Fund Portfolio – Symmetry Conservative Income Portfolio Series LB | Mackenzie Investments

Symmetry Conservative Income Portfolio Series LB

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of December 31, 2018
Major holdings represent 21.2% of the fund.
View all holdings
Total # of
Equity Holdings
1548
Total # of
Fixed Income Holdings
1586
Holding name, country and sector Percentage of holding in fund
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
4.7%
Government of Canada 3.50% 06-01-2020
Canada | Federal Government
4.4%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
4.3%
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
2.1%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Pooled Funds
2.1%
Province of Ontario 2.90% 06-02-2028
Canada | Provincial Governments
1.1%
Royal Bank of Canada
Canada | Diversified Banks
0.8%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.7%
Bank of Montreal
Canada | Diversified Banks
0.5%
Suncor Energy Inc
Canada | Integrated Oil & Gas
0.4%

Complete Fund Holdings Help Full holdings list

As of November 30, 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 177,572 235 0.0%
21Vianet Group Inc. ADR 9 0.0%
3SBio Inc. 184 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 1,569,984 1,544 0.2%
407 International Inc. 3.60% 05-21-2047 Callable 319,051 305 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,135,021 1,107 0.2%
407 International Inc. 5.96% 12-03-2035 Callable 1,247,669 1,607 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 70,556 90 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 889,588 1,307 0.2%
58.Com Inc. ADR 820 65 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 74,234 98 0.0%
AbbVie Inc. 1,700 213 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 116,306 176 0.0%
Abcam PLC 3,101 60 0.0%
ABIOMED Inc. 1,485 657 0.1%
Absolute Software Corp. 690 6 0.0%
Acadian Timber Corp. 1,349 20 0.0%
Accenture PLC Class A 4,242 928 0.1%
Access Justice Durham 5.015% 08-31-2039 250,764 276 0.0%
Acer Inc. 13,917 12 0.0%
Acrisure LLC Term Loan B 1st Lien F/R 11-22-2023 1,757 2 0.0%
Acxiom Corp. 888 56 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 129,365 154 0.0%
Adcock Ingram Holdings Ltd. 295 2 0.0%
Addus HomeCare Inc. 289 29 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 20,851 28 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 21,244 29 0.0%
Admiral Group PLC 7,412 262 0.0%
Adtalem Global Education Inc. 3,851 296 0.0%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 13,143 17 0.0%
Advance Auto Parts Inc. 7,814 1,846 0.2%
Advanced Info Service PCL (Thailand) DR 3,106 22 0.0%
Advanced Medical Solutions Group PLC 98,564 129 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 646,709 938 0.1%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 168,182 224 0.0%
AECI Ltd. 2,333 20 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 229,162 278 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 160,167 214 0.0%
Aecon Group Inc. 4,853 91 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 66,843 87 0.0%
Aegon NV 62,822 465 0.0%
AEON Credit Service M Bhd 175 1 0.0%
AEON Thana Sinsap (Thailand) PCL 1,290 10 0.0%
AerCap Holdings NV 12,726 894 0.1%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 234,978 297 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 139,323 177 0.0%
Aeroflot - Russian Airlines OJSC 774 2 0.0%
Aetna Inc. 4,997 1,409 0.2%
Aflac Inc. 9,593 583 0.0%
African Development Bank F/R 02-24-2019 22,033 3 0.0%
African Oxygen Ltd. 516 1 0.0%
African Rainbow Minerals Ltd. 700 8 0.0%
AG Growth International Inc. 262 14 0.0%
AG Mortgage Investment Trust Inc. 221 5 0.0%
Agellan Commercial Real Estate Investment Trust 907 13 0.0%
AGF Management Ltd. Class B non-voting 8,245 41 0.0%
Aggreko PLC 8,915 113 0.0%
Agile Property Holdings Ltd. 13,825 25 0.0%
Agnico-Eagle Mines Ltd. 7,986 373 0.0%
Agricultural Bank of China Ltd. H 1,038,846 626 0.0%
Agritrade Resources Ltd. 3,380 42 0.0%
AGT Food and Ingredients Inc. 3,325 51 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 415,890 407 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 315,037 402 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 1,227 15 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 332,830 439 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 351,427 335 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 205,865 200 0.0%
Aimia Inc. 59,303 209 0.0%
Air Canada 65,922 1,912 0.2%
Air China Ltd. H 12,719 16 0.0%
Air Liquide SA 727 117 0.0%
Air Medical Group Holdings Inc. Term Loan B 1st Lien F/R 09-26-2024 1,536 2 0.0%
Air New Zealand Ltd. 1,530 4 0.0%
Air Newco LLC Term Loan B 1st Lien F/R 05-31-2024 1,469 2 0.0%
AirAsia BHD 25,595 25 0.0%
Airports of Thailand Public Co. Ltd. 2,406 6 0.0%
AK Holdings Inc 85 5 0.0%
Aker ASA 88 7 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 156,471 208 0.0%
Akzo Nobel NV 2,730 306 0.0%
AL Midcoast Holdings LLC B Term Loan 1st Lien F/R 06-28-2025 117,492 154 0.0%
Alam Sutera Realty TBK PT 674,294 22 0.0%
Alberta Powerline LP 4.06% 03-01-2054 308,798 313 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 210,583 280 0.0%
Alcanna Inc. 33,265 38 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 7,346 6 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 391,560 370 0.0%
Alfa SA Series A 20,990 28 0.0%
Algonquin Power & Utilities Corp. 16,926 239 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 700,774 694 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 255,772 264 0.0%
Algonquin Power Co. 4.82% 02-15-2021 166,356 171 0.0%
Alibaba Group Holding Ltd. ADR 949 203 0.0%
Alibaba Health Information Technology Ltd. 737 1 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 528,419 536 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 24,995 1,743 0.2%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 62,835 92 0.0%
Allergan PLC 9,024 1,879 0.2%
Alliance Data Systems Corp. 2,091 557 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 1,706 2 0.0%
Alliance Financial Group BHD 737 1 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 80,059 82 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 39,381 44 0.0%
Allianz SE Reg. 4,873 1,368 0.2%
Allied Properties Real Estate Investment Trust 4,437 200 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 162,197 156 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 276,567 279 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 203,786 204 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 319 0.0%
Ally Financial Inc. 85 3 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 1,925 3 0.0%
Ally Financial Inc. 8.00% 11-01-2031 6,165 10 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 06-13-2024 53,781 69 0.0%
Alpek SAB de CV 25,069 41 0.0%
Alphabet Inc. Class A 259 382 0.0%
Alphabet Inc. Class C 268 389 0.0%
Alstom SA 1,894 111 0.0%
Alta Mesa Holdings LP 7.88% 12-15-2024 Callable 2019 549 1 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 380,539 381 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 329,385 323 0.0%
AltaGas Ltd. 3.98% 10-04-2027 Callable 2027 153,287 147 0.0%
AltaGas Ltd. Pfd. Series K 15,080 276 0.0%
Altair Engineering Inc. 4,316 185 0.0%
AltaLink LP 2.98% 11-28-2022 553,133 553 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 304,015 296 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 549,183 568 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 321,658 409 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 325,070 412 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 989,818 975 0.1%
Altisource Portfolio Solutions SA 400 13 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 37,984 57 0.0%
Amata Corp. PCL 258 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 225,638 268 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 2,344 3 0.0%
Amcor Ltd. 37,392 489 0.0%
Amdocs Ltd. 3,042 262 0.0%
Amedisys Inc. 864 156 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1,707,624 97 0.0%
America Movil SAB de CV Series L ADR 2,562 46 0.0%
America's Car-Mart Inc. 187 18 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 146,986 192 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 10-10-2021 68,284 90 0.0%
American Dental Partners Inc. Term Loan 1st Lien F/R 08-30-2021 1,404 2 0.0%
American Express Co. 3,345 499 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 255,179 410 0.0%
American National Insurance Co. 1,288 218 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 74,869 91 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 98,564 127 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 139,200 185 0.0%
Amphenol Corp. Class A 764 89 0.0%
Anadolu Cam Sanayii AS 894 1 0.0%
Andrew Peller Ltd. 52 1 0.0%
Angang Steel Co. Ltd. H Shares 369 0.0%
Anglo American Platinum Ltd. 221 9 0.0%
Anglo American PLC 2,233 59 0.0%
AngloGold Ashanti Ltd. ADR 1,613 21 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 1,815,359 1,712 0.2%
Anhui Conch Cement Co. Ltd. H 15,940 111 0.0%
Anpec Electronics Corp. 14,359 40 0.0%
Ansell Ltd. 6,537 145 0.0%
Anta Sports Products Ltd. 1,936 12 0.0%
Antero Midstream 5.38% 09-15-2024 104,724 136 0.0%
Antero Resources Corp. 5.00% 03-01-2025 226,955 289 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 2,813 4 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 117,045 155 0.0%
Anthem Inc. 2,756 1,063 0.2%
Anthem Inc. 2.75% 10-15-2042 81,808 434 0.0%
APCO Holdings Inc. Term Loan B 1L F/R 06-06-2025 4,225 6 0.0%
Apex International Co. Ltd. 41,963 64 0.0%
Apollo Commercial Real Estate Finance Inc. 21,124 532 0.0%
Apple Inc. 8,870 2,106 0.3%
Apple Inc. 2.51% 08-19-2024 Callable 2024 8,100,078 7,780 0.7%
Apple Inc. 2.85% 08-28-2019 147,846 144 0.0%
Apple Inc. F/R 02-09-2022 145,382 195 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 123,205 163 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 108,421 145 0.0%
Aramark Services Inc. Term Loan 1L F/R 03-11-2025 47,113 62 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 130,857 173 0.0%
ARC Resources Ltd. 22,364 204 0.0%
Arcadyan Technology Corp. 3,502 10 0.0%
ArcelorMittal SA 7.00% 10-15-2039 569 1 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 848,570 1,003 0.1%
Archer-Daniels-Midland Co. 39,177 2,397 0.3%
Arcosa Inc. 96 3 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 899 1 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 1,796 2 0.0%
Ardonagh Midco 3 PLC 8.63% 07-15-2023 [144A] Callable 2020 472,221 567 0.0%
Argonaut Gold Inc. 247 0.0%
Aritzia Inc. 3,694 67 0.0%
Arkema Group 343,109 344 0.0%
ARMOUR Residential REIT Inc. 3,018 89 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 280,726 278 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 69,910 81 0.0%
Arrowhead Properties Ltd. 44,145 19 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 149,831 199 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 1,960 3 0.0%
Artis Real Estate Investment Trust 8,556 85 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 280,726 282 0.0%
Artis Real Estate Investment Trust F/R 02-07-2020 8,041 8 0.0%
Asanko Gold Inc. 31 0.0%
Ashland Global Holdings Inc. 1,469 160 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 958 1 0.0%
Asia Cement China Holdings Corp. 23,813 25 0.0%
Asia Cement Corp. 16,427 24 0.0%
Asia Paper Manufacturing Co. Ltd. 502 18 0.0%
Asian Development Bank 4.625% 03-06-2019 134,294 124 0.0%
Asian Development Bank 5.00% 03-09-2022 82,547 87 0.0%
Asian Development Bank 5.90% 12-20-2022 385,415 7 0.0%
Asian Development Bank 6.00% 02-24-2021 302,956 6 0.0%
Asian Development Bank 6.45% 08-08-2021 228,209 4 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 2,155 2 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 52,439 69 0.0%
Aspen Technology Inc. 935 107 0.0%
ASR Nederland NV 6,611 380 0.0%
Asseco Poland SA 138 2 0.0%
AssetMark Financial Holdings Inc. Term Loan 1st Lien F/R 11-08-2025 5,889 8 0.0%
Associated Capital Group Inc. Class A 1,296 73 0.0%
Assore Ltd. 230 6 0.0%
Assured Guaranty Ltd. 27,397 1,487 0.2%
Astral Foods Ltd. 3,369 57 0.0%
AT&T Inc. 5,691 236 0.0%
AT&T Inc. 2.35% 09-05-2029 Callable 2029 325,179 433 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 184,369 182 0.0%
AT&T Inc. 4.13% 02-17-2026 353,886 470 0.0%
AT&T Inc. 4.85% 05-25-2047 2,726,782 2,488 0.3%
AT&T Inc. 4.90% 08-14-2037 144A 1,848,849 2,432 0.3%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 227,284 214 0.0%
ATCO Ltd. Class I non-voting 5,522 224 0.0%
Athabasca Oil Corp. 58,881 61 0.0%
Atlantic Power Corp. 3,122 9 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 665,424 527 0.0%
ATS Automation Tooling Systems Inc. 27,519 468 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 12,416 17 0.0%
AU Optronics Corp. 144,726 79 0.0%
Austevoll Seafood ASA 941 17 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 108,913 163 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 415,890 401 0.0%
Automatic Data Processing Inc. 569 111 0.0%
Automotive Properties Real Estate Investment Trust 711 7 0.0%
Autostrada Torino-Milano SPA 2,556 65 0.0%
Avangrid Inc. 2,592 174 0.0%
Avaya Holdings Corp. 82 2 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 124,727 164 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 128,133 189 0.0%
Aveva Group PLC 1,116 49 0.0%
AVIC International Holdings Ltd. 737 1 0.0%
Aviva PLC 4.50% 05-10-2021 430,418 440 0.0%
Avolon Holdings Funding Ltd. 5.13% 10-01-2023 Callable 2023 144A 405,669 538 0.0%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 128,926 172 0.0%
AXA SA 13,047 423 0.0%
Axfood AB 2,669 62 0.0%
Axiomtek Co. Ltd. 2,496 6 0.0%
Ayala Corp. 54 1 0.0%
B2Gold Corp. 4,039 13 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 27,105 27 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 202,057 213 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 3,990 5 0.0%
Bahle-Metal Leve SA 203 2 0.0%
Baidu Inc. ADR 2,196 550 0.0%
Ball Corp. 4.00% 11-15-2023 170,023 221 0.0%
Ball Corp. 4.375% 12-15-2020 145,382 195 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 203,781 268 0.0%
Ball Corp. 5.25% 07-01-2025 193,432 262 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 165,281 220 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 28,131 38 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 66,531 83 0.0%
Banco Bradesco SA Pref. ADR 3,742 50 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2014 43,122 1 0.0%
Banco do Brasil SA 7,430 114 0.0%
Banco do Estado do Rio Grande do Sul SA 11,907 89 0.0%
Banco Macro SA ADR 1,053 62 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 107,189 135 0.0%
Banco Santander Brasil SA 2,728 41 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 4,736 38 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 115,813 146 0.0%
Bangkok Dusit Medical Services PCL 39,300 43 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 101,028 154 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 99,796 150 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 294,866 331 0.0%
Bank of America Corp. 26,744 1,010 0.1%
Bank of America Corp. 3.228% 06-22-2022 259,614 259 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 314,616 311 0.0%
Bank of America Corp. 3.95% 04-21-2025 81,099 104 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 2,245 3 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 6,059 9 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 639,223 623 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 41,890 63 0.0%
Bank of America Corp. F/R 07-23-2024 Callable 2023 51,552 68 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,850,710 1,818 0.2%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 77,619 104 0.0%
Bank of China Ltd. H 669,036 390 0.0%
Bank of Communications Co. Ltd. H 195,244 198 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 68,995 90 0.0%
Bank of Israel 0% 11-06-2019 39,639 14 0.0%
Bank of Montreal 75,817 7,516 0.7%
Bank of Montreal 2.27% 07-11-2022 798,508 778 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,426,502 1,392 0.2%
Bank of Montreal 2.89% 06-20-2023 1,684,354 1,668 0.2%
Bank of Montreal 3.19% 03-01-2028 686,218 679 0.1%
Bank of Montreal 3.25% 10-06-2022 152,774 149 0.0%
Bank of Montreal 3.32% 06-01-2026 409,651 409 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 1,767,532 1,772 0.2%
Bank of Montreal F/R 02-01-2023 4,538,398 4,521 0.5%
Bank of Montreal F/R 03-30-2020 1,685,316 1,687 0.2%
Bank of Montreal F/R 04-11-2019 207,945 208 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 313,997 381 0.0%
Bank Pekao SA 359 14 0.0%
Bankers Hall LP 4.377% 11-20-2013 378,553 382 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 145,382 196 0.0%
Baoye Group Co. Ltd. 11,215 8 0.0%
Barclays Africa Group Ltd. 1,124 17 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 101,028 134 0.0%
Barclays PLC 111,399 309 0.0%
Barrick Gold Corp. 99,741 1,689 0.2%
Barwa Real Estate Co. 959 13 0.0%
BASF SE 1,119 108 0.0%
Baxter International Inc. 18,653 1,700 0.2%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 147,846 177 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 2,514 3 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 662,244 763 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 6,484 6 0.0%
BCE Inc. 32,301 1,840 0.2%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 68,206 66 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,083,809 1,060 0.2%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 30,724 41 0.0%
Beach Petroleum Ltd. 29,843 44 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 334,433 404 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 1,397 2 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 22,643 30 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 4,331 6 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 44,582 61 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 10,314 14 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 5,078 7 0.0%
Beasley Mezzanine Holdings LLC Term Loan 1st Lien F/R 11-16-2023 371 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 109,653 120 0.0%
Becton, Dickinson and Co. 317 106 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 4,354 366 0.0%
Beijing Capital Land Ltd. 40,976 21 0.0%
Beijing Enterprises Holdings Ltd. 8,249 65 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,280,941 1,228 0.2%
Bell Canada 3.35% 03-22-2023 9,976 10 0.0%
Bell Canada 3.60% 09-29-2027 Callable MTN 363,160 352 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 958,695 936 0.1%
Bell Canada 4.35% 12-18-2045 Callable MTN 179,249 167 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,210,239 1,143 0.2%
Bell Canada 4.70% 09-11-2023 MTN 210,648 221 0.0%
Bell Canada 6.17% 02-26-2037 298,401 352 0.0%
Bell Canada 6.55% 05-01-2029 Callable 247,454 295 0.0%
Bell Canada 7.30% 02-23-2032 Callable 7,981 10 0.0%
Bellway PLC 1,868 80 0.0%
BenQ Materials Corp. 21,945 16 0.0%
Berkshire Hathaway Inc. Class B 103 30 0.0%
Berry Global Group Inc. 30 2 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 678 1 0.0%
Berry Global Inc. Term Loan Q 1st Lien F/R 10-01-2022 187,113 246 0.0%
Berry Global Inc. Term Loan S 1st Lien F/R 02-08-2022 95,207 126 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 105,956 141 0.0%
BHP Billiton PLC 4,983 127 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 3,950 5 0.0%
BIM Birlesik Magazalar AS 1,668 36 0.0%
Bioteque Corp. 8,184 31 0.0%
BJ's Restaurants Inc. 2,085 151 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 187,784 249 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 30,296 4 0.0%
BKW AG 740 67 0.0%
Black Diamond Group Ltd. 1,535 3 0.0%
Blackberry Ltd. 11,962 140 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 41,890 56 0.0%
Bloomberry Resorts Corp. 79,033 17 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 2017 144A 93,636 124 0.0%
BlueLinx Holdings Inc. 1,207 10 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 149,937 200 0.0%
BMW Canada Inc. F/R 06-14-2019 1,359,840 1,363 0.2%
BNK Financial Group Inc. 258 2 0.0%
BNP Paribas SA 6,218 416 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 281,219 377 0.0%
Boardwalk Real Estate Investment Trust 10,387 431 0.0%
BOC Aviation Ltd. 2,486 26 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 112,117 142 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 1,249 2 0.0%
Bolsa Mexicana de Valores SAB de CV 639 1 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 2017 144A 3,192 4 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 3,990 5 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 9,948 13 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 18,838 26 0.0%
Bombardier Inc. Class B Sub. voting 99,773 221 0.0%
Bonavista Energy Corp. 73,614 92 0.0%
Bonterra Energy Corp. 3,008 21 0.0%
Boot Barn Holdings Inc. 1,954 59 0.0%
Boralex Inc. Class A 2,462 44 0.0%
Bosideng International Holdings Ltd. 4,424 1 0.0%
Bottomline Technologies Inc. 10,484 767 0.1%
Boyne USA Inc. 7.25% 05-01-2025 Callable 2021 144A 868 1 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 724,806 719 0.1%
Brambles Ltd. 24,173 242 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 1,097 1 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 2,705 4 0.0%
Braskem SA 710 27 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 25,017 33 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 170,639 609 0.0%
Bridgestone Corp. 5,581 301 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 148,681 156 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 198,160 253 0.0%
Bright Horizons Family Solutions Inc. 1,225 198 0.0%
Brighthouse Financial Inc. 6,193 331 0.0%
British American Tobacco PLC 8,409 390 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 831,780 800 0.1%
Brookfield Asset Management Inc. 4.54% 03-31-2023 11,971 12 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 202,538 213 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 155,959 176 0.0%
Brookfield Asset Management Inc. Class A limited voting 17,263 1,005 0.1%
Brookfield Asset Management Inc. Pfd. Series 46 6,185 154 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 16,869 407 0.0%
Brookfield Business Partners LP 7,816 366 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 164,069 159 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2018 429,537 418 0.0%
Brookfield Infrastructure Partners LP 5,821 295 0.0%
Brookfield Property Finance ULC 4.12% 10-19-2021 857 7 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 259,931 259 0.0%
Brookfield Property Partners LP 1,247 29 0.0%
Brookfield Renewable Energy Partners LP 4,560 173 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 840,607 802 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 330,632 325 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 9,212 212 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 432,759 423 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 166,327 215 0.0%
Brown & Brown Inc. 1,775 68 0.0%
BRP Finance ULC 4.79% 02-07-2022 329,801 341 0.0%
BRP Inc. 7,707 365 0.0%
Bruce Power LP 2.84% 06-23-2021 773,555 767 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 858,069 833 0.1%
Bruce Power LP 3.97% 06-23-2026 314,727 316 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 519,862 504 0.0%
BTB Real Estate Investment Trust 1,236 6 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 1,267 2 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 1,337 2 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 3,551 4 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 73,666 97 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 135,386 179 0.0%
Bumrungrad Hospital Public Co. Ltd. NVDR 719 6 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 207,945 329 0.0%
Burger King France SAS F/R 05-01-2023 Callable 2018 4,115 6 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 250,942 328 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 519,862 663 0.1%
BWAY Holding Co. 7.25% 04-15-2025 144A 542,153 654 0.1%
BWAY Holding Co. Term Loan B 1st Lien F/R 04-03-2024 122,894 159 0.0%
BXP Trust 3.42% 06-13-2039 136,758 170 0.0%
C&G Hi Tech Co. Ltd. 665 8 0.0%
Cablevision Systems Corp. 5.875% 09-15-2022 54,210 72 0.0%
CACI International Inc. Class A 2,180 478 0.0%
CAE Inc. 73,348 1,979 0.3%
Caesars Entertainment Corp. 163 2 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 669 1 0.0%
Caisse Francaise de Financement Local 5.00% 03-09-2020 2,079,449 2,137 0.3%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 61,716 69 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 877,441 896 0.1%
Callaway Golf Co. 4,357 99 0.0%
Callon Petroleum Co. 4,181 48 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 574,880 715 0.1%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 3,671 4 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 1,207 2 0.0%
Cambrex Corp. 3,733 237 0.0%
Cameco Corp. 17,613 278 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 161,210 212 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 868,411 1,142 0.2%
Camsing International Holding Ltd. 20,238 26 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 41,819 56 0.0%
Canaccord Genuity Group Inc. 9,025 59 0.0%
Canada Goose Holdings Inc. 2,936 262 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 115,871 154 0.0%
Canada Housing Trust No 1 F/R 09-15-2023 11,209,350 11,217 1.0%
Canada Housing Trust No. 1 2.35% 06-15-2023 3,816,211 3,787 0.4%
Canadian Apartment Properties Real Estate Investment Trust 24,779 1,159 0.2%
Canadian Credit Card Trust II 1.829% 03-24-2020 604,583 598 0.0%
Canadian Imperial Bank of Commerce 36,244 4,041 0.4%
Canadian Imperial Bank of Commerce 2.30% 07-11-2022 DPNT 279,894 273 0.0%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 1,725,735 1,686 0.2%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 537,538 537 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 1,582,461 1,572 0.2%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 1,505,521 1,507 0.2%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,203,078 1,208 0.2%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 825,541 827 0.1%
Canadian Imperial Bank of Commerce F/R 01-17-2019 1,971,820 1,973 0.3%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 1,475,755 1,452 0.2%
Canadian Mortgage Pools 2.65% 10-01-2027 122,477 121 0.0%
Canadian National Railway Co. 53,136 6,066 0.6%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,377 2 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 530,053 507 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 264,090 253 0.0%
Canadian Natural Resources Ltd. 38,514 1,286 0.2%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 5,985 6 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 236,017 224 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 307,758 303 0.0%
Canadian Pacific Railway Ltd. 11,496 3,230 0.4%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2018 343,109 337 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 124,767 140 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 8,159 1,210 0.2%
Canadian Utilities Ltd. Class A non-voting 6,614 207 0.0%
Canadian Western Bank 14,278 412 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 191,309 187 0.0%
Canadian Western Bank 2.88% 03-01-2021 146,773 146 0.0%
Canadian Western Bank 2.92% 12-15-2022 339,955 332 0.0%
Canfor Corp. 5,306 97 0.0%
Canfor Pulp Products Inc. 18,578 356 0.0%
Canon Electronics Inc. 318 8 0.0%
Canopy Growth Corp. 8,155 368 0.0%
Cantel Medical Corp. 563 64 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 960,705 991 0.1%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 120,741 158 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 85,012 111 0.0%
Capital Power Corp. 38,238 1,043 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 893,123 885 0.1%
Capstone Mining Corp. 19,884 13 0.0%
Cardinal Health Inc. 154 11 0.0%
Cards II Trust 2.155% 10-15-2020 1,275,118 1,259 0.2%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 252,023 335 0.0%
Career Education Corp. 826 15 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 128,549 171 0.0%
Carlsberg Brewery Malaysia BHD 4,783 30 0.0%
Carnival PLC 27,203 2,107 0.3%
Carter's Inc. 4,250 523 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 332,965 429 0.0%
Cascades Inc. 17,283 216 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 4,988 5 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 3,990 5 0.0%
Cash & Equivalents** 163,689 12.7%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 9,291 12 0.0%
Caterpillar Inc. 585 106 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 236,967 254 0.0%
CBIZ Inc. 3,280 92 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 968 1 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 852,478 841 0.1%
CCL Industries Inc. Class B non-voting 14,174 781 0.1%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 630,262 799 0.1%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 154,006 192 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 2,115 3 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 667,804 845 0.1%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 1,247 2 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 131,583 176 0.0%
CCO Holdings LLC 5.75% 02-15-2026 5,327 7 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 100,757 135 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 1,407 2 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 148,365 196 0.0%
CD Projekt SA 157 8 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 399,254 487 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 107,189 142 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 133,062 173 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 2,634 3 0.0%
Celestica Inc. Sub. voting 30,929 422 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-21-2025 27,566 36 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 191,403 253 0.0%
Celltrion Inc. 2 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 1,347 2 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 158,935 190 0.0%
Cenovus Energy Inc. 34,740 341 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 2,634 4 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 2,474 3 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 262,728 327 0.0%
Centerra Gold Inc. 23,326 126 0.0%
Centrais Eletricas BR-SP ADR 175 1 0.0%
Central 1 Credit Union 2.60% 11-07-2022 468,220 455 0.0%
Central 1 Credit Union F/R 02-05-2021 1,488,548 1,484 0.2%
CenturyLink Inc. 3,421 85 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 276,444 358 0.0%
Cequel Communications Holdings I LLC 7.75% 07-15-2025 Callable 2020 141,686 196 0.0%
Cerner Corp. 2,474 190 0.0%
Cervus Equipment Corp. 124 2 0.0%
CES Energy Solutions Corp. 26,684 85 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 9,976 9 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 07-25-2025 139,394 186 0.0%
CEZ AS 1,041 33 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 25,873 34 0.0%
CGI Group Inc. Class A Sub. voting 50,304 4,276 0.4%
CGN New Energy Holdings Co. Ltd. 102,157 21 0.0%
Champion Real Estate Investment Trust 85,970 79 0.0%
Changyou.com Ltd. 276 7 0.0%
Charoen Pokphand Group Co. Ltd. 24,645 14 0.0%
Charter Communications Inc. Class A 7 3 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 249,534 330 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 257,681 339 0.0%
Chartwell Retirement Residences 4,904 74 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 479,389 478 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 138,180 139 0.0%
Chase Corp. 51 8 0.0%
Chase Issuance Trust 1.37% 06-15-2021 64,067 84 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 22,422 31 0.0%
CHC Group LLC 113 1 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 5,810 8 0.0%
Check Point Software Technologies Ltd. 585 87 0.0%
Cheetah Mobile Inc. ADR 544 5 0.0%
Chegg Inc. 2,704 100 0.0%
Cheil Communications Inc. 3,602 100 0.0%
Chemed Corp. 1,075 453 0.0%
Chemtrade Logistics Income Fund 4,148 48 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 300,649 256 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 2,274 3 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 2,644 4 0.0%
Cherrybro Co. Ltd. 4,120 13 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 469 1 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2,993 4 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 105,692 134 0.0%
Chesswood Group Ltd. 93 1 0.0%
Chevron Corp. 4,377 692 0.1%
Chia Chang Co. Ltd. 10,538 17 0.0%
Chimera Investment Corp. 13,344 340 0.0%
China Agri-Industries Holdings Ltd. 2,857 1 0.0%
China Aircraft Leasing Group Holdings Ltd. 7,052 10 0.0%
China Aoyuan Property Group Ltd. 1,843 2 0.0%
China BlueChemical Ltd. H 67,907 29 0.0%
China CITIC Bank H 17,604 15 0.0%
China Coal Energy Co. Ltd. H 1,659 1 0.0%
China Communication Services Corp. Ltd. 48,558 54 0.0%
China Conch Venture Holdings Ltd. 24,760 102 0.0%
China Construction Bank Corp. H 329,594 375 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 121,508 20 0.0%
China Dongxiang Group Co. 2,396 1 0.0%
China Eastern Airlines Corp. Ltd. H Shares 1,843 2 0.0%
China Everbright Bank Co. Ltd. Class H 139,089 82 0.0%
China Everbright Ltd. 184 0.0%
China Longyuan Power Group Corp. H 2,212 2 0.0%
China Man-Made Fiber Corp. 5,889 2 0.0%
China Medical System Holdings Ltd. 2,949 4 0.0%
China Merchants Bank Co. Ltd. H 7,972 44 0.0%
China Merchants Land Ltd. 100,410 20 0.0%
China Minsheng Banking Corp. Ltd. 174,294 171 0.0%
China Mobile Ltd. 10,991 146 0.0%
China Mobile Ltd. ADR 5,166 342 0.0%
China National Building Material Co. Ltd. H 30,273 31 0.0%
China National Offshore Oil Corp. Ltd. ADR 166 37 0.0%
China Oriental Group Co. Ltd. 79,167 68 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 304 35 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 369,192 417 0.0%
China Railway Construction Corp. Ltd. H 10,277 18 0.0%
China Railway Group Ltd. 250,148 307 0.0%
China Resources Cement Holdings Limited 33,500 43 0.0%
China Resources Enterprise Ltd. 6,083 27 0.0%
China Resources Gas Group Ltd. 1,475 8 0.0%
China Resources Pharmaceutical Group Co. Ltd. 7,632 15 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 48,482 16 0.0%
China SCE Property Holdings Ltd. 131,579 63 0.0%
China Shenhua Energy Co. Ltd. H 125,381 371 0.0%
China Shineway Pharmaceutical Group Ltd. 10,081 17 0.0%
China South City Holdings Ltd. 129,914 26 0.0%
China Suntien Green Energy Corp. Ltd. 16,073 6 0.0%
China Taiping Insurance Holdings Co. Ltd. 627 3 0.0%
China Telecom Corp. Ltd. H ADR 249 18 0.0%
China Tian Lun Gas Holdings Ltd. 16,142 17 0.0%
China Vanke Co. Ltd. 2,590 12 0.0%
China Water Affairs Group Ltd. 41,060 61 0.0%
China XLX Fertiliser Ltd. 35,056 17 0.0%
China Zhongwang Holdings Ltd. 10,838 7 0.0%
ChipMOS Technologies Inc. 10,355 7 0.0%
Chlitina Holding Ltd. 1,567 16 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 69,769 93 0.0%
Choice Properties Real Estate Investment Trust 3,647 45 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 4,489 5 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 201,707 196 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 276,983 270 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 370,142 367 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 446,889 438 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 831,780 867 0.1%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 51,986 54 0.0%
Chong Kun Dang Holdings Corp. 150 11 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 23,042 18 0.0%
Chroma ATE Inc. 92 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 2,933 4 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 1,626 1 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 1,267 1 0.0%
Chudenko Corp. 159 5 0.0%
Chularat Hospital PCL 20,590 2 0.0%
Chungdahm Learning Inc. 855 20 0.0%
CI Financial Corp. 2.78% 11-25-2021 MTN 89,416 88 0.0%
CI Financial Corp. 3.52% 07-20-2023 Callable 2023 201,707 199 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 74 1 0.0%
Cia de Saneamento do Parana 342 7 0.0%
Cia de Transmissao de Energia Eletrica Paulista 276 7 0.0%
Cia Minera Autlan SAB de CV 258 0.0%
Cielo SA 36,968 121 0.0%
Ciena Corp. 58,580 2,540 0.3%
CIFI Holdings Group Co. Ltd. 6,636 4 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 103,492 135 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 369 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 1,077 1 0.0%
Cisco Systems Inc. 11,605 738 0.1%
CIT Group Inc. 1,068 66 0.0%
CIT Group Inc. 5.00% 08-01-2023 4,808 6 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 229 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 81,315 105 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,232 2 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 166,327 221 0.0%
CITIC Ltd. 144,677 309 0.0%
Citigroup Inc. 4.09% 06-09-2025 1,106,267 1,099 0.2%
Citigroup Inc. F/R 05-04-2021 124,437 122 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 110,885 139 0.0%
City of Oslo 2.35% 09-04-2024 143,216 22 0.0%
Citychamp Watch & Jewellery Group Ltd. 24,754 7 0.0%
CK Hutchison Holdings Ltd. 53,302 743 0.1%
CKD BiO Corp. 677 18 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 2,109 3 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 910 1 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 5,537 7 0.0%
CLI Funding LLC 4.03% 04-18-2043 83,316 110 0.0%
Clicks Group Ltd. 783 14 0.0%
CME Group Inc. 2,816 711 0.1%
CNA Financial Corp. 6,566 410 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 161,399 214 0.0%
CNOOC Ltd. 44,724 100 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 230,819 235 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 10 0.0%
Coca-Cola Femsa SAB de CV 26,533 212 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 166 13 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 3,856 5 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 496,155 609 0.0%
Coface SA 83,178 84 0.0%
Cogeco Communications Inc. 6,130 396 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,145,355 1,164 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 727,807 754 0.1%
Cogeco Inc. Sub. voting 1,927 120 0.0%
Cognex Corp. 2,124 124 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 197,812 265 0.0%
COL PCL 1,069 1 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 4,517 6 0.0%
Colgate Palmolive Co. 805 68 0.0%
Colliers International Group Inc. 1,731 151 0.0%
Colombia Government International Bond 4.00% 02-26-2024 107,189 140 0.0%
Colombia Government International Bond 4.50% 01-28-2026 137,990 183 0.0%
Colruyt SA 447 38 0.0%
Com7 Public Co. Ltd. 1,751 1 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 374,965 398 0.0%
Comcast Corp. Class A 7,765 403 0.0%
Comfort Holding LLC Term Loan 1st Lien F/R 02-05-2024 12,859 16 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 6,192 8 0.0%
Cominar Real Estate Investment Trust 9,431 100 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 75,155 101 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 56,674 76 0.0%
Commercial Bank of Qatar 774 12 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 56,674 75 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 12,767 17 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 208,359 281 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 110,238 156 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 621,755 733 0.1%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 107,092 132 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 327,568 406 0.0%
CommVault Systems Inc. 6,846 536 0.0%
Compagnie de Saint-Gobain 4,547 224 0.0%
Companhia Brasileira de Distrubuicao Grupo Pao de Acucar Pfd. A ADR 369 11 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. ADR 811 3 0.0%
Compania Cervecerias Unidas SA ADR 1,871 65 0.0%
Compass Group PLC 2,120 60 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 888 1 0.0%
Computer Engineering & Consulting Ltd. 585 17 0.0%
Computer Modelling Group Ltd. 24,143 160 0.0%
Comtech Telecommunications Corp. 598 20 0.0%
Concentradora Fibra Danhos SA de CV 55 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 157,703 205 0.0%
Concord New Energy Group Ltd. 180,407 9 0.0%
Concordia International Corp. 43 1 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 262,354 340 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 25,067 33 0.0%
ConocoPhillips 3,116 274 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 80,083 113 0.0%
Consorcio ARA SAB de CV 55,092 19 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 119,509 160 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 4,399 6 0.0%
Constellation Software Inc. 2,097 1,911 0.2%
Constellium NV 4.25% 02-15-2026 Callable 2020 145,561 205 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 592,643 721 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 85,257 109 0.0%
Construtora Tenda SA 4,573 48 0.0%
Consumers Gas 6.10% 05-19-28 71,533 85 0.0%
Consun Pharmaceutical Group Ltd. 46,497 46 0.0%
Continental Gold Inc. 2 0.0%
Continental Holdings Corp. 6,617 20 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 1,556 2 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 1,456 2 0.0%
Cook & Boardman Group LLC Term Loan 1st Lien F/R 10-12-2025 536,981,357 240 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 27,541 4 0.0%
Corby Spirit and Wine Ltd. 216 4 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 650,165 650 0.1%
Cordelio Amalco GP I 4.09% 09-30-2034 234,275 234 0.0%
Core Industrial Trust 3.85% 02-10-2034 51,746 68 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 204,275 272 0.0%
CoreLogic Inc. 4,320 232 0.0%
Coretronic Corp. 12,601 22 0.0%
Corning Inc. 30,094 1,289 0.2%
Corporacion Andina de Fomento 2.00% 05-10-2019 2,754 4 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 240 0.0%
Corus Entertainment Inc. Class B non-voting 37,610 186 0.0%
Cosco Pacific Ltd. 2,765 4 0.0%
CoStar Group Inc. 923 453 0.0%
Costco Wholesale Corp. 3,860 1,187 0.2%
Cott Corp. 17,137 338 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 128,133 165 0.0%
Country Garden Holdings Co. Ltd. 23,595 39 0.0%
Country Garden Services Holdings Co. Ltd. 832 2 0.0%
Coupa Software Inc. 19,518 26 0.0%
Covanta Holding Corp. 6.00% 01-01-2027 Callable 2022 135,164 136 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 968 1 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 429 1 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 3,851 5 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 1,836 2 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 1,067 1 0.0%
Credito Real SAB de CV SOFOM ER 16,353 22 0.0%
Crescent Point Energy Corp. 76,935 303 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 508,971 438 0.0%
CRH Medical Corp. 12,652 59 0.0%
Crius Energy Trust 1,782 10 0.0%
Crombie Real Estate Investment Trust 31 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 386,778 396 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 117,045 153 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 1,347 2 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 171 250 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 146,861 210 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 30,724 46 0.0%
Crown Holdings Inc. 25 2 0.0%
Crown Ltd. 16,550 189 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 2,544 3 0.0%
CryoLife Inc. Term Loan B 1st Lien F/R 11-15-2024 6,894 9 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 129,870 187 0.0%
CSC Holdings LLC 5.25% 06-01-2024 1,476 2 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 117,045 147 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 136,758 175 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 5,886 8 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 128,133 166 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 175,423 213 0.0%
CSM NV Term Loan B F/R 07-03-2020 217,730 274 0.0%
CSPC Pharmaceuticals Group Ltd. 1,475 4 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 277,223 360 0.0%
CSS Industries Inc. 580 8 0.0%
CT Real Estate Investment Trust 5,514 67 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 233,938 227 0.0%
CTBC Financial Holding Co. Ltd. 20,277 18 0.0%
CTI Foods Holding Co. LLC Term Loan 2nd Lien F/R 06-28-2021 1,133 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 1,234,153 1,202 0.2%
CU Inc. 3.95% 11-23-2048 Callable 2048 367,911 371 0.0%
CU Inc. 3.964% 07-27-2045 Callable 95,875 96 0.0%
Cuckoo Holdings Co. Ltd. 16 3 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 318,359 447 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 200,824 264 0.0%
Cyfrowy Polsat SA 240 2 0.0%
DACIN Construction Co. Ltd. 20,720 17 0.0%
Dae Han Flour Mills Co. Ltd. 9 2 0.0%
Daechang Co. Ltd. 15,604 17 0.0%
Daekyo Co. Ltd. 54 0.0%
Daelim Industrial Co. Ltd. 2,585 291 0.0%
Daesang Corp. 77 2 0.0%
Daihan Pharmaceutical Co. Ltd. 326 15 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 1,075,442 1,076 0.2%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 100 4 0.0%
Daishin Securities Co. Ltd. Pref. 199 2 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 1,786 2 0.0%
Dana Gas PJSC 75,752 25 0.0%
Danaher Corp. 5,470 797 0.1%
Danske Bank AS 2.80% 03-10-2021 144A 304,274 394 0.0%
Danske Bank AS F/R 05-22-2020 24,787 4 0.0%
Darfon Electronics Corp. 645 1 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 81,315 123 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 136,758 182 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 89,661 119 0.0%
Dave & Buster's Entertainment Inc. 7,230 546 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,050,122 1,316 0.2%
DB Insurance Co. Ltd. 210 17 0.0%
DB Master Finance LLC 3.63% 11-20-2047 96,359 125 0.0%
DB Master Finance LLC 3.98% 02-20-2022 212,267 284 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 03-04-2022 13,934 19 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 8,624 11 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 257,499 343 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 164,840 193 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 160,915 212 0.0%
Dell Technologies Inc. 4,707 660 0.1%
Delphi Energy Corp. 155 0.0%
Delta Air Lines Inc. 5,854 472 0.0%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 319 0.0%
Delta Property Fund Ltd. 34,452 15 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 1,784 2 0.0%
Dentsply Sirona Inc. 9,469 476 0.0%
Detour Gold Corp. 10 0.0%
Deutsch Motors Inc. 2,730 18 0.0%
Deutsche Bank AG 3.70% 05-30-2024 449,996 590 0.0%
Deutsche Boerse AG 1,413 240 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 179,197 345 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 824,713 1,423 0.2%
Deutsche Lufthansa AG Reg. 19,565 632 0.0%
DexCom Inc. 3,011 519 0.0%
DGB Financial Group Inc. 635 7 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 166,109 140 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 22,909 30 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 337,718 438 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 386 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 826 1 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 5,964 8 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 1,526 2 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 93,636 121 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 134,294 177 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 2020 144A 81,315 107 0.0%
Digicert Holdings Inc. Term Loan 1st Lien F/R 09-20-2024 1,530 2 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 49,930 66 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 76,387 100 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 66,531 83 0.0%
DISH DBS Corp. 5.875% 11-15-2024 881,686 998 0.1%
DISH Network Corp. 3.38% 08-15-2026 Conv. 51,746 60 0.0%
DMC Global Inc. 50 2 0.0%
DMCI Holdings Inc. 6,065 2 0.0%
DMG Mori AG 1,162 76 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 73,319 95 0.0%
Dolby Laboratories Inc. Class A 3,481 326 0.0%
Dollarama Inc. 39,495 1,387 0.2%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 6,460 17 0.0%
Dollarama Inc. F/R 03-16-2020 9,438 9 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3,607 232 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 211,420 286 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 221,431 295 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 130,668 169 0.0%
Dong-A Hwa Sung Co. Ltd. 3,882 15 0.0%
Dongfeng Motor Group Co. Ltd. 17,327 22 0.0%
DongKook Pharmaceutical Co. Ltd. 244 18 0.0%
Dongwon Development Co. Ltd. 316 2 0.0%
Dongyue Group Ltd. 1,382 1 0.0%
Dorel Industries Inc. Class B Sub. voting 3,122 57 0.0%
Dorman Products Inc. 1,714 200 0.0%
Douja Promotion Groupe Addoha SA 9,416 20 0.0%
Douzone Bizon Co. Ltd. 187 11 0.0%
Dr. Reddy's Laboratories Ltd. ADR 1,683 86 0.0%
Drax Group PLC 4,700 31 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 356,832 480 0.0%
DRB-Hicom BHD 15,861 9 0.0%
Dream Global Real Estate Investment Trust 28,445 383 0.0%
Dream Industrial Real Estate Investment Trust 8,294 84 0.0%
Dream Office Real Estate Investment Trust 27,236 662 0.1%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 01-03-2023 21,233 25 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 149,559 199 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 52,577 2 0.0%
DTE Energy Co. Conv. Pfd. 653 48 0.0%
DTR Automotive Corp. 433 16 0.0%
Dual Co. Ltd. 4,926 16 0.0%
Dundee Precious Metals Inc. 1,288 4 0.0%
DY Corp. 81 1 0.0%
DY POWER Corp. 1,715 29 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 03-06-2018 12,921 2 0.0%
Dynegy Inc. 7.625% 11-01-2024 838 1 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 1,466 2 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 161,399 208 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 262,011 259 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 140,700 138 0.0%
Eagle Credit Card Trust 3.04% 07-17-2023 141,403 141 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 357,736 473 0.0%
Eastern Media International Corp. 28,265 17 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 124,966 165 0.0%
Eastman Chemical Co. 1,473 154 0.0%
Eaton Corp. PLC 4,181 428 0.0%
Ebro Foods SA 4,106 112 0.0%
ECN Capital Corp. 79,061 279 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 40,658 62 0.0%
Ecopetrol SA Sponsored ADR 5,822 149 0.0%
Edelman Financial Holdings II Inc. B Term Loan 1st Lien F/R 06-26-2025 92,404 122 0.0%
EDP - Energias do Brasil SA 894 4 0.0%
EFG Eurobank Ergasias 1,908 2 0.0%
Elan Microelectronics Corp. 26,954 83 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 256,529 338 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 45,025 57 0.0%
Element Fleet Management Corp. 83,927 592 0.0%
Elo Touch Solutions Inc. Term Loan B 1st Lien F/R 10-25-2023 86,081 114 0.0%
Emera Inc. 134 6 0.0%
Emera Inc. 2.90% 06-16-2023 438,013 427 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 257,499 347 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 4,928 6 0.0%
Emirates NBD PJSC 1,862 6 0.0%
Empire Co. Ltd. Class A non-voting 49,848 1,255 0.2%
Empresa de Energia de Bogota SA ESP 10,028 8 0.0%
Empresas CMPC SA 728 3 0.0%
Enagas SA 937 34 0.0%
Enanta Pharmaceuticals Inc. 142 15 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 381,371 381 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 731,966 674 0.1%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 219,798 269 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 51,986 66 0.0%
Enbridge Inc. 88,004 3,842 0.4%
Enbridge Inc. 3.19% 12-05-2022 9,976 10 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 262,465 246 0.0%
Enbridge Inc. 3.70% 07-15-2027 Callable 2027 1,487 2 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 600,129 609 0.0%
Enbridge Inc. 4.24% 08-27-2042 588,484 531 0.0%
Enbridge Inc. 4.57% 03-11-2044 3,817,914 3,613 0.4%
Enbridge Inc. 4.77% 09-02-2019 Callable 5,508 6 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 4,970 121 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 3,506,646 3,219 0.4%
Enbridge Inc. 5.75% 09-02-2039 Callable 301,520 330 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 152,528 183 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,067,439 1,065 0.2%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 14,964 15 0.0%
Enbridge Pipelines Inc. 3.00% 08-10-2026 Callable 89,624 86 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 771,476 715 0.1%
Enbridge Southern Lights LP 4.014% 06-30-2040 114,475 112 0.0%
ENC Holding Corp. Delayed Draw Term Loan 1st Lien F/R 05-30-2025 5,392 7 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 88,752 118 0.0%
EnCana Corp. 75,057 672 0.1%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 3,073 3 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 219 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 382,591 378 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 285,945 282 0.0%
Enerflex Ltd. 443 7 0.0%
Energa SA 92 0.0%
Energisa SA 955 12 0.0%
Energisa SA Rights Exp. 12-13-2018 33 0.0%
Energizer Gamma Acquisition Inc. 6.38% 07-15-2026 Callable 2021 144A 678 1 0.0%
Energizer Holdings Inc. Bridge Loan Exp. 05-18-2019 9,450,000 0.0%
Energy Recovery Inc. 129,241 175 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 1,137 2 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 708 1 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 161,917 215 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 4,549 5 0.0%
Enerplus Corp. 53,405 683 0.1%
Enersis SA ADR 37 0.0%
Eneva SA 137,743 176 0.0%
Enghouse Systems Ltd. 3,809 260 0.0%
Engie Brasil Energia SA 3,373 50 0.0%
Eni SPA 4,641 100 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 341,446 347 0.0%
ENN Energy Holdings Ltd. 793 9 0.0%
EnPro Industries Inc. 639 60 0.0%
Ensco PLC 7.75% 02-01-2026 1,846 2 0.0%
Ensco PLC Class A 26,864 202 0.0%
Ensign Energy Services Inc. 824 4 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 205,042 274 0.0%
Enterprise Merger Sub Inc. Term Loan 1st Lien F/R 09-28-2025 17,404 22 0.0%
Entertainment One Ltd. 4,221 26 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 694 1 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 310,237 292 0.0%
ePlus Inc. 1,300 141 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 197,231 256 0.0%
Equifax Inc. 2,525 345 0.0%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 87,476 133 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 130,598 171 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 260,123 344 0.0%
Equitable Group Inc. 93 6 0.0%
Equity Commonwealth 3,384 143 0.0%
Erajaya Swasembada Tbk PT 55,789 11 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 3,235 6 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 112,820 144 0.0%
Estacio Participacoes SA 1,023 9 0.0%
Etsy Inc. 2,187 157 0.0%
Eugene Investment & Securities 373 1 0.0%
Eurazeo SA 955 95 0.0%
EUROFIMA 4.55% 03-30-2027 1,085,472 1,198 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 113,954 117 0.0%
Euronet Worldwide Inc. 502 78 0.0%
European Investment Bank 1.50% 05-12-2022 995,498 155 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 1,620 1 0.0%
Evertz Technologies Ltd. 299 5 0.0%
Evolent Health Inc. Class A 1,949 67 0.0%
Evonik Industries AG 5,602 200 0.0%
Evraz PLC 8,112 63 0.0%
Excelsior Biopharma Inc. 7,429 14 0.0%
Exco Technologies Ltd. 1,113 11 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 312,400 419 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 94,071 126 0.0%
Exelon Corp. 19,518 1,204 0.2%
ExlService Holdings Inc. 8,873 684 0.1%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 128,380 155 0.0%
Expedia Inc. 5.00% 02-15-2026 176,183 235 0.0%
Export Development Canada 0.88% 12-07-2021 101,028 170 0.0%
Export Development Canada 2.40% 06-07-2021 110,885 108 0.0%
Export Development Canada 4.875% 01-24-2019 72,691 67 0.0%
Extendicare Inc. 14,125 97 0.0%
Exxaro Resources Ltd. 18 0.0%
Exxon Mobil Corp. 5,072 536 0.0%
F&F Co. Ltd. 40 2 0.0%
F5 Networks Inc. 4,874 1,114 0.2%
Facebook Inc. 2,049 383 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 704,933 816 0.1%
Fair Hydro Trust 3.36% 05-15-2033 Callable 2032 175,713 176 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 207,945 211 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 91,785 89 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,322,738 1,360 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 144A 1,277 2 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 133,085 143 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 388,389 621 0.0%
Fairfax Financial Holdings Ltd. Sub. voting 17 11 0.0%
Fairfax India Holdings Corp. 1,494 26 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 65,221 87 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 52,978 77 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 104,291 139 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 98,366 131 0.0%
Fannie Mae Strip 4.00% 01-25-2041 17,350 5 0.0%
Fannie Mae Strip 4.00% 11-25-2039 44,524 13 0.0%
Fannie Mae Strip 4.50% 03-25-2041 21,055 7 0.0%
Fantasia Holdings Group Co. Ltd. 2,765 0.0%
Far Eastern Department Stores Ltd. 26,234 18 0.0%
Far Eastern New Century Corp. 42,969 53 0.0%
Fastener Acquisition Inc. Term Loan 1st Lien F/R 03-28-2025 9,729 13 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 209,449 203 0.0%
Federal Grid Co. Unified Energy System PJSC 4,733,368 14 0.0%
Federal Republic of Germany 1.25% 08-15-2048 8,813 14 0.0%
Federal Republic of Germany 1.94% 04-15-2020 480,573 853 0.1%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 835,939 813 0.1%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 1,534,633 1,529 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 257,622 914 0.1%
FedEx Corp. 164 50 0.0%
Feng Hsin Steel Co. Ltd. 6,827 17 0.0%
Feng TAY Enterprise Co. Ltd. 11,849 100 0.0%
Fevertree Drinks PLC 728 30 0.0%
Fiat Chrysler Automobiles NV 6,796 150 0.0%
Fibria Celulose SA ADR 249 6 0.0%
Fiera Capital Corp. 62 1 0.0%
Fifth Avenue LP 4.71% 08-05-2021 221,151 226 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 178,894 219 0.0%
Fila Korea Ltd. 2,409 146 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 247,191 313 0.0%
Financial & Risk US Holdings Inc. Term Loan B 1st Lien F/R 10-01-2025 313,846 407 0.0%
Fine Semitech Corp. 3,232 16 0.0%
Finning International Inc. 1,844 51 0.0%
Finning International Inc. 2.84% 09-29-2021 293,202 291 0.0%
First Capital Realty Inc. 11,879 234 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 269,705 271 0.0%
First Capital Realty Inc. 4.79% 08-30-2024 567,690 590 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 136,758 183 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 4,848 6 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 191,318 251 0.0%
First Hi-Tec Enterprise Co. Ltd. 11,318 18 0.0%
First Majestic Silver Corp. 0 0.0%
First Nations ETF LP 4.14% 12-31-2041 129,614 132 0.0%
First Philippine Holdings Corp. 7,431 12 0.0%
First Quantum Minerals Ltd. 9,274 113 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 2,255 3 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 405,493 498 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 2,813 3 0.0%
First Republic Bank 405 53 0.0%
First Tennessee Bank NA 85 88 0.0%
FirstRand Ltd. 22,638 145 0.0%
FirstService Corp. 1,061 107 0.0%
Flex Acquisition Co. Inc. 7.88% 07-15-2026 Callable 2021 144A 878 1 0.0%
Flughafen Wien AG 204 11 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 108,008 143 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 43,122 43 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 45,627 60 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 3,990 4 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 252,653 241 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 243,296 239 0.0%
Ford Motor Co. 10,035 126 0.0%
Ford Motor Co. 6.625% 10-01-2028 29,323 40 0.0%
Ford Otomotiv Sanayi AS 166 2 0.0%
Forestar Group Inc. 331 7 0.0%
Formetal Inc. 3,334 13 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 298,453 395 0.0%
Formosa Chemicals & Fibre Corp. 5,112 23 0.0%
Formosa International Hotels Corp. 276 2 0.0%
Formosa Petrochemical Corp. 1,843 9 0.0%
Formosa Plastics Corp. 9,283 40 0.0%
Formosa Taffeta Co. Ltd. 1,382 2 0.0%
Fortified Trust 1.67% 07-23-2021 463,717 449 0.0%
Fortified Trust 2.16% 10-23-2020 798,508 789 0.1%
Fortinet Inc. 6,891 676 0.1%
Fortis Inc. 20,020 924 0.1%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 70,701 68 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 316,076 307 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 339,990 360 0.0%
Fortive Corp. 1,611 237 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 687,974 887 0.1%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 588,255 797 0.1%
Fosun International Ltd. 1,936 4 0.0%
Fosun International Ltd. Rights Exp. 12-13-2018 52 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 118,542 155 0.0%
Franco-Nevada Corp. 3,472 319 0.0%
Fraser & Neave Holdings Bhd 6,414 68 0.0%
Freddie Mac Strips 3.50% 11-15-2027 30,006 4 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 2,688 4 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 64,838 86 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 15,767 21 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 44,393 59 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 104,960 140 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 50,856 68 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 17,114 23 0.0%
Freeport-McMoRan Inc. 3,100 49 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 400,294 506 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 2,185 3 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 360,430 647 0.1%
French Republic Government Bond OAT 2.02% 07-25-2027 570,172 1,177 0.2%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 103,972 139 0.0%
Freshpet Inc. 5,540 243 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 220,336 292 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 1,057 1 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 838 1 0.0%
Frontken Corp. BHD 78,795 20 0.0%
FTI Consulting Inc. 8,984 839 0.1%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 80,083 100 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 885 1 0.0%
Fubon Financial Holding Co. Ltd. 13,638 29 0.0%
Fufeng Group Ltd. 1,567 1 0.0%
Fukuda Denshi Co. Ltd. 84 7 0.0%
Funai Electric Co. Ltd. 3,504 31 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 93,611 118 0.0%
Futaba Corp. 1,790 37 0.0%
Futures Contracts 1,359 0.1%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 416,079 500 0.0%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 12-01-2022 10,905 15 0.0%
Galp Energia SGPS SA 1,505 33 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 381,102 497 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 355,574 355 0.0%
Gartner Inc. 1,365 278 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 600,806 831 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 210,730 279 0.0%
GATX Corp. 11,690 1,298 0.2%
Gaz Metro Inc. 1.52% 05-25-2020 162,197 160 0.0%
Gazprom Neft PJSC 3,631 26 0.0%
Gazprom PJSC 33,325 107 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 192,200 269 0.0%
GCI Liberty Inc. Class A 2,301 146 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 533,587 507 0.0%
Gear Energy Ltd. 103 0.0%
GEK TERNA Holdings Real Estate Construction SA 783 5 0.0%
Gemdale Properties and Investment Corp. Ltd. 7,373 1 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,394,271 1,300 0.2%
General Electric Capital Corp. 4.60% 01-26-2022 1,824,301 1,808 0.2%
General Electric Capital Corp. F/R 07-30-2019 60,591 9 0.0%
General Electric Co. 4,683 47 0.0%
General Electric Co. 6.88% 01-10-2039 437,932 598 0.0%
General Electric Co. 8.35% 09-03-2022 104,658 6 0.0%
General Electric Co. F/R 05-05-2026 39,302 43 0.0%
General Electric Co. F/R 12-08-2021 27,541 4 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 2,754 4 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 478,273 472 0.0%
Genesco Inc. 5,784 321 0.0%
Genesis Trust II 1.699% 04-15-2020 540,657 534 0.0%
Genesis Trust II 2.43% 05-15-2019 2,370,707 2,372 0.3%
Genomic Health Inc. 218 23 0.0%
Genomma Lab Internacional SAB de CV 452 0.0%
Genting BHD 8,723 17 0.0%
Gentiva Health Services Inc. Term Loan 1st Lien F/R 06-21-2025 131,250 174 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 199,778 271 0.0%
Genworth MI Canada Inc. 17,592 767 0.1%
Genworth MI Canada Inc. 4.242% 04-01-2024 363,904 364 0.0%
George Kent (Malaysia) BHD 5,106 2 0.0%
George Weston Ltd. 1,899 182 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 604,805 732 0.1%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 574,744 689 0.1%
GFL Environmental Inc. Delay Draw Term Loan 1st Lien F/R 05-31-2025 595 1 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 498,581 693 0.1%
GHL Systems Bhd 2,009 1 0.0%
Gibson Energy Inc. 13,589 290 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 304,015 334 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,701,654 1,675 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 6,744 7 0.0%
Gildan Activewear Inc. 11,158 487 0.0%
Gilead Sciences Inc. 1,673 160 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 609,279 586 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 935,752 926 0.1%
Glacier Credit Card Trust 3.14% 09-20-2023 240,844 240 0.0%
Glanbia PLC 11,729 280 0.0%
GlaxoSmithKline PLC 41,909 1,153 0.2%
Glencore PLC 22,107 109 0.0%
Global Business Travel Holdings Ltd. Term B 1st Lien F/R 07-20-2025 4,342 6 0.0%
Global Standard Technology Co. Ltd. 1,088 6 0.0%
Global X MLP ETF 918 1 0.0%
Globant SA 1,041 81 0.0%
Globe Telecom Inc. 626 31 0.0%
GLP Capital LP / GLP Financing II Inc. 5.25% 06-01-2025 1,796 2 0.0%
GLP Capital LP / GLP Financing II Inc. 5.375% 04-15-2026 97,332 129 0.0%
GMP Capital Inc. 52 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 5,670 8 0.0%
Goldcorp Inc. 31,692 390 0.0%
Government of Aruba 4.625% 09-14-2023 1,377 2 0.0%
Government of Aruba 6.50% 01-31-2029 11,292 15 0.0%
Government of Australia 2.25% 05-21-2028 22,033 21 0.0%
Government of Australia 5.75% 07-15-2022 160,167 175 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 20,546 26 0.0%
Government of Bermuda 4.75% 02-15-2029 Callable 2028 4,847 6 0.0%
Government of Bermuda 4.854% 02-06-2024 5,762 8 0.0%
Government of Canada 0.75% 09-01-2021 754,840 726 0.1%
Government of Canada 1.00% 06-01-2027 6,442,133 5,818 0.6%
Government of Canada 1.00% 09-01-2022 145,561 139 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 6,562,378 7,896 0.7%
Government of Canada 1.50% 06-01-2023 2,853,004 2,768 0.3%
Government of Canada 1.50% 06-01-2026 532,339 505 0.0%
Government of Canada 1.75% 03-01-2023 892,006 876 0.1%
Government of Canada 1.75% 05-01-2020 623,835 621 0.0%
Government of Canada 2.00% 06-01-2028 30,480,330 29,778 2.4%
Government of Canada 2.25% 06-01-2025 761,540 762 0.1%
Government of Canada 2.25% 06-01-2029 4,368,299 4,355 0.4%
Government of Canada 2.50% 06-01-2024 1,808,542 1,835 0.2%
Government of Canada 2.75% 06-01-2022 512,970 522 0.0%
Government of Canada 2.75% 12-01-2048 21,572,375 23,212 1.9%
Government of Canada 3.00% 12-01-2036 Real Return 191,309 338 0.0%
Government of Canada 3.50% 06-01-2020 725,728 740 0.1%
Government of Canada 4.00% 12-01-2031 Real Return 618,636 1,267 0.2%
Government of Canada 4.25% 12-01-2021 Real Return 195,468 347 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 3,069,227 5,954 0.6%
Government of Cayman Islands 5.95% 11-24-2019 144A 5,233 7 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 91,172 135 0.0%
Government of France 4.32% 07-25-2029 260,650 727 0.1%
Government of Germany 0.25% 08-15-2028 554,666 830 0.1%
Government of Germany 0.50% 02-15-2028 5,343 7 0.0%
Government of Hungary 6.38% 03-29-2021 378,979 533 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 1,082,542,782 92 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 4,349,218,314 359 0.0%
Government of Indonesia 6.63% 05-15-2033 2,878,644,305 232 0.0%
Government of Indonesia 7.00% 05-15-2022 4,470,850,281 405 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 2,252,712,330 197 0.0%
Government of Indonesia 7.50% 08-15-2032 1,121,667,131 98 0.0%
Government of Indonesia 8.25% 07-15-2021 2,774,603,311 262 0.0%
Government of Indonesia 8.38% 03-15-2024 1,760,494,540 167 0.0%
Government of Indonesia 8.38% 09-15-2026 3,341,882,303 317 0.0%
Government of Ireland 1.00% 05-15-2026 5,508 9 0.0%
Government of Ireland 3.40% 03-18-2024 408,302 718 0.1%
Government of Italy 1.30% 05-15-2028 4,407 6 0.0%
Government of Jamaica 8.00% 06-24-2019 1,873 3 0.0%
Government of Japan 0.10% 02-15-2019 2,754,150 32 0.0%
Government of Japan 0.10% 09-20-2019 5,985 8 0.0%
Government of Malaysia 3.62% 11-30-2021 256,267 81 0.0%
Government of Malaysia 3.73% 06-15-2028 237,786 73 0.0%
Government of Malaysia 3.84% 04-15-2033 672,208 199 0.0%
Government of Malaysia 3.88% 03-14-2025 349,903 110 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 415,694 129 0.0%
Government of Malaysia 4.06% 09-30-2024 1,297,351 413 0.0%
Government of Malaysia 4.16% 07-15-2021 740,217 238 0.0%
Government of Mexico 10.00% 12-05-2024 5,084,309 347 0.0%
Government of Mexico 4.60% 01-23-2046 93,636 107 0.0%
Government of Mexico 6.50% 06-10-2021 5,913,604 367 0.0%
Government of New Zealand 3.00% 04-15-2020 384,400 357 0.0%
Government of New Zealand 5.50% 04-15-2023 137,990 141 0.0%
Government of New Zealand 6.00% 05-15-2021 365,919 368 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,256,693 199 0.0%
Government of Norway 4.50% 05-22-2019 3,267,402 514 0.0%
Government of Philippines 3.50% 03-20-2021 13,052,364 310 0.0%
Government of Philippines 3.50% 04-21-2023 8,368,098 186 0.0%
Government of Philippines 4.625% 09-09-2040 1,250,780 22 0.0%
Government of Philippines 4.95% 01-15-2021 4,410,748 111 0.0%
Government of Philippines 6.25% 01-14-2036 6,653,082 164 0.0%
Government of Philippines 7.375% 03-03-2021 4,607,875 119 0.0%
Government of Philippines 8.00% 07-19-2031 5,855,945 161 0.0%
Government of Philippines 8.125% 12-16-2035 2,956,925 81 0.0%
Government of Portugal 5.13% 10-15-2024 144A 176,183 243 0.0%
Government of Qatar 6.55% 04-09-2019 15,423 21 0.0%
Government of Russia 7.05% 01-19-2028 782,178 14 0.0%
Government of Singapore 2.50% 06-01-2019 418,898 407 0.0%
Government of Singapore 3.25% 09-01-2020 593,849 588 0.0%
Government of United Kingdom 1.50% 07-22-2047 6,470,737 9,606 0.8%
Government of United Kingdom 1.63% 10-22-2028 478,135 831 0.1%
Grafton Group PLC 2,772 33 0.0%
Graham Holdings Co. 196 172 0.0%
Gran Tierra Energy Inc. 62,888 223 0.0%
Grand Canyon Education Inc. 1,924 313 0.0%
Grand Ocean Retail Group Ltd. 2,264 3 0.0%
Grand Pacific Petrochemical Corp. 1,106 1 0.0%
Granite Real Estate Investment Trust 16,133 885 0.1%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 62,383 63 0.0%
Gray Escrow Inc. 7.00% 05-15-2027 [144A] Callable 2022 295,282 399 0.0%
Great Canadian Gaming Corp. 5,914 305 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 144A 21,817 22 0.0%
Great Eagle Holdings Ltd. 6,858 37 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 3,132 4 0.0%
Great-West Lifeco Inc.* 4,234 129 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 408,736 482 0.0%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 207,945 288 0.0%
Green Cross Holdings Corp. 100 3 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 186,627 249 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 85,012 101 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 19,523 26 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 161,330 213 0.0%
Grupa Lotos SA 129 4 0.0%
Grupo Aeroportuario del Centro Norte SAB de CV (OMA) 13,401 79 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 9 0.0%
Grupo Comercial Chedraui SA de CV 636 2 0.0%
Grupo Financiero Banorte SAB de CV Series O 24,679 150 0.0%
Grupo Herdez SAB de CV 304 1 0.0%
Grupo Mexico SAB de CV Series B 9 0.0%
Grupo Simec SA de CV 10,964 44 0.0%
GS Engineering & Construction Corp. 1,622 84 0.0%
GS Holdings Corp. 15 1 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 33,265 44 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 28,337 38 0.0%
GS Retail Co. Ltd. 32 1 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 6,831 9 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 37,803 50 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 7,977 11 0.0%
Guangzhou Automobile Group Co. Ltd. 12,350 17 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 184 1 0.0%
Guangzhou R&F Properties Co. Ltd. H 40,568 84 0.0%
Guardian Capital Group Ltd. 21 0.0%
Gulf Keystone Petroleum Ltd. 6,030 19 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 2,983 4 0.0%
H&R Real Estate Investment Trust 11,137 234 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 278,646 271 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 553,588 534 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 169,978 167 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 105,956 141 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 915,678 1,130 0.2%
Haemonetics Corp. 16,604 2,368 0.3%
Halcon Resources Corp. 122 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 33 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 33,472 44 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 79,481 105 0.0%
Hana Financial Group Inc. 2,768 124 0.0%
Handsome Co. 495 22 0.0%
Hang Lung Development Co. 58,249 215 0.0%
Hanil Hyundai Cement Co. Ltd. 29 2 0.0%
Hanjaya Mandala Sampoerna TBK PT 53,420 18 0.0%
Hannover Rueckversicherung SE Reg. 6,372 1,176 0.2%
HannStar Display Corp. 1,567 1 0.0%
Hansol Paper Co. Ltd. 1,053 21 0.0%
Hanwha General Insurance Co. Ltd. 119 1 0.0%
HAP Seng Consolidated BHD 15,597 49 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 64,924 85 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 116,383 6 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 35,532 47 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 390,936 402 0.0%
Hartalega Holdings Bhd 21,533 44 0.0%
Harum Energy TBK PT 84,542 11 0.0%
Haseko Corp. 1,660 27 0.0%
Hawaiian Electric Industries Inc. 5,415 276 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 [144A] Callable 2020 89,940 113 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 287,947 386 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 136,265 187 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 843,620 1,079 0.2%
HCA Inc. 5.00% 03-15-2024 136,758 183 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 99,796 134 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 6,235 8 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 4,988 7 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 146,614 211 0.0%
HCA Inc. Term Loan B11 1st Lien F/R 03-18-2023 108,283 143 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 275,111 276 0.0%
HDFC Bank Ltd. ADR 673 91 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 170,515 219 0.0%
HealthSouth Corp. 1,243 124 0.0%
Hearthside Group Holdings LLC 1st Lien F/R 05-17-2025 2,992 4 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 28,835 38 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04/17/2025 191,756 251 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,431,701 1,428 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,747,153 1,730 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 486,013 474 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 680,159 669 0.1%
Heidrick & Struggles International Inc. 397 19 0.0%
Helen of Troy Ltd. 441 84 0.0%
Hellenic Telecommunications Organization SA (OTE) 286 4 0.0%
Henkel AG & Co. KGaA 2,510 344 0.0%
Henkel AG & Co. KGaA Pfd. 3,469 532 0.0%
Hennes & Mauritz AB B 18,299 449 0.0%
Henry Schein Inc. 5,584 662 0.1%
Herbalife Ltd. 605 46 0.0%
Hermes International 11 8 0.0%
Heroux-Devtek Inc. 10 0.0%
Hess Corp. Pfd. Conv. 3,191 254 0.0%
Hexindai Inc. 1,223 7 0.0%
High Arctic Energy Services Inc. 21 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 144,675 186 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 144A 28,337 36 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 100,839 133 0.0%
Hitachi Ltd. 12,876 496 0.0%
HKBN Ltd. 3,520 18 0.0%
HKC Holdings Ltd. 9,667 10 0.0%
HMC Investment Securities Co. Ltd. 40 0.0%
HMS Holdings Corp. 3,168 151 0.0%
Holiday Entertainment Co. Ltd. 737 2 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 2,638,821 2,612 0.3%
HollyFrontier Corp. 19,455 1,616 0.2%
Holy Stone Enterprise Co. Ltd. 92 0.0%
Home Capital Group Inc. 896 16 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 7,558 10 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 12,813 17 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 574,061 575 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 384,463 386 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 105,332 105 0.0%
Honda Motor Co. Ltd. 6,452 242 0.0%
Hong Kong Aircraft Engineering Co. Ltd. 51,408 6 0.0%
Hong Leong Financial Group BHD 885 5 0.0%
Hongkong Land Holdings Ltd. 67,563 585 0.0%
Hopewell Holdings Ltd. 33,911 152 0.0%
Horizon North Logistics Inc. 2,771 6 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 205,224 271 0.0%
Host Hotels & Resorts Inc. 6,941 175 0.0%
Hotel Shilla Co. Ltd. 10 1 0.0%
House Foods Corp. 2,827 134 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 3,462 4 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 94,899 124 0.0%
HP Inc. 1,188 36 0.0%
HSBC Bank Canada 2.17% 06-29-2022 879,607 850 0.1%
HSBC Bank Canada 2.54% 01-31-2023 417,969 406 0.0%
HSBC Bank Canada 3.25% 09-15-2023 1,684,973 1,678 0.2%
HSBC Bank Canada F/R 07-10-2019 2,384,723 2,386 0.3%
HSBC Holdings PLC 32,676 368 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,101,659 13 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 553,133 540 0.0%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 158,935 192 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 209,846 274 0.0%
HUBER+SUHNER AG 130 12 0.0%
Huchems Fine Chemical Corp. 190 6 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 5,906 8 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 3,950 5 0.0%
Hudson Ltd. 2,728 75 0.0%
Huishang Bank Corp. Ltd. 5,972 4 0.0%
Hungary Government International Bond 6.25% 01-29-2020 247,642 339 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 97,332 124 0.0%
Huntington Ingalls Industries Inc. 1,681 482 0.0%
Huntsman Corp. 2,782 75 0.0%
Husky Energy Inc. 42,525 702 0.1%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 275,527 263 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 28,312 405 0.0%
Husky Energy Inc. 7.25% 12-15-2019 2,743 4 0.0%
Huvis Corp. 1,640 15 0.0%
Hwail Pharmaceutical Co. Ltd. 1,836 15 0.0%
Hydro One Inc. 20,637 406 0.0%
Hydro One Inc. 2.97% 06-26-2025 Callable 2025 1,203,023 1,179 0.2%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 244,335 227 0.0%
Hydro One Inc. 3.72% 11-18-2047 744,016 705 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 368,062 308 0.0%
Hypermarcas SA 4,249 47 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 20,117 27 0.0%
Hyundai Development Co. 696 14 0.0%
Hyundai Engineering & Construction Co. Ltd. 65 4 0.0%
Hyundai Heavy Industries Co. Ltd. 20 9 0.0%
Hyundai Hy Communications & Network Co. Ltd. 94,082 25 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 423 20 0.0%
Hyundai Mipo Dockyard Co. Ltd. 4 1 0.0%
Hyundai Telecommunication Co. Ltd. 1,424 18 0.0%
IAMGOLD Corp. 21,852 88 0.0%
IBERIABANK Corp. 123 12 0.0%
IBI Group Inc. 1,906 8 0.0%
ICA Gruppen AB 6,835 329 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 1,079 1 0.0%
ICICI Bank Ltd. ADR 3,816 52 0.0%
IDEX Corp. 42 8 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 392,388 507 0.0%
IGB Real Estate Investment Trust 2,912 2 0.0%
IGG Inc. 11,797 19 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 3,112 3 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 589 1 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 112,117 146 0.0%
Ildong Pharmaceutical Co. Ltd. 514 14 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 6,732 9 0.0%
Immunomedics Inc. 1,357 36 0.0%
Imperial Oil Ltd. 15,691 621 0.0%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 2,105 3 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 111,206 145 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,442,808,144 141 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 924,559,075 92 0.0%
Industrial Alliance Insurance and Financial Services Inc. 17,991 874 0.1%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 478,273 479 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 519,862 517 0.0%
Industrial and Commercial Bank of China Ltd. H 441,878 419 0.0%
Industrial Bank of Korea 328 6 0.0%
Industrias CH SAB de CV 1,422 8 0.0%
Industries Qatar QSC 184 9 0.0%
Infigen Energy 157 0.0%
Infomart Corp. 323 4 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 2,444 3 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 2,584 3 0.0%
Infosys Ltd. ADR 15,941 209 0.0%
ING Groep NV 26,619 431 0.0%
Ingersoll-Rand PLC 435 60 0.0%
Innovative Industrial Properties Inc. 813 53 0.0%
Inovalis Real Estate Investment Trust 258 3 0.0%
InPower BC General Partnership 4.471% 03-31-2033 372,845 385 0.0%
Insperity Inc. 8,570 1,140 0.2%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 336,039 347 0.0%
Instructure Inc. 4,038 203 0.0%
Intact Financial Corp. 6,759 719 0.1%
Intact Financial Corp. 3.77% 03-02-2026 MTN 539,617 546 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 56,584 75 0.0%
Integrys Energy Group Inc. Pfd. 813 27 0.0%
Intel Corp. 453 30 0.0%
Intel Corp. 4.00% 12-01-2022 128,133 129 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 4,465 6 0.0%
Intelsat SA 300,973 401 0.0%
Inter Pipeline Ltd. 21,023 449 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 652,795 616 0.0%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 565,610 540 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 386,571 368 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 9,976 10 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 390,936 366 0.0%
Inter RAO UES PJSC 337,671 28 0.0%
Inter-American Development Bank 3.50% 05-15-2021 134,294 126 0.0%
Inter-M Corp. 4,875 16 0.0%
Interfor Corp. 6,975 105 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 136,525 181 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 14,307 19 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 103,492 102 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 125,669 118 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 6,172,583 116 0.0%
International Business Machines Corp. 2.625% 08-05-2022 43,122 75 0.0%
International Business Machines Corp. 2.75% 12-21-2020 44,354 77 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 13,631 18 0.0%
International Finance Corp. 3.625% 05-20-2020 371,056 346 0.0%
International Finance Corp. 7.00% 07-20-2027 796,885 44 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 60,371 82 0.0%
International Paper Co. 879 54 0.0%
International Seaways Inc. 5,298 136 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 11,604 15 0.0%
International Textile Group Inc. Term Loan 2nd Lien F/R 04-19-2025 2,529 3 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 61,344 75 0.0%
InterRent Real Estate Investment Trust 34,602 450 0.0%
Intuitive Surgical Inc. 1,542 1,088 0.2%
Invenergy Thermal Operating I LLC Term Loan 1st Lien F/R 06-25-2025 104,762 140 0.0%
Investec Ltd. 27,253 219 0.0%
Investec PLC 101 1 0.0%
Investor AB B 177 10 0.0%
Invitation Homes Inc. 860 25 0.0%
IPL Plastics Inc. 41,211 427 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 123,802 126 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 203,160 255 0.0%
IRB Brasil Resseguros SA 1,180 30 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 26,970 36 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 1,082,972 1,089 0.2%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 346,262 451 0.0%
iShares Canadian Corporate Bond Index ETF 128,900 2,637 0.3%
iShares Floating Rate Bond ETF 48,111 22 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 33 10 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 01-18-19 3 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Written Put Option @ $79.00 Exp. 04-18-2019 -17 -2 0.0%
iShares MSCI EAFE ETF 2,541 212 0.0%
iShares MSCI India ETF 22,794 1,012 0.2%
iShares MSCI Thailand ETF 2,389 274 0.0%
Itau Unibanco Holding SA 2,058 25 0.0%
Itau Unibanco Holding SA Pref. ADR 848 11 0.0%
Itausa- Investimentos Itau SA 22,151 94 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 362,816 449 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 366,265 363 0.0%
J Sainsbury PLC 65,945 341 0.0%
J.B. Hunt Transport Services Inc. 3,156 446 0.0%
Jack Henry & Associates Inc. 6,886 1,279 0.2%
Jamieson Wellness Inc. 34,468 750 0.1%
Japan Petroleum Exploration Co. Ltd. 987 27 0.0%
Japan Post Holdings Co. Ltd. 61,952 1,003 0.1%
Japfa Comfeed Indonesia Tbk 137,550 26 0.0%
JB Financial Group Co. Ltd. 788 5 0.0%
JBS SA 3,281 13 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 15,963 21 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 151,800 202 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 858 1 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 1,357 2 0.0%
Jiayuan International Group Ltd. 1,290 3 0.0%
JNBY Design Ltd. 33 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 410,796 411 0.0%
John Laing Group PLC 38,865 216 0.0%
Johnson & Johnson 2,767 540 0.0%
JPMorgan Chase & Co. 11,627 1,718 0.2%
JPMorgan Chase & Co. 2.75% 08-24-2022 66,531 108 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 434,605 436 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 36,962 50 0.0%
JPMorgan Chase & Co. F/R 05-15-2047 Callable 2017 206,985 227 0.0%
JPMorgan Chase Commercial Morgage Secutities 3.66% 06-15-2023 144A 55,442 74 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 51,746 71 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 29,313 39 0.0%
JSE Ltd. 1,346 21 0.0%
Just Energy Group Inc. 71,512 405 0.0%
Kamei 828 13 0.0%
Kardex AG 59 9 0.0%
KB Financial Group Inc. 1,571 88 0.0%
KB Financial Group Inc. ADR 1,696 95 0.0%
KC Co. Ltd. 960 15 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 195,168 248 0.0%
Kelly Services Inc. Class A 2,990 91 0.0%
Kelt Exploration Ltd. 10 0.0%
Kenedix Residential Next Investment Corp. 21,707 19 0.0%
Kennedy-Wilson Holdings Inc. 11,423 297 0.0%
Kering 585 341 0.0%
Kerry Properties Ltd. 11,624 53 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 314,244 416 0.0%
Keyera Corp. 4,173 121 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 295,282 288 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 73,782 98 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 178,557 238 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 1,516 2 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 161,526 212 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 157,243 205 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 217,424 287 0.0%
Kforce Inc. 1,630 69 0.0%
KFW 3.375% 02-15-2021 140,454 131 0.0%
KFW 3.75% 05-29-2020 206,985 193 0.0%
KG Chemical Corp. 585 13 0.0%
Kia Motors Corp. 2,326 84 0.0%
Kiatnakin Bank PCL 857 3 0.0%
Killam Apartment Real Estate Investment Trust 22,398 369 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 2 0.0%
Kinaxis Inc. 1,328 99 0.0%
Kinden Corp. 3,747 86 0.0%
Kinder Morgan Canada Ltd. 5,713 89 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 165,515 216 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 379 1 0.0%
King's Town Bank Co. Ltd. 1,014 1 0.0%
Kingboard Chemical Holdings Ltd. 6,509 25 0.0%
Kingboard Laminates Holdings Ltd. 415 1 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 248,875 378 0.0%
Kinross Gold Corp. 82,193 296 0.0%
Kirkland Lake Gold Ltd. 25,146 693 0.1%
KLX Energy Services Holdings Inc. 691 19 0.0%
KM Corp. 867 8 0.0%
Knorr-Bremse AG 143,716 189 0.0%
Koc Holding AS 212 1 0.0%
Kohl's Corp. 706 63 0.0%
Kolmar BNH Co. Ltd. 88 2 0.0%
Komatsu Ltd. 7,991 284 0.0%
Kommunalbanken AS F/R 05-26-2021 9,364 9 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 33,050 5 0.0%
Koninklijke Ahold Delhaize NV 16,726 573 0.0%
Korea Investment Holdings Co. Ltd. 123 10 0.0%
Kossan Rubber Industries 1,751 2 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 1,541,911 1,536 0.2%
Kraft Canada Inc. F/R 07-06-2020 1,199,426 1,210 0.2%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 6,885 8 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 50,514 76 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 102,260 156 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 236,554 392 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 634,856 717 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 54,667 63 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 580,508 564 0.0%
Krungthai Card PCL 9,631 13 0.0%
KSB SE & Co. KGaA 150,548 200 0.0%
KT Corp. ADR 65 1 0.0%
KT Skylife Co. Ltd. 1,340 18 0.0%
Kuehne + Nagel International AG 2,227 417 0.0%
Kumba Iron Ore Ltd. 1,962 47 0.0%
Kumho Industrial Co. Ltd. 1,239 17 0.0%
Kumho Petrochemical Co. Ltd. 309 34 0.0%
Kunlun Energy Co. Ltd. 6,267 10 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 1,569 13 0.0%
KWG Property Holding Ltd. 1,276 2 0.0%
Kyobo Securities Co. Ltd. 45 1 0.0%
L E Lundbergforetagen AB Class B 5,072 202 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 88,977 117 0.0%
L'Oréal SA 419 132 0.0%
La Comer SAB de CV 22,764 31 0.0%
Labrador Iron Ore Royalty Corp. 21,610 575 0.0%
Lai Sun Development Co. Ltd. 2,408 5 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 19,466 26 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 758 1 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,013,745 1,315 0.2%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2017 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 202,057 197 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 136,758 126 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 205,753 211 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 15,368 17 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 2,098 3 0.0%
Lar Espana Real Estate SOCIMI SA 665 8 0.0%
Largo Resources Ltd. 11,714 43 0.0%
Larsen & Toubro Ltd. 92 2 0.0%
Lassonde Industries Inc. Class A Sub. voting 77 16 0.0%
Laurentian Bank of Canada 2,281 95 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 393,016 383 0.0%
Laurentian Bank of Canada F/R 10-22-2019 77,546 78 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 19,850 25 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-09-2022 8,196 10 0.0%
Learning Technologies Group PLC 12,929 21 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 627,424 860 0.1%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 2,015 3 0.0%
Lenovo Group Ltd. 79,284 76 0.0%
Leon's Furniture Ltd. 52 1 0.0%
Leroy Seafood Group ASA 4,533 51 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 571,848 757 0.1%
LF Corp. 800 23 0.0%
LG Corp. 696 60 0.0%
LG Electronics Inc. 14 1 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 60,704 81 0.0%
LG Uplus Corp. 322 7 0.0%
Li Ning Co. Ltd. 9,189 13 0.0%
Liberty Expedia Holdings Inc. 197 11 0.0%
Liberty Global PLC Class A 11,826 390 0.0%
Liberty Holdings Ltd. 6,953 72 0.0%
Liberty Latin America Ltd.- Class A 690 17 0.0%
Lien Hwa Industrial Corp. 1,475 2 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 86,678 116 0.0%
LifeScan Global Corp. Term Loan 1L F/R 06-19-2024 247,007 316 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 116,777 147 0.0%
Lifetime Brands Inc. Term Loan B 1st Lien F/R 03-31-2025 2,855 4 0.0%
Lilang China Co. Ltd. 27,889 30 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 93,882 127 0.0%
Linamar Corp. 790 38 0.0%
Linde PLC 213,298 284 0.0%
Lion Travel Service Co. Ltd. 4,237 16 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 40,454 53 0.0%
Lite-On Technology Corp. 23,284 41 0.0%
LivaNova PLC 447 60 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 41,890 56 0.0%
Liverty Latin America Ltd.-Class C 1,845 45 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 45,505 45 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-17-2020 5,724 7 0.0%
Lloyds Bank PLC F/R 07-11-2023 3,676,258 3,607 0.4%
Lloyds Banking Group PLC 3.50% 02-03-2025 606,991 585 0.0%
LMBE-MC HoldCo II LLC Term Loan B 1st Lien F/R 11-15-2025 14,648 19 0.0%
Loblaw Companies Ltd. 18,537 1,136 0.2%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 176,753 178 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 453,736 457 0.0%
Loblaw Companies Ltd. 4.86% 09-12-2023 Callable 82,970 87 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,243,310 2,516 0.3%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 59,372 56 0.0%
Longfor Properties Co. Ltd. 4,839 18 0.0%
Loral Space & Communications Inc. 1,282 72 0.0%
Lotte Food Co. Ltd. 21 17 0.0%
Lotte Himart Co. Ltd. 25 2 0.0%
Lotte Non-Life Insurance Co. Ltd. 650 2 0.0%
Lotus Pharmaceutical Co. Ltd. 553 2 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 1,496 2 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 325,018 304 0.0%
Lower Mattagami Energy LP 4.176% 02-23-2046 135,164 142 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 2,963 4 0.0%
LS Corp. 125 8 0.0%
LS Industrial Systems Co. Ltd. 17 1 0.0%
LSR Group OJSC-GDR Regs 8,114 21 0.0%
LT Group Inc. 2,912 1 0.0%
Lucara Diamond Corp. 12,188 23 0.0%
Lukoil 286 28 0.0%
Lukoil PJSC - Sponsored ADR 477 47 0.0%
Lululemon Athletica Inc. 5,661 997 0.1%
Lundin Mining Corp. 92,580 536 0.0%
Luye Pharma Group Ltd. 134,560 144 0.0%
LVMH Moet Hennessy Louis Vuitton SE 502 192 0.0%
LyondellBasell Industries NV Class A 5,021 623 0.0%
M&T Bank Corp. 5.00% 11-15-2018 Pfd. Series C 8 10 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 112,117 145 0.0%
M&T Bank Corp. Pfd. Series A 126 168 0.0%
Maanshan Iron and Steel Co. Ltd. H 123,280 75 0.0%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 31,910 40 0.0%
Machvision Inc. 184 3 0.0%
Mackenzie Global High Yield Fixed Income ETF 2,479 47 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 151,400 3,204 0.3%
Mackenzie Maximum Diversification Canada Index ETF 247,600 5,311 0.5%
Mackenzie Multi-Strategy Absolute Return Fund Series R 2,695,142 26,281 2.1%
Mackenzie Unconstrained Fixed Income Fund Series R 931 9 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 46,682 4,403 0.4%
Mackenzie US TIPS Index ETF (CAD-Hedged) 43,099 4,105 0.4%
Macquarie Mexico Real Estate Management SA de CV 30,032 35 0.0%
Macy's Inc. 11,519 524 0.0%
Maeil Dairies Co. Ltd. 324 30 0.0%
Magellan Aerospace Corp. 829 14 0.0%
Magna International Inc. 7,159 475 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 2,215,861 2,193 0.3%
Magna International Inc. Class A 2,331 155 0.0%
Magnitogorsk Iron & Steel Work 24,120 22 0.0%
Mahindra & Mahindra Ltd. 3,476 54 0.0%
Mainstreet Equity Corp. 41 2 0.0%
Makalot Industrial Co. Ltd. 755 6 0.0%
Malayan Banking BHD 101 0.0%
Malaysia Airports Holdings BHD 3,369 8 0.0%
Malaysia Steel Works (KL) BHD 130,376 17 0.0%
Mallinckrodt PLC 10,768 341 0.0%
Manhattan Associates Inc. 1,338 88 0.0%
Manila Water Co. 1,373 1 0.0%
Manpower Inc. 836 90 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 455,399 442 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 652,947 630 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 298,635 294 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,122,903 1,172 0.2%
Manulife Financial Corp. 102,660 2,255 0.3%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 445,395 441 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,131,220 1,096 0.2%
Maple Leaf Foods Inc. 22,682 670 0.1%
Marcopolo SA Pfd. 18,822 27 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 1,850 1 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 8,089 8 0.0%
Markel Corp. 282 428 0.0%
Marriott Ownership Resorts Inc. Term Loan B 1st Lien F/R 08-09-2025 181,112 240 0.0%
Martinrea International Inc. 38,666 415 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 399 1 0.0%
Mastronardi Produce Ltd. Term Loan B 1st Lien F/R 04-18-2025 153,313 204 0.0%
Matrix Service Co. 309 8 0.0%
Matson Inc. 1,413 74 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 1,462,341 1,394 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 3,325 4 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 4,180 5 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 784,516 919 0.1%
Maxar Technologies Ltd. 474 10 0.0%
MAXIMUS Inc. 8,676 820 0.1%
Mayne Pharma Group Ltd. 18,243 17 0.0%
MBK PCL 12,258 11 0.0%
McAfee LLC Term Loan 2nd Lien F/R 09-29-2025 11,011 15 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 166,635 163 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 355,767 351 0.0%
MCAP Service Corp. 1.08% 05-01-2022 261,409 262 0.0%
MCAP Service Corp. 1.13% 10-01-2021 492,136 492 0.0%
MCAP Service Corp. 1.24% 09-01-2021 384,000 386 0.0%
MCAP Service Corp. 1.386% 04-01-2021 368,035 370 0.0%
McCormick & Co. Inc. non-voting 125 25 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 127,845 144 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 26,911 34 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 789,359 771 0.1%
McGrath RentCorp. 7,444 529 0.0%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 40,040 49 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 161,399 183 0.0%
Medical Facilities Corp. 9,365 151 0.0%
Medicare Group 83 2 0.0%
Medifast Inc. 1,274 252 0.0%
Medtronic PLC 6,440 835 0.1%
MEG Energy Corp. 19,689 164 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 7,514 9 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 8,475 12 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 865,254 1,078 0.2%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 3,415 5 0.0%
Megacable Holdings SAB de CV 65 0.0%
MegaStudyEdu Co. Ltd. 189 7 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 362,262 361 0.0%
Mellanox Technologies Ltd. 3,053 377 0.0%
MercadoLibre Inc. 28 13 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 1,556 2 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 728 1 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 271,939 364 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 2,781 4 0.0%
Merck & Co. Inc. 3,112 328 0.0%
Mercuries & Associates Holding Ltd. 6,968 6 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 777,138 1,058 0.2%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 297,757 394 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 475 12 0.0%
Meritz Securities Co. Ltd. 12,641 66 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 160,901 161 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 670,206 672 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 120,741 151 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 5,753 8 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 13,337 18 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 7,961 10 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 71,485 94 0.0%
Mesa Laboratories Inc. 100 30 0.0%
Metair Investments Ltd. 10,615 19 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 114,561 152 0.0%
Methanex Corp. 15,125 1,113 0.2%
Metlifecare Ltd. 24,967 127 0.0%
Metro Inc. 21,962 1,006 0.1%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,153,262 1,048 0.2%
Metro-Goldwyn-Mayer Inc. Term Loan B 2nd Lien F/R 06-29-2026 128,133 169 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 1,174,889 1,160 0.2%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,369,317 1,373 0.2%
Mexican Bonos 7.75% 05-29-2031 5,330,843 307 0.0%
Mexican Bonos 8.00% 06-11-2020 2,899,388 188 0.0%
Mexican Bonos 8.00% 12-07-2023 7,881,314 495 0.0%
Mexichem SAB de CV 3 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 7,436 8 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 322,798 336 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 337,582 369 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 651,756 651 0.1%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 183,576 183 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 958 1 0.0%
Micro Focus International PLC ADR 1,266 33 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 111,419 147 0.0%
Micron Technology Inc. 2,136 109 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 138,250 183 0.0%
Microsoft Corp. 19,941 2,939 0.3%
Middleby Corp. 1,107 178 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 230,648 234 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 200,873 195 0.0%
MINDBODY Inc. Class A 6,446 238 0.0%
Mining and Metallurgical Co. Norilsk Nickel PJSC 92 23 0.0%
Minmetals Land Ltd. 21,748 5 0.0%
MIP IV Boomerang MergerSub LP Term Loan B 1st Lien F/R 10-01-2025 5,814 7 0.0%
Mirae Asset Life Insurance Co. 3,246 17 0.0%
Mirati Therapeutics Inc. 172,487 232 0.0%
Mirle Automation Corp. 9,107 18 0.0%
Mission Broadcasting Inc. Term Loan B3 1st Lien F/R 01-17-2024 8,443 172 0.0%
Mitel Networks Corp. 3,596 53 0.0%
Mitsubishi Electric Corp. 22,037 387 0.0%
Mitsuboshi Belting Ltd. 662 19 0.0%
Mitsui & Co. Ltd. 4,365 91 0.0%
MiX Telematics Ltd. ADR 1,187 28 0.0%
MK Restaurants Group PCL 286 1 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 15,328 21 0.0%
Mobile TeleSystems ADR 1,364 13 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 569 1 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 1,726 2 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 88,708 132 0.0%
Momo Inc. 2,588 108 0.0%
Monarch Casino & Resort Inc. 322 17 0.0%
Mondi Ltd. 12,133 356 0.0%
Moorim P&P Co. Ltd. 3,556 26 0.0%
Moorim Paper Co. Ltd. 4,379 15 0.0%
Morgan Stanley 3.00% 02-07-2024 906,640 880 0.1%
Morgan Stanley 3.59% 07-22-2028 1,318 68 0.0%
Morgan Stanley Capital 4.295% 09-09-2024 54,210 69 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 99,796 132 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 78,851 105 0.0%
Morguard North American Residential Real Estate Investment Trust 2,771 48 0.0%
Morguard Real Estate Investment Trust 62 1 0.0%
Morneau Shepell Inc. 28,166 736 0.1%
Mosenergo PJSC 96,324 3 0.0%
Motor Oil (Hellas) Corinth Refineries SA 1,154 35 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 27,352 35 0.0%
Mountain Province Diamonds Inc. 8.00% 12-15-2022 Callable 2019 144A 37,430 50 0.0%
Mpact Ltd. 8,818 19 0.0%
Mr. Price Group Ltd. 396 9 0.0%
MTY Food Group Inc. 1,844 121 0.0%
Muhibbah Engineering (M) Bhd 22,710 20 0.0%
Mullen Group Ltd. 1,071 13 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 209,449 285 0.0%
Murray & Roberts Holdings Ltd. 525 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 144,106 174 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 87,262 116 0.0%
Nan Ya Plastic Corp. 10,872 35 0.0%
Nanya Technology Corp. 36,308 95 0.0%
Naspers Ltd. 387 103 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 2,754 4 0.0%
National Bank of Canada 26,973 1,635 0.2%
National Bank of Canada 1.96% 06-30-2022 4,329,413 4,170 0.4%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 529,220 515 0.0%
National Bank of Canada F/R 06-11-2019 2,216,191 2,218 0.3%
National Oilwell Varco Inc. 3,935 168 0.0%
National Presto Industries Inc. 121 21 0.0%
National Western Life Group Inc. 175 72 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 64,403 85 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 165,095 216 0.0%
Natural Grocers by Vitamin Cottage Inc. 241 6 0.0%
Natural Health Trends Corp. 156 4 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 910,175 872 0.1%
NAV CANADA 7.40% 06-01-2027 501,355 659 0.1%
NAV CANADA 7.56% 03-01-2027 Callable 2017 379,291 445 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 114,581 149 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 5,248 7 0.0%
NCR Corp. 2,509 92 0.0%
NCsoft Corp. 159 97 0.0%
Nedbank Group Ltd. 55 1 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 146,270 193 0.0%
Nemak SAB de CV 37,604 36 0.0%
Neo Performance Materials Inc. 474 7 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 1,486 2 0.0%
Neste Oil OYJ 2,839 295 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 56,674 97 0.0%
Nestle Malaysia BHD 147 7 0.0%
Nestlé SA Reg. 2,772 315 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 149,078 218 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 2,125 3 0.0%
Netflix Inc. 5.88% 11-15-2028 144A 168,791 222 0.0%
Nevsun Resources Ltd. 10,808 64 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 58,357 77 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,404,392 1,623 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 23,248 31 0.0%
New Flyer Industries Inc. 16,003 605 0.0%
New Gold Inc. 178 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 3,053 3 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 2,005 2 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 896,563 1,129 0.2%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,296,836 1,611 0.2%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 68,914 94 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 80,330 87 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 59,385 55 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 168,791 152 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 947,471 1,200 0.2%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 91,172 121 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 246,256 335 0.0%
NewOcean Energy Holdings Ltd. 24,419 12 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 125,669 162 0.0%
NextEra Energy Inc. Conv. Pfd. 5,219 412 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 105,217 132 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 100,289 122 0.0%
NextEra Energy Partners LP 1.50% 09-15-2020 Conv. 75,155 98 0.0%
NH Investment & Securities Co. Ltd. 122 2 0.0%
Nickel Asia Corp. 139,784 8 0.0%
Nielsen Holdings PLC 8,209 296 0.0%
Nike Inc. Class B 1,804 180 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 1,137 1 0.0%
Nine Point Energy Holdings Inc. 41 1 0.0%
Nine Point Energy Holdings Inc. Pfd. 1 2 0.0%
Nippo Corp. 3,571 81 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 948,229 933 0.1%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 27,479 37 0.0%
NMN Holdings III Corp. Term Loan Delayed Draw 1st Lien F/R 10-26-2025 769 2 0.0%
NN Group NV 9,391 531 0.0%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 968 1 0.0%
Noevir Holdings Co. Ltd. 502 31 0.0%
Nokia OYJ 3.38% 06-12-2022 519,862 659 0.1%
Nomura Holdings Inc. 2.10% 11-27-2019 347,268 458 0.0%
Norbord Inc. 9,128 339 0.0%
Nordic Investment Bank 1.375% 07-15-2020 906,790 141 0.0%
Nordic Investment Bank 4.13% 03-19-2020 182,344 171 0.0%
Nordic Investment Bank 5.00% 04-19-2022 104,724 110 0.0%
Norfolk Southern Corp. 4,310 978 0.1%
NOROO Paint & Coatings Co. Ltd. 909 9 0.0%
North Battleford Power LP 4.958% 12-31-2032 630,761 679 0.1%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 487,968 458 0.0%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 252,861 251 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 260,971 248 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 620,716 636 0.0%
Northland Power Inc. 21,925 490 0.0%
Northrop Grumman Corp. 234 81 0.0%
Northview Apartment Real Estate Investment Trust 19,143 505 0.0%
NorthWest Healthcare Properties Real Estate Investment Trust 1,447 15 0.0%
Norwegian Finans Holding ASA 3,487 39 0.0%
Norwegian Government 3.75% 05-25-2021 2,944,604 484 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 124,767 126 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 234,771 236 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 189,230 190 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 1,722 2 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 4,723 6 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 6,065 8 0.0%
Novanta Inc. 1,689 146 0.0%
Novartis AG Reg. 5,924 719 0.1%
Novatek Microelectronics Corp. 13,857 78 0.0%
Novatek OAO 65 15 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 1,357 2 0.0%
Novellus Systems Inc. 2.625% 05-15-2041 Conv. 25,873 161 0.0%
Novolipetsk Steel PJSC 6,194 19 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 129,365 185 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 144A 968 1 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 146,614 199 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 3,990 6 0.0%
NTPC Ltd. 4.38% 11-26-2024 99,303 129 0.0%
NTT DoCoMo Inc. 335 10 0.0%
Nucor Corp. 648 52 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 469,035 599 0.0%
Nutrien Ltd. 124,304 2,589 0.3%
NuVista Energy Ltd. 7,552 29 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 421,960 408 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 137,244 174 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 55,115 56 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 133,062 174 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 5,571 7 0.0%
O-TA Precision Industry Co. Ltd. 20,621 17 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 117,045 150 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 2,300 3 0.0%
OBIC Business Consultants Co. Ltd. 109 13 0.0%
Obsidian Energy Ltd. 101,184 68 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 188,504 245 0.0%
OceanaGold Corp. 14,630 57 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 241,958 324 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 109,124 147 0.0%
OFG Bancorp 93,641 20 0.0%
Oi SA 3,088 2 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 137,244 164 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 65,299 85 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 48,050 59 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 98,132 126 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 118,529 153 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 3,112 4 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 245,999 243 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 2,722,623 2,701 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 727,807 736 0.1%
Omnicom Group Inc. 5,693 583 0.0%
Onex Corp. Sub. voting 1,669 138 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 806,826 767 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 441,051 596 0.0%
Ontario Hydro 0% 05-26-2025 330,632 272 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 956,547 943 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 224,580 213 0.0%
OPB Finance Trust 2.98% 01-25-2027 363,904 361 0.0%
Open Text Corp. 20,180 919 0.1%
Oppenheimer Holdings Inc. Class A non-voting 4,970 188 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 7,418 10 0.0%
Oracle Corp. 9,107 590 0.0%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 1,020 0.0%
Orior AG 167 19 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 806,742 916 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 3,761 5 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 2,015 3 0.0%
Osisko Mining Inc. 1 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 155,732 207 0.0%
OTP Bank NYRT 599 32 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 229 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 301,437 331 0.0%
Oxbow Carbon LLC Term Loan B 1st Lien F/R 12-18-2022 7,413 10 0.0%
Oxbow Carbon LLC Term Loan B 2nd Lien F/R 12-18-2023 6,758 9 0.0%
OZ Management LP Term Loan 1st Lien F/R 04-04-2023 140,398 185 0.0%
Packaging Corp. of America 303 39 0.0%
Padini Holdings BHD 3,843 6 0.0%
Pan American Silver Corp. 24,665 422 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 9,976 13 0.0%
Parex Resources Inc. 49,567 813 0.1%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 207,945 269 0.0%
Park Hotels & Resorts Inc. 64,553 2,645 0.3%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 728 1 0.0%
Parkland Fuel Corp. 27,396 1,072 0.2%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 4,290 4 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 1,175,465 1,169 0.2%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 1,060,712 1,371 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 35,351 36 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 1,995 2 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 99,796 127 0.0%
Partners Group Holding AG 613 535 0.0%
Pason Systems Inc. 35,627 710 0.1%
Patterson Companies Inc. 7,945 268 0.0%
PayPal Holdings Inc. 13 1 0.0%
PBF Energy Inc. 372 19 0.0%
Pearson PLC 33,451 546 0.0%
Pembina Pipeline Corp. 31,747 1,422 0.2%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 362,656 350 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 256,604 252 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 777,714 764 0.1%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 1,596,185 1,507 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 327,513 311 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 651,907 623 0.0%
Pengrowth Energy Corp. 10,303 7 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 3,093 4 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 1,187 1 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1,014 1 0.0%
People's United Financial Inc. Pfd. Series A 6,993 223 0.0%
PepsiCo Inc. 3,350 543 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 1,919,539 1,823 0.2%
PepsiCo Inc. 2.50% 11-01-2022 826 1 0.0%
Peregrine Holdings Ltd. 10,028 19 0.0%
Perficient Inc. 837 28 0.0%
PerkinElmer Inc. 11 1 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 78,851 102 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 121,973 161 0.0%
PetroChina Co. Ltd. ADR 55 5 0.0%
PetroChina Co. Ltd. H 117,537 109 0.0%
Petroleo Brasileiro SA - Petrobras ADR 11,867 230 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 11,889 104 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 595,056 126 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 161,399 200 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 39,426 53 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,432 2 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 1,562,242 81 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1,595,631 96 0.0%
Petron Corp. 11,401 2 0.0%
Petron Malaysia Refining & Marketing Bhd 1,696 4 0.0%
Petronas Chemicals Group BHD 112,531 329 0.0%
Petronas Gas BHD 673 4 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 817,274 912 0.1%
Pfizer Inc. 41,181 2,531 0.3%
PGE Polska Grupa Energetyczna SA 2,525 10 0.0%
Pharmally International Holding Co. Ltd. 929 6 0.0%
Pharmicell Co. Ltd. 179 3 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 2,754 4 0.0%
Phillips 66 3,235 402 0.0%
Phoenix Group Holdings 1,578 16 0.0%
PHX Energy Services Corp. 453 1 0.0%
PICC Property & Casualty Co. Ltd. H 7,373 10 0.0%
Pick n Pay Stores Ltd. 2,194 15 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 355,586 449 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 15,051 194 0.0%
Piraeus Bank SA 13,416 18 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 224,458 286 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 3,185 4 0.0%
Pixelle Specialty Solutions LLC B 1st Lien F/R 10-23-2024 921,657 922 0.1%
Pizza Pizza Royalty Corp. 41 0.0%
Plaza Retail REIT 21 0.0%
Plaza Trust F/R 04-02-2019 28 1 0.0%
PLDT Inc. 312 9 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 1,081,445 1,379 0.2%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 200,254 264 0.0%
PM Merger Sub Inc. Term Loan B 1st Lien F/R 03-07-2025 8,227 11 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 16,509 21 0.0%
Polar US Borrower LLC Term Loan 1st Lien F/R 08-21-2025 272,117 357 0.0%
Polaris Infrastructure Inc. 247 2 0.0%
Polo Ralph Lauren Corp. Class A 1,847 274 0.0%
Porsche Automobil Holding SE Pfd. 29,458 2,505 0.3%
Porto Seguro SA 74 1 0.0%
POSCO 316 93 0.0%
POSCO ADR 406 30 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 463,460 566 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 49,282 61 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 144,150 181 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 135,987 180 0.0%
Postal Savings Bank of China Co. Ltd. 2,765 2 0.0%
Power Corp. of Canada Sub. Voting* 9,643 256 0.0%
Powerlong Real Estate Holdings Ltd. 73,837 40 0.0%
Powszechna Kasa Oszczednosci Bank Polski 3,493 50 0.0%
Powszechny Zaklad Ubezpieczen SA 535 8 0.0%
PPB Group BHD 51,532 288 0.0%
PrairieSky Royalty Ltd. 213 4 0.0%
Precision Drilling Corp. 24,387 74 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 4,860 6 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 6,155 8 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 341,030 580 0.0%
Premier Inc. Class A 450 24 0.0%
Premium Brands Holdings Corp. 5,584 433 0.0%
President Chain Store Corp. 3,489 48 0.0%
Press Metal Aluminium Holdings BHD 59,610 90 0.0%
Pretium Resources Inc. 41 0.0%
Principal Financial Group Inc. 3,345 219 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 93,168 123 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 07-13-2021 10,954 14 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 224,428 300 0.0%
Prosperity Real Estate Investment Trust 52,686 26 0.0%
Proto Labs Inc. 807 138 0.0%
Province of Alberta 0.63% 04-18-2025 142,918 217 0.0%
Province of Alberta 1.00% 11-15-2021 168,791 283 0.0%
Province of Alberta 2.90% 12-01-2028 1,840 232 0.0%
Province of Alberta 3.05% 12-01-2048 875,448 829 0.1%
Province of Alberta 3.10% 06-01-2024 615,517 626 0.0%
Province of Alberta 3.40% 12-01-2023 136,758 141 0.0%
Province of British Columbia 2.70% 12-18-2022 640,470 644 0.1%
Province of British Columbia 3.25% 12-18-2021 445,002 455 0.0%
Province of British Columbia 3.30% 12-18-2023 239,137 246 0.0%
Province of British Columbia 3.70% 12-18-2020 413,810 425 0.0%
Province of British Columbia 6.35% 06-18-2031 1,079,234 1,454 0.2%
Province of British Columbia 6.60% 01-09-2020 4,139,695 78 0.0%
Province of Manitoba 2.45% 06-02-2025 646,501 631 0.0%
Province of Manitoba 2.55% 06-02-2023 217,302 216 0.0%
Province of Manitoba 3.30% 06-02-2024 392,808 404 0.0%
Province of Manitoba 6.30% 03-05-2031 457,479 601 0.0%
Province of New Brunswick 3.35% 12-03-2021 62,383 64 0.0%
Province of New Brunswick 3.65% 06-03-2024 597,010 623 0.0%
Province of New Brunswick 4.50% 06-02-2020 133,085 137 0.0%
Province of New Brunswick 4.55% 03-26-2037 107,092 123 0.0%
Province of Newfoundland 3.00% 06-02-2026 855,576 854 0.1%
Province of Newfoundland 3.70% 10-17-2048 1,389,513 1,438 0.2%
Province of Ontario 0% 06-02-2024 1,973,397 1,688 0.2%
Province of Ontario 0% 06-02-2026 390,936 312 0.0%
Province of Ontario 0% 07-13-2022 380,539 345 0.0%
Province of Ontario 2.60% 06-02-2025 368,062 363 0.0%
Province of Ontario 2.60% 09-08-2023 5,421,199 5,403 0.5%
Province of Ontario 2.85% 06-02-2023 359,121 362 0.0%
Province of Ontario 2.90% 06-02-2049 12,430,947 11,627 1.0%
Province of Ontario 3.15% 06-02-2022 912,878 930 0.1%
Province of Ontario 3.50% 06-02-2024 207,945 216 0.0%
Province of Ontario 4.20% 06-02-2020 181,952 187 0.0%
Province of Ontario 4.60% 06-02-2039 810,985 975 0.1%
Province of Ontario 5.60% 06-02-2035 350,179 456 0.0%
Province of Ontario 6.20% 06-02-2031 810,985 1,071 0.2%
Province of Ontario 6.50% 03-08-2029 905,600 1,178 0.2%
Province of Ontario Canada 2.90% 06-02-2028 12,701,275 12,603 1.1%
Province of Ontario F/R 08-21-2023 8,481 1,000 0.1%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 738,204 642 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 434,605 348 0.0%
Province of Quebec 2.50% 09-01-2026 821,382 801 0.1%
Province of Quebec 2.75% 09-01-2025 2,133,515 2,127 0.3%
Province Of Quebec 2.75% 09-01-2028 1,083,393 1,064 0.2%
Province of Quebec 3.00% 09-01-2023 1,356,397 1,377 0.2%
Province of Quebec 3.50% 12-01-2048 4,583,106 4,838 0.5%
Province of Quebec 3.75% 09-01-2024 551,054 581 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 51,986 96 0.0%
Province of Quebec 4.50% 12-01-2020 556,253 580 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 22,874 35 0.0%
Province of Quebec F/R 12-19-2018 473,995 474 0.0%
Province of Saskatchewan 3.30% 06-02-2048 476,194 476 0.0%
Prudential Financial Inc. 1,622 202 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 131,846 175 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 89,712 119 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 321,338 428 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 881,281 877 0.1%
PT Astra International TBK 125,039 100 0.0%
PT Bank Pembangunan Daerah Jawa TBK 32,342 2 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 34,401 12 0.0%
PT Gudang Garam TBK 8,850 67 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 25,724 25 0.0%
PT Indiak Energy TBK 253,490 43 0.0%
PT Indo Tambangraya Megah TBK 6,295 12 0.0%
PT Medco Energi Internasional Tbk 96,609 6 0.0%
PT Mitra Adiperkasa TBK 285,739 23 0.0%
PT Modernland Realty TBK 616,699 12 0.0%
PT Panin Financial TBK 49,872 1 0.0%
PT Perusahaan Gas Negara 49,485 9 0.0%
PT Perusahaan Perkebunan London Sumatra Indonesia Tbk 11,410 1 0.0%
PT Ramayana Lestari Sentosa TBK 150,887 17 0.0%
PT Salim Ivomas Pratama TBK 22,185 1 0.0%
PT Surya Semesta Internusa TBK 430,415 18 0.0%
PT Tambang Batubara Bukit Asam TBK 26,277 10 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 107,189 133 0.0%
PTC Thetapeutics Inc. 365 17 0.0%
PTT Exploration and Production PCL 295 2 0.0%
Public Bank BHD 166 1 0.0%
Publicis Groupe SA 2,146 169 0.0%
PulteGroup Inc. 7.875% 06-15-2032 3,731 5 0.0%
PW Medtech Group Ltd. 2,949 1 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-17-2021 4,925 7 0.0%
QAD Inc. Class A 201 11 0.0%
Qatar Islamic Bank 581 32 0.0%
QGEP Participacoes SA 11,333 41 0.0%
QinetiQ Group PLC 8,760 44 0.0%
Qinhuangdao Port Co. Ltd. 645 0.0%
Quad Graphics Inc. 2 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 519,897 681 0.1%
Qualitas Controladora SAB de CV 507 1 0.0%
Quarterhill Inc. 55,058 77 0.0%
Quebecor Inc. Class B Sub. voting 64,058 1,837 0.2%
Quebecor Media Inc. 6.625% 01-15-2023 144A 806,648 844 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 37,456 36 0.0%
Queensland Treasury Corp. 3.25% 08-21-2029 5,814 8 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 375,776 411 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 87,476 89 0.0%
QuinStreet Inc. 7,025 151 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 198,034 262 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,377 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,080,793 1,216 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 161,761 198 0.0%
Radiant Opto-Electronics Corp. 22,738 83 0.0%
Radware Ltd. 2,875 87 0.0%
RAKUS Co. Ltd. 443 11 0.0%
Rallye SA 510 7 0.0%
Randon SA Implementos e Participacoes 17,662 53 0.0%
Raspadskaya 4,765 12 0.0%
Rayonier Advanced Materials Inc. 126 2 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 278,320 278 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 353,506 354 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 130,743 169 0.0%
Realtek Semiconductor Corp. 4,332 26 0.0%
Rebosis Property Fund Ltd. 737 0.0%
Recipe Unlimited Corp. 21 1 0.0%
Reckitt Benckiser Group PLC 6,018 666 0.1%
Redwood Trust Inc. 5.63% 07-15-2024 Conv. 2024 81,315 106 0.0%
Regional SAB de CV 4,782 27 0.0%
RegionalCare Hospital Partners Holdings Term Loan 1st Lien F/R 11-16-2025 31,939 42 0.0%
Regions Bank 6.45% 06-26-2037 88,708 135 0.0%
Regions Financial Corp. 7.375% 12-10-2037 50,514 84 0.0%
Reinsurance Group of America Inc. 7,162 1,422 0.2%
Reitmans (Canada) Ltd. Class A non-voting 155 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 3,300 145 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 770,154 1,060 0.2%
Reliance LP 3.813% 09-15-2020 430,856 434 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 614,057 597 0.0%
Reliance Steel & Aluminum Co. 1,194 128 0.0%
Renesas Electronics Corp. 38,360 242 0.0%
Renewable Energy Group Inc. 3,392 122 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 27,880 36 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 01-02-2025 15,816 21 0.0%
Repsol SA 6,996 161 0.0%
Republic of Argentina 5.88% 01-11-2028 10,245 10 0.0%
Republic of Argentina 6.88% 01-11-2048 1,983 2 0.0%
Republic of Austria 0.00% 07-15-2023 205,753 312 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 11,708 145 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 829,127,521 353 0.0%
Republic of Colombia 7.00% 09-11-2019 390,659,823 163 0.0%
Republic of Finland 1.50% 04-15-2023 113,349 183 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 82,547 125 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 49,282 69 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,563,834,194 223 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 564,280 992 0.1%
Republic of Portugal 3.85% 04-15-2021 110,885 182 0.0%
Republic of Serbia 5.88% 12-03-2018 5,508 7 0.0%
Republic of the Philippines 4.00% 01-26-2022 5,214,046 122 0.0%
Republic Services Inc. 5,578 573 0.0%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 27,376 36 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 97,278 126 0.0%
Resolute Forest Products Inc. 8,363 122 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 58,376 78 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 11,149 15 0.0%
Restaurant Brands International Inc. 9,334 724 0.1%
Restaurant Technologies Inc. Term Loan 2nd Lien F/R 09-24-2026 1,850 2 0.0%
Retail Value Inc. 1,601 62 0.0%
Reunert Ltd. 4,557 32 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 1,504 1 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 311,917 405 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 396,618 527 0.0%
Rezidor Hotel Group AB 2,041 11 0.0%
RHB Capital BHD 1,594 3 0.0%
RingCentral Inc. Class A 861 95 0.0%
Rio Tinto Ltd. 31,574 2,251 0.3%
Rio Tinto PLC 5,018 303 0.0%
RioCan Real Estate Investment Trust 9,765 241 0.0%
Ritchie Bros. Auctioneers Inc. 8,525 394 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 8,859 12 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 126,397 145 0.0%
Rite Aid Corp. 7.70% 02-15-2027 868,230 823 0.1%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 3,611 5 0.0%
Road King Infrastructure Ltd. 1,290 3 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 7,664 10 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 1,676 2 0.0%
Robinson PCL NVDR 737 2 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 3,352 5 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 2,813 4 0.0%
Roche Holding AG Genusscheine 481 166 0.0%
Rockwool International AS Class B 180 63 0.0%
Rocky Mountain Dealerships Inc. 103 1 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 15,961 16 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 14,764 15 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 1,451,871 1,814 0.2%
Rogers Communications Inc. Class B non-voting 18,260 1,294 0.2%
Rogers Sugar Inc. 3,318 19 0.0%
Rollins Inc. 183 16 0.0%
Rolls-Royce Holdings PLC 6,163 89 0.0%
Rolls-Royce Holdings PLC - C Shares 2,902 18 0.0%
Rosneft Oil Co. 3,088 26 0.0%
Rosneft Oil Co. GDR 2,118 18 0.0%
Rostelecom 10,203 14 0.0%
Rowan Companies Inc. 18,468 340 0.0%
Royal Bank of Canada 112,157 10,926 0.9%
Royal Bank of Canada 2.36% 12-05-2022 669,998 653 0.1%
Royal Bank of Canada 2.95% 05-01-2023 3,518,012 3,497 0.4%
Royal Bank of Canada 3.30% 09-26-2023 2,734,476 2,724 0.3%
Royal Bank of Canada 3.31% 01-20-2026 1,709,307 1,712 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 807,866 809 0.1%
Royal Bank of Canada F/R 02-11-2020 823,670 828 0.1%
Royal Bank of Canada F/R 03-23-2020 Covered 3,349,785 3,363 0.4%
Royal Bank of Canada F/R 08-01-2019 4,554,567 4,557 0.5%
Royal Dutch Shell PLC A 35,053 1,413 0.2%
RS PCL 1,594 1 0.0%
Ruentex Development Co. Ltd. 3,115 7 0.0%
Ruentex Industries Ltd. 22,939 90 0.0%
Russel Metals Inc. 8,855 205 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 439,954 437 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 129,610 170 0.0%
Sabina Gold & Silver Corp. 21,105 29 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 139,222 185 0.0%
Salmar ASA 2,208 166 0.0%
Sam Young Electronics Co. Ltd. 1,152 17 0.0%
Samebest Co. Ltd. 3,134 21 0.0%
Samjin Pharmaceutical Co. Ltd. 578 30 0.0%
Samsonite International SA 41,093 165 0.0%
Samsung Biologics Co. Ltd. 23 9 0.0%
Samsung C&T Corp. 17 2 0.0%
Samsung Electro-Mechanics Co. 762 110 0.0%
Samsung Electronics Co. Ltd. 12,996 649 0.1%
Samsung Electronics Co. Ltd. GDR 9 11 0.0%
Samsung SDI Co. Ltd. 297 73 0.0%
Samsung SDS Co. Ltd. 4 1 0.0%
San Miguel Corp. 4,249 19 0.0%
San Miguel Food and Beverage Inc. 4,935 10 0.0%
Sandvik AB 2,843 56 0.0%
Sangsangin Co. Ltd. 140 3 0.0%
Sanofi 3,485 419 0.0%
Santander Consumer Bank AS F/R 03-30-2020 60,591 9 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 58,393 25 0.0%
Sao Martinho SA 2,571 16 0.0%
Sappi Ltd. 4,295 31 0.0%
Saputo Inc. 41 2 0.0%
Saputo Inc. 3.61% 08-14-2025 Callable 2025 251,407 248 0.0%
Sarantis SA 350 4 0.0%
Sartorius Stedim Biotech SA 845 114 0.0%
Sasol Ltd. 1,701 66 0.0%
Sasol Ltd. ADR 1,622 64 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 231,539 309 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 285,836 369 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 164,997 217 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 108,421 142 0.0%
Sberbank of Russia PJSC 6,040 16 0.0%
Schaeffler AG 13,139 150 0.0%
Schindler Holding AG 5 1 0.0%
Schindler Holding AG PC 4 1 0.0%
Schneider Electric SE 1,004 97 0.0%
Schneider National Inc. 1,860 55 0.0%
Schnitzer Steel Industries Inc. Class A 486 18 0.0%
Schouw & Co. 4 0.0%
SCI Pharmtech Inc. 6,849 21 0.0%
Scientex BHD 1,143 6 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 5,527 8 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 253,693 333 0.0%
Scientific Games International Inc. Term Loan B5 1st Lien F/R 08-14-2024 3,268 4 0.0%
SciQuest Inc. Term Loan 1st Lien F/R 12-29-2024 7,944 11 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 396,444 381 0.0%
SEACOR Marine Holdings Inc. 63 2 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 68,995 92 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 142,918 186 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 178,155 234 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 130,598 181 0.0%
SeaWorld Entertainment Inc. 3,192 121 0.0%
Secure Energy Services Inc. 8,222 59 0.0%
Securus Technologies Holdings Inc. Delayed Draw Term Loan 1st Lien F/R 11-01-2024 11,688 15 0.0%
Securus Technologies Holdings Inc. Term Loan 1st Lien F/R 11-01-2024 2,907 4 0.0%
Segro PLC 4,242 43 0.0%
Semirara Mining & Power Corp. 2,433 2 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,377 2 0.0%
Seohan Co. Ltd. 7,719 17 0.0%
Seoul Auction Co. Ltd. 1,478 20 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 114,735 148 0.0%
Service Corp. International 740 45 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 40,204 50 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 1,347 2 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 4,599 6 0.0%
Seven & i Holdings Co. Ltd. 8,711 505 0.0%
Seven Generations Energy Ltd. 156 2 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 2,488 3 0.0%
Severstal PAO 3,361 67 0.0%
SEWOON MEDICAL Co. Ltd. 3,998 17 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 60,371 65 0.0%
SFS Group AG 305 40 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 2,949 4 0.0%
Shanghai Prime Machinery Co. Ltd. 4,793 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 301,520 301 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 311,917 303 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 821,382 841 0.1%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 129,544 172 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 4,284,081 5,087 0.5%
Shaw Communications Inc. Class B non-voting 8,654 216 0.0%
Shaw Communications Inc. Pfd Series A 11,104 179 0.0%
ShawCor Ltd. 6,808 133 0.0%
Sheng Ye Capital Ltd. 5,302 6 0.0%
Shenzhen Expressway Co. Ltd. 17,512 23 0.0%
Sherritt International Corp. 12,549 6 0.0%
Shimao Property Holdings Ltd. 21,293 70 0.0%
Shin Kong Financial Holding Co. Ltd. 46,373 21 0.0%
Shinhan Financial Group Co. Ltd. ADR 811 40 0.0%
Shinkong Synthetic Fibers Corp. 44,691 21 0.0%
Shinsegae Co. Ltd. 32 11 0.0%
Shinyoung Securities Co. Ltd. 53 4 0.0%
Shopify Inc. 1,494 302 0.0%
Shun Tak Holdings Ltd. 175,285 77 0.0%
Shuttefly Inc. Term Loan B2 1st Lien F/R 08-17-2024 8,247 11 0.0%
Siam Commercial Bank PCL 16,424 63 0.0%
Siegfried Holding AG 109 52 0.0%
Siemens AG 1,994 307 0.0%
Siemens Healthineers AG 1,510 87 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 363,904 367 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 241,968 360 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 158,478 208 0.0%
Signature Bank 2,516 412 0.0%
Sigurd Microelectronics Corp. 29,252 37 0.0%
Sika AG 502 83 0.0%
Silicon Laboratories Inc. 602 71 0.0%
Sime Darby BHD 14,949 11 0.0%
Sime Darby Plantation BHD 23,341 35 0.0%
SIMMTECH Co. Ltd. 629 6 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 157,957 201 0.0%
Sinil Pharmaceutical Co. Ltd. 1,082 13 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 276 17 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 681,192 415 0.0%
Sinopharm Group Co. H 5,767 38 0.0%
Sinotruk Hong Kong Ltd. 29,416 65 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 127,191 159 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 104,724 135 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 229,716 304 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 143,011 188 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 2,604 3 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 3,073 4 0.0%
SK Holdings Co. Ltd. 200 67 0.0%
SK Hynix Inc. 10,662 887 0.1%
SK Telecom Co. Ltd. ADR 1,235 47 0.0%
SkyWest Inc. 593 45 0.0%
Slate Office REIT 8,953 65 0.0%
SLC Agricola SA 4,390 70 0.0%
Smart Real Estate Investment Trust 10 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 175,090 169 0.0%
SmarTone Telecommunications Holdings Ltd. 453,884 452 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 115,379 146 0.0%
SMI Acquisition Inc. Term Loan 2nd Lien F/R 10-27-2025 1,774 2 0.0%
Snap-On Inc. 349 77 0.0%
SNC-Lavalin Group Inc. 5,895 286 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 290,579 285 0.0%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 415,890 424 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 99,130 125 0.0%
Sociedad Quimica y Minera de Chile SA ADR B 203 12 0.0%
Soda Sanayii AS 2,739 5 0.0%
Sofina SA 376 101 0.0%
Soft-World International Corp. 8,300 6 0.0%
SoftBank Group Corp. 2,323 259 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 623,835 836 0.1%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 68,622 91 0.0%
Softcat PLC 1,731 18 0.0%
SOHO China Ltd. 10,454 5 0.0%
Sohu.com Ltd. ADR 101 3 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 1,407 2 0.0%
Solium Capital Inc. 711 9 0.0%
Somboon Advance Technology PCL 1,724 1 0.0%
Sonae Sierra Brasil SA 456 4 0.0%
Sonic Healthcare Ltd. 8,805 196 0.0%
Sonova Holding AG 916 197 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,298,002 1,363 0.2%
Source Energy Services Ltd. 1,625 2 0.0%
Southern California Edison Co. 4.13% 03-01-2048 Callable 2047 291,123 289 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 12,321 22 0.0%
Southwest Airlines Co. 3.45% 11-16-2027 Callable 2027 5,307 133 0.0%
SP LP 3.21% 06-15-2019 896,190 897 0.1%
Sparebank 1 Nord-Norge 3,684 36 0.0%
SPDR S&P 500 ETF Trust 1,598 585 0.0%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 299 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 2,444 3 0.0%
Spigen Korea Corp. 116 7 0.0%
Spin Master Corp. 8,219 337 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 153,067 202 0.0%
Spirit Airlines Inc. 16,723 1,425 0.2%
Springland International Holdings Ltd. 54,414 13 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 2,833 4 0.0%
Springs Window Fashion Holdings Inc. Term Loan 2nd Lien F/R 05-24-2026 944 1 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 240,325 309 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 423,736 558 0.0%
Sprint Corp. 7.125% 06-15-2024 170,968 231 0.0%
Sprint Corp. 7.25% 09-15-2021 3,901 5 0.0%
Sprint Corp. 7.875% 09-15-2023 763,761 1,069 0.2%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 1,429 2 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 172,057 228 0.0%
SPS Commerce Inc. 322 36 0.0%
Spy Hill Power LP 4.14% 03-31-2036 164,836 167 0.0%
Square Inc. Class A 1,864 173 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 291,214 364 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 22,722 29 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 32,052 42 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 84,700 110 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 309,766 402 0.0%
SSR Mining Inc. 2,287 32 0.0%
SSY Group Ltd. 3,871 5 0.0%
St Clair Holding ULC 4.88% 08-31-2031 98,750 100 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 210,384 281 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 66,038 76 0.0%
STAAR Surgical Co. 271 14 0.0%
Standard Bank Group Ltd. 793 13 0.0%
Standard Chartered PLC 32,480 336 0.0%
Standard Industries Inc. 4.75% 01-15-2028 Callable 2023 144A 190 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 943 123 0.0%
Stantec Inc. 32,064 1,015 0.2%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 194,034 254 0.0%
Star Petroleum Refining PCL 2,415 1 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 324,646 422 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 85,983 110 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 301,086 404 0.0%
Starwood Property Trust Inc. 38,764 1,153 0.2%
State Bank of India GDR 74 4 0.0%
Statoil ASA 2,300 71 0.0%
Steel Dynamics Inc. 1,213 57 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 798 1 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 4,160 5 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 329 0.0%
Stella-Jones Inc. 10,646 427 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 144,150 190 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 130,598 173 0.0%
Storebrand ASA 10,035 105 0.0%
Storm King Funding F/R 03-18-2019 1,691,636 1,692 0.2%
Storm Resources Ltd. 82 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 349,790 377 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 41,507 56 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 23,990 32 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 20,455 27 0.0%
Stuart Olson Inc. 979 5 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 2,294 3 0.0%
Suheung Co. Ltd. 381 11 0.0%
Sul America SA 2,387 22 0.0%
Sumitomo Mitsui Construction Co. Ltd. 5,966 49 0.0%
Summerset Group Holdings Ltd. 6,665 40 0.0%
Summit Industrial Income Real Estate Investment Trust 38,151 355 0.0%
Sun Art Retail Group Ltd. 2,488 4 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 740,284 762 0.1%
Sun Life Financial Inc. 48,707 2,387 0.3%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 776,674 776 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,144,737 1,124 0.2%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 253,982 248 0.0%
Suncor Energy Inc. 151,665 6,497 0.6%
Sungdo Engineering & Construction Co. Ltd. 1,874 11 0.0%
Sunrise Communications Group AG 477 56 0.0%
Sunrun Inc. 144,791 191 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 80,823 85 0.0%
Sunway Real Estate Investment Trust 4,018 2 0.0%
Superior Industries International Inc. Term Loan B 1st Lien F/R 03-22-2024 14,280 19 0.0%
Superior Plus Corp. 21,605 225 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,520,077 1,450 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 833,927 1,104 0.2%
Supermax Corp. BHD 26,981 29 0.0%
Surge Energy Inc. 47,434 72 0.0%
Surgutneftegas OAO 33,328 18 0.0%
SurModics Inc. 2,995 241 0.0%
Suzano Papel e Celulose SA 184 3 0.0%
Svenska Cellulosa AB (SCA) B 29,659 317 0.0%
Swire Pacific Ltd. Class A 13,924 205 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,477,230 507 0.0%
Swiss Life Holding AG Reg. 590 308 0.0%
Swiss Re Ltd. 30 4 0.0%
Swisscom AG Reg. 79 51 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 578,780 733 0.1%
Syneos Health Inc. 10,311 709 0.1%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 133,993 171 0.0%
Synnex Technology International Corp. 18,710 29 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 130,598 164 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 146,614 196 0.0%
Synthomer PLC 2,530 17 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 333,001 330 0.0%
Systemax Inc. 348 13 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 978 1 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 2,334 3 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 1,397 2 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 363,904 500 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 284,693 394 0.0%
TA Enterprise BHD 4,535 1 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 234,219 318 0.0%
Tactile Systems Technology Inc. 3,312 4 0.0%
Taekwang Industrial Co. Ltd. 9 15 0.0%
Taeyoung Engineering & Construction Co. Ltd. 194 2 0.0%
TaiDoc Technology Corp. 9,815 67 0.0%
Taiwan Cement Corp. 11,060 17 0.0%
Taiwan Cement Corp. Rights Exp. 12-05-2018 3,758 0.0%
Taiwan High Speed Rail Corp. 18,894 25 0.0%
Taiwan Hon Chuan Enterprise Co. Ltd 8,822 17 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 6,855 343 0.0%
Taiwan Styrene Monomer Corp. 39,003 41 0.0%
Taiwan Takisawa Technology Co. Ltd. 15,047 19 0.0%
Takara Bio Inc. 1,330 44 0.0%
Takuma Co. Ltd. 13,626 56 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 161,529 186 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 712,631 963 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 1,935 3 0.0%
Tamarack Valley Energy Ltd. 37,883 83 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 527,388 711 0.1%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 1,307 2 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 103,492 137 0.0%
Target Corp. 5,349 505 0.0%
Taseko Mines Ltd. 21 0.0%
Tatneft PJSC 3,104 71 0.0%
Tauron Polska Energia SA 6,747 5 0.0%
TCI Co. Ltd. 603 13 0.0%
TCL Electronics Holdings Ltd. 33,954 19 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 216,263 234 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 663,228 729 0.1%
Technimark LLC Term Loan 1st Lien F/R 08-08-2025 10,118 13 0.0%
Technovator International Ltd 1,290 0.0%
Techtronic Industries Co. Ltd. 32,998 237 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 13,196 17 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 166 1 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 479 1 0.0%
Teck Resources Ltd. Class B 58,254 1,568 0.2%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 99,796 130 0.0%
Tegma Gestao Logistica SA 2,531 21 0.0%
Tego Science Inc. 10 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 5,985 8 0.0%
Tekfen Holding AS 424 2 0.0%
Telefonaktiebolaget LM Ericsson B 52,213 580 0.0%
Telefonica Brasil SA 2,054 32 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 1,652 3 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,102 2 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 207,945 255 0.0%
Telkom SA SOC Ltd. 12,026 65 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 98,564 96 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 110,885 116 0.0%
TELUS Corp. 46,991 2,241 0.3%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 9,976 10 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 62,383 62 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 1,293,932 1,253 0.2%
TELUS Corp. 3.75% 01-17-2025 Callable 474,114 476 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 538,577 521 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 727,807 711 0.1%
TELUS Corp. 5.05% 07-23-2020 3,990 4 0.0%
TELUS Corp. 5.15% 11-26-2043 316,492 327 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 61,603 60 0.0%
Tenaga Nasional BHD 86,722 393 0.0%
Tenaris SA 14,451 232 0.0%
Tencent Holdings Ltd. 5,097 272 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 2,803 4 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 646,174 850 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 13,462 16 0.0%
Teradyne Inc. 7,061 335 0.0%
Teranga Gold Corp. 29,940 96 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-31-2024 2,231 3 0.0%
Terna Energy SA 1,484 13 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 885,338 1,056 0.2%
Tervita Corp. 242 2 0.0%
Tervita Corp. Class A Voting 19 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 9,976 13 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 104,724 161 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 190,034 205 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 1,836 2 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2018 2,773 4 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 582,509 682 0.1%
Texas Pacific Land Trust 213 164 0.0%
Texhong Textile Group Ltd. 12,014 19 0.0%
Textron Inc. 4,181 312 0.0%
TFI International Inc. 11,307 499 0.0%
Thales SA 632 103 0.0%
The a2 Milk Co. Ltd. 4,863 46 0.0%
The ADT Corp. 3.50% 07-15-2022 176,183 220 0.0%
The AES Corp. 19,207 395 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 160 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 1,177 2 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 6,784 9 0.0%
The Allstate Corp. 104 12 0.0%
The Bank of Nova Scotia 62,489 4,518 0.5%
The Bank of Nova Scotia 1.83% 04-27-2022 509,465 490 0.0%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 2,443,353 2,368 0.3%
The Bank of Nova Scotia 2.29% 06-28-2024 1,017,890 972 0.1%
The Bank of Nova Scotia 2.36% 11-08-2022 592,643 577 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 1,594,937 1,585 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 415,890 408 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 8,978 12 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 434,577 524 0.0%
The Bank of Nova Scotia F/R 08-27-2019 4,085,839 4,088 0.4%
The Basic House Co. Ltd. 50 0.0%
The Boeing Co. 6,781 3,126 0.3%
The Boston Beer Co. Inc. 100 37 0.0%
The British Land Co. PLC 23,191 222 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 199,961 223 0.0%
The Chefs' Warehouse Inc. 127 6 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 808 1 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 1,197 2 0.0%
The Descartes Systems Group Inc. 5,079 199 0.0%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 988,131,030 91 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 166,327 250 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 118,277 182 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 123,205 201 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 1,053,241 1,028 0.2%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 119,755 180 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 887,925 854 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 1,135,379 1,095 0.2%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 23,245 22 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 239,018 312 0.0%
The Hershey Co. 2,509 361 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,111,863 1,041 0.2%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 288,300 46 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 171,255 166 0.0%
The Keg Royalties Income Fund 52 1 0.0%
The Link Real Estate Investment Trust 4,181 53 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 1,395,310 1,376 0.2%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 249,534 249 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 260,347 260 0.0%
The Marcus Corp. 1,297 73 0.0%
The Mosaic Co. 611 29 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 1,905 1 0.0%
The North West Co. Inc. 4,997 147 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 217,388 292 0.0%
The Procter & Gamble Co. 4,576 575 0.0%
The Progressive Corp. 10,873 958 0.1%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 55,394 74 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 5,508 7 0.0%
The SPAR Group Ltd. 18 0.0%
The Stars Group Inc. 3,874 101 0.0%
The TJX Companies Inc. 32,328 2,099 0.3%
The Toronto-Dominion Bank 139,337 10,250 0.9%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 5,315,280 5,182 0.5%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 3,458,124 3,284 0.4%
The Toronto-Dominion Bank 2.05% 12-01-2022 90,466 89 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 1,569,360 1,560 0.2%
The Toronto-Dominion Bank 3.01% 05-30-2023 1,904,538 1,900 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 306,095 308 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 494,909 523 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 407,315 457 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 67,317 74 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 326,733 373 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 2,077,370 2,086 0.3%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,409,228 1,363 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 558,261 558 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 1,005,850 996 0.1%
The Towa Bank Ltd. 1,062 12 0.0%
The Unite Group PLC 2,521 36 0.0%
The Walt Disney Co. 1,547 238 0.0%
The Walt Disney Co. 2.76% 10-07-2024 4,480,797 4,355 0.4%
The Wharf Holdings Ltd. 24,838 89 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 171,255 229 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 339 1 0.0%
Thermaltake Technology Co. Ltd. 8,358 9 0.0%
Thermo Fisher Scientific Inc. 411 136 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 38,933 57 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 37,454 55 0.0%
Thomson Reuters Corp. 13,714 921 0.1%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 279,478 281 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 509,152 669 0.1%
Tianjin Development Holdings Ltd. 3,502 2 0.0%
Tianjin Port Development Holdings Ltd. 3,318 0.0%
Tianneng Power International Ltd. 2,212 3 0.0%
Tianyun International Holdings Ltd. 77,658 15 0.0%
Tim Participacoes SA ADR 1,374 28 0.0%
Tingyi (Cayman Islands) Holding Corp. 8,111 14 0.0%
Tisco Financial Group PCL NVDR 332 1 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 366,248 402 0.0%
Titan Acquisition Ltd. Term Loan 1st Lien F/R 03-16-2025 37,399 47 0.0%
TMX Group Ltd. 7,707 608 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 708,806 693 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 813,500 813 0.1%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 488,671 513 0.0%
Toho Holdings Co. Ltd. 2,400 85 0.0%
Tokyo Electric Power Co. Holdings Inc. 253,853 2,049 0.3%
Tomony Holdings Inc. 1,606 9 0.0%
Top Glove Corp. BHD 72,627 138 0.0%
Torchmark Corp. 6,174 709 0.1%
Torex Gold Resources Inc. 21 0.0%
Toromont Industries Ltd. 3,925 228 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 311,917 312 0.0%
Toronto Hospital 5.64% 12-08-22 319,545 336 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 176,709 235 0.0%
Total Access Communication PCL NVDR 6,765 13 0.0%
Total Return Swap LQD 11-26-18 5,978 19 0.0%
Total SA 3,680 272 0.0%
Total System Services Inc. 844 98 0.0%
TOTVS SA 396 4 0.0%
Tourmaline Oil Corp. 5,723 105 0.0%
Towa Pharmaceutical Co. Ltd. 31,342 19 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 83,871 109 0.0%
Towd Point Mortgage Trust 2018-3 3.75% 05-25-2058 144A 89,367 118 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 199,965 256 0.0%
Toyo Seikan Kaisha Ltd. 2,735 83 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 310,730 310 0.0%
TPK Holding Co. Ltd. 92 0.0%
TransAlta Corp. 36,556 260 0.0%
TransAlta Corp. Pfd. Series A 27,490 367 0.0%
TransAlta Renewables Inc. 10 0.0%
Transat A.T. Inc. Class B 5,110 36 0.0%
TransCanada Corp. 56,955 3,101 0.3%
TransCanada Corp. Pfd. Series 15 14,867 369 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 582,246 676 0.1%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 1,708 2 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 451,530 435 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 2,754 4 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 205,865 188 0.0%
TransCanada PipeLines Ltd. 4.33% 09-16-2047 Callable 2047 363,904 341 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 385,946 377 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 147,017 172 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 563,947 686 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 240,176 340 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 2,375,336 2,165 0.3%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 183,576 293 0.0%
Transcontinental Inc. Class A Sub. voting 18,103 363 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 2,893 4 0.0%
TransDigm Inc. Term Loan F 1st Lien F/R 06-09-2023 159,765 208 0.0%
TransGlobe Energy Corp. 32,011 93 0.0%
Transmissora Alianca de Energia Eletrica SA 1,198 9 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 268,249 269 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 644,161 658 0.1%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 111,624 147 0.0%
Travelsky Technology Ltd. 184 1 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 85,918 114 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 27,404 27 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 1,003 75 0.0%
Trencor Ltd. 581 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 1,287 2 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 91,172 123 0.0%
Tribune Media Co. Class A 355 19 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 12,215 16 0.0%
Tricon Capital Group Inc. 16,938 174 0.0%
Trillium Windpower LP 5.80% 02-15-2033 173,423 193 0.0%
TriMark USA LLC Term Loan 1st Lien F/R 09-15-2024 15,403 19 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 38,686 51 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 9,018 12 0.0%
Triple-S Management Corp. 319 8 0.0%
Trisura Group Ltd. 10 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 105,792 139 0.0%
Triton Solar US Acquisition Co. Term Loan B 1st Lien F/R 10-12-2024 85,234 111 0.0%
True North Commercial Real Estate Investment Trust 130,598 127 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 83,780 108 0.0%
Truworths International Ltd. 4,883 41 0.0%
TTEC Holdings Inc. 1,505 59 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 452 14 0.0%
Tupy SA 6,172 42 0.0%
Turk Hava Yollari AO 4,442 19 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 802 6 0.0%
Turkiye Sise ve Cam Fabrikalari AS 1,088 1 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 87,476 115 0.0%
U.S. Bancorp 4,184 303 0.0%
U.S. Bancorp 0.85% 06-07-2024 85,012 127 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 3,998 140 0.0%
U.S. Bancorp Pfd. Security Series A 352 421 0.0%
U.S. Renal Care Inc. Term Loan 1st Lien F/R 12-31-2022 4,578 6 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 7,324 10 0.0%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 107,871 142 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 32,386 42 0.0%
UBS Group AG 25,142 453 0.0%
Uchi Technologies Bhd 4,258 4 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 420,837 547 0.0%
Ultra Resources Inc. 7.13% 04-15-2025 Callable 2020 144A 1,315,749 1,718 0.2%
Uni-President China Holdings Ltd. 6,913 8 0.0%
Uni-President Enterprises Corp. 46,833 146 0.0%
Unid Co. Ltd. 7 0.0%
Unilever NV CVA 7,914 584 0.0%
Unimicron Technology Corp. 95,199 87 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 115,212 123 0.0%
Union Gas Ltd. 2.81% 06-01-2026 Callable 55,313 53 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 288,066 269 0.0%
Union Gas Ltd. 8.65% 11-10-2025 39,510 52 0.0%
Union Pacific Corp. 6,081 1,243 0.2%
Unipar Carbocloro SA 378 5 0.0%
Uniper SE 30,014 1,025 0.2%
Unipro PJSC 9,908 1 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 115,457 153 0.0%
United Engineers Ltd. 1,806 5 0.0%
United Kingdom Treasury 3.75% 09-07-2020 32,033 57 0.0%
United Kingdom Treasury 4.25% 12-07-2027 16,525 35 0.0%
United Parcel Service Inc. (UPS) Class B 1,630 250 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 675,613 640 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 183,576 243 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 112,117 135 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 88,708 111 0.0%
United States Oil Fund LP 592,643 794 0.1%
United States Treasury 2.75% 02-15-2028 451,240 588 0.0%
United States Treasury 2.75% 08-15-2047 12,525,041 14,909 1.3%
United States Treasury 2.88% 10-31-2023 67,038 89 0.0%
United States Treasury 3.00% 02-15-2048 2,014,986 2,531 0.3%
United States Treasury 3.13% 11-15-2028 480,353 646 0.1%
United States Treasury Inflation Indexed 0.50% 01-15-2028 16,800 22 0.0%
United States Treasury Inflation Indexed 0.75% 02-15-2042 91,024 122 0.0%
United States Treasury Inflation Indexed 0.75% 07-15-2028 116,682 151 0.0%
United States Treasury Inflation Indexed 1.01% 02-15-2048 21,042 27 0.0%
United Technologies Corp. 785 127 0.0%
UnitedHealth Group Inc. 511 191 0.0%
Universal Corp. 288 24 0.0%
Universal Insurance Holdings Inc. 1,778 104 0.0%
Universal Vision Biotechnology Co. Ltd. 14,626 16 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 202,653 235 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 75,155 92 0.0%
UPM-Kymmene OYJ 1,330 47 0.0%
Uralkali 3,069 5 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 184,808 248 0.0%
US Bancorp Pfd. Series K Callable 2023 5,458 177 0.0%
US Foods Inc. Term Loan B 1st Lien F/R 06-27-2023 135,936 179 0.0%
USANA Health Sciences Inc. 1,973 321 0.0%
USB Capital IX 3.50% 10-29-2049 371,587 398 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 90 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 678 1 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 103,677 135 0.0%
Vale SA ADR 9,200 168 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 2,265 3 0.0%
Valeant Pharmaceuticals International Inc. 56,041 1,810 0.2%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 748 1 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 1,071,970 1,425 0.2%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 748 1 0.0%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 1,995 3 0.0%
Valeant Pharmaceuticals International Inc. Term Loan B 1st Lien F/R 05-28-2025 135,271 178 0.0%
Valener Inc. 7,625 154 0.0%
Valero Energy Corp. 3,510 373 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 338,799 339 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 311,917 325 0.0%
Vanguard International Semiconductor Corp. 369 1 0.0%
Vanguard Value ETF 4,598 664 0.1%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 39,130 52 0.0%
Vantiv LLC Term Loan B4 1st Lien F/R 08-20-2024 165,532 219 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 161,399 197 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 484,512 465 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 15,961 16 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 197,548 251 0.0%
Veresen Inc. 3.06% 06-13-2019 319,195 320 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 173,492 229 0.0%
Verisk Analytics Inc. 3,012 494 0.0%
Verizon Communications Inc. 7,696 617 0.0%
Verizon Communications Inc. 3.50% 02-17-2023 103,492 101 0.0%
Verizon Owner Trust 1.42% 01-20-2021 40,263 53 0.0%
Vermilion Energy Inc. 2,843 94 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 6,684 9 0.0%
Verso Corp. Class A 17,041 571 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 137,192 183 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 411,350 388 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 155,959 194 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 3,721 5 0.0%
Videotron Ltee 5.00% 07-15-2022 6,245 8 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 41,848 43 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 1,490,965 1,515 0.2%
ViewRay Inc. 1,405 12 0.0%
Village Super Market Inc. 485 18 0.0%
Vinci SA 2,826 329 0.0%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 18,793 25 0.0%
Visa Inc. Class A 9,093 1,713 0.2%
Vishay Intertechnology Inc. 276,085 353 0.0%
Vishay Precision Group Inc. 130 6 0.0%
Vissem Electronics Co. Ltd. 2,406 16 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 82,596 110 0.0%
Vistra Energy Corp. 14,944 466 0.0%
Vistra Energy Corp. 5.50% 09-01-2026 Callable 2021 144A 788 1 0.0%
Vital KSK Holdings Inc. 3,437 49 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 15,961 22 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 98,564 125 0.0%
Vodafone Group PLC 3.75% 01-16-2024 121,600 158 0.0%
Voya Financial Inc. 17,472 1,044 0.2%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 4,110 5 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 7,322 9 0.0%
Vukile Property Fund Ltd. 15,900 33 0.0%
VVC Holding Corp. Term Loan 1st Lien F/R 07-03-2025 160,868 212 0.0%
VW Credit Canada Inc. 3.70% 11-14-2022 198,704 199 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 126,819 159 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 479 1 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 838 1 0.0%
W.W. Grainger Inc. 714 298 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 915,382 1,240 0.2%
Wabtec Corp. 2,552 321 0.0%
Wachovia Capital Trust III F/R 03-15-2066 554,670 710 0.1%
Wajax Corp. 1,566 30 0.0%
Wal-Mart de Mexico SAB de CV Series V 28,591 94 0.0%
Wal-Mart Stores Inc. 9,022 1,171 0.2%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 102,260 135 0.0%
Walsin Technology Corp. 737 6 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 36,147 48 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 34,862 46 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 19,198 26 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 43,076 57 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 14,913 20 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 15,850 21 0.0%
Wand Merger Corp. 8.13% 07-15-2023 Callable 2020 144A 117,045 157 0.0%
Warrior Met Coal Inc. 31,465 991 0.1%
Washington H. Soul Pattison & Co. Ltd. 1,794 46 0.0%
Wasion Group Holdings Ltd. 28,207 20 0.0%
Waste Connections Inc. 14,602 1,523 0.2%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 2,057 3 0.0%
Waters Corp. 729 193 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 1,167 1 0.0%
Weatherford International PLC 43,369 33 0.0%
Weiqiao Textile Co. Ltd. 14,844 6 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 418,178 548 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 4,172 138 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 1,384,081 1,321 0.2%
Wells Fargo & Co. 2.98% 05-19-2026 933,673 882 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 517,783 513 0.0%
Wells Fargo & Co. F/R 07-27-2021 86,244 85 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 15,641 21 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 21,349 30 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 155,256 200 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 172,093 230 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 63,586 82 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 3,083 4 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 223,418 288 0.0%
Wesdome Gold Mines Ltd. 1,556 6 0.0%
West China Cement Ltd. 179,924 38 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 207,945 210 0.0%
West Fraser Timber Co. Ltd. 3,111 216 0.0%
Westcoast Energy Inc. 3.12% 12-05-2022 54,897 55 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 405,493 415 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 8,128 204 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 225,466 217 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 213,145 209 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 270,399 360 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 125,116 152 0.0%
Western Forest Products Inc. 34,617 68 0.0%
WestJet Airlines Ltd. 7,416 153 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 12,321 22 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 147,846 152 0.0%
Westrock Co. 2,640 165 0.0%
Westshore Terminals Investment Corp. 12,497 297 0.0%
Wheelock and Co. Ltd. 2,592 20 0.0%
Whitecap Resources Inc. 4,410 21 0.0%
Whitehaven Coal Ltd. 30,788 128 0.0%
Wholetech System Hitech Ltd. 6,442 8 0.0%
William Morrison Supermarkets PLC 69,679 281 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 181,112 223 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 869,601 1,171 0.2%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 78,259 104 0.0%
Wilson Bayly Holmes-Ovcon Ltd. 212 3 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 108,509 120 0.0%
Windstream Holdings Inc. 9.00% 06-30-2025 Callable 2021 247 0.0%
Winpak Ltd. 7,991 376 0.0%
Winstek Semiconductor Co. Ltd. 16,367 17 0.0%
Wipro Ltd. ADR 13,878 96 0.0%
Wirecard AG 1,292 260 0.0%
Wirepath Home Systems LLC Term Loan 1st Lien F/R 07-27-2024 5,248 7 0.0%
Wisdom Marine Lines Co. Ltd. 14,974 19 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 10,000 391 0.0%
Wistron Information Technology & Services Corp. Rights Exp. 12-06-2018 466 0.0%
Wiz Solucoes e Corretagem de Seguros SA 6,802 16 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 668 1 0.0%
WMG Acquisition Corp. Term Loan F 1st Lien F/R 11-01-2023 141,686 185 0.0%
WNS (Holdings) Ltd. 1,613 105 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 1,875 2 0.0%
Wonderful Hi-Tech Co. Ltd. 23,738 17 0.0%
Woongjin Thinkbig Co. Ltd. 2,914 14 0.0%
Woori Bank 240 13 0.0%
World Wrestling Entertainment Inc. Class A 1,338 132 0.0%
Worldpay Inc. 4,199 479 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 126,901 162 0.0%
WPX Energy Inc. 6.00% 01-15-2022 Callable 2021 10,349 14 0.0%
WSP Global Inc. 4,013 263 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 911,838 901 0.1%
Wuestenrot & Wuerttembergische AG 2,860 75 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 1,806 2 0.0%
Wyndham Hotels and Resorts LLC Term Loan B 1st Lien F/R 03-29-2025 162,631 215 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 46,818 62 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 4,629 6 0.0%
Xiamen International Port Co. Ltd. H 4,608 1 0.0%
Xingda International Holdings Ltd. 830 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 461 0.0%
Xinyuan Real Estate Co. Ltd. 3,157 17 0.0%
Xiwang Special Steel Co. Ltd. 69,474 17 0.0%
XO Group Inc. Term Loan 1st Lien F/R 11-08-2025 14,724 19 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 184,552 246 0.0%
XPO Logistics Inc. Term Loan B 1st Lien F/R 02-24-2025 158,935 210 0.0%
Xtep International Holdings Ltd. 61,828 44 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 363,138 444 0.0%
Yak Access LLC Term Loan B 2nd Lien F/R 06-29-2026 3,549 4 0.0%
Yamaguchi Financial Group Inc. 41,398 49 0.0%
Yamana Gold Inc. 118,479 328 0.0%
Yangarra Resources Ltd. 3,554 9 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 138 0.0%
Yanzhou Coal Mining Co. Ltd. H 1,475 2 0.0%
YeaRimDang Publishing Co. Ltd. 3,464 25 0.0%
Yellow Pages Ltd. 1,442 9 0.0%
Yi Jinn Industrial Co. Ltd. 25,596 14 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 12,492 61 0.0%
Yihai International Holding Ltd. 14,886 53 0.0%
Youngone Holdings Co. Ltd. 9 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 88,332 117 0.0%
Yuanta Financial Holding Co. Ltd. 10,784 7 0.0%
Yuasa Trading Co. Ltd. 651 29 0.0%
Yuen Foong Yu Paper Manufacturing Co. Ltd. 4,424 2 0.0%
Yuexiu Property Co. Ltd. 9,032 2 0.0%
Yuexiu Transport Infrastructure Ltd. 23,717 24 0.0%
Yum China Holdings Inc. 995 47 0.0%
Yurtec Corp. 711 8 0.0%
Yuzhou Properties Co. Ltd. 7,834 5 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 61,446 82 0.0%
Zenith Bank Ltd. 187,266 16 0.0%
Zhen Ding Technology Holding Ltd. 53,802 182 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 73,923 96 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 256,648 341 0.0%
ZTE Corp. H Shares 516 1 0.0%
ZTO Express (Cayman) Inc. 538 12 0.0%
Zurich Insurance Group AG 160 67 0.0%
Total Investments -- 1,282,028 99.6%
Currency Hedge Contracts -- -5,915 -0.5%
Other Assets (Liabilities) -- 11,434 0.9%
Total Net Assets -- 1,287,547 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of January 31, 2019
  • Regional Allocation
      Canada
    EQ : 13.7% | FI : 45.6%
    59.3%
      United States
    EQ : 8.8% | FI : 12.6%
    21.4%
      Other
    EQ : 4.6% | FI : 3.6%
    8.2%
      United Kingdom
    EQ : 0.9% | FI : 1.0%
    1.9%
      China
    EQ : 0.8%
    0.8%
      Germany
    FI : 0.5%
    0.5%
      Cash & Equivalents 7.9%
  • Sector Allocation
      Fixed Income 63.2%
      Cash & Equivalents 7.9%
      Financials 5.9%
      Other 4.5%
      Industrials 3.4%
      Information Technology 2.9%
      Energy 2.7%
      Materials 2.2%
      Health Care 2.1%
      Consumer Discretionary 2%
      Consumer Staples 1.8%
      Communication Serv. 1.4%

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

Note: USD option is capped to new purchases.

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

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

The Series E, F, G, J and LM versions of this fund are closed to new investments.

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

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

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

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

Mutual Fund US Dollar Settlement Option details.

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

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

* The blended index is composed of 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.