.0%
momo.com Inc. 924 9 0.0%
Monarch Casino & Resort Inc. 807 47 0.0%
Mondelez International Inc. 3.25% 03-07-2025 Callable 2025 183,755 181 0.0%
Mondelez International Inc. 4.13% 05-07-2028 Callable 2028 51,550 67 0.0%
Mondi Ltd. 1,898 68 0.0%
Monster Beverage Corp. 496 33 0.0%
Moorim P&P Co. Ltd. 804 8 0.0%
Morgan Stanley 3.00% 02-07-2024 587,169 577 0.2%
Morgan Stanley Capital 4.295% 09-09-2024 27,409 34 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 50,457 66 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 39,868 52 0.0%
Morguard North American Residential Real Estate Investment Trust 404 6 0.0%
Morguard Real Estate Investment Trust 21 0.0%
Morneau Shepell Inc. 10,196 262 0.0%
Motor Oil (Hellas) Corinth Refineries SA 216 6 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 39,868 52 0.0%
Mountain Province Diamonds Inc. 8.00% 12-15-2022 Callable 2019 144A 75,729 99 0.0%
Mpact Ltd. 2,994 8 0.0%
Mr. Price Group Ltd. 16,741 428 0.1%
MTR Corp. Ltd. 9,879 72 0.0%
Muenchener Rueckversicherungs - Gesellschaft AG (MunichRe) 11 3 0.0%
Muhak Co. Ltd. 29 1 0.0%
Muhibbah Engineering (M) Bhd 9,906 10 0.0%
Mullen Group Ltd. 437 7 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 67,899 93 0.0%
Murray & Roberts Holdings Ltd. 257 0.0%
Murray Energy Corp. 11.25% 04-15-2021 Callable 2018 144A 8,804 5 0.0%
Mytilineos Holdings SA 41 1 0.0%
Namchow Chemical Industrial Co. Ltd. 3,377 9 0.0%
Nan Ya Plastic Corp. 7,652 28 0.0%
Nanya Technology Corp. 13,130 57 0.0%
Naspers Ltd. 180 55 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 1,176 2 0.0%
National Bank of Canada 8,119 504 0.1%
National Bank of Canada 1.96% 06-30-2022 1,223,402 1,181 0.3%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 271,452 266 0.0%
National Bank of Canada F/R 06-14-2018 DPNT 214,475 215 0.0%
National Grid Electricity Transmission PLC 2.90% 11-26-2019 106,448 107 0.0%
National Grid PLC 13,496 194 0.0%
National Oilwell Varco Inc. 3,370 181 0.0%
National Western Life Group Inc. 120 49 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 38,562 50 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 83,473 106 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 169,591 172 0.0%
NAV CANADA 7.40% 06-01-2027 179,830 241 0.0%
NAV CANADA 7.56% 03-01-2027 Callable 2017 159,991 192 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 57,932 74 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 22,530 29 0.0%
NBC Asset Trust 7.447% Perpetual (F/R @ 06-30-2020) Callable 2020 362,647 391 0.1%
NCC Group PLC 1,160 4 0.0%
NCR Corp. 4,509 176 0.0%
NCsoft Corp. 4 2 0.0%
Nedbank Group Ltd. 32 1 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 83,283 107 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 6,350 10 0.0%
Neste Oil OYJ 129 14 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 28,655 50 0.0%
Nestlé SA Reg. 2,167 212 0.0%
Netcare Ltd. 5,458 16 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 75,375 113 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 103,140 127 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 34,335 45 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 703,467 818 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 16,636 22 0.0%
New Century Home Equity Loan Trust 0.8445% 03-25-2035 39,868 52 0.0%
New Flyer Industries Inc. 4,542 247 0.0%
New Gold Inc. 1 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 22,075 29 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 8,566 11 0.0%
New Oriental Education & Technology Group Inc. ADR 221 28 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 478,528 587 0.2%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 801,214 991 0.3%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 41,763 56 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 145,267 161 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 30,025 27 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 85,341 75 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 272,550 347 0.1%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 77,243 103 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 137,846 189 0.0%
Newfield Exploration Co. 5.75% 01-30-2022 13,509 18 0.0%
Nexon Co. Ltd. 2,479 53 0.0%
Nexstar Broadcasting Inc. Term Loan B 1st Lien F/R 01-17-2024 8,370 11 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 79,735 101 0.0%
Next PLC 1,902 190 0.0%
NextEra Energy Inc. 6.371% Conv. Pfd. 1,050 100 0.0%
NextEra Energy Inc. Conv. Pfd. 1,854 136 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 73,506 91 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 72,260 87 0.0%
NextEra Energy Partners LP 1.50% 09-15-2020 Conv. 67,899 89 0.0%
NH Investment & Securities Co. Ltd. 59 1 0.0%
Nichidenbo Corp. 5,651 23 0.0%
Nichiha Corp. 802 41 0.0%
Nickel Asia Corp. 3,031 0.0%
Nielsen Holdings PLC 7,615 298 0.0%
Nike Inc. Class B 2,582 240 0.0%
Nine Point Energy Holdings Inc. 177 3 0.0%
Nine Point Energy Holdings Inc. Pfd. 5 7 0.0%
Nippo Corp. 3,718 93 0.0%
Nippon Steel & Sumikin Bussan Corp. 200 13 0.0%
Nissan Auto Receivables Owner Trust 1.79% 01-17-2022 66,031 85 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 486,374 484 0.1%
Nissan Motor Co. Ltd. 5,903 76 0.0%
Nissei ASB Machine Co. Ltd. 188 12 0.0%
NN Group NV 728 41 0.0%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 4,134 5 0.0%
Noevir Holdings Co. Ltd. 908 87 0.0%
Nokia OYJ 3.38% 06-12-2022 266,653 338 0.1%
Nokian Renkaat OYJ 2,729 137 0.0%
Nolato AB Class B 462 52 0.0%
Norbord Inc. 4,870 263 0.0%
Norbord Inc. 6.25% 04-15-2023 144A 13,935 19 0.0%
Nordic Investment Bank 1.375% 07-15-2020 458,476 73 0.0%
Nordic Investment Bank 4.13% 03-19-2020 92,194 86 0.0%
Nordic Investment Bank 5.00% 04-19-2022 52,949 56 0.0%
Norfolk Southern Corp. 2,069 407 0.1%
North Battleford Power LP 4.958% 12-31-2032 256,142 278 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 250,175 239 0.0%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 175,671 176 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 133,860 132 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 398,379 421 0.1%
Northland Power Inc. 13,736 329 0.1%
Northview Apartment Real Estate Investment Trust 7,197 197 0.0%
Northwest Acquisitions ULC 7.13% 11-01-2022 Callable 2019 144A 4,688 6 0.0%
NorthWest Healthcare Properties Real Estate Investment Trust 1,959 22 0.0%
Norwegian Government 3.75% 05-25-2021 1,496,277 256 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 7,355 9 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 20,174 25 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 25,910 33 0.0%
Novanta Inc. 2,432 204 0.0%
Novartis AG ADR 1,305 126 0.0%
Novartis AG Reg. 3,716 356 0.1%
Novatek Microelectronics Corp. 6,475 38 0.0%
Novatek OAO 104 19 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 5,796 8 0.0%
Novellus Systems Inc. 2.625% 05-15-2041 Conv. 9,344 72 0.0%
Novolipetsk Steel PJSC 10,463 35 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 65,408 86 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 144A 4,134 5 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 74,129 99 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 17,046 24 0.0%
NTPC Ltd. 4.38% 11-26-2024 50,208 65 0.0%
NTT DoCoMo Inc. 814 27 0.0%
Numericable-SFR 6.00% 05-15-2022 Callable 144A 720,981 931 0.2%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 3,835 5 0.0%
Nutanix Inc. Class A 161 11 0.0%
Nutrien Ltd. 11,841 777 0.2%
NuVista Energy Ltd. 8,220 77 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 231,435 234 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 70,396 90 0.0%
NVIDIA Corp. 552 181 0.0%
NVR Inc. 52 200 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 33,714 41 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 104,652 139 0.0%
O-TA Precision Industry Co. Ltd. 5,402 7 0.0%
O2 Czech Republic AS 86 1 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 59,178 99 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 9,827 13 0.0%
Obsidian Energy Ltd. 40,862 60 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 66,653 86 0.0%
Ocean Bidco Inc. Term Loan B 1st Lien F/R 03-02-2025 92,210 120 0.0%
Oceana Group Ltd. 1,074 9 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 133,219 175 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 91,921 123 0.0%
Okabe Co. Ltd. 560 6 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 70,396 86 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 33,015 43 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 24,294 31 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 49,866 65 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 60,797 77 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 13,296 18 0.0%
Omega US Sub LLC 8.75% 07-15-2023 Callable 2018 144A 707 1 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 142,392 142 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 1,131,247 1,130 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 342,727 350 0.1%
Omnicom Group Inc. 6,143 574 0.2%
OMV AG 851 63 0.0%
ON Semiconductor Corp. 1.63% 10-15-2023 Conv. 144A 31,769 58 0.0%
Onex Corp. Sub. voting 450 42 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 413,845 391 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 37,651 52 0.0%
Ontario Hydro 0% 05-26-2025 169,591 138 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 492,052 492 0.1%
OPB Finance Trust 2.98% 01-25-2027 186,657 186 0.0%
Open Text Corp. 4,989 226 0.0%
Ophir Energy PLC 4,420 4 0.0%
Oppenheimer Holdings Inc. Class A non-voting 984 36 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 4,526 6 0.0%
Oracle Corp. 10,112 612 0.2%
Origin Property PCL 1,846 1 0.0%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 332 0.0%
Orkla ASA 536 6 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 399,925 460 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 16,066 21 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 12,785 17 0.0%
Osisko Mining Inc. 0 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 85,453 112 0.0%
OTP Bank NYRT 252 12 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 980 1 0.0%
Owens & Minor Inc. 8,606 182 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 230,238 293 0.0%
Owens Corning Inc. 3,283 269 0.0%
Oxbow Carbon LLC Term Loan B 1st Lien F/R 12-18-2022 8,706 11 0.0%
Oxbow Carbon LLC Term Loan B 2nd Lien F/R 12-18-2023 7,736 10 0.0%
OZ Management LP Term Loan 1st Lien F/R 04-04-2023 159,867 209 0.0%
Padini Holdings BHD 7,118 13 0.0%
PALTAC Corp. 401 31 0.0%
Pan American Silver Corp. 12,651 290 0.0%
Paradigm Acquisition Corp. Term Loan 1st Lien F/R 10-11-2024 27,580 36 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 42,616 58 0.0%
Paramount Resources Ltd. Class A 2,100 33 0.0%
Parex Resources Inc. 16,684 391 0.1%
Park Hotels & Resorts Inc. 10,027 419 0.1%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 6,179 8 0.0%
Parkland Fuel Corp. 718 23 0.0%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 18,325 18 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 644,179 655 0.2%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 546,108 703 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 18,132 19 0.0%
Parkson Holdings BHD 2,842 0.0%
Parkson Retail Group Ltd. 47,859 9 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 50,457 64 0.0%
Partners Group Holding AG 300 281 0.0%
Pason Systems Inc. 13,765 277 0.0%
PayPal Holdings Inc. 7 1 0.0%
Peabody Energy Corp. 3,056 171 0.0%
Pembina Pipeline Corp. 8,117 366 0.1%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 530,532 519 0.1%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 398,912 401 0.1%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 483,708 492 0.1%
Pembina Pipeline Corp. 4.81% 03-25-2044 334,382 343 0.1%
Penauille Polyservices SA 1,483 12 0.0%
Pengrowth Energy Corp. 3,894 4 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 13,211 17 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 5,071 6 0.0%
Penske Automotive Group Inc. 5.75% 10-01-2022 Callable 3,580 5 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 15,177 9 0.0%
People's United Financial Inc. Pfd. Series A 3,613 119 0.0%
PepsiCo Inc. 1,226 159 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 984,588 942 0.2%
PepsiCo Inc. 2.50% 11-01-2022 353 1 0.0%
Peregrine Holdings Ltd. 4,518 9 0.0%
PerkinElmer Inc. 3,825 368 0.1%
Persimmon PLC 15,917 776 0.2%
Pertamina Persero PT 4.30% 05-20-2023 144A 65,408 85 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 61,670 82 0.0%
Petrobras Global Finance BV 7.38% 01-17-2027 269,852 356 0.1%
PetroChina Co. Ltd. H 47,214 51 0.0%
Petroleo Brasileiro SA - Petrobras ADR 2,986 46 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 311,258 92 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 81,604 104 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 19,934 27 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 789,875 45 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 806,756 50 0.0%
Petron Corp. 5,571 1 0.0%
Petron Malaysia Refining & Marketing Bhd 1,851 5 0.0%
Petronas Chemicals Group BHD 20,795 55 0.0%
Petronas Gas BHD 189 1 0.0%
PetSmart Inc. 5.88% 06-01-2025 Callable 2020 144A 592,100 530 0.1%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 79,925 81 0.0%
Pfizer Inc. 6,603 307 0.0%
PGE Polska Grupa Energetyczna SA 1,027 4 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 1,176 2 0.0%
Phillips 66 1,346 203 0.0%
Phoenix Group Holdings 4,245 57 0.0%
PHX Energy Services Corp. 4 0.0%
PICC Property & Casualty Co. Ltd. H 270 1 0.0%
Pick n Pay Stores Ltd. 3,717 28 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 289,051 353 0.1%
Ping An Insurance (Group) Co. of China Ltd. H 2,972 38 0.0%
Pioneer Natural Resources Co. 4.45% 01-15-2026 72,260 97 0.0%
Piraeus Bank SA 4,311 17 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 200,341 261 0.0%
Pizza Pizza Royalty Corp. 2,770 34 0.0%
Plains All American Pipeline LP 4.65% 10-15-2025 Callable 2025 29,527 38 0.0%
Plaza Retail REIT 21 0.0%
PLDT Inc. 663 21 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 0 0.0%
Plotech Co. Ltd. 6,149 7 0.0%
PM Merger Sub Inc. Term Loan B 1st Lien F/R 03-07-2025 9,465 12 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 8,347 11 0.0%
PNI Canada Acquireco Corp. Term Loan B 1st Lien F/R 08-23-2022 143,391 186 0.0%
Polaris Infrastructure Inc. 13 0.0%
Polo Ralph Lauren Corp. Class A 1,000 174 0.0%
Poongsan Corp. 13 1 0.0%
Porsche Automobil Holding SE Pfd. 12,055 1,152 0.3%
Portobello SA 1,173 2 0.0%
POSCO 528 215 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 396,222 482 0.1%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 24,917 31 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 72,883 92 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 43,937 57 0.0%
Power Corp. of Canada Sub. Voting* 719 22 0.0%
Power Financial Corp.* 1,077 35 0.0%
Power Products LLC Term Loan 1st Lien F/R 12-20-2022 5,694 7 0.0%
Powerlong Real Estate Holdings Ltd. 50,012 39 0.0%
Powszechna Kasa Oszczednosci Bank Polski 2,045 27 0.0%
Powszechny Zaklad Ubezpieczen SA 14 0.0%
PPB Group BHD 14,321 93 0.0%
PrairieSky Royalty Ltd. 2,626 70 0.0%
Precision Drilling Corp. 10,098 45 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 25,987 34 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 26,294 36 0.0%
Preferred Apartment Communities Inc. REIT Class A 1,772 34 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 174,924 302 0.0%
Premium Brands Holdings Corp. 1,253 145 0.0%
Premium Brands Holdings Corp. Subscription Receipts 181 21 0.0%
President Chain Store Corp. 2,194 29 0.0%
Press Metal Aluminium Holdings BHD 44,988 69 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 47,343 62 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 07-13-2021 12,604 16 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 208,615 272 0.0%
Prosperity Real Estate Investment Trust 25,771 14 0.0%
Proto Labs Inc. 1,766 276 0.0%
Province of Alberta 0.63% 04-18-2025 114,619 174 0.0%
Province of Alberta 1.00% 11-15-2021 87,210 149 0.0%
Province of Alberta 3.05% 12-01-2048 1,206,336 1,206 0.3%
Province of Alberta 3.10% 06-01-2024 315,717 323 0.1%
Province of Alberta F/R 1.304% 06-15-2018 204,262 204 0.0%
Province of British Columbia 2.70% 12-18-2022 687,964 695 0.2%
Province of British Columbia 3.25% 12-18-2021 530,105 547 0.1%
Province of British Columbia 3.30% 12-18-2023 122,660 127 0.0%
Province of British Columbia 3.70% 12-18-2020 145,059 151 0.0%
Province of British Columbia 4.80% 06-15-2021 62,930 68 0.0%
Province of British Columbia 6.35% 06-18-2031 230,174 316 0.0%
Province of British Columbia 6.60% 01-09-2020 2,093,045 40 0.0%
Province of Manitoba 2.45% 06-02-2025 331,609 325 0.1%
Province of Manitoba 2.55% 06-02-2023 222,922 223 0.0%
Province of Manitoba 3.30% 06-02-2024 201,483 208 0.0%
Province of Manitoba 6.30% 03-05-2031 210,122 281 0.0%
Province of New Brunswick 3.35% 12-03-2021 31,998 33 0.0%
Province of New Brunswick 3.65% 06-03-2024 306,224 322 0.1%
Province of New Brunswick 4.50% 06-02-2020 68,263 71 0.0%
Province of New Brunswick 4.55% 03-26-2037 54,930 65 0.0%
Province of Newfoundland 3.70% 10-17-2048 713,413 779 0.2%
Province of Nova Scotia 6.60% 12-01-2031 171,191 238 0.0%
Province of Ontario 0% 06-02-2024 1,012,213 858 0.2%
Province of Ontario 0% 06-02-2026 200,523 159 0.0%
Province of Ontario 0% 07-13-2022 195,190 175 0.0%
Province of Ontario 1.65% 09-27-2019 21,180 27 0.0%
Province of Ontario 2.40% 06-02-2026 701,924 680 0.2%
Province of Ontario 2.60% 06-02-2025 79,996 79 0.0%
Province of Ontario 2.60% 06-02-2027 362,114 354 0.1%
Province of Ontario 2.60% 09-08-2023 3,049,972 3,049 0.6%
Province of Ontario 2.80% 06-02-2048 1,933,764 1,840 0.4%
Province of Ontario 2.85% 06-02-2023 184,204 187 0.0%
Province of Ontario 2.90% 06-02-2049 534,372 519 0.1%
Province of Ontario 2.90% 12-02-2046 1,306,597 1,265 0.3%
Province of Ontario 3.15% 06-02-2022 669,831 687 0.2%
Province of Ontario 3.50% 06-02-2024 229,321 240 0.0%
Province of Ontario 4.00% 06-02-2021 54,184 57 0.0%
Province of Ontario 4.20% 06-02-2020 196,251 204 0.0%
Province of Ontario 4.40% 06-02-2019 219,147 225 0.0%
Province of Ontario 4.60% 06-02-2039 415,978 514 0.1%
Province of Ontario 6.20% 06-02-2031 251,720 338 0.1%
Province of Ontario 6.25% 09-29-2020 28,655 30 0.0%
Province of Ontario 6.50% 03-08-2029 515,173 681 0.2%
Province of Ontario Canada 2.90% 06-02-2028 6,710,386 6,689 1.2%
Province of Ontario F/R 08-28-2018 91,918 92 0.0%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 378,647 326 0.1%
Province of Quebec 0% 04-01-2026 Generic Strip 222,922 177 0.0%
Province of Quebec 2.50% 09-01-2026 90,662 89 0.0%
Province of Quebec 2.75% 09-01-2025 869,287 870 0.2%
Province of Quebec 2.75% 09-01-2027 345,582 343 0.1%
Province Of Quebec 2.75% 09-01-2028 393,579 389 0.1%
Province of Quebec 3.00% 09-01-2023 1,261,267 1,288 0.3%
Province of Quebec 3.50% 12-01-2045 785,025 855 0.2%
Province of Quebec 3.50% 12-01-2048 2,151,353 2,365 0.5%
Province of Quebec 3.75% 09-01-2024 159,992 170 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 26,665 51 0.0%
Province of Quebec 4.50% 12-01-2018 60,300 61 0.0%
Province of Quebec 4.50% 12-01-2020 306,650 324 0.1%
Province of Quebec 4.50% 12-01-2021 Real Return 11,733 18 0.0%
Province of Quebec 9.375% 01-16-2023 55,037 71 0.0%
Province of Quebec F/R 12-19-2018 91,918 92 0.0%
Province of Saskatchewan 3.30% 06-02-2048 244,254 257 0.0%
Prudential Financial Inc. 631 79 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 70,263 92 0.0%
PSA Peugeot Citroen 21,066 637 0.2%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 48,831 63 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 176,329 231 0.0%
PSK Inc. 333 12 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 457,856 460 0.1%
PT Adaro Energy TBK 40,829 7 0.0%
PT Bank Mandiri (Persero) TBK 1,293 1 0.0%
PT Bank Pembangunan Daerah Jawa TBK 15,803 1 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 15,717 27 0.0%
PT Indiak Energy TBK 12,993 5 0.0%
PT Indo Tambangraya Megah TBK 3,076 7 0.0%
PT Medco Energi Internasional Tbk 61,343 6 0.0%
PT Panin Financial TBK 24,369 1 0.0%
PT Perusahaan Perkebunan London Sumatra Indonesia Tbk 5,575 1 0.0%
PT Salim Ivomas Pratama TBK 10,840 1 0.0%
PT Tambang Batubara Bukit Asam TBK 5,990 2 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 54,195 68 0.0%
PTT Exploration and Production PCL 1,220 7 0.0%
PTT Global Chemical PCL 1,383 5 0.0%
PTT PCL 2,027 4 0.0%
Public Bank BHD 10,292 80 0.0%
Publicis Groupe SA 3,450 311 0.0%
PulteGroup Inc. 9,386 368 0.1%
PulteGroup Inc. 7.875% 06-15-2032 15,938 24 0.0%
PVH Corp. 1,980 411 0.1%
PW Medtech Group Ltd. 1,441 0.0%
PXP Energy Corp. 3,112 1 0.0%
Pyeong Hwa Automotive Co. Ltd. 696 9 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-17-2021 8,930 12 0.0%
Qatar Islamic Bank 113 5 0.0%
Qatar Telecom QSC (Q-TEL) 32 1 0.0%
QES Group BHD 16,016 1 0.0%
Qinhuangdao Port Co. Ltd. 1,779 1 0.0%
Qorvo Inc. 1,127 117 0.0%
Quad Graphics Inc. 9 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 268,006 350 0.1%
Qualitas Controladora SAB de CV 248 1 0.0%
Quarterhill Inc. 13,420 22 0.0%
Quebecor Inc. Class B Sub. voting 11,894 297 0.0%
Quebecor Media Inc. 6.625% 01-15-2023 144A 479,434 519 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 15,996 15 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 80,981 90 0.0%
Quinpario Acquisition Corp. 2 B Term Loan 1st Lien F/R 06-30-2023 74,943 98 0.0%
Quintiles IMS Inc. 2.88% 09-15-2025 Callable 2020 106,661 154 0.0%
QVC Inc. 4.45% 02-15-2025 18,065 23 0.0%
R.R. Donnelley & Sons Co. 6.00% 04-01-2024 159,992 197 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 109,861 141 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 588 1 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 562,052 742 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 59,502 77 0.0%
Radiant Opto-Electronics Corp. 2,252 6 0.0%
Rallye SA 652 11 0.0%
Randon SA Implementos e Participacoes 8,079 19 0.0%
Raspadskaya 2,328 5 0.0%
Ratchthani Leasing PCL 3,338 1 0.0%
Rayonier Advanced Materials Inc. 3,320 77 0.0%
Raytheon Co. 340 92 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 148,814 148 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 111,461 112 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 66,437 87 0.0%
Rebosis Property Fund Ltd. 11,352 9 0.0%
Reckitt Benckiser Group PLC 3,981 395 0.1%
Red Hat Inc. 645 136 0.0%
Red Ventures LLC Term Loan B 1st Lien F/R 11-08-2024 166,658 219 0.0%
Regions Bank 6.45% 06-26-2037 44,851 70 0.0%
Regions Financial Corp. 6.375% 12-15-2017 Pfd. 2,389 79 0.0%
Regions Financial Corp. 7.375% 12-10-2037 25,540 44 0.0%
Reinsurance Group of America Inc. 3,952 765 0.2%
Reliance Industries Ltd. GDR 144A London shares 2,049 70 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 396,254 536 0.1%
Reliance LP 3.813% 09-15-2020 220,928 225 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 261,406 259 0.0%
Reliance Steel & Aluminum Co. 1,726 209 0.0%
RELX PLC 1,084 31 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 16,662 22 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 01-02-2025 8,579 11 0.0%
Repligen Corp. 1,636 93 0.0%
Repsol SA 2,033 50 0.0%
Republic of Argentina 4.63% 01-11-2023 2,211 3 0.0%
Republic of Argentina 5.88% 01-11-2028 4,375 5 0.0%
Republic of Argentina 6.88% 01-11-2048 847 1 0.0%
Republic of Austria 0.00% 07-15-2023 92,817 141 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 407,026,719 191 0.0%
Republic of Finland 1.50% 04-15-2023 84,718 138 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 41,736 65 0.0%
Republic of Indonesia 7.50% 05-15-2038 1,296,300,002 121 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 316,448 568 0.2%
Republic of Poland F/R 01-25-2026 38,813 13 0.0%
Republic of Portugal 3.85% 04-15-2021 82,850 139 0.0%
Republic of Serbia 5.88% 12-03-2018 2,352 3 0.0%
Republic of the Philippines 4.00% 01-26-2022 2,636,239 63 0.0%
Republic Services Inc. 1,454 127 0.0%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 183,767 233 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 54,898 67 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 220,932 288 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 7,508 10 0.0%
Restaurant Brands International Inc. 2,372 182 0.0%
Reunert Ltd. 99 1 0.0%
Revlon Consumer Products Corp. 6.25% 08-01-2024 Callable WI 4,304 3 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 33,624 34 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 310,098 405 0.1%
RHB Capital BHD 1,558 3 0.0%
RHI Magnesita NV 174 15 0.0%
Rhoen-Klinikum AG 378 15 0.0%
RingCentral Inc. Class A 262 26 0.0%
Rio Tinto Ltd. 12,403 1,009 0.3%
Rio Tinto PLC 4,485 328 0.1%
RioCan Real Estate Investment Trust 4,273 101 0.0%
Ritchie Bros. Auctioneers Inc. 2,246 99 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 37,843 48 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 181,727 242 0.0%
Rite Aid Corp. 7.70% 02-15-2027 444,965 503 0.1%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 15,427 20 0.0%
RMB Holdings Ltd. 5,993 44 0.0%
Road King Infrastructure Ltd. 1,126 3 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 65,568 85 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 7,159 9 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 24,547 35 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 12,018 16 0.0%
Roche Holding AG Genusscheine 140 39 0.0%
Rocky Mountain Dealerships Inc. 572 7 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 68,185 71 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 197,464 211 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 692,443 917 0.2%
Rogers Communications Inc. Class B non-voting 6,194 377 0.1%
Rogers Sugar Inc. 3,310 18 0.0%
Rollins Inc. 93 6 0.0%
Rosseti PJSC 38,646 1 0.0%
Rowan Companies Inc. 6,415 130 0.0%
Royal Bank of Canada 42,578 4,172 0.8%
Royal Bank of Canada 1.40% 04-26-2019 Covered 510,373 508 0.1%
Royal Bank of Canada 1.65% 07-15-2021 DPNT 468,242 453 0.1%
Royal Bank of Canada 2.33% 12-05-2023 DPNT 370,114 358 0.1%
Royal Bank of Canada 2.36% 12-05-2022 591,649 579 0.2%
Royal Bank of Canada 2.95% 05-01-2023 1,541,572 1,543 0.3%
Royal Bank of Canada 3.31% 01-20-2026 876,754 883 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 334,382 337 0.1%
Royal Bank of Canada F/R 02-11-2020 1,461,256 1,472 0.3%
Royal Bank of Canada F/R 03-23-2020 Covered 886,353 890 0.2%
Royal Bank of Canada F/R 04-09-2019 255,026 256 0.0%
Royal Bank of Canada F/R 11-30-2018 531,081 531 0.1%
Royal Caribbean Cruises Ltd. 34 5 0.0%
Royal Dutch Shell PLC A 15,589 700 0.2%
Royal Dutch Shell PLC B 3,866 178 0.0%
RS PCL 779 1 0.0%
Ruentex Industries Ltd. 3,648 10 0.0%
Russel Metals Inc. 3,852 113 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 241,524 244 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 88,456 115 0.0%
Sajo Industries Co. Ltd. 62 5 0.0%
Samart Telcoms PCL 617 0.0%
Samjin Inc. 341 3 0.0%
Samjin Pharmaceutical Co. Ltd. 168 10 0.0%
Samsonite International SA 42,981 191 0.0%
Samsung C&T Corp. 28 4 0.0%
Samsung Electro-Mechanics Co. 280 45 0.0%
Samsung Electronics Co. Ltd. 9,747 593 0.2%
Samsung SDS Co. Ltd. 2 0.0%
Samui Airport Property Fund Leasehold 1,329 1 0.0%
San Miguel Corp. 1,750 6 0.0%
Sanderson Farms Inc. 1,177 149 0.0%
Sanofi 2,099 209 0.0%
Sansiri PCL 4,049 0.0%
Santander Consumer Bank AS 0.88% 06-12-2018 25,875 4 0.0%
Santander Consumer Bank AS F/R 03-30-2020 25,875 4 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 20,793 9 0.0%
Saputo Inc. 3,036 137 0.0%
Sarantis SA 480 10 0.0%
Sarawak Oil Palms Bhd 333 0.0%
Sarbacane Bidco Inc. Term Loan 1st Lien F/R 01-18-2025 (AKA Prometric) 2,377 3 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 131,438 159 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 83,632 108 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 29,278 37 0.0%
Schaeffler AG 8,589 167 0.0%
Schindler Holding AG 66 17 0.0%
Schindler Holding AG PC 66 18 0.0%
Schneider National Inc. 3,091 118 0.0%
Schouw & Co. 321 37 0.0%
Scientech Corp. 2,843 8 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 30,939 43 0.0%
Scientific Games International Inc. Term Loan B5 1st Lien F/R 08-14-2024 3,760 5 0.0%
SciQuest Inc. Term Loan 1st Lien F/R 12-29-2024 9,139 12 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 209,984 202 0.0%
Seaboard Corp. 1 3 0.0%
Seah Besteel Corp. 16 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 84,718 112 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 72,260 95 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 90,076 121 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 97,177 133 0.0%
Secure Energy Services Inc. 2,473 19 0.0%
Securus Technologies Holdings Inc. Delayed Draw Term Loan 1st Lien F/R 11-01-2024 13,380 17 0.0%
Securus Technologies Holdings Inc. Term Loan 1st Lien F/R 11-01-2024 3,345 4 0.0%
Segro PLC 2,075 23 0.0%
Semirara Mining & Power Corp. 1,189 1 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 588 1 0.0%
Sentul City TBK PT 26,486 0.0%
Service Corp. International 193 9 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 23,258 29 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 5,753 8 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 19,646 26 0.0%
ServiceNow Inc. 139 32 0.0%
Seven & i Holdings Co. Ltd. 10,374 596 0.2%
Seven Generations Energy Ltd. 3,586 60 0.0%
Seven Generations Energy Ltd. 5.38% 09-30-2025 Callable 2020 144A 8,140 10 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 39,292 53 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 30,524 33 0.0%
SFS Group AG 241 35 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 2,882 3 0.0%
Shanghai Haohai Biological Technology Co. Ltd. 515 5 0.0%
Shanghai Industrial Holdings Ltd. 90 0.0%
Shanghai Jin Jiang International Hotels (Group) Co. Ltd. 17,842 10 0.0%
Shanghai Prime Machinery Co. Ltd. 23,241 5 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 176,204 178 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 134,393 135 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 287,985 302 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 1,702,736 2,142 0.4%
Shaw Communications Inc. Class B non-voting 2,431 63 0.0%
Shaw Communications Inc. Pfd Series A 5,696 106 0.0%
ShawCor Ltd. 2,864 74 0.0%
Shenzhen Expressway Co. Ltd. 14,055 19 0.0%
Sherritt International Corp. 3,087 4 0.0%
Shimao Property Holdings Ltd. 13,777 53 0.0%
Shin Kong Financial Holding Co. Ltd. 71,116 37 0.0%
Shinhan Financial Group Co. Ltd. ADR 572 31 0.0%
Shinko Plantech Co. Ltd. 524 6 0.0%
Shinsegae Co. Ltd. 151 80 0.0%
Shinsung Delta Tech Co. Ltd. 1,403 7 0.0%
Shinyoung Securities Co. Ltd. 21 1 0.0%
Shopify Inc. 1,026 197 0.0%
Shougang Fushan Resources Group Ltd. 47,201 15 0.0%
Shun Tak Holdings Ltd. 85,739 53 0.0%
Shuttefly Inc. Term Loan B2 1st Lien F/R 08-17-2024 9,465 12 0.0%
Siegfried Holding AG 20 10 0.0%
Siemens AG 2,285 386 0.1%
Sienna Senior Living Inc. 3.474% 02-03-2021 186,657 190 0.0%
Sierra Wireless Inc. 1,043 22 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 175,047 264 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 128,537 167 0.0%
Signature Bank 1,318 218 0.0%
Sika AG 4 42 0.0%
Silicon Laboratories Inc. 564 77 0.0%
Siltronic AG 567 124 0.0%
Sime Darby BHD 62,454 50 0.0%
Sime Darby Plantation BHD 43,839 79 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 67,397 87 0.0%
Sinclair Television Group Inc. Term Loan B 1st Lien F/R 12-12-2024 71,014 92 0.0%
Sinil Pharmaceutical Co. Ltd. 425 6 0.0%
Sino-Ocean Land Holdings Ltd. 3,130 3 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 185 18 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 467,589 447 0.1%
Sinopharm Group Co. H 90 1 0.0%
Sinotrans Ltd. 495 0.0%
Sinotrans Shipping Ltd. 21,468 8 0.0%
Sinotruk Hong Kong Ltd. 33,726 62 0.0%
Sinyi Realty Co. 721 1 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 93,989 116 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 52,949 67 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 77,947 102 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 13,680 17 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 15,555 20 0.0%
Sixsigma Networks Mexico SA de CV 8.25% 11-07-2021 Callable 2017 144A 32,392 45 0.0%
SK Holdings Co. Ltd. 65 21 0.0%
SK Hynix Inc. 9,125 1,022 0.3%
SK Telecom Co. Ltd. ADR 982 29 0.0%
SKP Resources BHD 2,234 1 0.0%
SkyWest Inc. 1,095 81 0.0%
Slate Office REIT 416 3 0.0%
SLC Agricola SA 1,089 17 0.0%
Sleep Country Canada Holdings Inc. 269 9 0.0%
SM Energy Co. 6.50% 01-01-2023 Callable 5,881 8 0.0%
SM Energy Co. 6.50% 11-15-2021 Callable 4,304 6 0.0%
SM Investments Corp 67 1 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 101,328 100 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 63,287 82 0.0%
SMI Acquisition Inc. Term Loan 2nd Lien F/R 10-27-2025 2,031 3 0.0%
Smith & Nephew PLC 3,549 84 0.0%
Snap-On Inc. 1,267 243 0.0%
SNC-Lavalin Group Inc. 5,268 298 0.0%
SNC-Lavalin Group Inc. 2.69% 11-24-2020 1,073,756 1,071 0.3%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 236,034 236 0.0%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 213,322 222 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 51,210 66 0.0%
Sofina SA 184 40 0.0%
SoftBank Group Corp. 2,436 225 0.0%
SoftBank Group Corp. 4.75% 09-19-2024 Callable 2024 68,263 85 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 319,983 419 0.1%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 195,190 251 0.0%
Softcat PLC 599 8 0.0%
SOHO China Ltd. 12,435 8 0.0%
SolarEdge Technologies Inc. 3,600 261 0.0%
Solenis International LP Term Loan 2nd Lien F/R 07-31-2022 17,768 23 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 6,009 9 0.0%
Solium Capital Inc. 324 4 0.0%
Somboon Advance Technology PCL 842 1 0.0%
Sonae Sierra Brasil SA 1,149 8 0.0%
Sonic Healthcare Ltd. 10,203 236 0.0%
Sonova Holding AG 448 101 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 670,488 740 0.2%
Source Energy Services Ltd. 870 4 0.0%
Southern Copper Corp. 131 8 0.0%
Southern Copper Corp. 3.88% 04-23-2025 64,162 83 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 6,229 12 0.0%
SP LP 3.21% 06-15-2019 466,010 467 0.1%
Sparebank 1 Nord-Norge 1,329 12 0.0%
Spartan Energy Corp. 8,347 56 0.0%
SPDR Barclays Capital High Yield Bond ETF 26,951,888 12,440 2.1%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 1,278 2 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 10,441 14 0.0%
Spigen Korea Corp. 67 4 0.0%
Spin Master Corp. 1,526 76 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 78,404 102 0.0%
Spirit Airlines Inc. 13,488 640 0.2%
Spirox Corp. 3,092 4 0.0%
Springland International Holdings Ltd. 25,489 9 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 12,103 16 0.0%
Springs Window Fashion Holdings Inc. Term Loan 2nd Lien F/R 05-24-2026 1,080 1 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 324,375 403 0.1%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 93,738 122 0.0%
Sprint Corp. 7.25% 09-15-2021 16,663 23 0.0%
Sprint Corp. 7.63% 02-15-2025 Callable 2024 87,981 116 0.0%
Sprint Corp. 7.875% 09-15-2023 424,061 578 0.2%
Sprint Nextel Corp. 9.00% 11-15-2018 144A 46,720 62 0.0%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 7,122 9 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 88,121 114 0.0%
Spy Hill Power LP 4.14% 03-31-2036 85,658 87 0.0%
Square Inc. Class A 2,968 224 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 493,930 625 0.2%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 141,377 183 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 17,339 23 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 46,612 61 0.0%
SSE PLC 3,133 74 0.0%
SSR Mining Inc. 1 0.0%
St Clair Holding ULC 4.88% 08-31-2031 52,664 52 0.0%
St. George's University Scholastic Services LLC Term Loan B 1st Lien F/R 07-06-2022 3,998 5 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 117,738 153 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 33,389 43 0.0%
Standard Bank Group Ltd. 802 17 0.0%
Standard Chartered PLC 19,028 247 0.0%
Standard Industries Inc. 4.75% 01-15-2028 Callable 2023 144A 810 1 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 477 66 0.0%
Stantec Inc. 7,715 252 0.0%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 177,630 226 0.0%
Star Petroleum Refining PCL 6,512 4 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 115,789 141 0.0%
Starwood Property Trust Inc. 14,929 420 0.1%
State Bank of India 3.622% 04-17-2019 144A 470 1 0.0%
State Bank of India GDR 122 6 0.0%
Steel Dynamics Inc. 4,168 267 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 3,409 4 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 17,771 23 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 1,406 2 0.0%
Stella-Jones Inc. 2,946 138 0.0%
Stepstone Group LP Term Loan B 1st Lien F/R 03-19-2025 87,576 114 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 72,883 95 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 66,031 86 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 183,126 200 0.0%
Straumann Holding AG 8 7 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 27,184 36 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 14,357 19 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 12,125 16 0.0%
Stuart Olson Inc. 206 2 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 9,802 12 0.0%
Sumitomo Densetsu Co. Ltd. 123 3 0.0%
Sumitomo Mitsui Construction Co. Ltd. 2,918 25 0.0%
Summit Industrial Income Real Estate Investment Trust 5,821 51 0.0%
Sun Art Retail Group Ltd. 1,216 2 0.0%
Sun International Ltd. 540 4 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 379,713 398 0.1%
Sun Life Financial Inc. 15,383 824 0.2%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 398,379 401 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 587,169 584 0.2%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 130,071 128 0.0%
Suncor Energy Inc. 55,042 2,841 0.5%
Suncor Energy Inc. 3.00% 09-14-2026 MTN 63,997 62 0.0%
Suncor Energy Inc. 4.34% 09-13-2046 Callable 2046 114,127 120 0.0%
Sungdo Engineering & Construction Co. Ltd. 847 8 0.0%
SunOpta Inc. 13 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 40,864 48 0.0%
Superior Industries International Inc. Term Loan 1st Lien F/R 03-22-2024 16,432 21 0.0%
Superior Plus Corp. 6,098 75 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 779,692 781 0.2%
Supermax Corp. BHD 8,687 9 0.0%
Surge Energy Inc. 7,196 17 0.0%
Surgutneftegas OAO 22,675 13 0.0%
Suzano Papel e Celulose SA 1,049 16 0.0%
Svenska Cellulosa AB (SCA) B 35,775 514 0.1%
Swire Pacific Ltd. Class A 6,811 91 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 683,354 224 0.0%
Swiss Life Holding AG Reg. 162 71 0.0%
Swiss Re Ltd. 1,147 129 0.0%
Swisscom AG Reg. 39 22 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 295,791 372 0.1%
Syneos Health Inc. 8,330 464 0.1%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 73,659 96 0.0%
Synnex Technology International Corp. 33,025 68 0.0%
Synopsys Inc. 947 108 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 66,031 83 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 105,898 143 0.0%
Synovus Financial Corp. 7.875% 12-31-2049 Pfd. Callable 2018 2,216 73 0.0%
Synthomer PLC 7,437 69 0.0%
Systemax Inc. 706 30 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 4,176 5 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 9,972 12 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 5,966 8 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 293,318 398 0.1%
T. Rowe Price Group Inc. 5,611 883 0.2%
TA Enterprise BHD 2,216 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 118,422 159 0.0%
Taekwang Industrial Co. Ltd. 5 7 0.0%
Taeyoung Engineering & Construction Co. Ltd. 760 16 0.0%
TaiDoc Technology Corp. 1,398 9 0.0%
Tailored Brands Inc. 919 39 0.0%
Taita Chemical Co. Ltd. 10,627 8 0.0%
Taiwan Cement Corp. 4,504 8 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 1,752 88 0.0%
Take-Two Interactive Software Inc. 276 40 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 111,857 135 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 339,228 442 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 8,267 10 0.0%
Tamarack Valley Energy Ltd. 143 1 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 Callable 2023 144A 4,858 6 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 8,267 10 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 14,324 19 0.0%
Taseko Mines Ltd. 8 0.0%
Tata Motors Ltd. ADR 986 27 0.0%
Tatneft PJSC 1,279 18 0.0%
Tauron Polska Energia SA 2,792 2 0.0%
Taylor Wimpey PLC 4,779 16 0.0%
TCI Co. Ltd. 270 5 0.0%
TCL Electronics Holdings Ltd. 13,435 9 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 110,927 122 0.0%
TE Connectivity Ltd. 19 2 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 448,090 506 0.1%
Technovator International Ltd 630 0.0%
TechTarget Inc. 1,268 44 0.0%
Techtronic Industries Co. Ltd. 33,254 259 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 56,372 71 0.0%
Teck Resources Ltd. 4.75% 01-15-2022 Callable 2021 27,368 36 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 2,046 3 0.0%
Teck Resources Ltd. Class B 21,489 756 0.2%
Tegma Gestao Logistica SA 1,088 7 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 25,569 34 0.0%
Tekfen Holding AS 135 1 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 706 1 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 470 1 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 106,661 131 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 49,834 49 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 74,752 81 0.0%
TELUS Corp. 18,777 856 0.2%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 42,616 43 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 451,709 454 0.1%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 359,240 357 0.1%
TELUS Corp. 3.75% 01-17-2025 Callable 213,109 218 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 407,978 421 0.1%
TELUS Corp. 4.75% 01-17-2045 Callable 373,314 387 0.1%
TELUS Corp. 5.05% 07-23-2020 17,046 18 0.0%
TELUS Corp. 5.15% 11-26-2043 162,338 178 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 31,146 31 0.0%
Tenaga Nasional BHD 60,283 283 0.0%
Tenaris SA 7,474 174 0.0%
Tencent Holdings Ltd. 6,331 418 0.1%
Tenet Healthcare Corp. 6.00% 10-01-2020 11,975 16 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 296,400 382 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 8,857 11 0.0%
Teranga Gold Corp. 7,629 41 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-31-2024 2,567 3 0.0%
Terna Energy SA 1,033 8 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 509,002 624 0.2%
Tervita Corp. Class A Voting 102 1 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 42,616 56 0.0%
Tesoro Corp. 5.13% 12-15-2026 Callable 2026 144A 87,210 120 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 52,949 82 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 397,658 417 0.1%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 99,412 128 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2018 11,847 16 0.0%
Textron Inc. 4,357 376 0.1%
TFI International Inc. 1,400 55 0.0%
Thai Oil Public Company Ltd. NVDR 126 0.0%
Thales SA 309 51 0.0%
Thanachart Capital PCL 549 1 0.0%
The a2 Milk Co. Ltd. 7,703 76 0.0%
The ADT Corp. 3.50% 07-15-2022 89,079 107 0.0%
The AES Corp. 9,395 155 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 9,333 12 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 5,029 6 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 28,979 38 0.0%
The Allstate Corp. 51 6 0.0%
The Bank of Nova Scotia 37,996 2,972 0.6%
The Bank of Nova Scotia 1.83% 04-27-2022 261,319 251 0.0%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 1,253,267 1,216 0.3%
The Bank of Nova Scotia 2.29% 06-28-2024 970,082 930 0.2%
The Bank of Nova Scotia 2.36% 11-08-2022 414,911 406 0.1%
The Bank of Nova Scotia 2.98% 04-17-2023 591,435 592 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 82,129 81 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 38,354 50 0.0%
The Bank of Nova Scotia F/R 03-22-2019 940,626 940 0.2%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 222,553 266 0.0%
The Basic House Co. Ltd. 25 0.0%
The Boeing Co. 3,819 1,743 0.4%
The British Land Co. PLC 11,344 132 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 104,146 118 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 3,452 4 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 5,114 7 0.0%
The Descartes Systems Group Inc. 3,226 125 0.0%
The Empire Life Insurance Co. F/R 03-15-2028 Callable 2023 333,316 335 0.1%
The Estée Lauder Companies Inc. Class A 2,174 421 0.1%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 499,602,841 46 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 113,996 173 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 44,851 70 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 62,293 103 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 540,238 530 0.1%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 60,549 92 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 337,049 327 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 934,351 919 0.2%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 9,927 9 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 158,224 205 0.0%
The Hartford Financial Serivces Group Inc. Pfd. 2,236 85 0.0%
The Hershey Co. 2,629 307 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 569,215 529 0.1%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 145,766 24 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 133,307 128 0.0%
The Kraft Heinz Co. 2,508 187 0.0%
The Link Real Estate Investment Trust 2,045 23 0.0%
The Madison Square Garden Co. Class A 26 9 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 502,373 497 0.1%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 127,993 128 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 133,540 135 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 8,140 8 0.0%
The Nippon Road Co. Ltd. 86 6 0.0%
The North West Co. Inc. 1,670 47 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 191,757 252 0.0%
The Procter & Gamble Co. 7,745 734 0.2%
The Progressive Corp. 5,706 459 0.1%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 104,667 137 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 2,352 3 0.0%
The SPAR Group Ltd. 9 0.0%
The Stars Group Inc. 9,168 402 0.1%
The Toronto-Dominion Bank 46,544 3,522 0.7%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 1,195,777 1,165 0.3%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 1,425,205 1,356 0.3%
The Toronto-Dominion Bank 2.05% 12-01-2022 48,480 48 0.0%
The Toronto-Dominion Bank 2.621% 12-22-2021 192,950 192 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 426,644 425 0.1%
The Toronto-Dominion Bank 3.01% 05-30-2023 608,399 611 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 347,502 352 0.1%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 178,657 192 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 216,843 245 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 35,838 40 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 173,185 200 0.0%
The Toronto-Dominion Bank F/R 02-18-2020 1,656,552 1,669 0.4%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 776,285 758 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 214,920 215 0.0%
The Towa Bank Ltd. 520 8 0.0%
The Unite Group PLC 1,233 18 0.0%
The Walt Disney Co. 2.76% 10-07-2024 2,408,512 2,370 0.5%
The Wharf Holdings Ltd. 19,676 82 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 86,587 113 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 3,324 6 0.0%
Theratechnologies Inc. 8 0.0%
Thermaltake Technology Co. Ltd. 2,452 4 0.0%
Thermo Fisher Scientific Inc. 201 54 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 38,622 57 0.0%
Thitikorn PCL 811 0.0%
Thomson Reuters Corp. 5,825 294 0.0%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 143,352 145 0.0%
Thomson Reuters Corp. Bridge Loan 02-06-2019 35,150,000 0.0%
Tianjin Development Holdings Ltd. 1,711 1 0.0%
Tianjin Port Development Holdings Ltd. 1,621 0.0%
Tianneng Power International Ltd. 9,763 20 0.0%
Tianyun International Holdings Ltd. 31,136 7 0.0%
Tim Participacoes SA ADR 1,983 46 0.0%
Times China Holdings Ltd. 7,215 15 0.0%
Tingyi (Cayman Islands) Holding Corp. 2,252 7 0.0%
Tisco Financial Group PCL NVDR 2,270 8 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 719,885 888 0.2%
Titan Acquisition Ltd. Term Loan 1st Lien F/R 03-16-2025 237,755 306 0.0%
TMX Group Ltd. 2,885 235 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 400,460 396 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 206,930 211 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 250,653 268 0.0%
Toda Corp. 1,432 16 0.0%
Tofas Turk Otomobil Fabrikasi AS 72 1 0.0%
Toho Holdings Co. Ltd. 1,174 37 0.0%
Tokyo Electric Power Co. Holdings Inc. 80,978 499 0.1%
Tomony Holdings Inc. 1,931 11 0.0%
Tongaat Hulett Ltd. 59 0.0%
Top Glove Corp. BHD 12,114 40 0.0%
TopBuild Corp. 57 6 0.0%
Torchmark Corp. 3,128 344 0.1%
Toromont Industries Ltd. 906 53 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 85,329 86 0.0%
Toronto Hospital 5.64% 12-08-22 174,429 185 0.0%
Torstar Corp. Class B non-voting 282 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 77,584 102 0.0%
Total Access Communication PCL NVDR 315 1 0.0%
Total System Services Inc. 428 47 0.0%
Tourmaline Oil Corp. 3,876 100 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 47,662 61 0.0%
Towngas China Co. Ltd. 856 1 0.0%
Toyo Ink Manufacturing Co. Ltd. 1,309 10 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 60,257 60 0.0%
TPK Holding Co. Ltd. 45 0.0%
TransAlta Corp. 14,635 98 0.0%
TransAlta Corp. Pfd. Series A 14,223 208 0.0%
Transat A.T. Inc. Class B 2,650 22 0.0%
TransCanada Corp. 20,189 1,096 0.3%
TransCanada Corp. Pfd. Series 15 7,783 201 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 298,651 361 0.1%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 729 1 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 252,676 251 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 1,176 2 0.0%
TransCanada PipeLines Ltd. 4.33% 09-16-2047 Callable 2047 186,657 194 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 373,314 398 0.1%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 75,409 91 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 181,324 227 0.0%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 123,193 189 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 1,026,298 979 0.3%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 58,555 93 0.0%
Transcontinental Inc. Class A Sub. voting 8,362 244 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 12,359 16 0.0%
TransGlobe Energy Corp. 1,207 4 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 189,857 192 0.0%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 56,437 74 0.0%
Travelsky Technology Ltd. 1,846 7 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 83,127 108 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 11,703 11 0.0%
Trencor Ltd. 284 1 0.0%
Trevali Mining Corp. 2,024 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 5,497 7 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 26,786 35 0.0%
Trican Well Service Ltd. 6,140 20 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 111,458 146 0.0%
Tricon Capital Group Inc. 3,680 41 0.0%
TricorBraun Inc. (KRAIND) Term Loan 1st Lien F/R 11-30-2023 3,168 4 0.0%
TricorBraun Inc. (KRAIND) Term Loan Delayed Draw 1st Lien F/R 11-28-2023 319 0.0%
Trigano SA 136 35 0.0%
Trillium Windpower LP 5.80% 02-15-2033 91,203 103 0.0%
Trinidad Drilling Ltd. 6,733 12 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 37,076 46 0.0%
Trinity Industries Inc. 4,283 191 0.0%
Trinseo Materials Operating SCA 5.38% 09-01-2025 Callable 2020 144A 8,395 11 0.0%
Triple-S Management Corp. 751 36 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 56,354 73 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 42,359 55 0.0%
Truworths International Ltd. 739 6 0.0%
Tsogo Sun Holdings Ltd. 1,333 3 0.0%
Tunas Baru Lampung Tbk PT 4,143 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 270 8 0.0%
Tupy SA 1,258 8 0.0%
Turk Hava Yollari AO 2,594 12 0.0%
Tyler Technologies Inc. 321 96 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 44,228 58 0.0%
U.S. Bancorp 4,598 298 0.0%
U.S. Bancorp 0.85% 06-07-2024 42,982 65 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 2,021 73 0.0%
U.S. Bancorp Pfd. Security Series A 178 215 0.0%
U.S. Renal Care Inc. Term Loan 1st Lien F/R 12-31-2022 17,637 23 0.0%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 290,777 380 0.1%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 34,039 44 0.0%
UbiQuoss Inc. 68 2 0.0%
UBS Group AG 15,124 295 0.0%
Uchi Technologies Bhd 3,486 3 0.0%
UDE Corp. 5,296 8 0.0%
UEM Edgenta BHD 9,067 6 0.0%
Uni-President China Holdings Ltd. 5,179 7 0.0%
Uni-President Enterprises Corp. 12,054 38 0.0%
Unid Co. Ltd. 4 0.0%
Unifin Financiera SAB de CV 477 2 0.0%
Unilever NV CVA 3,774 273 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 153,047 199 0.0%
Union Gas Ltd. 2.88% 11-22-2027 Callable 2027 61,863 60 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 147,663 148 0.0%
Union Gas Ltd. 3.79% 07-10-2023 Callable 2023 31,998 33 0.0%
Union Pacific Corp. 3,157 584 0.2%
Union Semiconductor Equipment & Materials Co. Ltd. 624 8 0.0%
Unipar Carbocloro SA 113 2 0.0%
Uniper SE 14,681 603 0.2%
Unipro PJSC 107,559 6 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 58,672 76 0.0%
United Engineers Ltd. 2,123 6 0.0%
United Kingdom Treasury 3.75% 09-07-2020 16,196 30 0.0%
United Kingdom Treasury 4.25% 12-07-2027 225,534 493 0.1%
United Microelectronics Corp. 59,330 43 0.0%
United Microelectronics Corp. ADR 333 1 0.0%
United Parcel Service Inc. (UPS) Class B 1,752 264 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 391,659 374 0.1%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 92,817 122 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 56,687 69 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 77,866 100 0.0%
United States Treasury 2.25% 11-15-2025 235 0.0%
United States Treasury 2.75% 02-15-2028 1,170,943 1,505 0.3%
United States Treasury 2.75% 08-15-2047 8,410,798 10,395 1.7%
United States Treasury 3.00% 02-15-2048 1,043,190 1,350 0.3%
United States Treasury Inflation Indexed 0.13% 04-15-2019 508,532 699 0.2%
United States Treasury Inflation Indexed 0.38% 07-15-2027 776,180 998 0.3%
United States Treasury Inflation Indexed 0.89% 02-15-2047 135,162 180 0.0%
United Technologies Corp. 871 141 0.0%
UnitedHealth Group Inc. 254 80 0.0%
Universal Vision Biotechnology Co. Ltd. 6,113 8 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 103,294 121 0.0%
Univision Communications Inc. 6.75% 09-15-2022 Callable 2017 144A 8,223 11 0.0%
Unum Group 3 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 62,916 74 0.0%
UPC Technology Corp. 10,378 9 0.0%
Upland Software Inc. 634 29 0.0%
UPM-Kymmene OYJ 8,059 383 0.1%
Uralkali 1,500 3 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 93,439 124 0.0%
USA Compression Partners LP 6.88% 04-01-2026 Callable 2021 144A 19,934 27 0.0%
USB Capital IX 3.50% 10-29-2049 171,057 202 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 384 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 2,898 4 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 52,684 68 0.0%
UTI Inc. 314 7 0.0%
Vale SA ADR 4,739 84 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 9,674 13 0.0%
Valeant Pharmaceuticals International Inc. 15,689 448 0.1%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 3,196 4 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 658,486 848 0.2%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 3,196 4 0.0%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 8,523 12 0.0%
Valeant Pharmaceuticals International Inc. Term Loan B 1st Lien F/R 05-28-2025 83,055 108 0.0%
Valener Inc. 3,129 64 0.0%
Valero Energy Corp. 4,217 662 0.2%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 159,992 177 0.0%
Vanguard International Semiconductor Corp. 585 2 0.0%
Vanguard Value ETF 3,618 489 0.1%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 19,884 26 0.0%
Vantiv LLC Term Loan B 1st Lien F/R 08-07-2024 76,620 100 0.0%
VAT Group AG 192 36 0.0%
VCVH Holding Corp. Term Loan 1st Lien F/R 05-10-2023 43,892 57 0.0%
Vectrus Inc. 2 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 81,604 104 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 250,496 243 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 254,842 257 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 101,328 128 0.0%
Venture Corp. Ltd. 5,731 117 0.0%
Veresen Inc. 3.06% 06-13-2019 163,725 165 0.0%
Verisk Analytics Inc. 2,742 377 0.1%
Verizon Communications Inc. 194 12 0.0%
Verizon Communications Inc. 2.63% 08-15-2026 Callable 2026 344,515 403 0.1%
Verizon Communications Inc. 3.50% 02-17-2023 52,326 51 0.0%
Verizon Communications Inc. 4.272% 01-15-2036 64,037 78 0.0%
Verizon Owner Trust 1.42% 01-20-2021 34,884 45 0.0%
Vermilion Energy Inc. 2,258 103 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 63,923 82 0.0%
Verso Corp. Class A 1,371 36 0.0%
Vessel Co. Ltd. 513 4 0.0%
Via Varejo SA 3,875 31 0.0%
Viacom Inc. 5.85% 09-01-2043 Callable 2043 44,602 60 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 106,661 130 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 15,896 20 0.0%
Videotron Ltee 5.00% 07-15-2022 26,677 35 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 92,788 98 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 764,760 801 0.2%
Village Super Market Inc. 237 9 0.0%
Vinci SA 1,867 237 0.0%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 6,282 8 0.0%
Visa Inc. Class A 4,448 753 0.2%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 139,815 183 0.0%
Vistra Energy Corp. 13,771 438 0.1%
Vital KSK Holdings Inc. 1,305 17 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 68,185 93 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 49,834 63 0.0%
Vodafone Group PLC 161,111 532 0.1%
Vodafone Group PLC 3.75% 01-16-2024 62,287 80 0.0%
Voya Financial Inc. 9,086 612 0.2%
VRX Escrow Corp. 4.50% 05-15-2023 Callable 2020 144A 2,940 4 0.0%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 17,558 22 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 31,280 38 0.0%
VW Credit Canada Inc. 3.25% 03-29-2023 93,862 94 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 141,404 179 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 2,046 3 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 3,580 5 0.0%
W.W. Grainger Inc. 1,391 557 0.1%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 474,140 631 0.2%
Wabtec Corp. 1,288 163 0.0%
Wachovia Capital Trust III F/R 03-15-2066 261,755 337 0.1%
Wajax Corp. 530 13 0.0%
Wal-Mart de Mexico SAB de CV Series V 24,568 80 0.0%
Wal-Mart Stores Inc. 7,344 786 0.2%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 51,703 67 0.0%
Walsin Lihwa Corp. 10,627 12 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 20,304 26 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 19,545 25 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 10,733 14 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 23,965 31 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 8,297 11 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 8,886 12 0.0%
Warrior Met Coal Inc. 7,438 262 0.0%
Wasion Group Holdings Ltd. 10,378 8 0.0%
Waste Connections Inc. 1,696 169 0.0%
Waste Pro USA Inc. 5.50% 02-15-2026 Callable 2021 144A 7,458 9 0.0%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 11,387 15 0.0%
Waters Corp. 398 99 0.0%
Watsco Inc. 804 192 0.0%
Wayfair Inc. Class A 456 55 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 5,966 8 0.0%
Weatherford International PLC 23,352 103 0.0%
Weibo Corp. 72 10 0.0%
Weiqiao Textile Co. Ltd. 7,261 5 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 219,642 282 0.0%
Wells Fargo & Co. 12-31-2049 Callable 2024 Pfd. 533 19 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 3,408 114 0.0%
Wells Fargo & Co. 2.09% 04-25-2022 3,093 3 0.0%
Wells Fargo & Co. 2.222% 03-15-2021 496,614 489 0.1%
Wells Fargo & Co. 2.98% 05-19-2026 482,907 462 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 265,586 267 0.0%
Wells Fargo & Co. 7.50% Non-cum. Class A Conv. Pfd. Series L 71 116 0.0%
Wells Fargo & Co. 7.98% 03-15-2018 706 1 0.0%
Wells Fargo & Co. F/R 07-27-2021 43,605 43 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 10,950 15 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 13,090 18 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 79,517 102 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 87,459 115 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 32,311 41 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 16,705 22 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 182,302 238 0.0%
West China Cement Ltd. 47,485 12 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 106,661 108 0.0%
West Fraser Timber Co. Ltd. 2,755 260 0.0%
Westcoast Energy Inc. 3.12% 12-05-2022 95,995 97 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 207,989 228 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 4,204 108 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 113,996 110 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 107,767 106 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 144,197 188 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 13,424 17 0.0%
Western Forest Products Inc. 16,524 46 0.0%
WestJet Airlines Ltd. 5,554 111 0.0%
WestJet Airlines Ltd. 3.287% 07-23-2019 178,124 180 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 6,229 11 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 74,752 79 0.0%
Westport Innovations Inc. 8 0.0%
Westshore Terminals Investment Corp. 2,044 47 0.0%
WeWork Companies Inc. 7.88% 05-01-2025 144A 195,636 239 0.0%
Wheaton Precious Metals Corp. 168 5 0.0%
Wheelock and Co. Ltd. 1,268 12 0.0%
White Mountains Insurance Group Ltd. 15 17 0.0%
Wilh. Wilhelmsen Holding ASA 1,577 10 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 91,571 113 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 447,531 606 0.2%
Wilson Bayly Holmes-Ovcon Ltd. 149 2 0.0%
Wincor Nixdorf AG 295 26 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 594,591 625 0.2%
Windstream Holdings Inc. 6.375% 08-01-2023 Callable 2018 7,586 6 0.0%
Windstream Services LLC Term Loan B6 1st Lien F/R 03-16-2021 12,240 15 0.0%
Winnipeg Airports Authority Inc. 4.569% 11-20-2019 141,326 146 0.0%
Winpak Ltd. 4,025 178 0.0%
Winstek Semiconductor Co. Ltd. 5,545 8 0.0%
Wipro Ltd. ADR 7,502 45 0.0%
Wirecard AG 297 59 0.0%
Wirepath Home Systems LLC Term Loan 1st Lien F/R 07-27-2024 4,300 6 0.0%
WiseTech Global Ltd. 562 8 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 2,855 4 0.0%
WMG Acquisition Corp. Term Loan E 1st Lien F/R 11-01-2023 71,637 93 0.0%
WNS (Holdings) Ltd. 427 28 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 8,012 10 0.0%
Woongjin Thinkbig Co. Ltd. 914 7 0.0%
Woori Bank 99 6 0.0%
Worldpay Inc. 3,335 343 0.1%
WPG Holdings Ltd. 10,925 21 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 64,162 83 0.0%
WPX Energy Inc. 6.00% 01-15-2022 Callable 2021 5,233 7 0.0%
Wrangler Buyer Corp. 6.00% 10-01-2025 Callable 2020 144A 15,086 19 0.0%
WSP Global Inc. 2,054 140 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 467,709 461 0.1%
WTH Car Rental ULC 2.542% 08-20-2019 Sinkable 477,948 479 0.1%
Wuestenrot & Wuerttembergische AG 1,771 51 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 7,713 10 0.0%
Wyndham Hotels and Resorts LLC Term Loan B 1st Lien F/R 03-29-2025 42,359 55 0.0%
Wyndham Worldwide Corp. 4.50% 04-01-2027 Callable 15,938 20 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 23,671 31 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 19,774 25 0.0%
Xcel Energy Inc. 279 16 0.0%
Xiamen International Port Co. Ltd. H 2,252 1 0.0%
Xingda International Holdings Ltd. 405 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 225 0.0%
Xinyuan Real Estate Co. Ltd. 1,059 7 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 89,887 123 0.0%
Xtep International Holdings Ltd. 12,316 10 0.0%
Xxentria Technology Materials Co. Ltd. 2,097 7 0.0%
Yamana Gold Inc. 37,273 141 0.0%
Yangarra Resources Ltd. 2,322 14 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 23 0.0%
Yanzhou Coal Mining Co. Ltd. H 1,171 2 0.0%
YeaRimDang Publishing Co. Ltd. 555 10 0.0%
Yellow Pages Ltd. 88 1 0.0%
Yi Jinn Industrial Co. Ltd. 12,369 8 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 3,313 24 0.0%
Yirendai Ltd. 938 29 0.0%
Yodogawa Steel Works Ltd. 180 6 0.0%
Youngone Corp. 5 0.0%
Youngtek Electronics Corp. 3,305 8 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 86,317 113 0.0%
Yuanta Financial Holding Co. Ltd. 16,798 10 0.0%
Yuasa Trading Co. Ltd. 413 18 0.0%
Yuen Foong Yu Paper Manufacturing Co. Ltd. 2,162 1 0.0%
Yuexiu Property Co. Ltd. 97,749 29 0.0%
Yuexiu Transport Infrastructure Ltd. 7,793 8 0.0%
Yum China Holdings Inc. 410 21 0.0%
Yurtec Corp. 348 4 0.0%
Yuzhou Properties Co. Ltd. 5,629 5 0.0%
YY Inc. 167 25 0.0%
ZCL Composites Inc. 387 4 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 57,382 75 0.0%
ZeroOne Technology Co. Ltd. 7,251 7 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 69,768 91 0.0%
Zoomlion Heavy Industry Science and Technology Co. Ltd. 8,052 5 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 193,683 253 0.0%
ZTO Express (Cayman) Inc. 1,718 46 0.0%
Zurich Insurance Group AG 78 30 0.0%
Total Investments -- 584,421 91.9%
Cash & Equivalents -- 40,546 6.4%
Currency Hedge Contracts -- -1,915 -0.3%
Other Assets (Liabilities) -- 12,505 2.0%
Total Net Assets -- 635,557 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of June 30, 2018
  • Regional Allocation
      Canada
    EQ : 15.0% | FI : 34.4%
    49.4%
      United States
    EQ : 10.1% | FI : 19.0%
    29.1%
      Other
    EQ : 5.0% | FI : 4.4%
    9.4%
      United Kingdom
    EQ : 1.2% | FI : 2.2%
    3.4%
      China
    EQ : 0.9%
    0.9%
      France
    FI : 0.6%
    0.6%
      Cash & Equivalents 7.2%
  • Sector Allocation
      Fixed Income 60.7%
      Cash & Equivalents 7.2%
      Financials 6.7%
      Information Technology 3.7%
      Industrials 3.7%
      Energy 3.5%
      Consumer Discretionary 3.1%
      Materials 2.6%
      Index Participation Units 2.5%
      Other 2.2%
      Health Care 2.1%
      Consumer Staples 2%
Credit Allocation (%)
AAA 16.2%
AA 9.9%
A 9.3%
BBB 9.3%
BB 5%
B 5.8%
CCC & Below 1.2%
NR 0.7%
Cash & Equivalents 10.2%
Equities 32.4%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Multi-Asset Strategies Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

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

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

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

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

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

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

Mutual Fund US Dollar Settlement Option details.

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

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

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

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

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