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 May 31, 2019
Major holdings represent 19.9% of the fund.
View all holdings
Total # of
Equity Holdings
1832
Total # of
Fixed Income Holdings
1294
Holding name, country and sector Percentage of holding in fund
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
4.5%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
4.1%
Government of Canada 0.75% 09-01-2021
Canada | Federal Government
2.7%
Government of Canada 2.25% 06-01-2030
Canada | Federal Government
2.1%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
1.7%
Government of Canada 2.75% 12-01-2048
Canada | Federal Government
1.7%
Suncor Energy Inc
Canada | Integrated Oil & Gas
1.1%
Royal Bank of Canada
Canada | Diversified Banks
0.8%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.6%
Bank of Montreal
Canada | Diversified Banks
0.5%

Complete Fund Holdings Help Full holdings list

As of February 28, 2019
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 198,614 263 0.0%
21Vianet Group Inc. ADR 11 0.0%
3i Group PLC 5,545 91 0.0%
3SBio Inc. 230 1 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 3,181 3 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,134,675 1,145 0.2%
407 International Inc. 5.96% 12-03-2035 Callable 1,246,997 1,631 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 69,733 91 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 889,109 1,338 0.2%
58.Com Inc. ADR 1,000 96 0.0%
5N Plus Inc. 58 0.0%
A&W Revenue Royalties Income Fund Units 29 1 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 61,892 76 0.0%
Abbott Laboratories 3.40% 11-30-2023 121,353 161 0.0%
AbbVie Inc. 179 19 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 63,986 97 0.0%
Abcam PLC 3,120 70 0.0%
Absa Group Ltd. 1,104 19 0.0%
Absolute Software Corp. 1,147 11 0.0%
Abu Dhabi Commercial Bank PJSC 8,127 28 0.0%
Accenture PLC Class A 3,340 709 0.1%
Access Justice Durham 5.015% 08-31-2039 248,928 283 0.0%
Acproducts Inc. Term Loan 1st Lien F/R 02-14-2024 269,047 338 0.0%
ACS, Actividades de Construccion y Servicios SA 1,775 104 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 144,797 175 0.0%
Adcock Ingram Holdings Ltd. 1,152 7 0.0%
Addus HomeCare Inc. 1,796 159 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 21,561 29 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 23,605 31 0.0%
Admiral Group PLC 6,544 249 0.0%
Adtalem Global Education Inc. 3,875 246 0.0%
ADVA Optical Networking SE 500 6 0.0%
Advance Auto Parts Inc. 7,561 1,609 0.2%
Advanced Info Service PCL (Thailand) DR 218 2 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 438,527 641 0.0%
Advantech Co. Ltd. 832 8 0.0%
Advanz Pharma Corp. 48 1 0.0%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 149,266 197 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 256,497 321 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 179,272 247 0.0%
Aecon Group Inc. 5,133 94 0.0%
Aegean Airlines SA 548 6 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 60,532 77 0.0%
Aegon NV 76,442 541 0.0%
AEON Credit Service M Bhd 218 1 0.0%
AEON Thana Sinsap (Thailand) PCL 1,609 12 0.0%
AerCap Holdings NV 6,308 375 0.0%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 234,851 300 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 139,248 181 0.0%
AerCap Ireland Capital Designated Activity Co. 4.88% 01-16-2024 Callable 2023 532,052 716 0.1%
Aflac Inc. 9,547 617 0.0%
African Oxygen Ltd. 644 2 0.0%
African Rainbow Minerals Ltd. 2,035 32 0.0%
AG Mortgage Investment Trust Inc. 190 4 0.0%
AGF Management Ltd. Class B non-voting 7,834 41 0.0%
Aggreko PLC 7,852 98 0.0%
Agile Property Holdings Ltd. 14,944 25 0.0%
Agnico-Eagle Mines Ltd. 8,693 487 0.0%
Agricultural Bank of China Ltd. H 996,547 628 0.0%
Agritrade Resources Ltd. 94,657 23 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2019 415,666 419 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 314,867 410 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 878 12 0.0%
Ahnlab Inc. 20 1 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 171,373 222 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 351,237 342 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 205,754 205 0.0%
Aimia Inc. 55,956 213 0.0%
Air Canada 64,430 2,133 0.3%
Air China Ltd. H 27,359 39 0.0%
Air Liquide SA 117 19 0.0%
Air New Zealand Ltd. 1,540 3 0.0%
AirAsia BHD 76,887 69 0.0%
Airports of Thailand Public Co. Ltd. 19,450 55 0.0%
AK Holdings Inc 220 14 0.0%
Aker BP ASA 1,088 49 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 175,135 238 0.0%
Aksigorta AS 11,188 12 0.0%
Akzo Nobel NV 3,476 415 0.0%
AL Midcoast Holdings LLC Term Loan B 1st Lien F/R 06-28-2025 98,377 129 0.0%
Alacer Gold Corp. 8,574 28 0.0%
Alberta Powerline LP 4.06% 03-01-2054 155,875 162 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 193,624 253 0.0%
Alcanna Inc. 10 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 189,835 250 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 391,349 380 0.0%
Alfa SA Series A 28,959 43 0.0%
Alfresa Holdings Corp. 58 2 0.0%
Algonquin Power & Utilities Corp. 13,667 200 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 700,397 710 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 255,634 267 0.0%
Algonquin Power Co. 4.60% 01-29-2029 Callable 2028 103,916 107 0.0%
Alibaba Group Holding Ltd. ADR 2,157 519 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 259,306 268 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 24,609 1,825 0.2%
Allegiant Travel Co. Term Loan B 1st Lien F/R 01-29-2024 258,773 341 0.0%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 70,330 104 0.0%
Allergan PLC 9,208 1,668 0.2%
Alliance Data Systems Corp. 1,674 381 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 1,222 2 0.0%
Alliance Financial Group BHD 920 1 0.0%
Alliance Global Group Inc. 20,385 7 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 80,016 81 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 37,235 42 0.0%
Allianz SE Reg. 1,602 469 0.0%
Allied Properties Real Estate Investment Trust 2,972 143 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 276,418 280 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 352 0.0%
Ally Financial Inc. 75 3 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 1,101 2 0.0%
Ally Financial Inc. 8.00% 11-01-2031 4,601 7 0.0%
Alpargatas SA 264 2 0.0%
Alpek SAB de CV 5,866 11 0.0%
Alphabet Inc. Class A 261 386 0.0%
Alphabet Inc. Class C 777 1,145 0.2%
ALSO Holding AG 51 9 0.0%
Alstom SA 1,906 109 0.0%
AltaGas Canada Inc. 4.26% 12-05-2028 Callable 2028 175,619 184 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 329,207 331 0.0%
AltaGas Ltd. Pfd. Series K 14,909 299 0.0%
Altair Engineering Inc. 3,607 168 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 303,852 309 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 353,316 378 0.0%
Alteryx Inc. 3,552 357 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 205,897 264 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 323,585 423 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 110,321 144 0.0%
Altisource Portfolio Solutions SA 344 11 0.0%
Amata Corp. PCL 322 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 187,546 245 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 224,459 266 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 2,124 3 0.0%
Amcor Ltd. 32,867 462 0.0%
Amdocs Ltd. 3,053 223 0.0%
Amedisys Inc. 3,352 548 0.0%
America's Car-Mart Inc. 161 17 0.0%
American Express Credit Account Master Trust 2.87% 10-15-2024 Callable 2022 119,974 158 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 285,557 436 0.0%
American National Insurance Co. 1,296 251 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 62,251 53 0.0%
American Tower Corp. 1.95% 05-22-2026 Callable 2026 45,508 69 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 110,321 147 0.0%
American Tower Corp. 4.70% 03-15-2022 70,330 96 0.0%
AmerisourceBergen Corp. 236 26 0.0%
AMMB Holdings BHD 1,614 2 0.0%
Amphenol Corp. Class A 667 82 0.0%
Anadolu Cam Sanayii AS 19,739 16 0.0%
Ananti Inc. 157 4 0.0%
Angang Steel Co. Ltd. H Shares 460 0.0%
Anglo American Platinum Ltd. 2,060 147 0.0%
Anglo American PLC 2,246 79 0.0%
AngloGold Ashanti Ltd. ADR 3,483 65 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 2,097,605 2,043 0.3%
Anheuser-Busch InBev Worldwide Inc. 4.75% 01-23-2029 Callable 2028 49,880 68 0.0%
Anhui Conch Cement Co. Ltd. H 19,284 145 0.0%
Annaly Capital Management Inc. 1,433 19 0.0%
Anpec Electronics Corp. 5,374 15 0.0%
Ansell Ltd. 5,757 132 0.0%
Antero Midstream 5.38% 09-15-2024 117,216 155 0.0%
Antero Resources Corp. 5.00% 03-01-2025 237,217 300 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 3,104 4 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 6,343 8 0.0%
Anthem Inc. 2,552 1,009 0.2%
Anthem Inc. 2.75% 10-15-2042 54,333 296 0.0%
Apex International Co. Ltd. 23,037 44 0.0%
Aphria Inc. 7,126 97 0.0%
Apollo Commercial Real Estate Finance Inc. 18,210 435 0.0%
Appen Ltd. 157 3 0.0%
Apple Inc. 7,699 1,753 0.2%
Apple Inc. 2.40% 05-03-2023 113,079 146 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 8,095,712 8,017 0.7%
Apple Inc. 2.85% 08-28-2019 165,482 155 0.0%
Apple Inc. 3.25% 02-23-2026 111,700 147 0.0%
Apple Inc. F/R 02-09-2022 162,724 216 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 137,902 185 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 121,353 164 0.0%
ARC Resources Ltd. 5,259 52 0.0%
Arcadyan Technology Corp. 17,772 70 0.0%
ArcelorMittal SA 7.00% 10-15-2039 627 1 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 721,180 931 0.2%
Archer-Daniels-Midland Co. 37,884 2,118 0.3%
Arcosa Inc. 82 4 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 1,036 1 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 1,981 3 0.0%
Argonaut Gold Inc. 7,165 13 0.0%
Aritzia Inc. 6,158 100 0.0%
Arkema 143 19 0.0%
ARMOUR Residential REIT Inc. 2,602 69 0.0%
Aroundtown SA 8,254 91 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 280,574 283 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 69,873 82 0.0%
Arrowhead Properties Ltd. 38,658 15 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 160,557 211 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 2,157 3 0.0%
Artis Real Estate Investment Trust 3.68% 02-22-2021 139,248 140 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 280,574 281 0.0%
Asanko Gold Inc. 29 0.0%
Ashland Global Holdings Inc. 1,267 129 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 55 0.0%
Asia Cement China Holdings Corp. 20,838 25 0.0%
Asia Cement Corp. 11,151 18 0.0%
Asia Paper Manufacturing Co. Ltd. 358 14 0.0%
Asia Vital Components Co. Ltd. 1,698 2 0.0%
Asian Development Bank 2.00% 02-16-2022 73,088 94 0.0%
Asian Development Bank 2.63% 01-30-2024 154,450 203 0.0%
Asian Development Bank 4.625% 03-06-2019 150,313 135 0.0%
Asian Development Bank 5.00% 03-09-2022 92,394 94 0.0%
Asian Development Bank 5.90% 12-20-2022 412,124 7 0.0%
Asian Development Bank 6.00% 02-24-2021 323,951 6 0.0%
Asian Development Bank 6.45% 08-08-2021 244,023 4 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 2,378 1 0.0%
Aspen Technology Inc. 806 107 0.0%
ASR Nederland NV 3,454 200 0.0%
Asseco Poland SA 172 3 0.0%
Assicurazioni Generali SPA 3,912 92 0.0%
Associated Capital Group Inc. Class A 1,304 73 0.0%
Assore Ltd. 402 13 0.0%
Assured Guaranty Ltd. 27,252 1,497 0.2%
Astral Foods Ltd. 356 5 0.0%
AT&T Inc. 4,906 201 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 357,043 364 0.0%
AT&T Inc. 4.10% 02-15-2028 Callable 2027 103,916 135 0.0%
AT&T Inc. 4.35% 03-01-2029 Callable 2028 117,152 154 0.0%
AT&T Inc. 4.85% 05-25-2047 2,725,312 2,609 0.3%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 227,161 226 0.0%
Atacadao Distribuicao Comercio e Industria Ltda 540 4 0.0%
ATCO Ltd. Class I non-voting 5,318 236 0.0%
ATCO Ltd. F/R 11-01-2078 Callable 2028 342,924 357 0.0%
Athabasca Oil Corp. 54,294 52 0.0%
Atlantic Power Corp. 5,872 21 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 665,065 534 0.0%
ATS Automation Tooling Systems Inc. 26,009 482 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 Callable 2019 144A 5,158 7 0.0%
AU Optronics Corp. 4,656 2 0.0%
Austevoll Seafood ASA 1,716 27 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 121,905 184 0.0%
Auto Trader Group PLC 3,517 29 0.0%
AutoCanada Income Fund 5.63% 05-25-2021 415,666 403 0.0%
Automatic Data Processing Inc. 572 115 0.0%
Autostrada Torino-Milano SPA 2,231 77 0.0%
Avangrid Inc. 2,462 157 0.0%
Avaya Holdings Corp. 61 1 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 143,418 212 0.0%
Aveva Group PLC 3,333 175 0.0%
AVIC International Holdings Ltd. 920 1 0.0%
Avis Budget Rental Car Funding LLC 3.45% 03-20-2023 Callable 2022 144A 66,193 87 0.0%
Avolon Holdings Funding Ltd. 5.25% 05-15-2024 Callable 2024 144A 216,323 291 0.0%
AXA SA 18,026 601 0.0%
Axfood AB 4,077 99 0.0%
Ayala Corp. 67 2 0.0%
B2Gold Corp. 17,275 72 0.0%
B2W Companhia Global do Varejo 23 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 20,685 21 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 4,403 6 0.0%
Baidu Inc. ADR 2,296 491 0.0%
Ball Corp. 4.00% 11-15-2023 190,304 251 0.0%
Ball Corp. 4.375% 12-15-2020 162,724 218 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 228,089 307 0.0%
Ball Corp. 5.25% 07-01-2025 252,360 349 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 151,604 200 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 29,808 40 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 74,467 94 0.0%
Banco Bradesco SA 1,876 25 0.0%
Banco Bradesco SA Pfd. 1,875 28 0.0%
Banco Bradesco SA Pref. ADR 10,219 154 0.0%
Banco BTG Pactual SA - Unit 2,391 29 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2012 48,266 1 0.0%
Banco Del Bajio SA 14,532 37 0.0%
Banco do Brasil SA 6,507 115 0.0%
Banco do Estado do Rio Grande do Sul SA 16,382 143 0.0%
Banco Macro SA ADR 1,925 128 0.0%
Banco Santander Brasil SA 3,034 48 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 2,172 19 0.0%
Bancolombia SA 172 11 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 129,627 166 0.0%
Bangkok Dusit Medical Services PCL 58,144 57 0.0%
Bangkok Expressway & Metro PCL 5,598 2 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 113,079 171 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 111,700 168 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 294,707 337 0.0%
Bank of America Corp. 14,975 573 0.0%
Bank of America Corp. 3.23% 06-22-2022 Series MPLE 259,597 263 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 311,749 315 0.0%
Bank of America Corp. 3.95% 04-21-2025 81,055 107 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 2,477 4 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 6,479 10 0.0%
Bank of America Corp. F/R 02-07-2030 Callable 2029 159,966 211 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 638,878 634 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 46,887 70 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,359,227 1,371 0.2%
Bank of America Corp. F/R 12-20-2023 Callable 2022 168,516 218 0.0%
Bank of America Credit Card Trust 2.70% 07-17-2023 Callable 2021 304,762 400 0.0%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 86,878 114 0.0%
Bank of China Ltd. H 793,501 487 0.0%
Bank of Chongqing Co. Ltd. 747 1 0.0%
Bank of Communications Co. Ltd. H 304,953 337 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 77,225 101 0.0%
Bank of Israel 0% 11-06-2019 42,385 15 0.0%
Bank of Montreal 69,168 7,098 0.6%
Bank of Montreal 2.27% 07-11-2022 798,078 792 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,425,733 1,427 0.2%
Bank of Montreal 2.89% 06-20-2023 1,039,164 1,050 0.2%
Bank of Montreal 3.19% 03-01-2028 374,099 382 0.0%
Bank of Montreal 3.25% 10-06-2022 170,998 163 0.0%
Bank of Montreal 3.32% 06-01-2026 409,431 414 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 1,582,647 1,599 0.2%
Bank of Montreal F/R 02-01-2023 4,387,351 4,388 0.4%
Bank of Montreal F/R 03-30-2020 1,000,852 1,002 0.2%
Bank of Montreal F/R 04-11-2019 207,833 208 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 313,828 394 0.0%
Bankers Hall LP 4.377% 11-20-2013 378,349 384 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 43,301 58 0.0%
Baoye Group Co. Ltd. 11,550 10 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 113,079 148 0.0%
Barclays PLC 98,477 282 0.0%
Barrick Gold Corp. 101,043 1,677 0.2%
Barwa Real Estate Co. 1,196 17 0.0%
Bashneft PAO 373 14 0.0%
Bausch Health Cos Inc. 55,211 1,726 0.2%
Bausch Health Cos Inc. 5.50% 11-01-2025 Callable 144A 826 1 0.0%
Bausch Health Cos Inc. 5.75% 08-15-2027 Callable 2022 144A 177,263 235 0.0%
Bausch Health Cos Inc. 7.00% 03-15-2024 Callable 2020 144A 826 1 0.0%
Bausch Health Cos Inc. 8.50% 01-31-2027 Callable 2022 144A 177,032 242 0.0%
Bausch Health Cos Inc. 9.00% 12-15-2025 Callable 2021 2,201 3 0.0%
Bausch Health Cos Inc. 9.25% 04-01-2026 Callable 2022 144A 2,499 4 0.0%
Bausch Health Cos Inc. Term Loan B 1st Lien F/R 05-24-2025 122,445 161 0.0%
Baxter International Inc. 989 97 0.0%
Bayer AG 5,436 572 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 165,482 210 0.0%
Bayerische Motoren Werke (BMW) AG 177 20 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 2,774 4 0.0%
Baytex Energy Corp. 5.63% 06-01-2024 Callable 2019 [144A] 659,838 786 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2019 7,155 7 0.0%
BCE Inc. 36,381 2,129 0.3%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,083,225 1,087 0.2%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 34,303 45 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 376,708 463 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 1,167 2 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 24,133 32 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 3,540 5 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 43,337 59 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 9,773 13 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 5,404 7 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 122,732 141 0.0%
Becton, Dickinson and Co. 270 88 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 4,873 396 0.0%
Beijing Capital Land Ltd. 45,715 25 0.0%
Beijing Enterprises Holdings Ltd. 10,288 79 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,280,250 1,261 0.2%
Bell Canada 3.35% 03-22-2023 11,007 11 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 105,094 107 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 179,152 178 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,024,616 1,034 0.2%
Bell Canada 4.70% 09-11-2023 MTN 210,535 225 0.0%
Bell Canada 6.17% 02-26-2037 298,240 367 0.0%
Bell Canada 6.55% 05-01-2029 Callable 247,321 305 0.0%
Bell Canada 7.30% 02-23-2032 Callable 8,806 12 0.0%
Bellway PLC 1,879 99 0.0%
BenQ Materials Corp. 11,066 11 0.0%
Berkshire Hathaway Inc. Class B 97 26 0.0%
Bermaz Auto BHD 21,021 15 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 748 1 0.0%
Best World International Ltd. 3,148 8 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 118,595 156 0.0%
BHP Billiton Ltd. 4,890 170 0.0%
BHP Group PLC 5,977 182 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 3,467 5 0.0%
BIM Birlesik Magazalar AS 5,677 120 0.0%
Binggrae Co. Ltd. 105 9 0.0%
Bio-On SpA 95 8 0.0%
BJ's Restaurants Inc. 1,798 113 0.0%
BKW AG 745 66 0.0%
Black Diamond Group Ltd. 2,343 5 0.0%
Blackberry Ltd. 11,287 129 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 46,887 61 0.0%
Bloomberry Resorts Corp. 91,320 26 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 2017 144A 54,333 73 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 141,971 186 0.0%
BMW Canada Inc. F/R 06-14-2019 807,562 809 0.2%
BNK Financial Group Inc. 322 3 0.0%
BNP Paribas SA 4,344 293 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 230,824 302 0.0%
Boardwalk Real Estate Investment Trust 8,118 334 0.0%
BOC Aviation Ltd. 5,616 64 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 125,490 160 0.0%
Bolsa Mexicana de Valores SAB de CV 797 2 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 2017 144A 3,522 5 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 4,403 6 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 10,976 15 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 20,786 30 0.0%
Bombardier Inc. Class B Sub. voting 31,196 87 0.0%
Bonavista Energy Corp. 67,836 85 0.0%
Boralex Inc. Class A 1,594 30 0.0%
Borussia Dortmund GmbH & Co. KGaA 1,384 16 0.0%
Bosideng International Holdings Ltd. 186,590 47 0.0%
Boston Scientific Corp. 3.45% 03-01-2024 Callable 2024 66,193 87 0.0%
Bottomline Technologies Inc. 9,290 610 0.0%
Boyd Group Income Fund 126 15 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 798,286 819 0.2%
BP LP 3.24% 01-09-2020 135,455 136 0.0%
BP PLC 1,088 10 0.0%
Brambles Ltd. 21,274 234 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 2,978 4 0.0%
Braskem SA 1,276 48 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 26,497 35 0.0%
Bravura Solutions Ltd. 7,206 34 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 248,361 910 0.2%
Bridgestone Corp. 3,919 203 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 148,600 161 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 170,441 184 0.0%
Bright Horizons Family Solutions Inc. 714 116 0.0%
Brighthouse Financial Inc. 6,231 317 0.0%
British American Tobacco PLC 11,383 548 0.0%
Britvic PLC 7,338 118 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 467,624 465 0.0%
Brookfield Asset Management Inc. 4.54% 03-31-2023 13,209 14 0.0%
Brookfield Asset Management Inc. 4.85% 03-29-2029 Callable 2028 404,052 533 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 140,079 150 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 155,875 178 0.0%
Brookfield Asset Management Inc. Class A limited voting 16,415 976 0.2%
Brookfield Asset Management Inc. Pfd. Series 46 5,436 139 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 12,094 296 0.0%
Brookfield Business Partners LP 6,842 334 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 163,980 163 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2028 429,532 433 0.0%
Brookfield Infrastructure Partners LP 3,830 201 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 336,689 341 0.0%
Brookfield Property Partners LP 2,703 70 0.0%
Brookfield Renewable Energy Partners LP 1,916 76 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 840,335 828 0.2%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 330,454 333 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 8,974 200 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 328,771 332 0.0%
Brown & Brown Inc. 1,530 60 0.0%
BRP Finance ULC 4.79% 02-07-2022 173,748 182 0.0%
BRP Inc. 7,213 284 0.0%
Bruce Power LP 2.84% 06-23-2021 773,138 774 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 689,500 679 0.1%
Bruce Power LP 3.97% 06-23-2026 314,753 322 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 415,666 411 0.0%
BTB Real Estate Investment Trust 1,332 6 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 903 1 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 44 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 3,919 5 0.0%
Bukwang Pharmaceutical Co. Ltd. 254 7 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 7,313 9 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 184,197 239 0.0%
Bunzl PLC 33 1 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 415,666 539 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 433,208 541 0.0%
BXP Trust 3.42% 06-13-2039 153,071 195 0.0%
C&D Technologies Inc. Term Loan B 1st Lien F/R 12-13-2025 154,444 190 0.0%
Cablevision Systems 5.88% 09-15-2022 60,677 83 0.0%
CACI International Inc. Class A 1,360 326 0.0%
CAE Inc. 67,166 1,864 0.2%
Calceus Acquisition Inc. Term B1 1st Lien F/R 02-08-2025 225,343 296 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 62,046 61 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 772,092 813 0.2%
Callaway Golf Co. 119 3 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 131,311 170 0.0%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 4,051 5 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 1,332 2 0.0%
Camb Commercial Mortgage Trust 4.25% 12-09-2020 42,749 56 0.0%
Camb Commercial Mortgage Trust F/R 12-09-2020 165,482 219 0.0%
Cambrex Corp. 3,861 210 0.0%
Cameco Corp. 24,960 381 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 160,874 211 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 708,710 975 0.2%
Camsing International Holding Ltd. 20,362 28 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 4,194 5 0.0%
Canaccord Genuity Group Inc. 8,496 55 0.0%
Canada Goose Holdings Inc. 1,030 77 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 95,763 125 0.0%
Canada Housing Trust F/R 03-15-2024 5,403,653 5,410 0.5%
Canada Housing Trust No. 1 1.08% 09-15-2021 625,532 632 0.0%
Canada Housing Trust No. 1 2.35% 06-15-2023 3,841,613 3,882 0.4%
Canada Housing Trust No. 1 F/R 09-15-2023 5,619,799 5,628 0.5%
Canadian Apartment Properties Real Estate Investment Trust 24,401 1,226 0.2%
Canadian Credit Card Trust II 1.829% 03-24-2020 602,715 599 0.0%
Canadian Imperial Bank of Commerce 28,079 3,134 0.3%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 635,761 633 0.0%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 364,747 369 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 1,581,608 1,602 0.2%
Canadian Imperial Bank of Commerce 3.29% 01-15-2024 773,138 786 0.1%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,201,274 1,238 0.2%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 705,592 711 0.1%
Canadian Imperial Bank of Commerce F/R 07-22-2019 2,855,555 2,857 0.3%
Canadian Mortgage Pools 2.65% 10-01-2027 119,423 120 0.0%
Canadian National Railway Co. 48,911 5,523 0.5%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,473 2 0.0%
Canadian National Railway Co. 3.00% 02-08-2029 Callable 2028 402,157 402 0.0%
Canadian National Railway Co. 3.60% 02-08-2049 Callable 2048 259,791 258 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 438,452 437 0.0%
Canadian Natural Resources Ltd. 32,803 1,226 0.2%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 307,593 311 0.0%
Canadian Pacific Railway Ltd. 12,241 3,329 0.4%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2023 103,916 105 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 124,700 142 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 5,416 786 0.1%
Canadian Utilities Ltd. Class A non-voting 6,008 210 0.0%
Canadian Western Bank 11,661 357 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 191,206 190 0.0%
Canadian Western Bank 2.92% 12-15-2022 336,689 336 0.0%
Canfor Corp. 4,938 70 0.0%
Canfor Pulp Products Inc. 17,743 281 0.0%
Canon Electronics Inc. 135 3 0.0%
Canopy Growth Corp. 8,331 520 0.0%
Cantel Medical Corp. 833 81 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 513,347 529 0.0%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 135,144 181 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 77,225 101 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 95,152 124 0.0%
Capital Power Corp. 33,491 1,012 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 221,342 223 0.0%
Capitec Bank Holdings Ltd. 245 30 0.0%
Capstone Mining Corp. 18,762 13 0.0%
Cards II Trust 2.155% 10-15-2020 723,674 721 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 230,040 300 0.0%
Career Education Corp. 712 16 0.0%
Carl Zeiss Meditec AG 252 28 0.0%
Carlsberg Brewery Malaysia BHD 6,988 55 0.0%
Carnival PLC 25,604 1,883 0.2%
Carrizo Oil & Gas Inc. 6.25% 04-15-2023 Callable 2019 147,561 192 0.0%
Carter's Inc. 3,664 470 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 298,633 385 0.0%
Cascades Inc. 20,216 178 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 5,504 6 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 4,403 6 0.0%
Cash & Equivalents** 116,095 8.9%
Castellum AB 5,091 122 0.0%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 10,350 14 0.0%
Caterpillar Inc. 151 27 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 236,840 257 0.0%
CBIZ Inc. 3,155 86 0.0%
CBS Corp. 2.90% 01-15-2027 Callable 2026 103,916 125 0.0%
CBS Corp. 4.20% 06-01-2029 Callable 2029 347,081 451 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 1,068 1 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 602,757 614 0.0%
CCL Industries Inc. Class B non-voting 11,697 629 0.0%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 317,984 413 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 172,377 220 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 1,574 2 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 277,182 360 0.0%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 1,376 2 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2019 218,988 296 0.0%
CCO Holdings LLC 5.75% 02-15-2026 4,942 7 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 99,760 137 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 1,552 2 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 135,563 172 0.0%
CD Projekt SA 414 27 0.0%
CDK Global Inc. 1,263 96 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 119,974 162 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 148,934 198 0.0%
Cebu Air Inc. 5,325 11 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 2,906 3 0.0%
Celestica Inc. Sub. voting 27,857 337 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 175,110 227 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 1,486 2 0.0%
Cemtas Celik Makina Sanayi Ve Ticaret AS 9,306 14 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 177,661 217 0.0%
Cenovus Energy Inc. 28,358 342 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 2,906 4 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 2,730 4 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 365,786 460 0.0%
Center Laboratories Inc. 1,724 6 0.0%
Centerra Gold Inc. 29,777 204 0.0%
Centrais Eletricas BR-SP ADR 151 2 0.0%
Centrais Eletricas Brasileiras SA - Eletrobras Pfd. B 1,944 27 0.0%
Central 1 Credit Union 2.60% 11-07-2022 392,552 386 0.0%
Central 1 Credit Union F/R 02-05-2021 1,068,143 1,064 0.2%
CenturyLink Inc. 2,949 51 0.0%
Cerner Corp. 4,763 350 0.0%
CES Energy Solutions Corp. 21,561 68 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 11,007 11 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 08-03-2025 202,305 258 0.0%
CEZ AS 1,368 44 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 28,959 38 0.0%
CGI Inc. 43,693 3,855 0.4%
CGN New Energy Holdings Co. Ltd. 73,080 15 0.0%
Chailease Holding Co. Ltd. 8,874 46 0.0%
Champion Real Estate Investment Trust 155,888 164 0.0%
Changyou.com Ltd. 1,397 37 0.0%
Charoen Pokphand Indonesia TBK 37,912 26 0.0%
Charter Communications Inc. Class A 7 3 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 353,316 476 0.0%
Charter Communications Operating LLC 5.05% 03-30-2029 Callable 2028 313,204 422 0.0%
Charter Communications Operating LLC 5.75% 04-01-2048 Callable 2047 190,304 249 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 315,906 415 0.0%
Charter Hall Group 3,455 28 0.0%
Chartwell Retirement Residences 7,563 113 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 475,937 483 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 138,171 142 0.0%
Chase Issuance Trust 1.37% 06-15-2021 71,709 94 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 21,821 30 0.0%
CHC Group LLC 125 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 6,410 6 0.0%
Check Point Software Technologies Ltd. 505 81 0.0%
Cheetah Mobile Inc. ADR 678 7 0.0%
Chegg Inc. 2,331 122 0.0%
Cheil Communications Inc. 2,731 80 0.0%
Chemed Corp. 151 66 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 298,864 256 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 2,510 3 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 2,917 4 0.0%
Cherrybro Co. Ltd. 3,388 10 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 132,386 159 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2020 2,521 3 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 118,284 154 0.0%
Chevron Corp. 3,882 611 0.0%
Chia Chang Co. Ltd. 7,559 12 0.0%
Chimera Investment Corp. 13,137 319 0.0%
China Agri-Industries Holdings Ltd. 460 0.0%
China Aircraft Leasing Group Holdings Ltd. 14,221 21 0.0%
China Aoyuan Property Group Ltd. 2,299 2 0.0%
China Cinda Asset Management Co. Ltd. 46,950 18 0.0%
China CITIC Bank H 61,474 53 0.0%
China Communication Services Corp. Ltd. 83,336 110 0.0%
China Conch Venture Holdings Ltd. 27,211 119 0.0%
China Construction Bank Corp. H 474,974 556 0.0%
China Crystal New Material Holdings Co. Ltd. 3,385 6 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 4,598 1 0.0%
China Eastern Airlines Corp. Ltd. H Shares 6,897 6 0.0%
China Everbright Bank Co. Ltd. Class H 198,643 125 0.0%
China Everbright Ltd. 2,069 5 0.0%
China Longyuan Power Group Corp. H 2,759 3 0.0%
China Man-Made Fiber Corp. 7,346 3 0.0%
China Medical System Holdings Ltd. 2,529 4 0.0%
China Merchants Bank Co. Ltd. H 28,624 173 0.0%
China Merchants Land Ltd. 71,856 15 0.0%
China Merchants Securities Co. Ltd. 3,265 6 0.0%
China Minsheng Banking Corp. Ltd. 184,841 188 0.0%
China Mobile Ltd. 11,017 152 0.0%
China Mobile Ltd. ADR 7,872 546 0.0%
China National Offshore Oil Corp. Ltd. ADR 172 39 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 195 22 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 155,940 177 0.0%
China Power International Development Ltd. 77,156 26 0.0%
China Railway Construction Corp. Ltd. H 17,243 33 0.0%
China Railway Group Ltd. 246,712 322 0.0%
China Resources Cement Holdings Limited 22,950 32 0.0%
China Resources Pharmaceutical Group Ltd. 1,752 3 0.0%
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. 2,336 12 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 47,226 17 0.0%
China SCE Property Holdings Ltd. 93,502 48 0.0%
China Shenhua Energy Co. Ltd. H 137,514 446 0.0%
China Shineway Pharmaceutical Group Ltd. 2,529 3 0.0%
China South City Holdings Ltd. 66,342 15 0.0%
China Suntien Green Energy Corp. Ltd. 30,836 11 0.0%
China Taiping Insurance Holdings Co. Ltd. 782 3 0.0%
China Telecom Corp. Ltd. H 107,320 76 0.0%
China Tower Corp. Ltd. 90,030 28 0.0%
China Unicom (Hong Kong) Ltd. 6,101 10 0.0%
China Vanke Co. Ltd. 8,879 44 0.0%
China Water Affairs Group Ltd. 28,223 39 0.0%
China XLX Fertiliser Ltd. 29,178 14 0.0%
China Yuchai International Ltd. 217 5 0.0%
China Zhongwang Holdings Ltd. 16,018 11 0.0%
Chinese Maritime Transport Ltd. 7,004 9 0.0%
ChipMOS Technologies Inc. 31,062 34 0.0%
Chlitina Holding Ltd. 1,609 19 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 59,819 79 0.0%
Choice Properties Real Estate Investment Trust 5,181 70 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 4,953 5 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 201,598 202 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 276,833 279 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 369,942 380 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 442,684 451 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 519,582 553 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 51,958 55 0.0%
Chong Kun Dang Holdings Corp. 168 13 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 28,739 24 0.0%
Chroma ATE Inc. 115 1 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 3,236 4 0.0%
CHS/Community Health Systems Inc. 6.88% 02-01-2022 Callable 2020 1,794 2 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 1,398 2 0.0%
Chudenko Corp. 160 4 0.0%
CI Financial Corp. 3.90% 09-27-2027 Callable 145,483 145 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 92 1 0.0%
Cia de Locacao das Americas 356 5 0.0%
Cia de Saneamento do Parana 1,845 43 0.0%
Cia de Transmissao de Energia Eletrica Paulista 721 20 0.0%
Cia Minera Autlan SAB de CV 322 0.0%
CIECH SA 57 1 0.0%
Cielo SA 59,650 227 0.0%
Ciena Corp. 55,005 3,086 0.3%
CIFI Holdings Group Co. Ltd. 8,277 7 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 115,837 146 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 1,189 2 0.0%
Cisco Systems Inc. 13,312 906 0.2%
CIT Group Inc. 21 1 0.0%
CIT Group Inc. 5.00% 08-01-2023 4,381 6 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 253 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 91,015 117 0.0%
Citadel LLC Term Loan B 1st Lien F/R 02-22-2026 577,405 763 0.1%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,379 2 0.0%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 191,683 251 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 186,167 245 0.0%
CITIC Ltd. 304,296 609 0.0%
CITIC Securities Co. Ltd. 1,494 5 0.0%
Citigroup Inc. 4.09% 06-09-2025 1,105,671 1,133 0.2%
Citigroup Inc. F/R 05-04-2021 139,281 132 0.0%
Citizen Watch Co. Ltd. 1,125 8 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 124,111 157 0.0%
City of Oslo 2.35% 09-04-2024 153,140 24 0.0%
Citychamp Watch & Jewellery Group Ltd. 49,519 14 0.0%
Civitas Solutions Inc. Term Loan 1st Lien F/R 02-05-2026 78,976 104 0.0%
CK Hutchison Holdings Ltd. 49,518 693 0.1%
CKD BiO Corp. 484 13 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 500 1 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 2,036 3 0.0%
CLI Funding LLC 4.03% 04-18-2043 90,672 120 0.0%
CME Group Inc. 2,770 663 0.1%
CNA Financial Corp. 6,339 360 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 180,651 242 0.0%
CNOOC Ltd. 8,162 19 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 230,694 238 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 135,091 140 0.0%
Coca-Cola Femsa SAB de CV 26,695 212 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 333 26 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 4,123 6 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 559,070 713 0.1%
Cofinimmo 205 35 0.0%
Cogeco Communications Inc. 5,677 467 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,143,914 1,179 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 727,415 755 0.1%
Cogeco Inc. Sub. voting 1,857 136 0.0%
Cognex Corp. 1,831 129 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 220,846 292 0.0%
Colgate Palmolive Co. 1,522 132 0.0%
Colliers International Group Inc. 1,585 142 0.0%
Colombia Government International Bond 4.00% 02-26-2024 119,974 160 0.0%
Colombia Government International Bond 4.50% 01-28-2026 230,296 313 0.0%
Coloplast AS 541 71 0.0%
Colruyt SA 7,921 743 0.1%
Com7 Public Co. Ltd. 2,184 2 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 366,479 394 0.0%
Comcast Corp. Class A 7,620 388 0.0%
Cominar Real Estate Investment Trust 9,123 109 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 84,120 111 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 63,435 84 0.0%
Commercial Bank of Qatar 966 14 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 63,435 84 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 207,782 282 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 110,072 157 0.0%
CommScope Inc. Term B2 1st Lien F/R 02-07-2026 152,307 201 0.0%
CommScope Technologies Finance LLC 6.00% 03-01-2026 Callable 2022 144A 135,144 182 0.0%
CommScope Technologies Finance LLC 8.25% 03-01-2027 Callable 2022 144A 243,341 333 0.0%
CommScope Technologies LLC 5.00% 03-15-2027 Callable 2022 144A 245,478 289 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 301,358 330 0.0%
CommVault Systems Inc. 3,805 337 0.0%
Compagnie Financiere Richemont SA 5,074 511 0.0%
Compagnie Generale des Etablissements Michelin B 177 28 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) 1,918 26 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo ADR (SABESP) 2,575 35 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. 5,637 28 0.0%
Companhia Paranaense de Energia - COPEL Pfd. B 775 10 0.0%
Companhia Siderurgica Nacional SA (CSN) ADR 276 1 0.0%
Compania Cervecerias Unidas SA ADR 299 11 0.0%
Compania de Distribucion Integral Logista SA 1,967 65 0.0%
Compass Group PLC 4,685 136 0.0%
Comtech Telecommunications Corp. 602 21 0.0%
Concentradora Fibra Danhos SA de CV 69 0.0%
Concho Resources Inc. 4.30% 08-15-2028 Callable 2028 170,998 227 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 239,773 307 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 24,940 31 0.0%
ConocoPhillips 2,864 256 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 89,636 129 0.0%
Consorcio ARA SAB de CV 40,166 14 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 133,765 181 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 4,854 6 0.0%
Constellation Software Inc. 1,716 1,928 0.2%
Constellium NV 4.25% 02-15-2026 Callable 2020 145,483 218 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 644,282 827 0.2%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 85,211 113 0.0%
Construtora Tenda SA 3,307 39 0.0%
Consumers Gas 6.10% 05-19-28 71,494 87 0.0%
Continental Gold Inc. 2 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 1,607 2 0.0%
Controladora Vuela Compania de Aviacion SAB de CV 2,175 25 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 29,450 4 0.0%
Corby Spirit and Wine Ltd. 224 4 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 545,994 561 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 234,245 241 0.0%
Core Industrial Trust 3.85% 02-10-2034 57,919 76 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 92,415 121 0.0%
CoreLogic Inc. 3,724 180 0.0%
Coretronic Corp. 805 2 0.0%
Corning Inc. 29,645 1,357 0.2%
Corporacion Andina de Fomento 2.00% 05-10-2019 2,945 4 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 299 1 0.0%
Corus Entertainment Inc. Class B non-voting 51,493 311 0.0%
Cosco Shipping Ports Ltd. 3,449 5 0.0%
CoStar Group Inc. 796 479 0.0%
Costco Wholesale Corp. 1,579 454 0.0%
Cott Corp. 13,856 274 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 143,418 187 0.0%
Country Garden Holdings Co. Ltd. 24,830 43 0.0%
Covetrus Inc. 1,836 86 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 550 1 0.0%
CPFL Energia SA ADR 23 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 473 1 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 4,249 5 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 1,552 2 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 1,178 2 0.0%
Credito Real SAB de CV SOFOM ER 11,695 15 0.0%
Crescent Point Energy Corp. 29,757 126 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 303,436 259 0.0%
CRH Medical Corp. 14,028 58 0.0%
Crius Energy Trust 1,507 13 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 135,091 139 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 386,569 398 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 131,006 175 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 1,002 1 0.0%
Crown Castle International Corp. 4.30% 02-15-2029 Callable 2028 119,974 158 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 190 279 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 164,379 238 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 34,303 52 0.0%
Crown Ltd. 16,651 178 0.0%
Crown Subsea Communications Holing Inc. Term Loan 1st Lien F/R 11-02-2025 1,060 1 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 1,585 2 0.0%
CSC Financial Co. Ltd. 5,173 6 0.0%
CSC Holdings LLC 5.25% 06-01-2024 1,629 2 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 131,006 170 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 153,071 203 0.0%
CSC Holdings LLC 6.50% 02-01-2029 Callable 2024 144A 99,289 137 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 5,581 8 0.0%
CSC Holdings LLC 7.50% 04-01-2028 Callable 2023 144A 428,769 599 0.0%
CSC Holdings LLC 7.75% 07-15-2025 Callable 2020 144A 517 1 0.0%
CSC Holdings LLC Term Loan 1st Lien F/R 04-07-2027 120,543 159 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 143,418 184 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 170,423 209 0.0%
CSPC Pharmaceuticals Group Ltd. 4,828 11 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 274,744 360 0.0%
CSS Industries Inc. 500 5 0.0%
CSX Corp. 1,918 183 0.0%
CT Real Estate Investment Trust 6,532 89 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 233,812 235 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 869,780 884 0.2%
CU Inc. 3.95% 11-23-2048 Callable 2048 367,847 386 0.0%
CU Inc. 3.964% 07-27-2045 Callable 95,839 100 0.0%
Cuckoo Holdings Co. Ltd. 20 3 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 314,867 437 0.0%
CVS Health Corp. 4,212 320 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 224,780 299 0.0%
CVS Health Corp. 5.05% 03-25-2048 Callable 2047 300,625 391 0.0%
CyberArk Software Ltd. 198 29 0.0%
Cyfrowy Polsat SA 299 3 0.0%
D'Ieteren SA 62 3 0.0%
DACIN Construction Co. Ltd. 8,753 8 0.0%
Dae Han Flour Mills Co. Ltd. 11 2 0.0%
Daechang Co. Ltd. 10,777 12 0.0%
Daekyo Co. Ltd. 68 1 0.0%
Daelim Industrial Co. Ltd. 819 90 0.0%
Daesang Corp. 96 3 0.0%
Daewon Pharmaceutical Co. Ltd. 538 10 0.0%
Dai Nippon Printing Co. Ltd. 7,991 243 0.0%
Daihan Pharmaceutical Co. Ltd. 233 10 0.0%
Daiho Corp. 102 4 0.0%
Dainippon Pharmaceutical Co. Ltd. 241 8 0.0%
Daishin Securities Co. Ltd. Pref. 367 4 0.0%
Daiwabo Holdings Co. Ltd. 197 15 0.0%
DAMAC Properties Dubai Co. PJSC 28,456 14 0.0%
Dana Gas PJSC 6,552 2 0.0%
Danaher Corp. 4,779 798 0.2%
Darfon Electronics Corp. 805 2 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2020 153,071 204 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 0 0.0%
Dassault Systemes SA 143 28 0.0%
DataTec Ltd. 2,947 9 0.0%
Dave & Buster's Entertainment Inc. 6,232 421 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,153,472 1,467 0.2%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 350,094 442 0.0%
DB Insurance Co. Ltd. 168 14 0.0%
DB Master Finance LLC 3.63% 11-20-2047 107,580 140 0.0%
DB Master Finance LLC 3.98% 02-20-2022 236,970 313 0.0%
DCM Holdings Co. Ltd. 1,527 20 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 9,653 13 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 288,214 395 0.0%
Dell International LLC 8.10% 07-15-2036 Callable 2036 144A 151,692 228 0.0%
Dell Technologies Inc. Class C 3,011 221 0.0%
Delphi Energy Corp. 146 0.0%
Delta Air Lines Inc. 5,822 380 0.0%
Delta Electronics Inc. 15,267 100 0.0%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 352 0.0%
Delta Property Fund Ltd. 29,874 7 0.0%
Deluxe Corp. 1,055 65 0.0%
DeNA Co. Ltd. 3,035 61 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 526 1 0.0%
Dentsply Sirona Inc. 10,062 553 0.0%
Detour Gold Corp. 19 0.0%
Deutsch Motors Inc. 1,952 14 0.0%
Deutsche Boerse AG 2,717 452 0.0%
Deutsche Bundesrepublik 0.10% 04-15-2026 Inflation Indexed 781,938 1,330 0.2%
Deutsche Bundesrepublik 0.10% 04-15-2046 Inflation Indexed 169,903 328 0.0%
Deutsche Bundesrepublik 1.94% 04-15-2020 334,013 583 0.0%
Deutsche Lufthansa AG Reg. 19,684 661 0.1%
Deutsche Telekom AG 4,153 90 0.0%
DexCom Inc. 2,577 472 0.0%
DGB Financial Group Inc. 792 8 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 165,227 135 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 25,642 33 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 412 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 884 1 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 5,253 7 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 1,684 2 0.0%
Diamond 1 Finance Corp. 8.35% 07-15-2046 Callable 2046 144A 222,022 342 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 104,805 140 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 241,328 329 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 44,892 58 0.0%
Digital Arts Inc. 519 54 0.0%
Dios Fastigheter AB 2,589 27 0.0%
Direcional Engenharia SA 4,621 14 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 85,499 112 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 74,467 96 0.0%
Discovery Card Executive Note Trust 3.04% 07-15-2024 150,313 199 0.0%
DISH DBS Corp. 5.875% 11-15-2024 673,378 748 0.1%
DISH DBS Corp. 6.75% 06-01-2021 Callable 169,619 229 0.0%
DISH Network Corp. 3.38% 08-15-2026 Conv. 57,919 66 0.0%
DMC Global Inc. 50 3 0.0%
DMCI Holdings Inc. 7,564 2 0.0%
DMG Mori AG 1,170 75 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 66,870 85 0.0%
DNO International ASA 24,792 69 0.0%
DO & CO AG 44 5 0.0%
Dolby Laboratories Inc. Class A 3,001 256 0.0%
Dollarama Inc. 32,434 1,155 0.2%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 290,966 295 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 4,038 262 0.0%
Domino's Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2020 145,885 188 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 236,032 316 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2019 247,216 325 0.0%
Dongfeng Motor Group Co. Ltd. 37,349 52 0.0%
DongKook Pharmaceutical Co. Ltd. 193 13 0.0%
Dongwon Development Co. Ltd. 2,069 10 0.0%
Dongwon F&B Co. Ltd. 59 19 0.0%
Dongyue Group Ltd. 1,724 2 0.0%
Doosan Corp. 5 1 0.0%
Dorel Industries Inc. Class B Sub. voting 2,557 43 0.0%
Dorman Products Inc. 1,562 166 0.0%
Douja Promotion Groupe Addoha SA 3,983 7 0.0%
Douzone Bizon Co. Ltd. 233 12 0.0%
Dr. Reddy's Laboratories Ltd. ADR 2,334 116 0.0%
Drax Group PLC 20,157 128 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 251,478 338 0.0%
DRB-Hicom BHD 11,544 7 0.0%
Dream Global Real Estate Investment Trust 24,912 338 0.0%
Dream Industrial Real Estate Investment Trust 9,478 107 0.0%
Dream Office Real Estate Investment Trust 25,216 627 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 166,978 222 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 55,959 2 0.0%
DTE Energy Co. Conv. Pfd. 731 53 0.0%
DTR Automotive Corp. 331 13 0.0%
Dual Co. Ltd. 3,696 14 0.0%
Dundee Precious Metals Inc. 24,109 113 0.0%
DY Corp. 101 1 0.0%
Dynegy Inc. 7.625% 11-01-2024 925 1 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 1,618 2 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 315,405 413 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 111,219 146 0.0%
Eastman Chemical Co. 1,482 161 0.0%
Eaton Corp. PLC 177 19 0.0%
Ebro Foods SA 4,131 116 0.0%
ECN Capital Corp. 67,969 276 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 45,508 69 0.0%
Ecopetrol SA Sponsored ADR 3,715 99 0.0%
EDF SA (Electricite de France) 493 9 0.0%
EDP - Energias do Brasil SA 1,115 7 0.0%
EFG Eurobank Ergasias 2,380 2 0.0%
Egis Technology Inc. 575 5 0.0%
eHealth Inc. 625 44 0.0%
EI Group PLC 9,712 34 0.0%
Elan Microelectronics Corp. 12,037 46 0.0%
Elanco Animal Health Inc. 9,633 383 0.0%
Eldorado Gold Corp. 6,717 38 0.0%
ELECOM Co. Ltd. 738 30 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 236,741 302 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 41,567 53 0.0%
Electricity Generating PCL 1,402 16 0.0%
Elekta AB B 113 2 0.0%
Element Fleet Management Corp. 77,227 582 0.0%
Elite Material Co. Ltd. 1,035 4 0.0%
Emera Inc. 2,440 114 0.0%
Emera Inc. 2.90% 06-16-2023 353,770 350 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 288,214 395 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 4,413 6 0.0%
Emirates Development Bank PJSC 3.52% 03-06-2024 60,677 80 0.0%
Emirates NBD PJSC 2,322 8 0.0%
EMIS Group PLC 577 10 0.0%
Emperor International Holdings Ltd. 6,720 3 0.0%
Empire Co. Ltd. Class A non-voting 43,739 1,337 0.2%
EmployBridge LLC Term Loan B 1st Lien F/R 04-18-2025 134,623 177 0.0%
Empresa de Energia de Bogota SA ESP 12,507 11 0.0%
Enagas SA 942 35 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 874,976 898 0.2%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 594,402 575 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 219,679 275 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 51,958 67 0.0%
Enbridge Inc. 102,788 5,004 0.5%
Enbridge Inc. 3.19% 12-05-2022 11,007 11 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 262,500 257 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 154,174 202 0.0%
Enbridge Inc. 3.94% 01-13-2023 16,511 17 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 412,756 427 0.0%
Enbridge Inc. 4.24% 08-27-2042 266,026 257 0.0%
Enbridge Inc. 4.57% 03-11-2044 4,022,484 4,080 0.4%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 4,967 124 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 3,734,365 3,588 0.4%
Enbridge Inc. 5.75% 09-02-2039 Callable 301,358 351 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 170,722 220 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,220,437 1,268 0.2%
Enbridge Pipelines Inc. 3.52% 02-22-2029 Callable 2028 96,642 97 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 480,094 470 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 110,746 110 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 87,289 111 0.0%
EnCana Corp. 50,063 484 0.0%
Encompass Health Corp. 1,072 89 0.0%
Enel Chile SA 195 1 0.0%
Enel SPA 31,325 249 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 382,673 383 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 286,010 288 0.0%
Enerflex Ltd. 4,763 95 0.0%
Energa SA 115 0.0%
Energisa SA 1,246 18 0.0%
Energizer Holdings Inc. 6.38% 07-15-2026 Callable 2021 144A 748 1 0.0%
Energizer Holdings Inc. 7.75% 01-15-2027 Callable 2022 144A 176 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 1,255 2 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 782 1 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 3,974 5 0.0%
Enerplus Corp. 44,573 517 0.0%
Enersis SA ADR 5,023 58 0.0%
Eneva SA 103 1 0.0%
Enghouse Systems Ltd. 7,332 279 0.0%
Engie Brasil Energia SA 8,477 122 0.0%
Engie SA 6,191 123 0.0%
Eni SPA 7,332 166 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 237,345 246 0.0%
EnPro Industries Inc. 624 56 0.0%
Ensco PLC 7.75% 02-01-2026 1,618 2 0.0%
Ensco PLC Class A 45,561 246 0.0%
Ensign Group Inc. 2,171 141 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 186,818 245 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 237,695 310 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 310,243 305 0.0%
ePlus Inc. 1,308 154 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 197,248 265 0.0%
Equifax Inc. 2,275 328 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 1,222 2 0.0%
Equinor ASA 2,314 68 0.0%
Equity Commonwealth 2,917 125 0.0%
Erajaya Swasembada Tbk PT 69,582 14 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 805 2 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 126,247 166 0.0%
Estacio Participacoes SA 1,253 12 0.0%
Etsy Inc. 4,581 429 0.0%
Eugene Corp. 116 1 0.0%
Eugene Investment & Securities 466 1 0.0%
Eurazeo SA 805 80 0.0%
Eurocharm Holdings Co. Ltd. 920 6 0.0%
EUROFIMA 4.55% 03-30-2027 1,084,887 1,223 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 113,892 116 0.0%
Euronet Worldwide Inc. 438 77 0.0%
European Investment Bank 1.50% 05-12-2022 1,114,245 172 0.0%
EVA Airways Corp. 8,507 6 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 1,567 1 0.0%
EVERTEC Inc. 1,856 70 0.0%
Evertz Technologies Ltd. 535 9 0.0%
Evolent Health Inc. Class A 1,680 29 0.0%
Evraz PLC 8,162 80 0.0%
Excelsior Biopharma Inc. 4,268 9 0.0%
Exco Technologies Ltd. 321 3 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 291,538 392 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 76,778 101 0.0%
Exelon Corp. 15,337 980 0.2%
ExlService Holdings Inc. 6,546 529 0.0%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 182,306 228 0.0%
Expedia Inc. 5.00% 02-15-2026 197,199 269 0.0%
Export Development Canada 0.88% 12-07-2021 113,079 196 0.0%
Export Development Canada 2.40% 06-07-2021 124,111 117 0.0%
Extendicare Inc. 12,259 93 0.0%
Exxaro Resources Ltd. 184 3 0.0%
Exxon Mobil Corp. 4,477 465 0.0%
F&F Co. Ltd. 49 4 0.0%
F5 Networks Inc. 2,358 521 0.0%
Fabege AB 1,804 32 0.0%
Fabrinet 3,706 285 0.0%
Facebook Inc. 87 19 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.63% 08-15-2026 Callable 2021 144A 756,511 813 0.2%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 207,833 213 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 143,859 142 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,322,025 1,377 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 1,409 2 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 133,013 145 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 388,437 604 0.0%
Fairfax India Holdings Corp. 1,312 22 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 60,020 79 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 59,298 86 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 101,878 135 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 99,935 132 0.0%
Fantasia Holdings Group Co. Ltd. 3,449 1 0.0%
Far Eastern Department Stores Ltd. 17,158 12 0.0%
Far Eastern New Century Corp. 8,966 12 0.0%
Fastighets AB Balder 1,045 40 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 234,433 221 0.0%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 1,533,806 1,561 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 371,369 1,374 0.2%
Feng Hsin Steel Co. Ltd. 2,676 7 0.0%
Feng TAY Enterprise Co. Ltd. 11,641 96 0.0%
Ferrari NV 168 28 0.0%
Ferrovial SA 16,479 500 0.0%
Fiat Chrysler Automobiles NV 10,501 204 0.0%
Fibra Uno Administration SA 20 0.0%
Fifth Avenue LP 4.71% 08-05-2021 217,064 223 0.0%
Fifth Third Bancorp 3.65% 01-25-2024 Callable 2023 290,972 387 0.0%
Fila Korea Ltd. 1,930 125 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 246,191 318 0.0%
Financial Select Sector SPDR Fund 11,780 411 0.0%
Finning International Inc. 1,128 28 0.0%
First Capital Realty Inc. 14,670 314 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 269,559 277 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 3,357 5 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 2,126 3 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 273,144 359 0.0%
First Gen Corp. 30,977 17 0.0%
First Hi-Tec Enterprise Co. Ltd. 2,482 4 0.0%
First Majestic Silver Corp. 0 0.0%
First Nations ETF LP 4.14% 12-31-2041 195,298 202 0.0%
First Philippine Holdings Corp. 7,134 14 0.0%
First Quantum Minerals Ltd. 8,459 128 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 405,274 525 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 1,552 2 0.0%
First Republic Bank 349 48 0.0%
First Tennessee Bank NA 95 92 0.0%
FirstRand Ltd. 13,566 81 0.0%
FirstService Corp. 1,001 114 0.0%
Flexium Interconnect Inc. 1,494 6 0.0%
Flughafen Wien AG 205 11 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 120,585 161 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 48,266 48 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 39,298 51 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 4,403 4 0.0%
Ford Credit Canada Co. 2.92% 09-16-2020 243,164 241 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 252,517 242 0.0%
Ford Motor Co. 10,097 116 0.0%
Ford Motor Co. 6.625% 10-01-2028 32,821 44 0.0%
Ford Otomotiv Sanayi AS 207 3 0.0%
Forestar Group Inc. 79 2 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 33,666 44 0.0%
Formosa International Hotels Corp. 345 2 0.0%
Formosa Petrochemical Corp. 2,299 11 0.0%
Formosa Taffeta Co. Ltd. 1,724 3 0.0%
Fortified Trust 1.67% 07-23-2021 463,467 455 0.0%
Fortified Trust 2.16% 10-23-2020 798,078 795 0.2%
Fortinet Inc. 6,648 759 0.1%
Fortis Inc. 16,082 763 0.1%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 70,663 71 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 78,976 79 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 339,807 373 0.0%
Fortive Corp. 1,367 147 0.0%
Fortive Corp. Conv. Pfd. Series A 68 93 0.0%
Fortress Income Fund Ltd. - Class B 814 1 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 684,359 883 0.2%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 773,138 1,036 0.2%
Fortum OYJ 909 27 0.0%
Fosun International Ltd. 2,414 5 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 110,623 143 0.0%
Franco-Nevada Corp. 5,891 584 0.0%
Fraser & Neave Holdings Bhd 6,454 74 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 71,231 94 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 10,603 14 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 45,452 60 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 179,536 238 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 51,092 67 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 15,139 20 0.0%
Freddie Mac Structured Agency Credit Risk F/R 02-25-2049 Callable 2029 144A 89,636 118 0.0%
Freeport-McMoRan Inc. 1,091 19 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 400,078 521 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 2,411 3 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 341,736 603 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 540,599 1,099 0.2%
French Republic Government Bond OAT 4.32% 07-25-2029 247,131 675 0.1%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 103,916 139 0.0%
Freshpet Inc. 5,221 283 0.0%
Frontera Generation Holdings LLC Term Loan B 1st Lien F/R 04-25-2025 188,885 246 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 1,167 1 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 925 1 0.0%
FTI Consulting Inc. 9,316 909 0.2%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 89,636 113 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 977 1 0.0%
Fufeng Group Ltd. 1,954 1 0.0%
FUJIFILM Holdings Corp. 183 11 0.0%
Fujitsu Ltd. 234 21 0.0%
Funai Electric Co. Ltd. 3,525 32 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 78,176 94 0.0%
Futaba Corp. 1,801 38 0.0%
Futures Contracts -1,676 -0.1%
Fuyao Glass Industry Group Co. Ltd. 4,039 19 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 411,509 520 0.0%
Galenica AG 757 45 0.0%
Games Workshop Group PLC 321 18 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 378,256 499 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 347,900 343 0.0%
Gartner Inc. 1,177 220 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 700,889 965 0.2%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 192,015 252 0.0%
GATX Corp. 3,175 332 0.0%
Gaz Metro Inc. 1.52% 05-25-2020 162,110 161 0.0%
Gazprom Neft PJSC 5,886 39 0.0%
Gazprom PJSC 27,915 88 0.0%
Gaztransport Et Technigaz SA 241 29 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 215,126 309 0.0%
GCI Liberty Inc. Class A 2,103 148 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 533,299 557 0.0%
Gear Energy Ltd. 97 0.0%
GEK TERNA Holdings Real Estate Construction SA 977 8 0.0%
Gemdale Properties and Investment Corp. Ltd. 9,196 1 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,393,519 1,358 0.2%
General Electric Capital Corp. 4.60% 01-26-2022 1,823,317 1,888 0.2%
General Electric Capital Corp. F/R 07-30-2019 64,790 9 0.0%
General Electric Co. 1,338 18 0.0%
General Electric Co. 6.88% 01-10-2039 437,696 668 0.1%
General Electric Co. 8.35% 09-03-2022 111,910 7 0.0%
General Electric Co. F/R 05-05-2026 39,280 46 0.0%
General Electric Co. F/R 12-08-2021 23,560 3 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 2,945 4 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 478,015 478 0.0%
Genesco Inc. 5,556 353 0.0%
Genesis Trust II 1.699% 04-15-2020 540,365 537 0.0%
Genesis Trust II 2.43% 05-15-2019 1,849,072 1,850 0.2%
Genomic Health Inc. 188 19 0.0%
Genomma Lab Internacional SAB de CV 563 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 108,941 144 0.0%
Genworth MI Canada Inc. 16,409 727 0.1%
Genworth MI Canada Inc. 4.242% 04-01-2024 249,399 255 0.0%
GeoPark Ltd. 122 3 0.0%
George Weston Ltd. 855 80 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 508,264 632 0.0%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 571,784 717 0.1%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 455,178 590 0.0%
Giant Manufacturing Co. Ltd. 5,252 38 0.0%
Gibson Energy Inc. 14,106 300 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 215,523 235 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,205,986 1,208 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 7,441 8 0.0%
Gildan Activewear Inc. 10,120 476 0.0%
Gilead Sciences Inc. 1,523 130 0.0%
Ginko International Co. Ltd. 2,656 26 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 608,950 597 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 519,582 518 0.0%
Glacier Credit Card Trust 3.14% 09-20-2023 240,834 245 0.0%
Glanbia PLC 10,111 270 0.0%
GlaxoSmithKline PLC 36,653 957 0.2%
Glencore PLC 5,414 29 0.0%
Globant SA 898 81 0.0%
Globe Telecom Inc. 720 35 0.0%
GLP Capital LP/GLP Financing II Inc. 5.25% 06-01-2025 1,981 3 0.0%
GLP Capital LP/GLP Financing II Inc. 5.375% 04-15-2026 108,942 148 0.0%
GMK Norilsk Nickel 161 45 0.0%
GMP Capital Inc. 49 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 4,881 7 0.0%
Goldcorp Inc. 22,815 317 0.0%
Government of Aruba 4.63% 09-14-2023 1,473 2 0.0%
Government of Aruba 6.50% 01-31-2029 8,541 12 0.0%
Government of Australia 3.25% 04-21-2029 390,123 401 0.0%
Government of Australia 5.75% 07-15-2022 179,272 190 0.0%
Government of Bermuda 4.854% 02-06-2024 21,475 30 0.0%
Government of Canada 0.75% 09-01-2020 3,193,956 3,146 0.3%
Government of Canada 0.75% 09-01-2021 1,616,939 1,577 0.2%
Government of Canada 1.00% 06-01-2027 4,933,951 4,588 0.5%
Government of Canada 1.00% 09-01-2022 595,168 579 0.0%
Government of Canada 1.25% 11-01-2019 992,891 989 0.2%
Government of Canada 1.25% 12-01-2047 Real Return 6,328,673 7,830 0.7%
Government of Canada 1.50% 03-01-2020 594,356 593 0.0%
Government of Canada 1.50% 06-01-2023 4,383,194 4,328 0.4%
Government of Canada 1.75% 05-01-2020 478,015 478 0.0%
Government of Canada 1.75% 08-01-2020 64,502,907 64,477 5.0%
Government of Canada 2.00% 06-01-2028 16,543,262 16,625 1.4%
Government of Canada 2.00% 11-01-2020 518,543 520 0.0%
Government of Canada 2.25% 02-01-2021 10,332,689 10,423 0.9%
Government of Canada 2.25% 06-01-2025 823,018 842 0.2%
Government of Canada 2.25% 06-01-2029 3,047,453 3,129 0.3%
Government of Canada 2.50% 06-01-2024 246,074 254 0.0%
Government of Canada 2.75% 06-01-2022 734,689 757 0.1%
Government of Canada 2.75% 12-01-2048 3,601,057 4,044 0.4%
Government of Canada 3.00% 12-01-2036 Real Return 169,384 305 0.0%
Government of Canada 3.25% 06-01-2021 57,850,535 59,712 4.7%
Government of Canada 3.50% 06-01-2020 59,018,260 60,258 4.7%
Government of Canada 3.50% 12-01-2045 464,091 586 0.0%
Government of Canada 4.00% 12-01-2031 Real Return 521,660 1,090 0.2%
Government of Canada 4.25% 12-01-2021 Real Return 172,501 308 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 2,708,784 5,336 0.5%
Government of Cayman Islands 5.95% 11-24-2019 144A 5,596 8 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 102,047 154 0.0%
Government of Dominican Republic 7.45% 04-30-2044 5,713 8 0.0%
Government of Germany 0.25% 02-15-2029 490,104 739 0.1%
Government of Hungary 6.38% 03-29-2021 424,185 593 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 1,211,702,565 107 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 4,868,407,830 406 0.0%
Government of Indonesia 6.63% 05-15-2033 3,221,957,336 264 0.0%
Government of Indonesia 7.00% 05-15-2022 5,003,674,309 466 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 2,186,428,197 194 0.0%
Government of Indonesia 7.50% 08-15-2032 1,255,484,028 111 0.0%
Government of Indonesia 8.25% 05-15-2029 760,127,331 73 0.0%
Government of Indonesia 8.25% 07-15-2021 3,105,801,756 298 0.0%
Government of Indonesia 8.38% 03-15-2024 3,928,814,305 379 0.0%
Government of Indonesia 8.38% 09-15-2026 4,851,728,846 467 0.0%
Government of Ireland 1.00% 05-15-2026 5,890 9 0.0%
Government of Ireland 3.40% 03-18-2024 539,747 944 0.2%
Government of Italy 1.30% 05-15-2028 9,247 13 0.0%
Government of Jamaica 8.00% 06-24-2019 2,003 3 0.0%
Government of Japan 0% 08-13-2019 2,945,007 35 0.0%
Government of Malaysia 3.62% 11-30-2021 286,835 93 0.0%
Government of Malaysia 3.73% 06-15-2028 266,150 85 0.0%
Government of Malaysia 3.84% 04-15-2033 752,391 233 0.0%
Government of Malaysia 3.88% 03-14-2025 391,640 127 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 774,179 249 0.0%
Government of Malaysia 4.06% 09-30-2024 1,452,104 475 0.0%
Government of Malaysia 4.16% 07-15-2021 828,513 272 0.0%
Government of Mexico 7.50% 06-03-2027 114,973 8 0.0%
Government of New Zealand 3.00% 04-15-2020 430,253 391 0.0%
Government of New Zealand 5.50% 04-15-2023 154,450 156 0.0%
Government of New Zealand 6.00% 05-15-2021 409,568 401 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,909,937 302 0.0%
Government of Norway 4.50% 05-22-2019 3,657,150 566 0.0%
Government of Philippines 3.50% 03-20-2021 15,105,744 365 0.0%
Government of Philippines 3.50% 04-21-2023 9,366,278 215 0.0%
Government of Philippines 4.625% 09-09-2040 1,399,977 27 0.0%
Government of Philippines 4.95% 01-15-2021 4,936,878 125 0.0%
Government of Philippines 6.25% 01-14-2036 7,446,685 200 0.0%
Government of Philippines 6.50% 04-28-2021 882,570 23 0.0%
Government of Philippines 7.375% 03-03-2021 5,157,520 135 0.0%
Government of Philippines 8.00% 07-19-2031 10,080,607 291 0.0%
Government of Philippines 8.125% 12-16-2035 3,309,639 97 0.0%
Government of Portugal 5.13% 10-15-2024 144A 197,199 277 0.0%
Government of Qatar 6.55% 04-09-2019 16,492 22 0.0%
Government of Singapore 2.50% 06-01-2019 468,865 457 0.0%
Government of Singapore 3.25% 09-01-2020 664,686 659 0.1%
Government of Sweden 0.13% 04-24-2023 144A 278,561 421 0.0%
Government of United Kingdom 1.63% 10-22-2028 417,272 750 0.1%
Grafton Group PLC 2,789 39 0.0%
Graham Holdings Co. 302 272 0.0%
Gran Tierra Energy Inc. 58,882 175 0.0%
Grand Canyon Education Inc. 1,403 214 0.0%
Grand Pacific Petrochemical Corp. 1,379 1 0.0%
Granite Real Estate Investment Trust 17,003 1,048 0.2%
Gray Escrow Inc. 7.00% 05-15-2027 Callable 2022 144A 295,123 411 0.0%
Great Canadian Gaming Corp. 4,968 273 0.0%
Great Eagle Holdings Ltd. 7,338 48 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 2,080 3 0.0%
Great-West Lifeco Inc.* 2,090 63 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 408,515 487 0.0%
Green Cross Holdings Corp. 47 1 0.0%
Greene King PLC 128 1 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 95,152 118 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 21,675 29 0.0%
Greggs PLC 584 18 0.0%
Growthpoint Properties Australia Ltd. 2,579 10 0.0%
Grupa Lotos SA 954 32 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 195 12 0.0%
Grupo Bimbo SAB de CV Series A 2,173 6 0.0%
Grupo Comercial Chedraui SA de CV 793 2 0.0%
Grupo Financiero Banorte SAB de CV Series O 20,543 147 0.0%
Grupo Herdez SAB de CV 598 2 0.0%
Grupo Mexico SAB de CV Series B 11 0.0%
Grupo Simec SA de CV 11,031 44 0.0%
GS Engineering & Construction Corp. 1,434 72 0.0%
GS Holdings Corp. 18 1 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 37,233 49 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 31,717 42 0.0%
GS Retail Co. Ltd. 39 2 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 6,212 8 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 37,632 49 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 8,328 11 0.0%
Guangdong Investment Ltd. 10,602 27 0.0%
Guangzhou Automobile Group Co. Ltd. Class H 25,060 41 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 230 1 0.0%
Guangzhou R&F Properties Co. Ltd. H 30,549 75 0.0%
Guaranty Trust Bank PLC 192,354 25 0.0%
Guararapes Confeccoes SA 34 2 0.0%
Guardian Capital Group Ltd. 19 0.0%
Gulf Keystone Petroleum Ltd. 7,115 28 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 3,291 4 0.0%
H&R Real Estate Investment Trust 10,295 234 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 278,496 276 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 550,757 547 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 168,345 168 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 118,595 159 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 699,887 848 0.2%
Haemonetics Corp. 14,282 1,632 0.2%
Halma PLC 4,196 114 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 30,763 39 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 73,049 93 0.0%
Hana Financial Group Inc. 2,587 117 0.0%
Hang Lung Development Co. 148,406 613 0.0%
Hanil Hyundai Cement Co. Ltd. 37 2 0.0%
Hanjaya Mandala Sampoerna TBK PT 118,644 42 0.0%
Hanjin Kal Corp. 41 1 0.0%
Hanjin Transportation Co. Ltd. 39 2 0.0%
Hannover Rueckversicherung SE Reg. 1,987 390 0.0%
HannStar Display Corp. 1,954 1 0.0%
Hansol Paper Co. Ltd. 436 9 0.0%
Hanwha General Insurance Co. Ltd. 149 1 0.0%
HAP Seng Consolidated BHD 15,692 50 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 70,990 92 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 125,146 8 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 35,945 47 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 182,893 175 0.0%
Harmony Gold Mining Co. Ltd. ADR 498 1 0.0%
Hartalega Holdings Bhd 26,017 42 0.0%
Harum Energy TBK PT 9,564 1 0.0%
Haseko Corp. 1,670 27 0.0%
Hawaiian Electric Industries Inc. 5,252 264 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 Callable 2020 144A 100,668 119 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 288,110 400 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 152,519 210 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 519,582 690 0.1%
HCA Inc. 5.00% 03-15-2024 153,071 211 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 215,126 300 0.0%
HCA Inc. 5.375% 02-01-2025 124,111 169 0.0%
HCA Inc. 5.88% 02-01-2029 Callable 2028 245,243 338 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 279,940 405 0.0%
HD Supply Holdings Inc. 2,006 113 0.0%
HDFC Bank Ltd. ADR 977 130 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 170,423 216 0.0%
Healthcare Services Group Inc. 3,952 198 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 61 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04-17-2025 1,454 2 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,135,183 1,143 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,365,877 1,371 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 402,868 398 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 679,950 680 0.1%
Heidrick & Struggles International Inc. 400 23 0.0%
Heineken Malaysia Bhd 379 3 0.0%
Helen of Troy Ltd. 381 56 0.0%
Hellenic Telecommunications Organization SA (OTE) 356 6 0.0%
Helvetia Holding AG 18 14 0.0%
Hengan International Group Co. Ltd. 230 2 0.0%
Henkel AG & Co. KGaA 3,440 425 0.0%
Henkel AG & Co. KGaA Pfd. 3,444 453 0.0%
Hennes & Mauritz AB B 16,013 319 0.0%
Henry Schein Inc. 4,591 358 0.0%
Herbalife Nutrition Ltd. 6,223 459 0.0%
Hermes International 11 9 0.0%
Heroux-Devtek Inc. 10 0.0%
Hexindai Inc. 1,303 6 0.0%
High Arctic Energy Services Inc. 19 0.0%
Hikma Pharmaceuticals PLC 855 25 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 130,866 167 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 31,717 41 0.0%
Hisense Kelon Electrical Holdings Co. Ltd. 14,956 20 0.0%
Hitachi Ltd. 11,978 471 0.0%
HKC Holdings Ltd. 3,089 4 0.0%
HMS Holdings Corp. 4,883 221 0.0%
Hokuhoku Financial Group Inc. 1,140 16 0.0%
Holiday Entertainment Co. Ltd. 920 3 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 2,637,398 2,624 0.3%
HollyFrontier Corp. 17,167 1,156 0.2%
Holy Stone Enterprise Co. Ltd. 115 1 0.0%
Home Capital Group Inc. 49 1 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 8,103 11 0.0%
HomeServe PLC 3,181 53 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 3,485 5 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 572,362 575 0.0%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 115,098 115 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 62,553 63 0.0%
Honda Motor Co. Ltd. 10,730 399 0.0%
Hong Leong Financial Group BHD 1,333 8 0.0%
Hongkong Land Holdings Ltd. 67,976 641 0.0%
Horizon North Logistics Inc. 3,014 6 0.0%
Horizon Pharma Financing Inc. 6.63% 05-01-2023 Callable 2018 144A 290,966 396 0.0%
Hormel Foods Corp. 8,809 502 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 194,911 255 0.0%
Host Hotels & Resorts Inc. 6,984 180 0.0%
Hotel Shilla Co. Ltd. 13 1 0.0%
House Foods Corp. 808 43 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 1,805 2 0.0%
HP Inc. 1,195 31 0.0%
HSBC Bank Canada 2.17% 06-29-2022 879,133 865 0.2%
HSBC Bank Canada 2.54% 01-31-2023 417,744 415 0.0%
HSBC Bank Canada 3.25% 09-15-2023 1,681,367 1,714 0.2%
HSBC Bank Canada F/R 07-10-2019 1,416,205 1,417 0.2%
HSBC Holdings PLC 44,053 471 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,178,003 14 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 552,835 554 0.0%
Hua Hong Semiconductor Ltd. 690 2 0.0%
Huadian Power International Corp. Ltd. 44,762 26 0.0%
Huaxin Cement Co. Ltd. 2,379 9 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 107,711 141 0.0%
HUBER+SUHNER AG 412 42 0.0%
Huchems Fine Chemical Corp. 237 6 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 6,516 9 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 3,401 5 0.0%
Hudson Ltd. 2,351 46 0.0%
Hugo Boss AG 294 29 0.0%
Huishang Bank Corp. Ltd. 6,414 4 0.0%
Humedix Co. Ltd. 97 3 0.0%
Hungary Government International Bond 6.25% 01-29-2020 387,503 525 0.0%
Huntington Ingalls Industries Inc. 1,047 288 0.0%
Huntsman Corp. 2,403 78 0.0%
Hurricane Energy PLC 1,589 1 0.0%
Husky Energy Inc. 20,731 303 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 275,378 275 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 28,296 379 0.0%
Husky Energy Inc. 7.25% 12-15-2019 3,027 4 0.0%
Huvis Corp. 1,312 11 0.0%
Hwail Pharmaceutical Co. Ltd. 1,313 10 0.0%
Hydro One Inc. 15,943 329 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 447,880 437 0.0%
Hydro One Inc. 3.72% 11-18-2047 743,730 739 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 367,864 318 0.0%
Hypera SA 5,656 53 0.0%
Hyprop Investments Ltd. 2,926 21 0.0%
Hyundai Engineering & Construction Co. Ltd. 81 5 0.0%
Hyundai Heavy Industries Co. Ltd. 44 19 0.0%
Hyundai Home Shopping Network Corp. 6 1 0.0%
Hyundai Hy Communications & Network Co. Ltd. 1,057 5 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 305 13 0.0%
Hyundai Mipo Dockyard Co. Ltd. 10 1 0.0%
Hyundai Motor Co. 195 29 0.0%
Hyundai Motor Securities Co. Ltd. 50 1 0.0%
Hyundai Telecommunication Co. Ltd. 1,018 13 0.0%
i-SENS Inc. 416 12 0.0%
IA Financial Corporate Inc. 16,246 820 0.2%
IAC/InterActiveCorp 270 76 0.0%
IAMGOLD Corp. 16,517 73 0.0%
Iberdrola SA 5,803 64 0.0%
IBI Group Inc. 2,362 11 0.0%
ICA Gruppen AB 7,166 362 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 916 1 0.0%
ICICI Bank Ltd. ADR 4,634 60 0.0%
IDEX Corp. 37 7 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 358,592 449 0.0%
IG Design Group PLC 902 9 0.0%
IGB Real Estate Investment Trust 3,633 2 0.0%
IGG Inc. 34,066 64 0.0%
iHeartCommunications Inc. Term Loan 1st Lien F/R 01-30-2019 3,434 3 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 649 1 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 166,861 220 0.0%
Ildong Pharmaceutical Co. Ltd. 580 14 0.0%
IMCD Group NV 343 35 0.0%
Impala Platinum Holdings Ltd. 667 4 0.0%
Imperial Oil Ltd. 14,485 516 0.0%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 1,783 2 0.0%
Indofood CBP Sukses Makmur TBK PT 49,216 47 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,614,927,867 159 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 1,034,859,065 104 0.0%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 135,091 135 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 519,582 527 0.0%
Industrial and Commercial Bank of China Ltd. H 430,941 436 0.0%
Industrial Bank of Korea 409 7 0.0%
Industrias CH SAB de CV 1,321 8 0.0%
Industries Qatar QSC 230 11 0.0%
Industrivarden AB Class C 703 19 0.0%
Infocom Corp. 1,154 27 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2019 2,697 4 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 1,915 3 0.0%
Infosys Ltd. ADR 17,928 253 0.0%
Infratil Ltd. 2,586 9 0.0%
ING Groep NV 20,809 362 0.0%
Ingersoll-Rand PLC 135 19 0.0%
Innocean Worldwide Inc. 266 22 0.0%
Innovative Industrial Properties Inc. 701 73 0.0%
Inovalis Real Estate Investment Trust 982 10 0.0%
InPower BC General Partnership 4.471% 03-31-2033 372,644 395 0.0%
Insperity Inc. 8,321 1,382 0.2%
Inspur International Ltd. 4,529 3 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 335,858 347 0.0%
Instructure Inc. 3,481 214 0.0%
Intact Financial Corp. 5,384 592 0.0%
Intact Financial Corp. 3.77% 03-02-2026 MTN 676,496 703 0.1%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 42,339 55 0.0%
Integrys Energy Group Inc. Pfd. 910 30 0.0%
Intel Corp. 4.00% 12-01-2022 143,418 140 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 3,991 5 0.0%
Inter Pipeline Ltd. 19,662 416 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 652,578 637 0.0%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 565,305 556 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 490,410 486 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 11,007 11 0.0%
Inter-American Development Bank 3.50% 05-15-2021 150,313 139 0.0%
Interconexion Electrica SA ESP 2,550 15 0.0%
Interfor Corp. 3,577 53 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 111,286 145 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 766 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 115,837 110 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 140,660 130 0.0%
International Business Machines Corp. 2.625% 08-05-2022 48,266 87 0.0%
International Business Machines Corp. 2.75% 12-21-2020 49,645 89 0.0%
International Container Terminal Services Inc. 1,116 3 0.0%
International CSRC Investment Holdings Co. Ltd. 24,954 48 0.0%
International Finance Corp. 2.88% 07-31-2023 148,934 198 0.0%
International Finance Corp. 3.625% 05-20-2020 377,942 345 0.0%
International Finance Corp. 7.00% 07-20-2027 587,116 37 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 67,572 95 0.0%
International Paper Co. 885 53 0.0%
International Seaways Inc. 5,330 117 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1,044 1 0.0%
Interparfums SA 194 13 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 61,311 75 0.0%
InterRent Real Estate Investment Trust 32,649 461 0.0%
Intertape Polymer Group Inc. 7.00% 10-15-2026 Callable 2021 144A 6,604 9 0.0%
INTOPS Co. Ltd. 845 12 0.0%
Intuitive Surgical Inc. 278 200 0.0%
Investec Ltd. 29,000 248 0.0%
Investec PLC 184 2 0.0%
Investor AB B 178 10 0.0%
Invitation Homes Inc. 741 22 0.0%
IPH Ltd. 1,187 7 0.0%
IPL Plastics Inc. 38,886 414 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 110,151 116 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 138,337 170 0.0%
IRB Brasil Resseguros SA 1,933 60 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 30,111 39 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 873,137 880 0.2%
IS Dongseo Co. Ltd. 46 2 0.0%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 323,456 404 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 28 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 238 36 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 47 7 0.0%
iShares MSCI India ETF 17,851 768 0.1%
iShares MSCI Thailand ETF 1,466 173 0.0%
iShares TIPS Bond ETF 227 33 0.0%
Israel Chemicals Ltd. 18,499 136 0.0%
Itausa- Investimentos Itau SA 6,803 29 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 256,986 329 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 169,758 172 0.0%
J Sainsbury PLC 82,265 329 0.0%
J.B. Hunt Transport Services Inc. 2,721 385 0.0%
Jack Henry & Associates Inc. 6,495 1,133 0.2%
Jamieson Wellness Inc. 33,699 658 0.1%
Janus International Group LLC Term Loan 1st Lien F/R 02-15-2025 200,226 261 0.0%
Japan Petroleum Exploration Co. Ltd. 1,402 38 0.0%
Japan Post Holdings Co. Ltd. 70,833 1,133 0.2%
Japfa Comfeed Indonesia Tbk 36,402 8 0.0%
JB Financial Group Co. Ltd. 1,077 7 0.0%
JBS SA 1,966 9 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 151,718 200 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 418 1 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 1,497 2 0.0%
Jetway Information Co. Ltd. 7,421 6 0.0%
JNBY Design Ltd. 34 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 243,958 244 0.0%
John Deere Financial Inc. 2.99% 01-14-2022 64,013 65 0.0%
John Laing Group PLC 45,468 305 0.0%
Johnson & Johnson 2,399 431 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 129,763 164 0.0%
JPMorgan Chase & Co. 10,308 1,415 0.2%
JPMorgan Chase & Co. 2.75% 08-24-2022 74,467 121 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 434,371 440 0.0%
JPMorgan Chase & Co. 4.40% 07-22-2020 113,079 152 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 41,370 57 0.0%
JPMorgan Chase Commercial Morgage Securities 3.66% 06-15-2023 144A 62,056 81 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 57,919 79 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 30,298 40 0.0%
JSE Ltd. 621 9 0.0%
Jupai Holdings Ltd. 1,353 8 0.0%
Just Energy Group Inc. 70,043 333 0.0%
Kalbe Farma Tbk PT 27,752 4 0.0%
Kambi Group PLC 299 7 0.0%
Kamei 749 11 0.0%
KAP Industrial Holdings Ltd. 18,796 14 0.0%
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS 64,477 42 0.0%
Kardex AG 59 10 0.0%
Karo Pharma AB 1,187 7 0.0%
Kasen International Holdings Ltd. 9,051 8 0.0%
KB Financial Group Inc. 1,128 58 0.0%
KB Financial Group Inc. ADR 2,276 118 0.0%
KDDI Corp. 329 10 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 170,333 215 0.0%
Keihan Holdings Co. Ltd. 183 10 0.0%
Kelly Services Inc. Class A 3,008 95 0.0%
Kelt Exploration Ltd. 10 0.0%
Kennedy-Wilson Holdings Inc. 10,176 278 0.0%
KEPCO Plant Service & Engineering Co. Ltd. 19 1 0.0%
Kering 581 417 0.0%
Kerry Properties Ltd. 11,695 64 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 1,056 1 0.0%
Keyera Corp. 3,325 107 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 419,822 424 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 65,675 84 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 80,277 104 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 102,164 136 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 175,956 236 0.0%
Kforce Inc. 1,553 76 0.0%
KFW 3.375% 02-15-2021 157,208 144 0.0%
KFW 3.75% 05-29-2020 231,675 212 0.0%
KGInicis Co. Ltd. 80 1 0.0%
Kia Motors Corp. 1,820 78 0.0%
Killam Apartment Real Estate Investment Trust 23,352 418 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 3 0.0%
Kinaxis Inc. 1,253 104 0.0%
Kinden Corp. 4,266 91 0.0%
Kinder Morgan Canada Ltd. 7,511 115 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 158,204 202 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 418 1 0.0%
Kingboard Holdings Ltd. 7,527 35 0.0%
Kingboard Laminates Holdings Ltd. 3,104 5 0.0%
Kinnevik AB 957 32 0.0%
Kinross Gold Corp. 75,387 331 0.0%
Kirin Holdings Co. Ltd. 11,311 332 0.0%
Kirkland Lake Gold Ltd. 32,398 1,559 0.2%
KITZ Corp. 1,256 12 0.0%
KLCCP Stapled Group 5,150 13 0.0%
KLX Energy Services Holdings Inc. 146 5 0.0%
KM Corp. 629 5 0.0%
Knight Therapeutics Inc. 2,445 19 0.0%
Kobe Steel Ltd. 628 7 0.0%
Koc Holding AS 264 1 0.0%
Kohl's Corp. 608 54 0.0%
Kolmar BNH Co. Ltd. 110 4 0.0%
Komatsu Ltd. 10,461 337 0.0%
Kommunalbanken AS 1.13% 12-15-2021 86,878 151 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 35,340 5 0.0%
Koninklijke Ahold Delhaize NV 15,095 512 0.0%
Korea Alcohol Industrial Co. Ltd. 1,400 12 0.0%
Korea Electric Power Corp. 682 28 0.0%
Korea Electric Power Corp. ADR 471 9 0.0%
Korea Investment Holdings Co. Ltd. 154 12 0.0%
Korea Zinc Co. Ltd. 16 8 0.0%
Korean Air Co. Ltd 3,100 133 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 56,540 85 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 114,458 174 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 264,771 435 0.0%
Kreditanstalt für Wiederaufbau 2.75% 09-08-2020 376,471 495 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 634,514 729 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 51,958 59 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 578,610 560 0.0%
KT Corp. ADR 80 1 0.0%
KTCS Corp. 2,069 6 0.0%
Kuehne + Nagel International AG 760 130 0.0%
Kumba Iron Ore Ltd. 3,467 121 0.0%
Kumho Industrial Co. Ltd. 886 13 0.0%
Kumho Petrochemical Co. Ltd. 311 35 0.0%
Kungthai Card PCL 12,013 15 0.0%
Kunlun Energy Co. Ltd. 10,806 16 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 1,573 13 0.0%
KWG Property Holding Ltd. 1,592 2 0.0%
Kyobo Securities Co. Ltd. 165 2 0.0%
Kyushu Railway Co. 621 28 0.0%
L E Lundbergforetagen AB Class B 6,129 249 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 66,693 87 0.0%
L'Oréal 1,192 396 0.0%
La Comer SAB de CV 22,903 32 0.0%
Laboratorios Almirall SA 329 8 0.0%
Labrador Iron Ore Royalty Corp. 18,501 607 0.0%
Lai Sun Development Co. Ltd. 3,453 7 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 21,788 29 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 837 1 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,065,482 1,409 0.2%
Lancaster Colony Corp. 278 57 0.0%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2018 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 226,159 215 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 153,071 140 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 230,296 235 0.0%
Lao Feng Xiang Co. Ltd. 1,629 7 0.0%
Lar Espana Real Estate SOCIMI SA 669 8 0.0%
Largo Resources Ltd. 18,733 43 0.0%
Larsen & Toubro Ltd. 115 3 0.0%
Lassonde Industries Inc. Class A Sub. voting 58 10 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 303,436 302 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 625,577 842 0.2%
Legal & General Group PLC 18,423 90 0.0%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 2,223 3 0.0%
Lenovo Group Ltd. 110,336 131 0.0%
Leon's Furniture Ltd. 49 1 0.0%
Leroy Seafood Group ASA 7,122 71 0.0%
LF Corp. 676 20 0.0%
LG Chem Ltd. 5 2 0.0%
LG Corp. 900 79 0.0%
LG Display Co. Ltd. 676 17 0.0%
LG Electronics Inc. 17 1 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 60,705 80 0.0%
LG Uplus Corp. 330 6 0.0%
Li Ning Co. Ltd. 34,774 64 0.0%
Liberty Expedia Holdings Inc. 170 10 0.0%
Liberty Global PLC Class A 17,065 591 0.0%
Liberty Holdings Ltd. 826 8 0.0%
Liberty Latin America Ltd. Class A 595 15 0.0%
Lida Holdings Ltd. 1,437 4 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 77,898 103 0.0%
LifeScan Global Corp. Term Loan 1st Lien F/R 06-19-2024 203,895 258 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 108,073 131 0.0%
Lilang China Co. Ltd. 6,552 8 0.0%
Linamar Corp. 678 35 0.0%
Lindab International AB 614 8 0.0%
Linx SA 494 5 0.0%
Lion Travel Service Co. Ltd. 3,440 13 0.0%
Lions Gate Capital Holdings LLC 6.38% 02-01-2024 Callable 2021 144A 274,339 370 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 45,166 59 0.0%
Lite-On Technology Corp. 61,121 116 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 46,887 63 0.0%
LivePerson Inc. 4,957 182 0.0%
LiveRamp Holdings Inc. 1,171 83 0.0%
Liverty Latin America Ltd.-Class C 1,591 41 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 32,210 32 0.0%
Lloyds Bank PLC F/R 07-11-2023 3,674,276 3,669 0.4%
Lloyds Banking Group PLC 3.50% 02-03-2025 606,664 600 0.0%
Loblaw Companies Ltd. 16,645 1,091 0.2%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 176,658 183 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 453,491 482 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,242,100 2,634 0.3%
Logan Property Holdings Co. Ltd. 15,330 29 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 45,784 43 0.0%
Lojas Renner SA 25,966 394 0.0%
Longfor Group Holdings Ltd. 11,323 44 0.0%
Lonking Holdings Ltd. 52,999 23 0.0%
Loral Space & Communications Inc. 1,105 59 0.0%
LOTTE Fine Chemical Co. Ltd. 94 5 0.0%
Lotte Food Co. Ltd. 2 2 0.0%
Lotte Non-Life Insurance Co. Ltd. 810 3 0.0%
Lotus Pharmaceutical Co. Ltd. 690 3 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 1,167 2 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 324,843 311 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 2,488 3 0.0%
LS Corp. 156 11 0.0%
LS Industrial Systems Co. Ltd. 22 1 0.0%
LSR Group OJSC-GDR Regs 6,287 16 0.0%
LT Group Inc. 32,048 12 0.0%
Lucara Diamond Corp. 10,285 17 0.0%
Lukoil 414 45 0.0%
Lukoil PJSC - Sponsored ADR 31 3 0.0%
Lululemon Athletica Inc. 4,916 973 0.2%
Lundin Gold Inc. 10 0.0%
Lundin Mining Corp. 80,931 541 0.0%
Luye Pharma Group Ltd. 9,010 9 0.0%
LVMH Moet Hennessy Louis Vuitton SE 505 228 0.0%
LyondellBasell Industries NV Class A 4,689 527 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 78,604 103 0.0%
Maanshan Iron and Steel Co. Ltd. H 2,069 1 0.0%
Mackenzie Floating Rate Income ETF 279 6 0.0%
Mackenzie Global High Yield Fixed Income ETF 2,651 51 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 30,200 651 0.0%
Mackenzie Maximum Diversification Canada Index ETF 48,500 1,106 0.2%
Mackenzie Multi-Strategy Absolute Return Fund Series R 2,329,227 22,731 1.8%
Mackenzie Unconstrained Fixed Income Fund Series R 1,000 10 0.0%
Mackenzie US High Yield Bond Index ETF (CAD-Hedged) 101 10 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 142,242 13,689 1.1%
Mackenzie US TIPS Index ETF (CAD-Hedged) 40,864 3,932 0.4%
Macquarie Group Ltd. 1,352 162 0.0%
Macquarie Korea Infrastructure Fund 4,119 48 0.0%
Macquarie Mexico Real Estate Management SA de CV 31,978 49 0.0%
Macy's Inc. 11,140 363 0.0%
Maeil Dairies Co. Ltd. 25 2 0.0%
Magazine Luiza SA 454 28 0.0%
Magellan Aerospace Corp. 914 16 0.0%
Magna International Inc. 6,587 457 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 2,443,283 2,460 0.3%
Magna International Inc. Class A 2,345 163 0.0%
Magnit PJSC GDR 356 7 0.0%
Magnitogorsk Iron & Steel Work 41,740 37 0.0%
Mahindra & Mahindra Ltd. 4,336 52 0.0%
Mahle-Metal Leve SA 253 2 0.0%
Mainstreet Equity Corp. 39 2 0.0%
Makalot Industrial Co. Ltd. 1,742 14 0.0%
MAKUS Inc. 2,051 11 0.0%
Malayan Banking BHD 126 0.0%
Malaysia Steel Works (KL) BHD 91,266 13 0.0%
Mallinckrodt PLC 3,468 114 0.0%
Manhattan Associates Inc. 1,161 84 0.0%
Manila Electric Co. 809 8 0.0%
Manila Water Co. 1,713 1 0.0%
Manpower Inc. 724 80 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 455,154 448 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 652,595 641 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 296,162 297 0.0%
Manulife Bank of Canada F/R 03-04-2021 425,362 431 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,122,297 1,164 0.2%
Manulife Financial Corp. 87,509 1,946 0.2%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 176,111 178 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,130,611 1,121 0.2%
Manulife Financial Corp. Pfd. Series 13 8,438 167 0.0%
Maple Leaf Foods Inc. 20,770 576 0.0%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 193,062 266 0.0%
Marcopolo SA 3 0.0%
Marcopolo SA Pfd. 21,104 30 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 2,041 1 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 4,042 4 0.0%
Markel Corp. 199 263 0.0%
Martinrea International Inc. 36,343 446 0.0%
Masonite Worldwide Holdings Inc. 252 18 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2019 440 1 0.0%
Matson Inc. 1,422 68 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 1,251,544 1,209 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 105,647 134 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 3,621 5 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 774,038 901 0.2%
MAXIMUS Inc. 7,051 656 0.1%
Mayne Pharma Group Ltd. 349 0.0%
MBK PCL 15,289 14 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 162,556 161 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 348,537 347 0.0%
MCAP Service Corp. 1.08% 05-01-2022 248,802 249 0.0%
MCAP Service Corp. 1.13% 10-01-2021 473,737 473 0.0%
MCAP Service Corp. 1.24% 09-01-2021 349,591 351 0.0%
MCAP Service Corp. 1.386% 04-01-2021 355,933 358 0.0%
McCormick & Co. Inc. non-voting 400 71 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 174,580 191 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 754 1 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 690,005 691 0.1%
McDonald's Corp. 3.80% 04-01-2028 Callable 2028 103,916 137 0.0%
McGrath RentCorp. 7,110 560 0.0%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 44,701 54 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 180,651 206 0.0%
Medicare Group 103 2 0.0%
Medifast Inc. 690 116 0.0%
Medtronic PLC 5,552 661 0.1%
MEG Energy Corp. 23,983 130 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 229,593 277 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 9,352 12 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 288,496 348 0.0%
Megacable Holdings SAB de CV 12,968 78 0.0%
MegaStudyEdu Co. Ltd. 702 27 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 343,441 347 0.0%
Mellanox Technologies Ltd. 2,908 411 0.0%
MercadoLibre Inc. 89 54 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 1,717 2 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 272,221 375 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 3,069 4 0.0%
Merck & Co. Inc. 2,683 287 0.0%
Merck KGaA 3,519 478 0.0%
Mercuries & Associates Holding Ltd. 3,173 3 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 616,090 840 0.2%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 131,558 173 0.0%
Meridian Energy Ltd. 369 1 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 934 24 0.0%
Meritz Securities Co. Ltd. 19,574 105 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 147,061 147 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 624,595 626 0.0%
Merrill Lynch & Co. Inc. F/R 09-15-2026 135,144 167 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 5,908 8 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 13,626 19 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 8,519 11 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 73,585 96 0.0%
Mesa Laboratories Inc. 1,018 308 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 125,026 164 0.0%
Methanex Corp. 12,045 892 0.2%
MetLife Inc. 5,562 331 0.0%
Metlifecare Ltd. 25,120 115 0.0%
Metro Inc. 21,317 1,054 0.2%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,152,641 1,124 0.2%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,368,579 1,379 0.2%
Mexichem SAB de CV 4 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 7,952 9 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 1,057 1 0.0%
Micro Focus International PLC 457 15 0.0%
Microchip Technology Inc. 4.33% 06-01-2023 Callable 2023 144A 6,895 9 0.0%
Micron Technology Inc. 1,842 99 0.0%
Microsoft Corp. 8,966 1,321 0.2%
Microsoft Corp. 2.00% 08-08-2023 244,086 311 0.0%
Microsoft Corp. 2.40% 02-06-2022 Callable 2022 110,321 144 0.0%
Microsoft Corp. 2.40% 08-08-2026 158,587 198 0.0%
Middleby Corp. 955 154 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 116,820 118 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 199,520 200 0.0%
Mining and Metallurgical Co. Norilsk Nickel OJSC 43 12 0.0%
Minmetals Land Ltd. 21,881 6 0.0%
Minotaur Acquisition Inc. Term Loan 1st Lien F/R 02-27-2026 262,812 343 0.0%
Mirae Asset Life Insurance Co. 940 6 0.0%
Mirati Therapeutics Inc. 164 16 0.0%
Mirle Automation Corp. 6,528 12 0.0%
Mitchells & Butlers PLC 7,133 36 0.0%
Mitsubishi Corp. 913 34 0.0%
Mitsubishi Electric Corp. 29,049 478 0.0%
Mitsubishi Heavy Industries Ltd. 760 41 0.0%
Mitsuboshi Belting Ltd. 557 14 0.0%
Mitsui & Co. Ltd. 4,392 91 0.0%
MiX Telematics Ltd. ADR 676 17 0.0%
Mizuho Financial Group Inc. 148,321 307 0.0%
MK Restaurants Group PCL 356 1 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 15,079 20 0.0%
Mobile TeleSystems ADR 3,284 33 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 627 1 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 1,904 3 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 99,289 147 0.0%
Monarch Casino & Resort Inc. 56 3 0.0%
Moncler SPA 1,767 89 0.0%
Mondelez International Inc. 4.13% 05-07-2028 Callable 2028 103,916 138 0.0%
Mondi Ltd. 15,452 478 0.0%
Moorim P&P Co. Ltd. 2,672 21 0.0%
Moorim Paper Co. Ltd. 3,521 14 0.0%
Morgan Stanley 3.00% 02-07-2024 906,151 901 0.2%
Morgan Stanley Capital 4.295% 09-09-2024 60,677 79 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 111,700 148 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 88,257 115 0.0%
Morguard North American Residential Real Estate Investment Trust 3,840 68 0.0%
Morguard Real Estate Investment Trust 379 5 0.0%
Morneau Shepell Inc. 21,978 600 0.0%
Mosenergo PJSC 120,139 5 0.0%
Motor Oil (Hellas) Corinth Refineries SA 448 14 0.0%
Mowi ASA 5,520 167 0.0%
Mpact Ltd. 5,931 13 0.0%
MPLX LP 5.50% 02-15-2049 Callable 2048 233,054 314 0.0%
MTY Food Group Inc. 1,653 97 0.0%
Muhibbah Engineering (M) Bhd 1,150 1 0.0%
Mullen Group Ltd. 1,011 13 0.0%
MultiChoice Group Ltd. 608 6 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 234,433 327 0.0%
Murray & Roberts Holdings Ltd. 655 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 144,028 179 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 93,237 123 0.0%
NanoString Technologies Inc. 793 27 0.0%
Nanya Technology Corp. 9,656 26 0.0%
Naspers Ltd. 608 173 0.0%
National Bank of Canada 25,071 1,557 0.2%
National Bank of Canada 1.96% 06-30-2022 4,021,565 3,950 0.4%
National Bank of Canada 2.98% 03-04-2024 201,598 202 0.0%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 363,707 362 0.0%
National Bank of Canada F/R 06-11-2019 1,316,120 1,317 0.2%
National Oilwell Varco Inc. 3,392 126 0.0%
National Presto Industries Inc. 122 18 0.0%
National Western Life Group Inc. 172 69 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 64,684 85 0.0%
Natura Cosmeticos SA 839 14 0.0%
Natural Grocers by Vitamin Cottage Inc. 208 4 0.0%
Natural Health Trends Corp. 135 2 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 226,538 224 0.0%
NAV CANADA 7.40% 06-01-2027 501,085 665 0.1%
NAV CANADA 7.56% 03-01-2027 379,087 455 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 128,248 167 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 5,775 8 0.0%
NCR Corp. 2,171 80 0.0%
NCsoft Corp. 117 63 0.0%
Nedbank Group Ltd. 69 2 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 121,687 158 0.0%
Nemak SAB de CV 513 0.0%
Neopost SA 113 4 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 1,200 2 0.0%
Neste Oil OYJ 3,067 388 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 63,435 112 0.0%
Nestle Malaysia BHD 46 2 0.0%
Nestlé SA Reg. 1,387 165 0.0%
NetEase Inc. 111 33 0.0%
Netflix Inc. 3.63% 05-15-2027 166,861 256 0.0%
Netflix Inc. 4.88% 04-15-2028 2,345 3 0.0%
Netflix Inc. 6.38% 05-15-2029 144A 35,303 49 0.0%
NetLink NBN Trust 33,138 26 0.0%
Nevsun Resources Ltd. 2,246 13 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 51,626 67 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,349,000 1,558 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 21,361 28 0.0%
New Gold Inc. 51,640 60 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 3,368 4 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 2,212 2 0.0%
New Hope Corp. Ltd. 12,648 50 0.0%
New Oriental Education & Technology Group Inc. ADR 23 2 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 565,756 726 0.1%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,489,346 1,909 0.2%
New Residential Mortgage Loan Trust F/R 01-25-2048 144A 90,457 119 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 72,933 98 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 89,912 94 0.0%
New Zealand Local Government Funding Agency Ltd. 04-14-2022 66,469 61 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 188,925 172 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 843,137 1,044 0.2%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 102,047 142 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 275,574 388 0.0%
NewOcean Energy Holdings Ltd. 31,637 13 0.0%
NEXEN TIRE Corp. 53 1 0.0%
NextEra Energy Inc. Conv. Pfd. 5,842 467 0.0%
NFI Group Inc. 15,031 520 0.0%
NH Investment & Securities Co. Ltd. 152 2 0.0%
NHN Entertainment Corp. 54 5 0.0%
Nibe Industrier AB 3,309 54 0.0%
Nickel Asia Corp. 200,449 14 0.0%
Nielsen Holdings PLC 6,682 230 0.0%
Nien Made Enterprise Co. Ltd. 1,150 13 0.0%
Nike Inc. Class B 1,223 138 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 478,015 632 0.0%
Nine Point Energy Holdings Inc. 46 1 0.0%
Nine Point Energy Holdings Inc. Pfd. 1 2 0.0%
Nippo Corp. 3,593 92 0.0%
Nippon Electric Glass Co. Ltd. 88 3 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 446,841 445 0.0%
Nissan Motor Co. Ltd. 5,763 65 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 143,876 188 0.0%
NN Group NV 11,753 674 0.1%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 1,068 1 0.0%
Nokia OYJ 2,350 19 0.0%
Nokia OYJ 3.38% 06-12-2022 415,666 537 0.0%
Norbord Inc. 7,894 268 0.0%
Nordic Investment Bank 1.375% 07-15-2020 1,014,956 156 0.0%
Nordic Investment Bank 4.13% 03-19-2020 204,094 187 0.0%
Nordic Investment Bank 5.00% 04-19-2022 117,216 119 0.0%
Norfolk Southern Corp. 4,526 1,067 0.2%
NOROO Paint & Coatings Co. Ltd. 1,240 12 0.0%
North Battleford Power LP 4.958% 12-31-2032 618,294 680 0.1%
North Pacific Bank Ltd. 2,476 9 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 487,801 472 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 260,830 259 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 506,073 533 0.0%
Northam Platinum Ltd. 276 1 0.0%
Northland Power Inc. 19,062 476 0.0%
Northrop Grumman Corp. 485 185 0.0%
Northview Apartment Real Estate Investment Trust 18,135 503 0.0%
NorthWest Healthcare Properties Real Estate Investment Trust 1,456 16 0.0%
Norwegian Government 3.75% 05-25-2021 3,877,792 630 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 124,700 129 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 234,775 242 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 189,128 195 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 1,900 2 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 5,211 6 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 6,692 9 0.0%
Nova Measuring Instruments Ltd. 135 4 0.0%
Novanta Inc. 753 81 0.0%
Novartis AG Reg. 5,347 642 0.0%
Novatek Microelectronics Corp. 25,009 182 0.0%
Novatek OAO 46 10 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 561 1 0.0%
Novolipetsk Steel PJSC 10,691 34 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 144,797 214 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 110 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 164,103 230 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 4,403 6 0.0%
NRG Yield Operating LLC 5.375% 08-15-2024 Callable 318,439 412 0.0%
NTPC Ltd. 4.38% 11-26-2024 111,149 147 0.0%
NTT DoCoMo Inc. 483 15 0.0%
Nucor Corp. 652 52 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 466,536 603 0.0%
Nutrien Ltd. 34,014 2,436 0.3%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 422,147 414 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 137,170 175 0.0%
NVE Corp. 129 17 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 46,430 44 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 148,934 200 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 100,130 21 0.0%
O-TA Precision Industry Co. Ltd. 14,253 12 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 168,240 207 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 2,538 3 0.0%
OBIC Business Consultants Co. Ltd. 219 11 0.0%
Obsidian Energy Ltd. 94,103 43 0.0%
Ocado Group PLC 975 18 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 124,663 166 0.0%
OceanaGold Corp. 24,955 106 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 227,837 300 0.0%
OE Solutions Co. Ltd. 79 2 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 94,407 127 0.0%
Oi SA 3,851 2 0.0%
Oil Refineries Ltd. 5,774 4 0.0%
Okta Inc. 109 12 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 137,170 176 0.0%
Ollie's Bargain Outlet Holding Inc. 4,521 525 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 73,088 96 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 53,782 68 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 118,465 156 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 3,434 5 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 245,866 248 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 2,513,322 2,557 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callable 2030 804,521 838 0.2%
Omnicom Group Inc. 4,295 428 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 806,391 778 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 405,482 555 0.0%
Ontario Hydro 0% 05-26-2025 330,454 280 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 956,031 960 0.2%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 224,459 220 0.0%
Ontario Power Generation Inc. 4.25% 01-18-2049 Callable 2048 121,368 127 0.0%
OPB Finance Trust 2.98% 01-25-2027 363,707 368 0.0%
Open Text Corp. 18,548 925 0.2%
Oppenheimer Holdings Inc. Class A non-voting 4,065 151 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 7,435 10 0.0%
Oracle Corp. 6,079 417 0.0%
Orange SA 5,080 102 0.0%
Oregon Clean Energy LLC Term Loan 1st Lien F/R 02-15-2026 126,778 166 0.0%
Origin Property PCL Equity Uncovered Call Exp. 09-30-2020 1,272 0.0%
Orior AG 168 19 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 790,580 905 0.2%
Orsted A/S 286 27 0.0%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 4,150 5 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 1,299 2 0.0%
Osisko Mining Inc. 1 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 147,098 194 0.0%
OTP Bank NYRT 253 14 0.0%
Ottogi Corp. 25 23 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 253 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 268,832 308 0.0%
Packaging Corp. of America 145 18 0.0%
Pan American Silver Corp. 22,145 389 0.0%
Pandox AB 223 5 0.0%
PAR Technology Corp. 128 5 0.0%
Parade Technologies Ltd. 115 3 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2019 144A 11,007 15 0.0%
Parex Resources Inc. 49,385 1,006 0.2%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 207,833 272 0.0%
Park Aerospace Holdings Ltd. 5.25% 08-15-2022 144A 162,227 218 0.0%
Park Hotels & Resorts Inc. 69,387 2,851 0.3%
Parkland Fuel Corp. 22,112 814 0.2%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 4,733 5 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 822,656 818 0.2%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 838,744 1,091 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 35,332 36 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 2,201 2 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 184,788 244 0.0%
Partners Group Holding AG 451 430 0.0%
Pason Systems Inc. 34,666 702 0.1%
Patterson Companies Inc. 6,866 204 0.0%
PAX Global Technology Ltd. 5,879 4 0.0%
Peab AB 1,691 19 0.0%
Pearson PLC 28,333 418 0.0%
Pembina Pipeline Corp. 29,970 1,443 0.2%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 258,544 257 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 256,466 260 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 569,462 583 0.0%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 1,595,325 1,622 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 327,337 332 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 183,932 188 0.0%
Pengrowth Energy Corp. 9,333 7 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 3,412 4 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 1,310 2 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1,264 1 0.0%
People's United Financial Inc. Pfd. Series A 2,902 90 0.0%
PepsiCo Inc. 2,927 445 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 593,571 578 0.0%
PepsiCo Inc. 2.50% 11-01-2022 884 2 0.0%
Peregrine Holdings Ltd. 6,381 11 0.0%
Perficient Inc. 721 27 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 88,257 117 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 136,523 188 0.0%
Petrobras Distribuidora SA 3,523 30 0.0%
PetroChina Co. Ltd. ADR 69 6 0.0%
PetroChina Co. Ltd. H 25,060 22 0.0%
Petroleo Brasileiro SA - Petrobras ADR 19,320 399 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 9,858 93 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 296,831 99 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,531 2 0.0%
Petron Corp. 5,230 1 0.0%
Petron Malaysia Refining & Marketing Bhd 2,115 5 0.0%
Petronas Chemicals Group BHD 118,075 352 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 2,087 2 0.0%
Pfizer Inc. 31,416 1,791 0.2%
PGE Polska Grupa Energetyczna SA 3,414 14 0.0%
Phillips 66 2,876 364 0.0%
Phoenix Group Holdings 1,588 19 0.0%
PHX Energy Services Corp. 428 1 0.0%
PICC Property & Casualty Co. Ltd. H 230 0.0%
Pick n Pay Stores Ltd. 2,736 18 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 22,278 309 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 361,749 450 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 3,304 4 0.0%
Pizza Pizza Royalty Corp. 642 7 0.0%
PJSC Polyus 123 13 0.0%
Plaza Retail REIT 19 0.0%
Plaza Trust F/R 04-02-2019 547,341 547 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 2,294,503 2,981 0.3%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 181,288 234 0.0%
PNC Financial Services Group Inc. 3.50% 01-23-2024 Callable 2023 77,225 102 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 18,479 24 0.0%
Polaris Infrastructure Inc. 1,400 17 0.0%
Polo Ralph Lauren Corp. Class A 1,592 262 0.0%
Polski Koncern Naftowy Orlen SA 966 34 0.0%
Polskie Gornictwo Naftowe i Gazownictwo SA 1,632 4 0.0%
Porsche Automobil Holding SE Pfd. 29,535 2,591 0.3%
Porto Seguro SA 609 12 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 564,109 715 0.1%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 96,531 123 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 238,570 311 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 152,208 200 0.0%
Postal Savings Bank of China Co. Ltd. 16,094 13 0.0%
Power Corp. of Canada Sub. Voting* 8,963 252 0.0%
Power Financial Corp.* 10 0.0%
Powerlong Real Estate Holdings Ltd. 104,930 64 0.0%
Powszechna Kasa Oszczednosci Bank Polski 977 13 0.0%
Powszechny Zaklad Ubezpieczen SA 1,494 21 0.0%
PPB Group BHD 55,916 332 0.0%
Precinct Properties New Zealand Ltd. 12,966 17 0.0%
Precision Drilling Corp. 32,216 107 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 4,540 6 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 6,791 9 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 340,846 606 0.0%
Premier Inc. Class A 388 19 0.0%
Premium Brands Holdings Corp. 7,898 584 0.0%
President Chain Store Corp. 2,310 31 0.0%
Press Metal Aluminium Holdings BHD 43,138 59 0.0%
Principal Financial Group Inc. 5,525 383 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 219,108 286 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 1,927 2 0.0%
Prosperity Real Estate Investment Trust 63,746 35 0.0%
Proto Labs Inc. 122 18 0.0%
Province of Alberta 0.63% 04-18-2025 159,966 242 0.0%
Province of Alberta 1.00% 11-15-2021 188,925 327 0.0%
Province of Alberta 2.20% 06-01-2026 13,429 13 0.0%
Province of Alberta 2.55% 12-15-2022 199,520 202 0.0%
Province of Alberta 3.10% 06-01-2024 765,240 793 0.1%
Province of Alberta 3.40% 12-01-2023 153,071 161 0.0%
Province of British Columbia 2.70% 12-18-2022 640,125 654 0.1%
Province of British Columbia 3.25% 12-18-2021 208,872 216 0.0%
Province of British Columbia 3.30% 12-18-2023 239,008 251 0.0%
Province of British Columbia 3.70% 12-18-2020 413,587 427 0.0%
Province of British Columbia 6.35% 06-18-2031 905,112 1,246 0.2%
Province of British Columbia 6.60% 01-09-2020 4,633,494 85 0.0%
Province of Manitoba 2.55% 06-02-2023 217,185 220 0.0%
Province of Manitoba 3.30% 06-02-2024 267,897 280 0.0%
Province of Manitoba 6.30% 03-05-2031 430,214 577 0.0%
Province of New Brunswick 3.35% 12-03-2021 62,350 64 0.0%
Province of New Brunswick 3.65% 06-03-2024 596,688 633 0.0%
Province of New Brunswick 4.50% 06-02-2020 354,563 366 0.0%
Province of New Brunswick 4.55% 03-26-2037 107,034 126 0.0%
Province of Newfoundland 3.00% 06-02-2026 855,017 873 0.2%
Province of Newfoundland 3.70% 10-17-2048 1,388,794 1,481 0.2%
Province of Ontario 0% 06-02-2024 1,972,333 1,738 0.2%
Province of Ontario 0% 06-02-2026 390,726 323 0.0%
Province of Ontario 0% 07-13-2022 380,334 352 0.0%
Province of Ontario 2.20% 10-03-2022 193,062 248 0.0%
Province of Ontario 2.60% 09-08-2023 2,200,950 2,233 0.3%
Province of Ontario 2.65% 02-05-2025 572,407 581 0.0%
Province of Ontario 2.70% 06-02-2029 7,438,337 7,434 0.7%
Province of Ontario 2.85% 06-02-2023 358,927 368 0.0%
Province of Ontario 2.90% 06-02-2028 12,711,055 12,959 1.1%
Province of Ontario 2.90% 06-02-2049 9,506,273 9,262 0.8%
Province of Ontario 2.90% 12-02-2046 20,783 20 0.0%
Province of Ontario 3.15% 06-02-2022 912,386 942 0.2%
Province of Ontario 3.50% 06-02-2024 865,624 915 0.2%
Province of Ontario 4.00% 06-02-2021 93,525 98 0.0%
Province of Ontario 4.20% 06-02-2020 124,700 128 0.0%
Province of Ontario 4.60% 06-02-2039 810,548 1,002 0.2%
Province of Ontario 5.60% 06-02-2035 349,990 469 0.0%
Province of Ontario 6.20% 06-02-2031 546,600 739 0.1%
Province of Ontario 6.50% 03-08-2029 790,804 1,050 0.2%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 737,807 660 0.1%
Province of Quebec 0% 04-01-2026 Generic Strip 434,371 361 0.0%
Province of Quebec 2.50% 09-01-2026 820,940 821 0.2%
Province of Quebec 2.75% 09-01-2025 1,583,686 1,616 0.2%
Province Of Quebec 2.75% 09-01-2028 1,082,809 1,095 0.2%
Province of Quebec 3.00% 09-01-2023 1,128,604 1,166 0.2%
Province of Quebec 3.50% 12-01-2048 1,681,367 1,848 0.2%
Province of Quebec 3.75% 09-01-2024 550,757 591 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 51,958 97 0.0%
Province of Quebec 4.50% 12-01-2020 405,274 423 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 22,862 35 0.0%
Province of Saskatchewan 3.05% 12-02-2028 11,309 12 0.0%
Province of Saskatchewan 3.30% 06-02-2048 388,647 405 0.0%
Prudential Financial Inc. 1,623 205 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 120,712 159 0.0%
PSA Peugeot Citroen 1,337 45 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 85,211 107 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 304,517 397 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 869,278 873 0.2%
PT ACE Hardware Indonesia TBK 83,559 14 0.0%
PT Astra International TBK 109,760 73 0.0%
PT Bank Pembangunan Daerah Jawa TBK 40,337 3 0.0%
PT Bank Permata TBK 49,764 5 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 27,641 10 0.0%
PT Gudang Garam TBK 5,366 43 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 30,785 32 0.0%
PT Indiak Energy TBK 20,508 4 0.0%
PT Indo Tambangraya Megah TBK 7,874 16 0.0%
PT Malindo Feedmill TBK 86,153 12 0.0%
PT Mitra Adiperkasa TBK 204,321 20 0.0%
PT Panin Financial TBK 62,202 3 0.0%
PT Perusahaan Gas Negara 61,719 15 0.0%
PT Ramayana Lestari Sentosa TBK 99,210 16 0.0%
PT Salim Ivomas Pratama TBK 162,191 7 0.0%
PT Surya Semesta Internusa TBK 249,085 14 0.0%
PT Tambang Batubara Bukit Asam TBK 29,382 11 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 119,974 157 0.0%
PTC Thetapeutics Inc. 315 14 0.0%
Public Bank BHD 207 2 0.0%
Publicis Groupe SA 1,870 136 0.0%
PulteGroup Inc. 7.875% 06-15-2032 4,117 6 0.0%
Puregold Price Club Inc. 1,874 2 0.0%
PW Medtech Group Ltd. 3,679 1 0.0%
Qatar Islamic Bank 724 38 0.0%
QGEP Participacoes SA 7,084 33 0.0%
Qiagen NV 866 44 0.0%
QinetiQ Group PLC 38,219 205 0.0%
Qingling Motors Co. Ltd.  16,113 6 0.0%
Qinhuangdao Port Co. Ltd. 805 0.0%
Quad Graphics Inc. 2 0.0%
Quad/Graphics Inc. 7.00% 05-01-2022 309,671 408 0.0%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 285,968 376 0.0%
Qualitas Controladora SAB de CV 632 2 0.0%
Quanta Computer Inc. 2,704 7 0.0%
Quanta Storage Inc. 1,264 3 0.0%
Quarterhill Inc. 51,494 69 0.0%
Quebecor Inc. Class B Sub. voting 63,296 2,024 0.3%
Quebecor Media Inc. 6.625% 01-15-2023 144A 809,205 861 0.2%
Queensland Treasury Corp. 2.75% 08-20-2027 40,052 38 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 420,600 444 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 97,910 95 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 184,750 243 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,473 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,171,866 1,348 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 130,727 164 0.0%
Radiant Opto-Electronics Corp. 19,734 77 0.0%
Radware Ltd. 2,770 91 0.0%
Rallye SA 513 9 0.0%
Randon SA Implementos e Participacoes 12,054 41 0.0%
Raspadskaya 5,943 19 0.0%
Rayonier Advanced Materials Inc. 108 2 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 272,180 273 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 353,316 359 0.0%
Real Matters Inc. 214 1 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 145,970 188 0.0%
Realtek Semiconductor Corp. 39,845 303 0.0%
Recipe Unlimited Corp. 19 1 0.0%
Reckitt Benckiser Group PLC 7,869 792 0.1%
Red Star Macalline Group Corp. Ltd. 4,345 6 0.0%
Redefine Property Ltd. 1 0.0%
Regional SAB de CV 5,796 40 0.0%
Regions Bank 6.45% 06-26-2037 99,289 155 0.0%
Regions Financial Corp. 7.375% 12-10-2037 56,540 96 0.0%
Reinsurance Group of America Inc. 5,741 1,091 0.2%
Reitmans (Canada) Ltd. Class A non-voting 146 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 4,472 204 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 559,924 761 0.1%
Reliance LP 3.84% 03-15-2025 Callable 2025 613,915 614 0.0%
Reliance Steel & Aluminum Co. 1,029 121 0.0%
Renault SA 321 29 0.0%
Renesas Electronics Corp. 60,431 465 0.0%
Renewable Energy Group Inc. 9,141 319 0.0%
Rentokil Initial PLC 2,980 18 0.0%
Repsol SA 20,049 454 0.0%
Republic of Argentina 5.88% 01-11-2028 10,955 11 0.0%
Republic of Argentina 6.88% 01-11-2048 2,120 2 0.0%
Republic of Austria 0.00% 07-15-2023 230,296 347 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 601,039,179 278 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 928,024,231 414 0.0%
Republic of Colombia 7.00% 09-11-2019 777,603,682 334 0.0%
Republic of Finland 1.50% 04-15-2023 216,505 347 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 92,394 143 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 55,161 79 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,869,466,835 250 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 790,176 1,376 0.2%
Republic of Portugal 3.85% 04-15-2021 124,111 202 0.0%
Republic of South Africa 8.00% 01-31-2030 178,585 15 0.0%
Republic of the Philippines 3.88% 11-22-2019 6,732,356 168 0.0%
Republic of the Philippines 4.00% 01-26-2022 5,835,996 140 0.0%
Republic of the Philippines 4.25% 04-11-2020 6,913,007 172 0.0%
Republic of the Philippines 5.50% 03-08-2023 5,728,432 143 0.0%
Republic Services Inc. 5,612 579 0.0%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 1,807 2 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 95,603 124 0.0%
Resolute Forest Products Inc. 1,691 18 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 58,193 76 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 8,313 11 0.0%
Resona Holdings Inc. 8,744 52 0.0%
Restaurant Brands International Inc. 8,390 698 0.1%
Retail Value Inc. 1,534 63 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 1,655 2 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 311,749 411 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 396,404 523 0.0%
RHB Capital BHD 15,059 28 0.0%
Rightmove PLC 36,140 304 0.0%
RingCentral Inc. Class A 867 120 0.0%
Rio Tinto Ltd. 33,009 2,963 0.3%
Rio Tinto PLC 5,048 382 0.0%
RioCan Real Estate Investment Trust 9,420 237 0.0%
RiseSun Real Estate Development Co. Ltd. 2,191 4 0.0%
Ritchie Bros. Auctioneers Inc. 8,034 392 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 9,774 13 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 125,999 142 0.0%
Rite Aid Corp. 7.70% 02-15-2027 659,941 592 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 3,985 5 0.0%
Road King Infrastructure Ltd. 1,609 4 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 1,291 2 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 1,849 2 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 1,046 1 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 3,104 4 0.0%
Roche Holding AG Genusscheine 952 348 0.0%
Rockwool International AS Class B 181 58 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 17,611 18 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 446,841 586 0.0%
Rogers Communications Inc. Class B non-voting 25,966 1,888 0.2%
Rogers Sugar Inc. 2,071 12 0.0%
Rollins Inc. 237 12 0.0%
Rolls-Royce Holdings PLC 7,611 127 0.0%
Rosneft Oil Co. 2,276 18 0.0%
Rosneft Oil Co. GDR 3,136 25 0.0%
Rosseti PJSC 811,667 16 0.0%
Rostelecom PJSC 11,764 17 0.0%
Rowan Companies Inc. 21,103 314 0.0%
Roxgold Inc. 486 0.0%
Royal Bank of Canada 104,057 10,701 0.9%
Royal Bank of Canada 2.15% 10-26-2020 165,482 215 0.0%
Royal Bank of Canada 2.36% 12-05-2022 669,637 665 0.1%
Royal Bank of Canada 2.95% 05-01-2023 348,536 353 0.0%
Royal Bank of Canada 3.30% 09-26-2023 1,384,167 1,412 0.2%
Royal Bank of Canada 3.31% 01-20-2026 1,708,386 1,727 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 807,430 820 0.2%
Royal Bank of Canada F/R 03-23-2020 Covered 2,256,857 2,266 0.3%
Royal Bank of Canada F/R 08-01-2019 2,704,801 2,706 0.3%
Royal Dutch Shell PLC 1,014 42 0.0%
Royal Dutch Shell PLC Class A 33,905 1,390 0.2%
Royal Dutch Shell PLC Class B 1,118 46 0.0%
RS PCL 1,989 1 0.0%
Ruentex Development Co. Ltd. 3,885 8 0.0%
Ruentex Industries Ltd. 8,392 29 0.0%
Rumo SA 563 4 0.0%
Russel Metals Inc. 7,631 183 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 438,773 442 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 119,623 156 0.0%
Russian Federal Bond - OFZ 7.05% 01-19-2028 836,382 16 0.0%
RWE AG 515 17 0.0%
S&T Motiv Co. Ltd 15 1 0.0%
Sabina Gold & Silver Corp. 18,154 25 0.0%
Safran SA 657 118 0.0%
Salmar ASA 4,080 257 0.0%
Sam Young Electronics Co. Ltd. 602 9 0.0%
Samjin Pharmaceutical Co. Ltd. 49 2 0.0%
Samsonite International SA 36,621 145 0.0%
Samsung C&T Corp. 21 3 0.0%
Samsung Electronics Co. Ltd. 20,342 1,072 0.2%
Samsung Electronics Co. Ltd. GDR 11 15 0.0%
Samsung Fire & Marine Insurance Co. Ltd. 244 86 0.0%
Samsung SDI Co. Ltd. 153 42 0.0%
Samsung SDS Co. Ltd. 44 12 0.0%
San Miguel Corp. 5,780 25 0.0%
San Miguel Food and Beverage Inc. 11,794 31 0.0%
Sandvik AB 2,861 62 0.0%
Sangsangin Co. Ltd. 174 4 0.0%
Sanofi 5,948 654 0.1%
Santander Consumer Bank AS F/R 03-30-2020 64,790 9 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 48,093 23 0.0%
Sao Martinho SA 977 6 0.0%
Sappi Ltd. 34 0.0%
Saputo Inc. 739 32 0.0%
Saracen Mineral Holdings Ltd. 2,392 6 0.0%
Sarantis SA 437 5 0.0%
Sartorius Stedim Biotech SA 703 109 0.0%
Sasol Ltd. 57 2 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 216,711 287 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 375,092 495 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 177,893 233 0.0%
Sberbank of Russia PJSC 12,564 52 0.0%
Scatec Solar ASA 1,114 14 0.0%
Schibsted ASA Class B 500 24 0.0%
Schindler Holding AG 5 1 0.0%
Schindler Holding AG PC 4 1 0.0%
Schlumberger Ltd. 4.30% 05-01-2029 Callable 2029 79,983 107 0.0%
Schneider National Inc. 1,603 46 0.0%
Schnitzer Steel Industries Inc. Class A 419 13 0.0%
Scholastic Corp. 686 38 0.0%
Schouw & Co. 4 0.0%
SCI Pharmtech Inc. 5,400 18 0.0%
Scientex BHD 3,303 9 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2019 6,098 8 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 380,334 528 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 392,588 382 0.0%
Seabridge Gold Inc. 19 0.0%
SEACOR Marine Holdings Inc. 54 1 0.0%
SeAH Steel Corp. 205 13 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 77,225 104 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 159,966 217 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 199,406 274 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 146,176 201 0.0%
SeaWorld Entertainment Inc. 2,752 99 0.0%
Secure Energy Services Inc. 7,213 61 0.0%
Segro PLC 6,886 79 0.0%
Sempio Co. 81 3 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,473 2 0.0%
Seohan Co. Ltd. 5,520 12 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 105,730 138 0.0%
Ser Educacional SA 1,563 10 0.0%
Service Corp. International 638 35 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 44,987 59 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 5,074 7 0.0%
SES SA 4,811 127 0.0%
Seven & i Holdings Co. Ltd. 7,667 443 0.0%
Seven Generations Energy Ltd. 173 2 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 1,673 2 0.0%
Severstal PAO 1,533 31 0.0%
SEWOON MEDICAL Co. Ltd. 2,859 13 0.0%
SFA Engineering Corp. 72 3 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 67,572 73 0.0%
SFS Group AG 164 18 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 3,679 4 0.0%
Shanghai Electric Group Co. Ltd. 5,518 3 0.0%
Shanghai Haohai Biological Technology Co. Ltd. 431 3 0.0%
Shanghai Industrial Holdings Ltd. 15,121 45 0.0%
Shanghai Prime Machinery Co. Ltd. 5,978 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 301,358 304 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 768,981 809 0.2%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 527,895 551 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 4,281,772 5,315 0.5%
Shaw Communications Inc. Class B non-voting 10,538 286 0.0%
Shaw Communications Inc. Pfd Series A 11,098 171 0.0%
ShawCor Ltd. 2,623 54 0.0%
Shenzhen Expressway Co. Ltd. 21,841 32 0.0%
Sherritt International Corp. 6,961 3 0.0%
Shimao Property Holdings Ltd. 11,471 36 0.0%
Shin Kong Financial Holding Co. Ltd. 80 0.0%
Shinhan Financial Group Co. Ltd. ADR 80 4 0.0%
Shinkong Synthetic Fibers Corp. 31,965 18 0.0%
ShinMaywa Industries Ltd. 6,019 99 0.0%
Shinsegae Co. Ltd. 6 2 0.0%
Shinyoung Securities Co. Ltd. 67 5 0.0%
Shopify Inc. 1,264 315 0.0%
ShotSpotter Inc. 160 11 0.0%
Shun Tak Holdings Ltd. 176,357 92 0.0%
Siegfried Holding AG 109 52 0.0%
Siemens AG 3,081 443 0.0%
Siemens Healthineers AG 350 19 0.0%
Sienna Senior Living Inc. 3.47% 02-03-2021 228,616 232 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 223,618 331 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 145,986 191 0.0%
Signature Bank 2,168 387 0.0%
Sika AG 400 71 0.0%
Silicon Laboratories Inc. 519 55 0.0%
Silvercorp Metals Inc. 486 2 0.0%
Sime Darby BHD 18,646 13 0.0%
Sime Darby Plantation BHD 8,414 14 0.0%
SIMMTECH Co. Ltd. 1,562 12 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 175,135 233 0.0%
Sinil Pharmaceutical Co. Ltd. 774 9 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 333 22 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 578,910 386 0.0%
Sinopharm Group Co. H 2,944 17 0.0%
Sinotruk Hong Kong Ltd. 12,221 29 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 165,167 213 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 199,957 264 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 221,614 287 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 128,798 169 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 2,322 3 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 3,390 4 0.0%
SK Holdings Co. Ltd. 221 70 0.0%
SK Hynix Inc. 5,197 425 0.0%
SK Telecom Co. Ltd. ADR 3,299 111 0.0%
SKF AB B 2,330 52 0.0%
SKY Perfect JSAT Holdings Inc. 1,402 8 0.0%
SkyWest Inc. 511 36 0.0%
Slate Office REIT 7,184 49 0.0%
Slate Office REIT Class U 233 3 0.0%
SLC Agricola SA 3,444 49 0.0%
Smart Real Estate Investment Trust 194 7 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 174,995 175 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 109,050 127 0.0%
Snap-On Inc. 92 19 0.0%
SNC-Lavalin Group Inc. 3,014 110 0.0%
SNC-Lavalin Group Inc. 2.69% 11-24-2020 155,043 153 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 638,047 623 0.0%
SNC-Lavalin Group Inc. F/R 03-02-2021 276,210 272 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 98,285 125 0.0%
Societe BIC SA 37 5 0.0%
Societe Generale 416 17 0.0%
Soda Sanayii AS 2,575 5 0.0%
Sodexo SA 194 28 0.0%
Sofina SA 514 132 0.0%
Soft-World International Corp. 4,311 13 0.0%
SoftBank Group Corp. 2,529 307 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 207,833 280 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 68,585 93 0.0%
Softcat PLC 1,742 23 0.0%
SOHO China Ltd. 10,517 6 0.0%
Sojitz Corp. 16,129 78 0.0%
Solium Capital Inc. 165 3 0.0%
Somboon Advance Technology PCL 2,150 2 0.0%
Sonic Healthcare Ltd. 9,693 218 0.0%
Sonova Holding AG 921 227 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,320,971 1,329 0.2%
Source Energy Services Ltd. 1,567 2 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 13,790 25 0.0%
SP LP 3.21% 06-15-2019 1,065,580 1,066 0.2%
Sparebank 1 Nord-Norge 5,456 59 0.0%
SpareBank 1 SMN 1,695 24 0.0%
SPDR Barclays Capital High Yield Bond ETF 878 41 0.0%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 330 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 2,697 4 0.0%
Spin Master Corp. 10,662 478 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 153,073 202 0.0%
Spirit Airlines Inc. 7,819 578 0.0%
Springland International Holdings Ltd. 49,737 13 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 2,653 4 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 240,751 313 0.0%
Sprint Corp. 7.13% 06-15-2024 170,423 232 0.0%
Sprint Corp. 7.25% 09-15-2021 2,201 3 0.0%
Sprint Corp. 7.875% 09-15-2023 814,370 1,147 0.2%
Sprint Spectrum Co. LLC 3.36% 03-20-2023 1,445 2 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 172,072 227 0.0%
SPS Commerce Inc. 917 129 0.0%
Spy Hill Power LP 4.14% 03-31-2036 164,747 170 0.0%
Square Inc. Class A 1,607 172 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 943 1 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 153,938 202 0.0%
Ssangyong Cement Industrial Co. Ltd. 761 6 0.0%
SSR Mining Inc. 11,734 214 0.0%
SSY Group Ltd. 2,529 3 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 188,583 246 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 73,915 84 0.0%
STAAR Surgical Co. 233 11 0.0%
Standard Bank Group Ltd. 207 4 0.0%
Standard Chartered PLC 46,889 492 0.0%
Stantec Inc. 29,933 969 0.2%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 295,798 387 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 69,726 89 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 83,428 109 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 297,672 401 0.0%
Starwood Property Trust Inc. 37,106 1,095 0.2%
Steel Dynamics Inc. 1,052 52 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 881 1 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 3,445 5 0.0%
Stella-Jones Inc. 9,146 377 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 161,345 213 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 146,176 194 0.0%
Storm King Funding F/R 03-18-2019 1,004,605 1,005 0.2%
Storm Resources Ltd. 78 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 349,602 378 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 41,759 55 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 25,257 33 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 21,337 28 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 2,532 3 0.0%
Suheung Co. Ltd. 313 9 0.0%
Sul America SA 3,035 32 0.0%
Sumitomo Chemical Co. Ltd. 11,556 75 0.0%
Sumitomo Mitsui Construction Co. Ltd. 7,639 66 0.0%
Sumitomo Mitsui Financial Group Inc. 5,091 237 0.0%
Summerset Group Holdings Ltd. 6,706 39 0.0%
Summit Industrial Income Real Estate Investment Trust 43,124 484 0.0%
Sun Art Retail Group Ltd. 3,104 4 0.0%
Sun Life Financial Inc. 33,981 1,693 0.2%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 568,423 573 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,144,120 1,150 0.2%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 254,010 253 0.0%
Suncor Energy Inc. 131,358 5,958 0.6%
Sungdo Engineering & Construction Co. Ltd. 1,947 13 0.0%
Sunnic Technology & Merchandise Inc. 14,023 13 0.0%
Sunrise Communications Group AG 480 47 0.0%
Sunway Real Estate Investment Trust 21,312 12 0.0%
Superior Plus Corp. 19,229 217 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,571,216 1,520 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 622,186 819 0.2%
Supermax Corp. BHD 12,668 6 0.0%
Surge Energy Inc. 49 0.0%
Surgutneftegas OAO 8,725 4 0.0%
SurModics Inc. 3,552 273 0.0%
Suzuken Co. Ltd. 285 21 0.0%
SVB Financial Group 482 157 0.0%
Svenska Cellulosa AB (SCA) B 3,315 40 0.0%
Swedbank AB 776 19 0.0%
Swedish Orphan Biovitrum AB 555 16 0.0%
Swire Pacific Ltd. Class A 18,356 287 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,653,440 605 0.0%
Swiss Life Holding AG Reg. 1,459 837 0.2%
Swiss Re Ltd. 1,606 209 0.0%
Swisscom AG Reg. 80 49 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.63% 04-28-2026 Callable 2026 144A 590,291 756 0.1%
Syneos Health Inc. 7,851 431 0.0%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 126,353 158 0.0%
Synnex Technology International Corp. 23,336 37 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 146,176 186 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 164,103 219 0.0%
Synthomer PLC 2,545 17 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 332,987 340 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 297 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 2,576 3 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 1,541 2 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 363,707 497 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 282,653 399 0.0%
TA Enterprise BHD 5,656 1 0.0%
Tabcorp Holdings Ltd. 30,986 137 0.0%
Tableau Software Inc. Class A 269 47 0.0%
Tabula Rasa HealthCare Inc. 67 5 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 261,492 356 0.0%
Tactile Systems Technology Inc. 865 86 0.0%
Taekwang Industrial Co. Ltd. 11 20 0.0%
Taeyoung Engineering & Construction Co. Ltd. 331 5 0.0%
TAG Immobilien AG 2,524 77 0.0%
TaiDoc Technology Corp. 6,858 52 0.0%
Taiwan High Speed Rail Corp. 23,566 33 0.0%
Taiwan Navigation Co. Ltd. 13,065 10 0.0%
Taiwan Paiho Ltd. 8,013 22 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. 4,368 45 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 8,897 457 0.0%
Taiwan Styrene Monomer Corp. 30,354 32 0.0%
Taiwan Takisawa Technology Co. Ltd. 10,768 15 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 659,007 929 0.2%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 2,135 3 0.0%
Tamarack Valley Energy Ltd. 9,663 27 0.0%
Targa Resources Partners 5.00% 01-15-2028 737 1 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 1,442 2 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 115,837 159 0.0%
Target Corp. 611 58 0.0%
Taseko Mines Ltd. 19 0.0%
Tassal Group Ltd. 4,536 21 0.0%
Tate & Lyle PLC 3,945 48 0.0%
Tatneft PJSC 4,253 66 0.0%
Tauron Polska Energia SA 8,415 7 0.0%
TAV Havalimanlari Holding AS 1,000 7 0.0%
TCI Co. Ltd. 920 18 0.0%
TCL Electronics Holdings Ltd. 3,104 2 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 216,146 234 0.0%
Technology One Ltd. 6,377 44 0.0%
Technovator International Ltd 1,609 0.0%
Techtronic Industries Co. Ltd. 29,392 258 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 14,560 19 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 3,654 5 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 528 1 0.0%
Teck Resources Ltd. Class B 49,828 1,469 0.2%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 111,700 141 0.0%
Tegma Gestao Logistica SA 1,494 14 0.0%
Tego Science Inc. 12 1 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 6,604 9 0.0%
Tekfen Holding AS 7,766 51 0.0%
Telefonaktiebolaget LM Ericsson B 54,257 653 0.1%
Telefonica Brasil SA 2,399 39 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 1,767 3 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,178 2 0.0%
Telephone and Data Systems Inc. 11,103 468 0.0%
TeliaSonera AB 1,245 7 0.0%
Telkom SA SOC Ltd. 13,370 87 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 110,321 104 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 124,111 124 0.0%
TELUS Corp. 37,440 1,790 0.2%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 11,007 11 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 62,350 63 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 952,706 962 0.2%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 191,206 197 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 311,749 322 0.0%
TELUS Corp. 5.05% 07-23-2020 4,403 5 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 68,951 68 0.0%
Temonos AG 417 80 0.0%
Tenaga Nasional BHD 67,918 295 0.0%
Tenaris SA 18,209 320 0.0%
Tencent Holdings Ltd. 10,393 585 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 3,093 4 0.0%
Tenet Healthcare Corp. 6.25% 02-01-2027 Callable 2022 144A 297,201 404 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 694,162 937 0.2%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 10,368 12 0.0%
Teradyne Inc. 6,104 328 0.0%
Teranga Gold Corp. 28,552 124 0.0%
Terna Energy SA 345 3 0.0%
Terna SPA 3,399 28 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 986,247 1,234 0.2%
Tervita Corp. 560 4 0.0%
Tervita Corp. Class A Voting 21 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2019 144A 11,007 14 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 117,216 182 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 189,358 207 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 2,025 3 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2028 Callable 2027 3,060 4 0.0%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 151,718 190 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 251,478 300 0.0%
Textron Inc. 4,207 300 0.0%
TFI International Inc. 9,867 400 0.0%
Thales SA 636 103 0.0%
The a2 Milk Co. Ltd. 1,456 19 0.0%
The ADT Corp. 3.50% 07-15-2022 197,199 255 0.0%
The AES Corp. 830 19 0.0%
The AES Corp. 4.88% 05-15-2023 Callable 2019 176 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 1,299 2 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 7,485 10 0.0%
The Allstate Corp. 105 13 0.0%
The Bank of Nova Scotia 54,273 3,970 0.4%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 1,409,107 1,388 0.2%
The Bank of Nova Scotia 2.29% 06-28-2024 1,017,342 997 0.2%
The Bank of Nova Scotia 2.36% 11-08-2022 592,324 588 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 1,594,078 1,615 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 415,666 422 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 9,906 13 0.0%
The Bank of Nova Scotia F/R 01-18-2029 Callable 2024 1,045,399 1,067 0.2%
The Bank of Nova Scotia F/R 08-27-2019 2,426,439 2,428 0.3%
The Basic House Co. Ltd. 63 0.0%
The Berkeley Group Holdings PLC 545 38 0.0%
The Boeing Co. 712 412 0.0%
The British Land Co. PLC 23,333 246 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 199,853 224 0.0%
The Chefs' Warehouse Inc. 725 31 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 396 1 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 1,321 2 0.0%
The Descartes Systems Group Inc. 4,326 197 0.0%
The European Bank for Reconstruction & Development 7.38% 04-15-2019 1,106,088,292 103 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 186,167 280 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 132,386 203 0.0%
The European Financial Stability Facility 1.88% 05-23-2023 137,902 223 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 885,368 881 0.2%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 134,040 202 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 887,446 869 0.2%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 623,498 618 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 24,856 23 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 267,529 349 0.0%
The Hershey Co. 2,524 367 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,129,127 1,038 0.2%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 322,690 51 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 191,683 182 0.0%
The Israel Corp. Ltd. 47 18 0.0%
The Juroku Bank Ltd. 190 5 0.0%
The Keg Royalties Income Fund 331 6 0.0%
The KeyW Holding Corp. Term Loan 1st Lien F/R 05-04-2024 167,033 221 0.0%
The Link Real Estate Investment Trust 9,174 136 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 978,893 974 0.2%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 249,399 250 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 260,207 264 0.0%
The Marcus Corp. 3,450 192 0.0%
The Mosaic Co. 527 22 0.0%
The Nanto Bank Ltd. 263 7 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 2,102 1 0.0%
The North West Co. Inc. 5,240 168 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 188,774 250 0.0%
The Procter & Gamble Co. 3,043 394 0.0%
The Progressive Corp. 9,040 867 0.2%
The Sage Group PLC 2,432 28 0.0%
The Shiga Bank Ltd. 453 14 0.0%
The SPAR Group Ltd. 529 10 0.0%
The TJX Companies Inc. 31,030 2,093 0.3%
The Toronto-Dominion Bank 120,777 9,113 0.8%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 3,456,260 3,360 0.4%
The Toronto-Dominion Bank 2.05% 12-01-2022 88,373 88 0.0%
The Toronto-Dominion Bank 2.982% 09-30-2025 Callable 2020 457,232 460 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 1,667,651 1,697 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 212,405 219 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 494,642 539 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 399,209 452 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 65,977 74 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 320,969 369 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 2,076,250 2,089 0.3%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,407,028 1,401 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 331,532 332 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 602,715 613 0.0%
The Towa Bank Ltd. 1,069 9 0.0%
The Travelers Companies Inc. 108 19 0.0%
The Unite Group PLC 2,536 41 0.0%
The Walt Disney Co. 6,024 894 0.2%
The Walt Disney Co. 2.76% 10-07-2024 3,524,013 3,522 0.4%
The Wharf Holdings Ltd. 24,989 103 0.0%
The Williams Companies Inc. 3.70% 01-15-2023 Callable 2022 82,741 109 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 191,683 261 0.0%
Thermo Fisher Scientific Inc. 414 141 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 43,577 65 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 41,922 64 0.0%
Thomson Reuters Corp. 15,600 1,116 0.2%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 425,484 546 0.0%
Tianjin Development Holdings Ltd. 4,368 2 0.0%
Tianjin Port Development Holdings Ltd. 4,138 1 0.0%
Tianneng Power International Ltd. 2,759 4 0.0%
Tianyun International Holdings Ltd. 62,624 13 0.0%
Tidewater Midstream and Infrastructure Ltd. 87 0.0%
Tim Participacoes SA ADR 1,138 24 0.0%
Tingyi (Cayman Islands) Holding Corp. 3,449 6 0.0%
Tisco Financial Group PCL NVDR 414 2 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 360,611 416 0.0%
TMX Group Ltd. 7,563 625 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 708,520 706 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 558,554 571 0.0%
Toho Holdings Co. Ltd. 2,605 87 0.0%
Tokyo Electric Power Co. Holdings Inc. 293,390 2,403 0.3%
Tomony Holdings Inc. 1,615 8 0.0%
Tongaat Hulett Ltd. 695 2 0.0%
Top Glove Corp. BHD 57,947 85 0.0%
Topkey Corp. 230 1 0.0%
Toppan Printing Co. Ltd. 2,783 58 0.0%
Torchmark Corp. 5,322 578 0.0%
Torex Gold Resources Inc. 865 14 0.0%
Toromont Industries Ltd. 3,607 247 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 311,749 320 0.0%
Toronto Hospital 5.64% 12-08-22 287,704 304 0.0%
Total Access Communication PCL NVDR 9,334 20 0.0%
Total SA 4,480 335 0.0%
Total System Services Inc. 728 90 0.0%
TOTVS SA 678 9 0.0%
Tourmaline Oil Corp. 4,302 86 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 90,160 116 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 220,135 283 0.0%
Towd Point Mortgage Trust 3.75% 05-25-2058 96,828 127 0.0%
Towd Point Mortgage Trust F/R 07-25-2058 144A 91,965 120 0.0%
Toyo Seikan Kaisha Ltd. 5,901 164 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 184,532 184 0.0%
TPK Holding Co. Ltd. 115 0.0%
TransAlta Corp. 32,160 258 0.0%
TransAlta Corp. Pfd. Series A 27,271 324 0.0%
TransAlta Renewables Inc. 525 6 0.0%
Transat A.T. Inc. Class B 4,472 25 0.0%
TransCanada Corp. 51,586 3,036 0.3%
TransCanada Corp. Pfd. Series 15 10,656 270 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 581,932 668 0.1%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 392,905 393 0.0%
TransCanada PipeLines Ltd. 3.69% 07-19-2023 94,114 97 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 2,945 4 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 205,754 201 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 146,938 176 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 563,643 706 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 240,047 356 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 1,733,494 1,613 0.2%
Transcontinental Inc. Class A Sub. voting 13,237 251 0.0%
TransDigm Group Inc. 6.25% 03-15-2026 Callable 2022 144A 157,208 212 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 2,245 3 0.0%
TransGlobe Energy Corp. 32,557 85 0.0%
Transmissora Alianca de Energia Eletrica SA 1,230 11 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 268,104 268 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 640,125 679 0.1%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 124,939 175 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 29,303 28 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 146,176 138 0.0%
Trencor Ltd. 724 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 914 1 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 1,214 2 0.0%
Tricon Capital Group Inc. 16,215 179 0.0%
Trillium Windpower LP 5.80% 02-15-2033 170,107 193 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 43,301 57 0.0%
Triple-S Management Corp. 275 9 0.0%
Trisura Group Ltd. 29 1 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 115,240 152 0.0%
True North Commercial Real Estate Investment Trust 1,750 11 0.0%
TSC Auto ID Technology Co. Ltd. 566 6 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 437 15 0.0%
Tupy SA 3,193 21 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 2,437 21 0.0%
Turkiye Sise ve Cam Fabrikalari AS 1,356 2 0.0%
Twilio Inc. Class A 1,215 194 0.0%
Tyler Technologies Inc. 205 55 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 97,910 130 0.0%
U.S. Bancorp 3,711 252 0.0%
U.S. Bancorp 0.85% 06-07-2024 95,152 143 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 4,475 161 0.0%
U.S. Bancorp Pfd. Security Series A 394 411 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 1,000,891 1,375 0.2%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 4,767 6 0.0%
Ubiquiti Networks Inc. 1,016 193 0.0%
UBS Group AG 33,365 558 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 1,346 2 0.0%
UMW Holdings BHD 9,449 18 0.0%
Uni-President Enterprises Corp. 31,418 101 0.0%
UniCredit SpA 3.75% 04-12-2022 144A 70,040 90 0.0%
UniCredit SpA 4.63% 04-12-2027 144A 499,630 624 0.0%
Unid Co. Ltd. 9 0.0%
Unifin Financiera SAB de CV 1,671 5 0.0%
Unilever NV CVA 7,567 539 0.0%
Unilever PLC 1,008 70 0.0%
Unimicron Technology Corp. 91,876 94 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 95,411 110 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 287,987 283 0.0%
Union Gas Ltd. 8.65% 11-10-2025 39,488 53 0.0%
Union Pacific Corp. 4,533 1,000 0.2%
Unipar Carbocloro SA 514 7 0.0%
Uniper SE 30,377 1,164 0.2%
Unipro PJSC 12,358 1 0.0%
United Airlines 2019-1 Class AA Pass Through Trust 4.15% 08-25-2031 325,448 436 0.0%
United Integrated Services Co. Ltd. 2,069 9 0.0%
United Kingdom Treasury 3.75% 09-07-2020 35,854 65 0.0%
United Parcel Service Inc. (UPS) Class B 2,199 319 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 675,249 654 0.1%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2019 205,473 276 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 206,852 260 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 252,360 333 0.0%
United Rentals North America Inc. 6.50% 12-15-2026 Callable 2021 415,666 573 0.0%
United States Cellular Corp. 2,363 145 0.0%
United States Treasury 0.13% 07-15-2024 Inflation Indexed 13,429 18 0.0%
United States Treasury 0.75% 02-15-2042 Inflation Indexed 86,303 118 0.0%
United States Treasury 0.75% 07-15-2028 Inflation Indexed 132,723 175 0.0%
United States Treasury 1.01% 02-15-2048 Inflation Indexed 48,180 63 0.0%
United States Treasury 2.00% 11-15-2026 475,760 598 0.0%
United States Treasury 2.75% 02-15-2028 450,997 596 0.0%
United States Treasury 2.75% 11-15-2042 845,337 1,055 0.2%
United States Treasury 2.88% 08-15-2028 1,237 2 0.0%
United States Treasury 2.88% 09-30-2023 3,063 4 0.0%
United States Treasury 2.88% 10-31-2023 530 1 0.0%
United States Treasury 3.00% 02-15-2048 2,013,900 2,609 0.3%
United States Treasury 3.00% 02-15-2049 183,409 238 0.0%
United States Treasury 3.13% 02-15-2043 912,908 1,215 0.2%
United States Treasury 3.13% 11-15-2028 2,918,255 3,976 0.4%
United States Treasury 3.38% 11-15-2048 2,924,208 4,076 0.4%
United States Treasury Inflation Indexed 0.87% 01-15-2029 17,670 23 0.0%
United States Treasury N/B 2.50% 01-31-2024 456,454 600 0.0%
United States Treasury N/B 2.50% 02-15-2022 380,608 501 0.0%
United States Treasury N/B 4.38% 02-15-2038 671,581 1,078 0.2%
United Utilities Group PLC 1,960 29 0.0%
UnitedHealth Group Inc. 476 152 0.0%
UnitedHealth Group Inc. 2.70% 07-15-2020 113,079 148 0.0%
UnitedHealth Group Inc. 3.50% 06-15-2023 187,546 252 0.0%
UniTest Inc. 902 15 0.0%
Universal Corp. 248 19 0.0%
Universal Insurance Holdings Inc. 1,687 87 0.0%
Universal Vision Biotechnology Co. Ltd. 10,495 12 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 202,544 240 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 84,120 113 0.0%
UPM-Kymmene OYJ 1,338 53 0.0%
Uralkali 3,828 7 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 206,852 277 0.0%
US Bancorp Pfd. Series K Callable 2023 6,109 206 0.0%
USANA Health Sciences Inc. 1,942 252 0.0%
USB Capital IX 3.50% 10-29-2049 415,911 425 0.0%
Userjoy Technology Co. Ltd. 4,747 13 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 99 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 748 1 0.0%
Vale SA ADR 747 12 0.0%
Valener Inc. 7,283 167 0.0%
Valero Energy Corp. 582 62 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 338,751 354 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 207,833 225 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 226 10 0.0%
Vanguard International Semiconductor Corp. 1,494 4 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 43,687 58 0.0%
Varonis Systems Inc. 1,271 95 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 180,651 225 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 484,250 475 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 17,611 18 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 197,441 257 0.0%
Verbund AG 825 52 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 151,926 199 0.0%
VeriSign Inc. 4.75% 07-15-2027 Callable 2022 341,677 446 0.0%
Verisk Analytics Inc. 2,597 432 0.0%
Verizon Communications Inc. 3,366 252 0.0%
Verizon Communications Inc. 3.50% 02-17-2023 115,837 110 0.0%
Verizon Owner Trust 1.42% 01-20-2021 25,734 34 0.0%
Vermilion Energy Inc. 1,769 60 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 7,375 9 0.0%
Verso Corp. Class A 16,423 424 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 126,286 167 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 409,431 386 0.0%
Vestel Beyaz Esya Sanayi ve Ticaret AS 184 1 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 155,875 200 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 56,064 76 0.0%
Videotron Ltee 5.00% 07-15-2022 5,482 7 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 40,704 43 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 966,423 1,012 0.2%
Village Super Market Inc. 488 20 0.0%
Vinci SA 3,903 490 0.0%
Vipshop Holdings Ltd. 2,120 20 0.0%
Visa Inc. Class A 3,229 629 0.0%
Vissem Electronics Co. Ltd. 1,721 12 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 78,975 104 0.0%
Vistra Energy Corp. 13,039 447 0.0%
Vistra Operations Co. LLC 5.50% 09-01-2026 Callable 2021 144A 870 1 0.0%
Vital KSK Holdings Inc. 3,816 51 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 110,321 143 0.0%
Vodafone Group PLC 3.75% 01-16-2024 121,603 160 0.0%
Voya Financial Inc. 17,429 1,159 0.2%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 4,535 6 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 437,046 554 0.0%
Vukile Property Fund Ltd. 12,861 24 0.0%
VVC Holding Corp. Term B 1st Lien F/R 02-07-2026 342,201 449 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 110,538 137 0.0%
W.H. Smith PLC 1,739 64 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 528 1 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 925 1 0.0%
W.W. Grainger Inc. 952 382 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 959,464 1,298 0.2%
Wabtec Corp. 2,211 213 0.0%
Wachovia Capital Trust III F/R 03-15-2066 620,833 793 0.1%
Wajax Corp. 1,487 28 0.0%
Wal-Mart de Mexico SAB de CV Series V 36,864 125 0.0%
Wal-Mart Stores Inc. 4,341 565 0.0%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 114,458 151 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 38,850 51 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 37,389 49 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 19,793 27 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 45,902 60 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 15,892 21 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 16,999 22 0.0%
Warrior Met Coal Inc. 30,968 1,193 0.2%
Washington H. Soul Pattison & Co. Ltd. 2,426 67 0.0%
Wasion Group Holdings Ltd. 21,165 14 0.0%
Waste Connections Inc. 14,459 1,586 0.2%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 1,323 2 0.0%
Waters Corp. 629 200 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 1,288 1 0.0%
Wei Chuan Foods Corp. 13,674 13 0.0%
Weichai Power Co. Ltd. 47,630 87 0.0%
Weiqiao Textile Co. Ltd. 44,962 24 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 412,246 534 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 4,669 156 0.0%
Wells Fargo & Co. 2.98% 05-19-2026 447,880 436 0.0%
Wells Fargo & Co. 3.19% 02-08-2024 Callable 2024 804,237 808 0.2%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 517,504 527 0.0%
Wells Fargo & Co. F/R 07-27-2021 96,531 91 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 15,704 21 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 22,446 31 0.0%
Welltower Inc. 4.13% 03-15-2029 Callable 2028 205,031 269 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 155,269 206 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 164,373 217 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 43,687 56 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 3,401 4 0.0%
Wesdome Gold Mines Ltd. 8,078 39 0.0%
Wesfarmers Ltd. 1,103 34 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 207,833 214 0.0%
West Fraser Timber Co. Ltd. 3,286 213 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 405,274 441 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 8,068 205 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 252,360 239 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 238,570 228 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 2,642 3 0.0%
Western Forest Products Inc. 32,586 59 0.0%
WestJet Airlines Ltd. 5,461 114 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 13,790 25 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 165,482 162 0.0%
Westrock Co. 368 18 0.0%
Westshore Terminals Investment Corp. 9,046 196 0.0%
Wheaton Precious Metals Corp. 4,404 126 0.0%
Wheelock and Co. Ltd. 2,608 23 0.0%
Whitbread PLC 2,768 234 0.0%
Whitecap Resources Inc. 10 0.0%
Whitehaven Coal Ltd. 30,976 127 0.0%
Wholetech System Hitech Ltd. 4,616 6 0.0%
William Morrison Supermarkets PLC 70,105 281 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 468,865 598 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 710,839 954 0.2%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 86,598 114 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 108,073 123 0.0%
Winpak Ltd. 6,522 280 0.0%
Winstek Semiconductor Co. Ltd. 9,407 11 0.0%
Wipro Ltd. ADR 16,941 125 0.0%
Wisdom Marine Lines Co. Ltd. 9,102 12 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 55,800 1,952 0.2%
WiseTech Global Ltd. 1,300 23 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 737 1 0.0%
WNS (Holdings) Ltd. 727 51 0.0%
Wolters Kluwer NV 716 62 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 2,069 3 0.0%
Wonderful Hi-Tech Co. Ltd. 15,112 12 0.0%
Woodside Petroleum Ltd. 4,153 141 0.0%
Woolworths Ltd. 354 9 0.0%
Woori Bank 356 18 0.0%
Woori Financial Group Inc. 701 12 0.0%
World Wrestling Entertainment Inc. Class A 11,056 1,217 0.2%
Worldpay Inc. 4,497 567 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 153,071 203 0.0%
WSP Global Inc. 3,427 239 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 911,347 905 0.2%
Wuestenrot & Wuerttembergische AG 2,878 72 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 1,992 3 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 5,107 6 0.0%
Xiamen International Port Co. Ltd. H 2,759 1 0.0%
Xingda International Holdings Ltd. 1,035 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 575 1 0.0%
Xinyuan Real Estate Co. Ltd. 2,260 15 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 142,294 194 0.0%
Xtep International Holdings Ltd. 39,623 34 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 334,158 382 0.0%
Yamana Gold Inc. 98,342 336 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 172 1 0.0%
Yanzhou Coal Mining Co. Ltd. H 1,839 2 0.0%
Yea Shin International Development Co. Ltd. 4,007 3 0.0%
YeaRimDang Publishing Co. Ltd. 1,925 14 0.0%
Yellow Pages Ltd. 1,847 11 0.0%
Yi Jinn Industrial Co. Ltd. 22,776 12 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 10,189 57 0.0%
Yihai International Holding Ltd. 28,508 118 0.0%
YIK Corp. 134 1 0.0%
Youngone Holdings Co. Ltd. 11 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 75,220 97 0.0%
Yuanta Financial Holding Co. Ltd. 13,450 10 0.0%
Yuasa Trading Co. Ltd. 655 26 0.0%
Yuexiu Property Co. Ltd. 100,193 30 0.0%
Yuexiu Transport Infrastructure Ltd. 15,103 15 0.0%
Yum China Holdings Inc. 2,739 150 0.0%
Yurtec Corp. 715 8 0.0%
Yuyu Pharma Inc. 860 13 0.0%
Yuzhou Properties Co. Ltd. 9,771 6 0.0%
Zeng Hsing Industrial Co. Ltd. 2,308 14 0.0%
Zenith Bank Ltd. 133,905 12 0.0%
Zhen Ding Technology Holding Ltd. 32,752 125 0.0%
Zions Bancorporation 3.35% 03-04-2022 Callable 2022 235,812 310 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 82,741 107 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 1,387 2 0.0%
ZTE Corp. H Shares 2,253 9 0.0%
Zurich Insurance Group AG 161 70 0.0%
Total Investments -- 1,291,391 99.0%
Currency Hedge Contracts -- 683 0.1%
Other Assets (Liabilities) -- 11,867 0.9%
Total Net Assets -- 1,303,941 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of May 31, 2019
  • Regional Allocation
      Canada
    EQ : 13.7% | FI : 45.7%
    59.4%
      United States
    EQ : 5.8% | FI : 12.4%
    18.2%
      Other
    EQ : 4.8% | FI : 3.5%
    8.3%
      China
    EQ : 1.0%
    1.0%
      United Kingdom
    EQ : 0.8% | FI : 0.8%
    1.6%
      Germany
    FI : 0.7%
    0.7%
      Cash & Equivalents 10.8%
  • Sector Allocation
      Fixed Income 63%
      Cash & Equivalents 10.8%
      Financials 5.1%
      Other 3.4%
      Industrials 3.1%
      Energy 3%
      Pooled Funds 2.4%
      Information Technology 2.4%
      Consumer Discretionary 1.8%
      Consumer Staples 1.8%
      Materials 1.7%
      Communication Serv. 1.5%

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 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.