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 March 31, 2019
Major holdings represent 19.2% of the fund.
View all holdings
Total # of
Equity Holdings
1784
Total # of
Fixed Income Holdings
1287
Holding name, country and sector Percentage of holding in fund
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
4.7%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
4.4%
Government of Canada 3.50% 06-01-2020
Canada | Federal Government
3.5%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
1.7%
Government of Canada 2.75% 12-01-2048
Canada | Federal Government
1.6%
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
0.9%
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%
Canadian National Railway Co.
Canada | Railroads
0.4%

Complete Fund Holdings Help Full holdings list

As of December 31, 2018
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 182,329 241 0.0%
21Vianet Group Inc. ADR 11 0.0%
361 Degrees International Ltd. 17,911 5 0.0%
3SBio Inc. 214 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 3,246 3 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,174,566 1,162 0.2%
407 International Inc. 5.96% 12-03-2035 Callable 1,290,895 1,676 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 73,001 95 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 920,408 1,358 0.2%
58.Com Inc. ADR 814 60 0.0%
5N Plus Inc. 60 0.0%
A&W Revenue Royalties Income Fund Units 30 1 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 64,082 87 0.0%
AbbVie Inc. 1,701 214 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 119,867 189 0.0%
Abcam PLC 3,102 59 0.0%
ABIOMED Inc. 1,421 630 0.0%
Absolute Software Corp. 604 5 0.0%
Accenture PLC Class A 3,441 662 0.1%
Access Justice Durham 5.015% 08-31-2039 257,691 290 0.0%
Acer Inc. 9,963 9 0.0%
Acxiom Corp. 761 40 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 133,326 164 0.0%
Adcock Ingram Holdings Ltd. 343 2 0.0%
Addus HomeCare Inc. 248 23 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 20,795 29 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 21,893 30 0.0%
Admiral Group PLC 5,558 198 0.0%
Adtalem Global Education Inc. 3,852 249 0.0%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 11 0.0%
Advance Auto Parts Inc. 7,516 1,615 0.2%
Advanced Info Service PCL (Thailand) DR 2,914 21 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 453,973 665 0.1%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 154,531 208 0.0%
AECI Ltd. 1,828 14 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 236,178 277 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 165,071 222 0.0%
Aecon Group Inc. 4,892 86 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 62,661 82 0.0%
Aegon NV 62,834 401 0.0%
AEON Credit Service M Bhd 204 1 0.0%
AEON Thana Sinsap (Thailand) PCL 1,500 12 0.0%
AerCap Holdings NV 12,268 663 0.1%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 243,119 316 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 144,150 187 0.0%
Aeroflot - Russian Airlines OJSC 900 2 0.0%
Aflac Inc. 9,491 590 0.0%
African Development Bank F/R 02-24-2019 24,042 4 0.0%
African Oxygen Ltd. 600 2 0.0%
African Rainbow Minerals Ltd. 975 13 0.0%
AG Mortgage Investment Trust Inc. 189 4 0.0%
AGF Management Ltd. Class B non-voting 8,075 39 0.0%
Aggreko PLC 6,701 85 0.0%
Agile Property Holdings Ltd. 16,070 26 0.0%
Agnico-Eagle Mines Ltd. 8,387 462 0.0%
Agricultural Bank of China Ltd. H 1,101,487 658 0.1%
Agritrade Resources Ltd. 94,100 22 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 430,298 428 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 325,951 418 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 881 11 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 188,428 255 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 363,602 350 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 213,000 209 0.0%
Aimia Inc. 57,938 214 0.0%
Air Canada 65,000 1,687 0.2%
Air China Ltd. H 15,213 18 0.0%
Air Liquide SA 727 123 0.0%
Air New Zealand Ltd. 1,531 4 0.0%
AirAsia BHD 29,751 29 0.0%
Airports of Thailand Public Co. Ltd. 4,896 13 0.0%
AK Holdings Inc 61 4 0.0%
Aker ASA 88 6 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 161,262 220 0.0%
Akzo Nobel NV 2,731 301 0.0%
AL Midcoast Holdings LLC B Term Loan 1st Lien F/R 06-28-2025 101,833 135 0.0%
Alacer Gold Corp. 181 0.0%
Alam Sutera Realty TBK PT 165,580 5 0.0%
Alberta Powerline LP 4.06% 03-01-2054 161,362 166 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 200,944 273 0.0%
Alcanna Inc. 10 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 196,520 267 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 405,126 389 0.0%
Alfa SA Series A 37,297 61 0.0%
Algonquin Power & Utilities Corp. 17,966 247 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 725,053 725 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 264,661 274 0.0%
Algonquin Power Co. 4.82% 02-15-2021 172,119 177 0.0%
Alibaba Group Holding Ltd. ADR 1,189 222 0.0%
Alibaba Health Information Technology Ltd. 857 1 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 276,246 282 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 23,789 1,616 0.2%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 64,759 99 0.0%
Allergan PLC 8,908 1,624 0.2%
Alliance Data Systems Corp. 1,966 402 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 1,626 2 0.0%
Alliance Financial Group BHD 857 1 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 82,832 84 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 40,745 46 0.0%
Allianz SE Reg. 4,640 1,270 0.2%
Allied Properties Real Estate Investment Trust 3,169 140 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 286,149 289 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 210,846 213 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 304 0.0%
Ally Financial Inc. 81 2 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 951 1 0.0%
Ally Financial Inc. 8.00% 11-01-2031 5,877 9 0.0%
Alpek SAB de CV 20,050 33 0.0%
Alphabet Inc. Class A 259 370 0.0%
Alphabet Inc. Class C 268 378 0.0%
Alstom SA 1,895 104 0.0%
Alta Mesa Holdings LP 7.88% 12-15-2024 Callable 2019 523 0.0%
AltaGas Canada Inc. 4.26% 12-05-2028 Callable 2028 134,468 137 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 393,723 396 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 340,796 336 0.0%
AltaGas Ltd. Pfd. Series K 15,433 290 0.0%
Altair Engineering Inc. 4,218 159 0.0%
AltaLink LP 2.98% 11-28-2022 357,148 360 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 314,548 312 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 365,754 383 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 306,795 396 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 335,230 419 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 101,582 132 0.0%
Altisource Portfolio Solutions SA 342 11 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 39,147 61 0.0%
Amata Corp. PCL 300 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 232,381 274 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 2,235 3 0.0%
Amcor Ltd. 29,118 371 0.0%
Amdocs Ltd. 3,035 243 0.0%
Amedisys Inc. 785 125 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1,759,910 106 0.0%
America's Car-Mart Inc. 160 16 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 221,324 288 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 10-10-2021 121,165 161 0.0%
American Express Co. 3,346 435 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 262,695 427 0.0%
American National Insurance Co. 1,288 224 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 64,452 73 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 101,582 136 0.0%
American Tower Corp. 4.70% 03-15-2022 64,759 91 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 116,350 151 0.0%
Amphenol Corp. Class A 592 65 0.0%
Anadolu Cam Sanayii AS 1,039 1 0.0%
Andrew Peller Ltd. 50 1 0.0%
Angang Steel Co. Ltd. H Shares 429 0.0%
Anglo American Platinum Ltd. 464 24 0.0%
Anglo American PLC 2,233 68 0.0%
AngloGold Ashanti Ltd. ADR 2,250 39 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 1,770,678 1,682 0.2%
Anhui Conch Cement Co. Ltd. H 18,283 121 0.0%
Anpec Electronics Corp. 6,358 17 0.0%
Ansell Ltd. 4,936 105 0.0%
Antero Midstream 5.38% 09-15-2024 107,931 138 0.0%
Antero Resources Corp. 5.00% 03-01-2025 336,109 416 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 2,682 3 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 120,640 157 0.0%
Anthem Inc. 2,738 981 0.2%
Anthem Inc. 2.75% 10-15-2042 84,313 414 0.0%
Apex International Co. Ltd. 29,952 46 0.0%
Apollo Commercial Real Estate Finance Inc. 18,101 411 0.0%
Apple Inc. 8,264 1,778 0.2%
Apple Inc. 2.51% 08-19-2024 Callable 2024 8,380,707 8,154 0.7%
Apple Inc. 2.85% 08-28-2019 152,373 147 0.0%
Apple Inc. F/R 02-09-2022 149,834 205 0.0%
Aramark Services Inc. 4.75% 06-01-2026 Callable 2021 12 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 126,978 171 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 111,740 152 0.0%
Aramark Services Inc. Term Loan 1L F/R 03-11-2025 48,555 64 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 134,863 179 0.0%
ARC Resources Ltd. 8,948 72 0.0%
Arcadyan Technology Corp. 8,778 29 0.0%
ArcelorMittal SA 7.00% 10-15-2039 542 1 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 749,324 922 0.2%
Archer-Daniels-Midland Co. 37,660 2,105 0.3%
Arcosa Inc. 82 3 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 857 1 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 1,712 2 0.0%
Ardonagh Midco 3 PLC 8.63% 07-15-2023 [144A] Callable 2020 16 0.0%
Argonaut Gold Inc. 1,117 2 0.0%
Aritzia Inc. 3,850 63 0.0%
Arkema Group 1,840 216 0.0%
ARMOUR Residential REIT Inc. 2,586 72 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 290,456 289 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 72,332 86 0.0%
Arrowhead Properties Ltd. 38,814 15 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 152,200 207 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 1,869 2 0.0%
Artis Real Estate Investment Trust 8,309 77 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 290,451 291 0.0%
Asanko Gold Inc. 30 0.0%
Ashland Global Holdings Inc. 1,259 122 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 913 1 0.0%
Asia Cement China Holdings Corp. 18,861 18 0.0%
Asia Cement Corp. 19,487 29 0.0%
Asia Paper Manufacturing Co. Ltd. 360 14 0.0%
Asian Development Bank 2.00% 02-16-2022 67,298 90 0.0%
Asian Development Bank 4.625% 03-06-2019 138,406 127 0.0%
Asian Development Bank 5.00% 03-09-2022 85,075 89 0.0%
Asian Development Bank 5.90% 12-20-2022 421,312 8 0.0%
Asian Development Bank 6.00% 02-24-2021 330,584 6 0.0%
Asian Development Bank 6.45% 08-08-2021 249,020 5 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 2,054 2 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 3 0.0%
Aspen Technology Inc. 801 90 0.0%
ASR Nederland NV 6,612 357 0.0%
Asseco Poland SA 161 3 0.0%
Associated Capital Group Inc. Class A 1,296 62 0.0%
Assore Ltd. 311 9 0.0%
Assured Guaranty Ltd. 27,091 1,415 0.2%
Astral Foods Ltd. 2,151 33 0.0%
AT&T Inc. 4,876 190 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 190,837 190 0.0%
AT&T Inc. 4.85% 05-25-2047 2,821,252 2,604 0.3%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 235,158 224 0.0%
ATCO Ltd. Class I non-voting 5,486 212 0.0%
ATCO Ltd. F/R 11-01-2078 Callable 2028 354,996 355 0.0%
Athabasca Oil Corp. 56,217 56 0.0%
Atlantic Power Corp. 5,315 16 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 688,482 549 0.0%
ATS Automation Tooling Systems Inc. 27,620 397 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 11,835 16 0.0%
AU Optronics Corp. 123,639 68 0.0%
Austevoll Seafood ASA 941 16 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 112,248 175 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 430,298 415 0.0%
Autohome Inc. ADR 43 5 0.0%
Automatic Data Processing Inc. 569 102 0.0%
Autostrada Torino-Milano SPA 2,557 70 0.0%
Avangrid Inc. 2,447 167 0.0%
Avaya Holdings Corp. 78 2 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 128,222 169 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 132,057 201 0.0%
Aveva Group PLC 1,117 47 0.0%
AVIC International Holdings Ltd. 857 1 0.0%
Aviva PLC 4.50% 05-10-2021 445,564 457 0.0%
Avolon Holdings Funding Ltd. 5.13% 10-01-2023 Callable 2023 144A 417,765 548 0.0%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 133,398 177 0.0%
AXA SA 15,166 447 0.0%
Axfood AB 2,670 62 0.0%
Ayala Corp. 63 1 0.0%
B2Gold Corp. 14,948 60 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 27,935 27 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 208,243 201 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 3,804 5 0.0%
Bahle-Metal Leve SA 236 2 0.0%
Baidu Inc. ADR 2,751 595 0.0%
Ball Corp. 4.00% 11-15-2023 175,229 233 0.0%
Ball Corp. 4.375% 12-15-2020 149,834 206 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 210,021 281 0.0%
Ball Corp. 5.25% 07-01-2025 199,355 274 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 156,942 209 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 28,384 40 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 68,568 89 0.0%
Banco Bradesco SA Pref. ADR 9,299 125 0.0%
Banco BTG Pactual SA - Unit 996 8 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2012 44,442 1 0.0%
Banco Del Bajio SA 182 0.0%
Banco do Brasil SA 5,997 98 0.0%
Banco do Estado do Rio Grande do Sul SA 10,228 80 0.0%
Banco Macro SA ADR 831 50 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 110,471 144 0.0%
Banco Santander Brasil SA 2,838 43 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 2,837 24 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 119,359 149 0.0%
Bangkok Dusit Medical Services PCL 45,682 48 0.0%
Bangkok Expressway & Metro PCL 5,217 2 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 104,122 165 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 102,852 161 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 305,082 348 0.0%
Bank of America Corp. 22,052 741 0.1%
Bank of America Corp. 3.228% 06-22-2022 268,709 269 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 325,674 324 0.0%
Bank of America Corp. 3.95% 04-21-2025 83,908 111 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 2,140 3 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 6,612 10 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 661,369 648 0.1%
Bank of America Corp. F/R 04-25-2024 Callable 2023 43,172 66 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,407,077 1,391 0.2%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 79,996 109 0.0%
Bank of China Ltd. H 674,307 397 0.0%
Bank of Communications Co. Ltd. H 202,188 215 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 71,107 95 0.0%
Bank of Israel 0% 11-06-2019 43,253 16 0.0%
Bank of Montreal 72,282 6,446 0.6%
Bank of Montreal 2.27% 07-11-2022 826,174 811 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,475,937 1,455 0.2%
Bank of Montreal 2.89% 06-20-2023 1,075,753 1,075 0.2%
Bank of Montreal 3.19% 03-01-2028 387,275 388 0.0%
Bank of Montreal 3.25% 10-06-2022 157,452 153 0.0%
Bank of Montreal 3.32% 06-01-2026 423,856 425 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 1,638,361 1,647 0.2%
Bank of Montreal F/R 02-01-2023 4,695,632 4,651 0.5%
Bank of Montreal F/R 03-30-2020 1,215,842 1,217 0.2%
Bank of Montreal F/R 04-11-2019 215,149 215 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 324,879 414 0.0%
Bank Pekao SA 86 3 0.0%
Bankers Hall LP 4.377% 11-20-2013 391,668 397 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 149,834 209 0.0%
Baoye Group Co. Ltd. 11,396 9 0.0%
Barclays Africa Group Ltd. 1,307 20 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 104,122 142 0.0%
Barclays PLC 77,059 202 0.0%
Barrick Gold Corp. 108,950 2,008 0.3%
Barwa Real Estate Co. 1,114 17 0.0%
BASF SE 1,119 106 0.0%
Baxter International Inc. 17,802 1,599 0.2%
Bayer AG 4,207 398 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 152,373 180 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2,396 3 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 682,565 808 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 6,181 6 0.0%
BCE Inc. 34,556 1,864 0.2%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,121,358 1,108 0.2%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 31,586 42 0.0%
Beach Petroleum Ltd. 29,849 39 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 342,586 413 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 1,331 2 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 22,986 31 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 3,904 5 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 42,732 60 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 9,942 14 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 5,046 7 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 113,010 122 0.0%
Becton, Dickinson and Co. 242 74 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 4,487 353 0.0%
Beijing Capital Land Ltd. 29,471 14 0.0%
Beijing Enterprises Holdings Ltd. 9,588 69 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,325,385 1,280 0.2%
Bell Canada 3.35% 03-22-2023 9,509 10 0.0%
Bell Canada 3.60% 09-29-2027 Callable MTN 8 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 163,711 162 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 185,459 174 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,060,686 1,011 0.2%
Bell Canada 4.70% 09-11-2023 MTN 217,946 230 0.0%
Bell Canada 6.17% 02-26-2037 308,739 367 0.0%
Bell Canada 6.55% 05-01-2029 Callable 256,028 309 0.0%
Bell Canada 7.30% 02-23-2032 Callable 7,607 10 0.0%
Bellway PLC 1,868 82 0.0%
BenQ Materials Corp. 15,789 12 0.0%
Berkshire Hathaway Inc. Class B 96 27 0.0%
Berry Global Group Inc. 29 2 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 647 1 0.0%
Berry Global Inc. Term Loan Q 1st Lien F/R 10-01-2022 257,601 344 0.0%
Berry Global Inc. Term Loan S 1st Lien F/R 02-08-2022 98,122 132 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 109,201 148 0.0%
BHP Group PLC 4,984 143 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 3,766 5 0.0%
BIM Birlesik Magazalar AS 2,346 53 0.0%
BJ's Restaurants Inc. 1,787 123 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 193,533 257 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 33,058 5 0.0%
BKW AG 740 71 0.0%
Black Diamond Group Ltd. 1,580 3 0.0%
Blackberry Ltd. 11,686 113 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 43,172 57 0.0%
Bloomberry Resorts Corp. 85,107 21 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 96,503 127 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 146,975 201 0.0%
BMW Canada Inc. F/R 06-14-2019 981,033 983 0.2%
BNK Financial Group Inc. 300 3 0.0%
BNP Paribas SA 2,178 134 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 267,616 364 0.0%
Boardwalk Real Estate Investment Trust 8,405 318 0.0%
BOC Aviation Ltd. 2,465 25 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 115,550 152 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 1,191 2 0.0%
Bolsa Mexicana de Valores SAB de CV 743 2 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 3,043 4 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 3,804 5 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 9,482 12 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 17,957 25 0.0%
Bombardier Inc. Class B Sub. voting 79,811 162 0.0%
Bonavista Energy Corp. 70,843 85 0.0%
Boot Barn Holdings Inc. 1,674 39 0.0%
Boralex Inc. Class A 1,731 29 0.0%
Bosideng International Holdings Ltd. 103,787 27 0.0%
Boston Pizza Royalties Income Fund 60 1 0.0%
Bottomline Technologies Inc. 9,235 605 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 750,095 752 0.1%
Brambles Ltd. 18,928 185 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 1,046 1 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 2,572 3 0.0%
Braskem SA 793 26 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 25,077 34 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 204,307 751 0.1%
Bridgestone Corp. 3,475 183 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 153,832 167 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 176,466 204 0.0%
Bright Horizons Family Solutions Inc. 876 133 0.0%
Brighthouse Financial Inc. 6,194 258 0.0%
British American Tobacco PLC 10,167 442 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 484,086 467 0.0%
Brookfield Asset Management Inc. 4.54% 03-31-2023 11,411 12 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 145,011 153 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 161,362 179 0.0%
Brookfield Asset Management Inc. Class A limited voting 16,681 873 0.1%
Brookfield Asset Management Inc. Pfd. Series 46 6,265 160 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 17,342 424 0.0%
Brookfield Business Partners LP 7,739 322 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 169,753 166 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2018 444,608 440 0.0%
Brookfield Infrastructure Partners LP 4,972 234 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 268,937 270 0.0%
Brookfield Property Partners LP 1,943 43 0.0%
Brookfield Renewable Energy Partners LP 4,455 157 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 869,876 835 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 342,087 338 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 9,288 201 0.0%
Brookfield Renewable Partners LP Pfd. Series 13 1 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 340,314 334 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 171,420 221 0.0%
Brown & Brown Inc. 1,521 57 0.0%
BRP Finance ULC 4.79% 02-07-2022 179,865 187 0.0%
BRP Inc. 7,519 266 0.0%
Bruce Power LP 2.84% 06-23-2021 800,355 797 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 713,719 699 0.1%
Bruce Power LP 3.97% 06-23-2026 325,793 332 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 537,873 525 0.0%
BTB Real Estate Investment Trust 1,530 7 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 1,208 2 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 1,274 2 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 3,385 4 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 70,029 95 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 128,703 172 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 215,149 350 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 258,516 337 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 430,298 555 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 449,277 553 0.0%
BWAY Holding Co. Term Loan B 1st Lien F/R 04-03-2024 126,336 163 0.0%
BXP Trust 3.42% 06-13-2039 140,945 182 0.0%
Cablevision Systems Corp. 5.875% 09-15-2022 55,870 75 0.0%
CACI International Inc. Class A 2,075 408 0.0%
CAE Inc. 72,204 1,812 0.2%
Caesars Entertainment Corp. 155 1 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 638 1 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 63,572 66 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 691,563 641 0.1%
Callaway Golf Co. 3,733 78 0.0%
Callon Petroleum Co. 4,182 37 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 593,123 740 0.1%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 3,499 4 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 1,151 2 0.0%
Cambrex Corp. 3,838 198 0.0%
Cameco Corp. 19,578 303 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 166,515 218 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 679,908 901 0.2%
Camil Alimentos SA 4,644 12 0.0%
Camsing International Holding Ltd. 20,242 31 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 4,311 6 0.0%
Canaccord Genuity Group Inc. 8,818 51 0.0%
Canada Goose Holdings Inc. 2,828 169 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 99,118 135 0.0%
Canada Housing Trust No 1 F/R 09-15-2023 11,319,301 11,281 1.0%
Canada Housing Trust No. 1 2.35% 06-15-2023 3,947,502 3,960 0.4%
Canadian Apartment Properties Real Estate Investment Trust 24,970 1,106 0.2%
Canadian Credit Card Trust II 1.829% 03-24-2020 623,933 619 0.0%
Canadian Imperial Bank of Commerce 30,156 3,066 0.3%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 1,202,478 1,183 0.2%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 556,161 558 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 1,637,302 1,640 0.2%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 47 0.0%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,243,563 1,261 0.2%
Canadian Imperial Bank of Commerce F/R 01-17-2019 1,422,535 1,423 0.2%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 989,037 977 0.2%
Canadian Mortgage Pools 2.65% 10-01-2027 125,692 126 0.0%
Canadian National Railway Co. 51,398 5,196 0.5%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,503 2 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 453,861 442 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 273,240 266 0.0%
Canadian Natural Resources Ltd. 40,135 1,322 0.2%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 5,705 6 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 318,439 316 0.0%
Canadian Pacific Railway Ltd. 11,017 2,669 0.3%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2018 107,575 106 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 129,090 143 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 7,554 1,078 0.2%
Canadian Utilities Ltd. Class A non-voting 6,462 202 0.0%
Canadian Western Bank 12,882 335 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 197,938 195 0.0%
Canadian Western Bank 2.88% 03-01-2021 151,929 151 0.0%
Canadian Western Bank 2.92% 12-15-2022 351,921 346 0.0%
Canfor Corp. 5,194 86 0.0%
Canfor Pulp Products Inc. 18,266 296 0.0%
Canon Electronics Inc. 318 8 0.0%
Canopy Growth Corp. 8,828 323 0.0%
Cantel Medical Corp. 828 84 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 671,266 693 0.1%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 124,438 169 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 71,107 96 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 87,615 118 0.0%
Capital Power Corp. 35,553 945 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 229,134 227 0.0%
Capstone Mining Corp. 19,427 12 0.0%
Cards II Trust 2.155% 10-15-2020 749,150 743 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 238,139 320 0.0%
Career Education Corp. 708 11 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 3 0.0%
Carlsberg Brewery Malaysia BHD 3,822 25 0.0%
Carnival PLC 27,208 1,781 0.2%
Carrizo Oil & Gas Inc. 6.25% 04-15-2023 Callable 2018 152,763 193 0.0%
Carter's Inc. 3,642 405 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 309,138 401 0.0%
Cascades Inc. 20,891 214 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 4,755 5 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 3,804 5 0.0%
Cash & Equivalents** 133,186 10.5%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 9,530 13 0.0%
Caterpillar Inc. 586 101 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 245,177 266 0.0%
CBIZ Inc. 3,137 84 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 922 1 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 623,949 625 0.0%
CCL Industries Inc. Class B non-voting 14,160 709 0.1%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 329,183 421 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 158,722 200 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 2,016 3 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 582,278 741 0.1%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 1,189 2 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 135,612 184 0.0%
CCO Holdings LLC 5.75% 02-15-2026 5,078 7 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 103,278 140 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 1,341 2 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 140,337 187 0.0%
CD Projekt SA 182 10 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 110,471 152 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 137,136 181 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 2,510 3 0.0%
Celestica Inc. Sub. voting 29,925 358 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 181,277 244 0.0%
Celltrion Inc. 2 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 1,284 2 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 163,587 192 0.0%
Cenovus Energy Inc. 30,684 295 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 2,510 3 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 2,358 3 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 271,093 346 0.0%
Centerra Gold Inc. 25,496 149 0.0%
Central 1 Credit Union 2.60% 11-07-2022 484,582 475 0.0%
Central 1 Credit Union F/R 02-05-2021 1,271,459 1,266 0.2%
CenturyLink Inc. 2,931 61 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 104,020 133 0.0%
Cequel Communications Holdings I LLC 7.75% 07-15-2025 Callable 2020 447 1 0.0%
Cerner Corp. 2,120 152 0.0%
Cervus Equipment Corp. 121 2 0.0%
CES Energy Solutions Corp. 23,835 75 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 9,509 9 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 07-25-2025 137,900 183 0.0%
CEZ AS 1,211 39 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 26,665 36 0.0%
CGI Group Inc. Class A Sub. voting 46,032 3,844 0.4%
CGN New Energy Holdings Co. Ltd. 73,376 14 0.0%
Chailease Holding Co. Ltd. 11,561 50 0.0%
Champion Real Estate Investment Trust 85,986 80 0.0%
Changyou.com Ltd. 1,117 28 0.0%
Charoen Pokphand Group Co. Ltd. 31,154 21 0.0%
Charter Communications Inc. Class A 6 2 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 258,183 352 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 264,902 348 0.0%
Chartwell Retirement Residences 4,801 66 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 496,178 497 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 143,022 145 0.0%
Chase Corp. 51 7 0.0%
Chase Issuance Trust 1.37% 06-15-2021 66,028 89 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 22,997 32 0.0%
CHC Group LLC 108 1 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 5,538 7 0.0%
Check Point Software Technologies Ltd. 586 82 0.0%
Cheetah Mobile Inc. ADR 632 5 0.0%
Chegg Inc. 2,317 90 0.0%
Cheil Communications Inc. 2,826 78 0.0%
Chemed Corp. 1,075 415 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 309,397 263 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 2,168 3 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 2,520 3 0.0%
Cherrybro Co. Ltd. 2,958 8 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 34,284 38 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2,853 3 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 108,853 125 0.0%
Chesswood Group Ltd. 91 1 0.0%
Chevron Corp. 3,859 573 0.0%
Chia Chang Co. Ltd. 7,590 12 0.0%
Chimera Investment Corp. 13,059 317 0.0%
China Agri-Industries Holdings Ltd. 429 0.0%
China Aircraft Leasing Group Holdings Ltd. 5,072 7 0.0%
China Aoyuan Property Group Ltd. 2,143 2 0.0%
China BlueChemical Ltd. H 45,999 20 0.0%
China CITIC Bank H 20,462 17 0.0%
China Coal Energy Co. Ltd. H 1,928 1 0.0%
China Communication Services Corp. Ltd. 48,739 55 0.0%
China Conch Venture Holdings Ltd. 26,312 107 0.0%
China Construction Bank Corp. H 326,448 367 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 88,894 15 0.0%
China Eastern Airlines Corp. Ltd. H Shares 3,428 3 0.0%
China Everbright Bank Co. Ltd. Class H 142,509 84 0.0%
China Everbright Ltd. 429 1 0.0%
China Evergrande Group 1,714 7 0.0%
China Longyuan Power Group Corp. H 2,571 2 0.0%
China Man-Made Fiber Corp. 6,846 3 0.0%
China Medical System Holdings Ltd. 2,357 3 0.0%
China Merchants Bank Co. Ltd. H 10,017 50 0.0%
China Merchants Land Ltd. 72,147 14 0.0%
China Minsheng Banking Corp. Ltd. 180,705 170 0.0%
China Mobile Ltd. 9,395 123 0.0%
China Mobile Ltd. ADR 6,444 422 0.0%
China National Building Material Co. Ltd. H 30,279 28 0.0%
China National Offshore Oil Corp. Ltd. ADR 193 40 0.0%
China Oriental Group Co. Ltd. 19,589 16 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 182 18 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 379,548 370 0.0%
China Railway Construction Corp. Ltd. H 14,966 28 0.0%
China Railway Group Ltd. 247,172 307 0.0%
China Resources Cement Holdings Limited 34,762 43 0.0%
China Resources Enterprise Ltd. 1,714 8 0.0%
China Resources Pharmaceutical Group Co. Ltd. 1,862 3 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 46,853 15 0.0%
China SCE Property Holdings Ltd. 98,454 49 0.0%
China Shenhua Energy Co. Ltd. H 127,273 380 0.0%
China Shineway Pharmaceutical Group Ltd. 15,892 21 0.0%
China South City Holdings Ltd. 66,445 13 0.0%
China Suntien Green Energy Corp. Ltd. 2,357 1 0.0%
China Taiping Insurance Holdings Co. Ltd. 729 3 0.0%
China Tian Lun Gas Holdings Ltd. 13,232 15 0.0%
China Unicom (Hong Kong) Ltd. 6,484 9 0.0%
China Unicom (Hong Kong) Ltd. ADR 161 2 0.0%
China Vanke Co. Ltd. 3,343 15 0.0%
China Water Affairs Group Ltd. 31,222 46 0.0%
China XLX Fertiliser Ltd. 25,186 11 0.0%
China Zhongwang Holdings Ltd. 10,840 7 0.0%
Chinese Maritime Transport Ltd. 7,032 10 0.0%
ChipMOS Technologies Inc. 29,745 35 0.0%
Chlitina Holding Ltd. 1,821 21 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 61,928 85 0.0%
Choice Properties Real Estate Investment Trust 3,845 44 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 4,279 4 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 208,695 205 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 286,579 282 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 382,966 384 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 462,603 458 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 537,873 564 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 53,787 57 0.0%
Chong Kun Dang Holdings Corp. 150 11 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 26,783 20 0.0%
Chroma ATE Inc. 107 1 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 2,796 3 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 1,550 1 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 1,208 1 0.0%
Chudenko Corp. 159 5 0.0%
Chularat Hospital PCL 23,934 2 0.0%
Chungdahm Learning Inc. 304 7 0.0%
CI Financial Corp. 3.52% 07-20-2023 Callable 2023 208,698 208 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 86 1 0.0%
Cia de Locacao das Americas 43 1 0.0%
Cia de Saneamento do Parana 1,518 33 0.0%
Cia de Transmissao de Energia Eletrica Paulista 719 17 0.0%
Cia Minera Autlan SAB de CV 300 0.0%
Cielo SA 42,971 134 0.0%
Ciena Corp. 56,972 2,636 0.3%
CIFI Holdings Group Co. Ltd. 7,714 6 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 106,661 142 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 352 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 1,027 1 0.0%
Cisco Systems Inc. 10,439 617 0.0%
CIT Group Inc. 1,066 56 0.0%
CIT Group Inc. 5.00% 08-01-2023 4,583 6 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 219 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 83,805 104 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,270 2 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 171,420 233 0.0%
CITIC Ltd. 144,705 310 0.0%
Citigroup Inc. 4.09% 06-09-2025 1,144,594 1,145 0.2%
Citigroup Inc. F/R 05-04-2021 128,247 125 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 114,280 149 0.0%
City of Oslo 2.35% 09-04-2024 156,276 25 0.0%
Citychamp Watch & Jewellery Group Ltd. 24,759 7 0.0%
CJ Hello Co. Ltd. 2,203 25 0.0%
CK Hutchison Holdings Ltd. 43,696 572 0.0%
CKD BiO Corp. 486 12 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 2,010 3 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 5,278 7 0.0%
CLI Funding LLC 4.03% 04-18-2043 85,099 116 0.0%
Clicks Group Ltd. 911 17 0.0%
CME Group Inc. 2,754 707 0.1%
CNA Financial Corp. 6,301 380 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 166,341 228 0.0%
CNOOC Ltd. 31,981 67 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 238,816 242 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 86,060 87 0.0%
Coca-Cola Femsa SAB de CV 26,538 220 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 246 20 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 4,207 6 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 512,076 628 0.0%
Coface SA 11,710 145 0.0%
Cogeco Communications Inc. 5,979 393 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,184,224 1,209 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 753,022 781 0.1%
Cogeco Inc. Sub. voting 1,862 108 0.0%
Cognex Corp. 1,820 96 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 203,869 282 0.0%
COL PCL 1,243 1 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 4,929 7 0.0%
Colgate Palmolive Co. 752 61 0.0%
Colliers International Group Inc. 1,651 124 0.0%
Colombia Government International Bond 4.00% 02-26-2024 110,471 149 0.0%
Colombia Government International Bond 4.50% 01-28-2026 142,215 195 0.0%
Colruyt SA 447 44 0.0%
Com7 Public Co. Ltd. 2,036 1 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 387,960 415 0.0%
Comcast Corp. Class A 6,753 314 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 4 0.0%
Cominar Real Estate Investment Trust 9,304 104 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 77,456 106 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 58,410 79 0.0%
Commercial Bank of Qatar 900 13 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 58,410 80 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 12 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 215,025 299 0.0%
Commonwealth of Bahamas 6.00% 11-21-2028 Callable 2028 38 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 113,913 167 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 428,164 482 0.0%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 110,807 132 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 3,660 5 0.0%
CommVault Systems Inc. 5,866 473 0.0%
Compagnie de Saint-Gobain 3,042 139 0.0%
Companhia Brasileira de Distrubuicao Grupo Pao de Acucar Pfd. A ADR 64 2 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. ADR 86 0.0%
Compania Cervecerias Unidas SA ADR 1,939 66 0.0%
Compass Group PLC 1,655 48 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 846 1 0.0%
Computer Engineering & Consulting Ltd. 586 13 0.0%
Computer Modelling Group Ltd. 23,587 144 0.0%
Comtech Telecommunications Corp. 598 20 0.0%
Concentradora Fibra Danhos SA de CV 64 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 162,531 218 0.0%
Concordia International Corp. 41 1 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 248,218 328 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 25,819 34 0.0%
ConocoPhillips 2,847 242 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 82,535 121 0.0%
Consorcio ARA SAB de CV 40,198 14 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 123,168 170 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 4,194 5 0.0%
Constellation Software Inc. 2,038 1,781 0.2%
Constellium NV 4.25% 02-15-2026 Callable 2020 150,609 213 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 613,198 749 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 88,224 112 0.0%
Construtora Tenda SA 3,325 38 0.0%
Consumers Gas 6.10% 05-19-28 74,011 89 0.0%
Consun Pharmaceutical Group Ltd. 46,506 37 0.0%
Continental Gold Inc. 2 0.0%
Continental Holdings Corp. 22,518 14 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 1,483 2 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 1,388 2 0.0%
Cook & Boardman Group LLC Term Loan 1st Lien F/R 10-12-2025 4 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 30,053 5 0.0%
Corby Spirit and Wine Ltd. 211 4 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 565,197 577 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 242,473 248 0.0%
Core Industrial Trust 3.85% 02-10-2034 53,331 72 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 195,065 263 0.0%
CoreLogic Inc. 3,702 169 0.0%
Coretronic Corp. 750 1 0.0%
Corning Inc. 29,470 1,215 0.2%
Corporacion Andina de Fomento 2.00% 05-10-2019 3,005 4 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 279 1 0.0%
Corus Entertainment Inc. Class B non-voting 39,542 188 0.0%
Cosco Pacific Ltd. 3,214 4 0.0%
CoStar Group Inc. 791 364 0.0%
Costco Wholesale Corp. 3,491 970 0.2%
Cott Corp. 16,723 318 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 132,057 171 0.0%
Country Garden Holdings Co. Ltd. 27,426 46 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 922 1 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 409 1 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 3,671 4 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 1,750 2 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 1,017 1 0.0%
Credito Real SAB de CV SOFOM ER 11,743 14 0.0%
Crescent Point Energy Corp. 59,391 246 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 417,410 352 0.0%
CRH Medical Corp. 13,236 55 0.0%
Crius Energy Trust 1,983 9 0.0%
Crombie Real Estate Investment Trust 30 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 139,849 142 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 400,178 410 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 120,629 161 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 1,284 2 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 176 253 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 151,357 222 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 31,586 49 0.0%
Crown Holdings Inc. 24 1 0.0%
Crown Ltd. 16,553 189 0.0%
Crown Subsea Communications Holing Inc. Term Loan 1st Lien F/R 11-02-2025 1,103 1 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 2,425 3 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 133,399 196 0.0%
CSC Holdings LLC 5.25% 06-01-2024 1,407 2 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 120,629 152 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 140,945 180 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 5,610 8 0.0%
CSC Holdings LLC 7.50% 04-01-2028 Callable 2023 144A 146,024 199 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 132,057 169 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 176,426 221 0.0%
CSM NV Term Loan B F/R 07-03-2020 8 0.0%
CSPC Pharmaceuticals Group Ltd. 4,500 9 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 286,828 374 0.0%
CSS Industries Inc. 497 6 0.0%
CT Real Estate Investment Trust 5,153 59 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 242,043 238 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 900,399 890 0.2%
CU Inc. 3.95% 11-23-2048 Callable 2048 380,766 388 0.0%
CU Inc. 3.964% 07-27-2045 Callable 99,209 102 0.0%
Cuckoo Holdings Co. Ltd. 19 3 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 325,972 462 0.0%
CVS Health Corp. 4,187 374 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 206,974 280 0.0%
Cyfrowy Polsat SA 279 2 0.0%
DACIN Construction Co. Ltd. 14,910 13 0.0%
Dae Han Flour Mills Co. Ltd. 11 2 0.0%
Daechang Co. Ltd. 9,700 11 0.0%
Daekyo Co. Ltd. 63 1 0.0%
Daelim Industrial Co. Ltd. 2,414 303 0.0%
Daesang Corp. 89 3 0.0%
Daewon Pharmaceutical Co. Ltd. 262 5 0.0%
Daihan Pharmaceutical Co. Ltd. 234 11 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 775,859 777 0.1%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 100 3 0.0%
Daishin Securities Co. Ltd. Pref. 286 3 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 1,702 2 0.0%
Dana Gas PJSC 63,112 23 0.0%
Danaher Corp. 4,537 638 0.1%
Danske Bank AS 2.80% 03-10-2021 144A 314,972 418 0.0%
Darfon Electronics Corp. 750 1 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 83,805 130 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 140,945 193 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 82,663 110 0.0%
Dave & Buster's Entertainment Inc. 6,195 377 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,086,542 1,348 0.2%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 438,947 566 0.0%
DB Insurance Co. Ltd. 244 21 0.0%
DB Master Finance LLC 3.63% 11-20-2047 99,309 131 0.0%
DB Master Finance LLC 3.98% 02-20-2022 218,767 303 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 8,888 11 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 265,383 356 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 3,281 4 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 165,842 218 0.0%
Dell Technologies Inc. 4,620 556 0.0%
Delphi Energy Corp. 151 0.0%
Delta Air Lines Inc. 5,855 399 0.0%
Delta Electronics Inc. 7,884 46 0.0%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 304 0.0%
Delta Property Fund Ltd. 31,606 13 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 1,700 2 0.0%
Dentsply Sirona Inc. 8,774 445 0.0%
Detour Gold Corp. 10 0.0%
Deutsch Motors Inc. 1,960 12 0.0%
Deutsche Boerse AG 1,775 291 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 173,342 352 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 797,767 1,419 0.2%
Deutsche Lufthansa AG Reg. 19,569 603 0.0%
DexCom Inc. 2,504 409 0.0%
DGB Financial Group Inc. 738 8 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 171,058 139 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 23,611 31 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 11 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 421 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 902 1 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 5,799 8 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 1,455 2 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 96,503 127 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 222,211 297 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 46,474 62 0.0%
Direcional Engenharia SA 4,639 12 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 78,726 106 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 68,568 88 0.0%
DISH DBS Corp. 5.875% 11-15-2024 697,111 767 0.1%
DISH Network Corp. 3.38% 08-15-2026 Conv. 53,331 58 0.0%
DMC Global Inc. 50 2 0.0%
DMCI Holdings Inc. 7,049 2 0.0%
DMG Mori AG 1,163 78 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 70,117 92 0.0%
Dolby Laboratories Inc. Class A 2,983 252 0.0%
Dollarama Inc. 35,878 1,165 0.2%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 301,209 301 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3,718 243 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 217,894 300 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 228,211 312 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 134,669 179 0.0%
Dong-A Hwa Sung Co. Ltd. 2,787 14 0.0%
Dongfeng Motor Group Co. Ltd. 20,141 25 0.0%
DongKook Pharmaceutical Co. Ltd. 194 14 0.0%
Dongwon Development Co. Ltd. 367 2 0.0%
Dongyue Group Ltd. 1,607 1 0.0%
Dorel Industries Inc. Class B Sub. voting 3,050 54 0.0%
Dorman Products Inc. 1,632 200 0.0%
Douja Promotion Groupe Addoha SA 6,004 15 0.0%
Douzone Bizon Co. Ltd. 217 14 0.0%
Drax Group PLC 4,701 29 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 260,345 354 0.0%
DRB-Hicom BHD 11,476 6 0.0%
Dream Global Real Estate Investment Trust 25,922 308 0.0%
Dream Industrial Real Estate Investment Trust 8,415 80 0.0%
Dream Office Real Estate Investment Trust 25,878 577 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 154,138 213 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 54,187 2 0.0%
DTE Energy Co. Conv. Pfd. 673 47 0.0%
DTR Automotive Corp. 311 12 0.0%
Dual Co. Ltd. 3,711 13 0.0%
Dundee Precious Metals Inc. 2,949 11 0.0%
DY Corp. 94 1 0.0%
DY POWER Corp. 1,266 22 0.0%
Dynegy Inc. 7.625% 11-01-2024 799 1 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 1,398 2 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 166,341 205 0.0%
Eagle Credit Card Trust 3.04% 07-17-2023 2 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 326,600 433 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 117,768 157 0.0%
Eastman Chemical Co. 1,473 147 0.0%
Eaton Corp. PLC 4,182 392 0.0%
Ebro Foods SA 4,107 112 0.0%
ECN Capital Corp. 70,407 243 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 41,903 66 0.0%
Ecopetrol SA Sponsored ADR 5,486 119 0.0%
Edelman Financial Holdings II Inc. B Term Loan 1st Lien F/R 06-26-2025 95,233 126 0.0%
EDP - Energias do Brasil SA 1,039 5 0.0%
EFG Eurobank Ergasias 2,218 2 0.0%
Egis Technology Inc. 107 1 0.0%
Elan Microelectronics Corp. 17,333 58 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 245,077 327 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 43,033 55 0.0%
Electricity Generating PCL 1,328 14 0.0%
Element Fleet Management Corp. 81,995 567 0.0%
Emera Inc. 2,225 97 0.0%
Emera Inc. 2.90% 06-16-2023 366,192 359 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 265,383 364 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 5,079 7 0.0%
Emirates NBD PJSC 2,164 7 0.0%
Empire Co. Ltd. Class A non-voting 45,288 1,306 0.2%
EmployBridge LLC Term Loan B 1st Lien F/R 04-18-2025 141,124 189 0.0%
Empresa de Energia de Bogota SA ESP 11,656 9 0.0%
Empresas CMPC SA 846 4 0.0%
Enagas SA 937 35 0.0%
Enanta Pharmaceuticals Inc. 142 14 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 549,491 555 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 615,327 577 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 227,413 280 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 53,787 69 0.0%
Enbridge Inc. 93,131 3,950 0.4%
Enbridge Inc. 3.19% 12-05-2022 9,509 9 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 271,701 259 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 141,961 189 0.0%
Enbridge Inc. 3.70% 07-15-2027 Callable 2027 1,623 2 0.0%
Enbridge Inc. 3.94% 01-13-2023 14,264 15 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 524,103 536 0.0%
Enbridge Inc. 4.24% 08-27-2042 329,178 301 0.0%
Enbridge Inc. 4.57% 03-11-2044 4,164,032 4,016 0.4%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 5,142 127 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 3,629,039 3,353 0.4%
Enbridge Inc. 5.75% 09-02-2039 Callable 311,966 347 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 157,198 190 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,263,336 1,270 0.2%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 496,995 466 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 118,441 116 0.0%
ENC Holding Corp. Delayed Draw Term Loan 1st Lien F/R 05-30-2025 5,188 7 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 85,387 114 0.0%
EnCana Corp. 55,293 436 0.0%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 2,929 3 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 209 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 396,080 394 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 296,029 295 0.0%
Enerflex Ltd. 1,892 30 0.0%
Energa SA 107 0.0%
Energisa SA 848 11 0.0%
Energizer Gamma Acquisition Inc. 6.38% 07-15-2026 Callable 2021 144A 647 1 0.0%
Energizer Holdings Inc. Bridge Loan Exp. 05-18-2019 17,950,000 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 1,084 1 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 675 1 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 166,875 223 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 4,336 5 0.0%
Enerplus Corp. 49,201 523 0.0%
Enersis SA ADR 1,146 14 0.0%
Enghouse Systems Ltd. 3,764 250 0.0%
Engie Brasil Energia SA 5,185 60 0.0%
Eni SPA 4,642 100 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 245,700 253 0.0%
EnPro Industries Inc. 620 51 0.0%
Ensco PLC 7.75% 02-01-2026 1,759 2 0.0%
Ensco PLC Class A 34,208 166 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 193,398 260 0.0%
Enterprise Merger Sub Inc. Term Loan 1st Lien F/R 09-28-2025 4 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 246,067 334 0.0%
EOG Resources Inc. 2.63% 03-15-2023 Callable 2022 212,053 279 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 662 1 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 321,129 308 0.0%
ePlus Inc. 1,301 126 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 204,167 276 0.0%
Equifax Inc. 2,164 275 0.0%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 90,154 141 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 134,596 182 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 133,112 182 0.0%
Equitable Group Inc. 91 5 0.0%
Equity Commonwealth 2,900 119 0.0%
Erajaya Swasembada Tbk PT 64,848 14 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 1,521 3 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 116,125 150 0.0%
Estacio Participacoes SA 1,189 10 0.0%
Etsy Inc. 2,187 142 0.0%
Eugene Investment & Securities 434 1 0.0%
Eurazeo SA 955 92 0.0%
EUROFIMA 4.55% 03-30-2027 1,123,079 1,266 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 117,902 121 0.0%
Euronet Worldwide Inc. 502 70 0.0%
European Investment Bank 1.50% 05-12-2022 1,025,979 163 0.0%
EVA Airways Corp. 6,107 4 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 1,544 1 0.0%
Evertz Technologies Ltd. 352 6 0.0%
Evolent Health Inc. Class A 1,670 45 0.0%
Evonik Industries AG 5,604 191 0.0%
Evraz PLC 8,114 68 0.0%
Excelsior Biopharma Inc. 5,684 10 0.0%
Exco Technologies Ltd. 876 8 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 301,776 399 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 79,487 107 0.0%
Exelon Corp. 14,415 887 0.2%
ExlService Holdings Inc. 7,603 546 0.0%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 132,311 164 0.0%
Expedia Inc. 5.00% 02-15-2026 181,578 250 0.0%
Export Development Canada 0.88% 12-07-2021 104,122 180 0.0%
Export Development Canada 2.40% 06-07-2021 114,280 110 0.0%
Export Development Canada 4.875% 01-24-2019 74,917 69 0.0%
Extendicare Inc. 13,720 87 0.0%
Exxaro Resources Ltd. 21 0.0%
Exxon Mobil Corp. 4,451 414 0.0%
F&F Co. Ltd. 46 2 0.0%
F5 Networks Inc. 4,741 1,048 0.2%
Facebook Inc. 2,049 366 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 729,384 844 0.1%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 215,149 220 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 95,105 93 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,368,618 1,416 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 144A 1,217 2 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 137,706 149 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 402,057 651 0.1%
Fairfax Financial Holdings Ltd. Sub. voting 17 10 0.0%
Fairfax India Holdings Corp. 1,439 26 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 62,673 86 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 54,600 81 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 102,397 140 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 98,062 134 0.0%
Fannie Mae Strip 4.00% 01-25-2041 17,881 5 0.0%
Fannie Mae Strip 4.00% 11-25-2039 45,887 13 0.0%
Fannie Mae Strip 4.50% 03-25-2041 21,700 6 0.0%
Fantasia Holdings Group Co. Ltd. 3,214 1 0.0%
Far Eastern Department Stores Ltd. 16,616 12 0.0%
Far Eastern New Century Corp. 8,356 10 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 215,862 207 0.0%
Federal Grid Co. Unified Energy System PJSC 1,967,100 6 0.0%
Federal Republic of Germany 1.94% 04-15-2020 340,774 625 0.0%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 1,587,810 1,596 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 294,080 1,083 0.2%
Feng Hsin Steel Co. Ltd. 6,622 17 0.0%
Feng TAY Enterprise Co. Ltd. 11,895 93 0.0%
Ferrovial SA 9,815 272 0.0%
Fevertree Drinks PLC 728 28 0.0%
Fiat Chrysler Automobiles NV 7,899 157 0.0%
Fibra Uno Administration SA 1,550 2 0.0%
Fibria Celulose SA ADR 289 7 0.0%
Fiera Capital Corp. 60 1 0.0%
Fifth Avenue LP 4.71% 08-05-2021 228,813 235 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 163,547 195 0.0%
Fila Korea Ltd. 1,861 122 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 235,766 294 0.0%
Financial & Risk US Holdings Inc. Term Loan B 1st Lien F/R 10-01-2025 313,647 409 0.0%
Fine Semitech Corp. 2,654 12 0.0%
Finning International Inc. 1,651 39 0.0%
First Capital Realty Inc. 12,602 238 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 279,049 283 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 140,945 190 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 3,709 5 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 155,493 204 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 282,764 381 0.0%
First Gen Corp. 34,544 18 0.0%
First Hi-Tec Enterprise Co. Ltd. 8,133 14 0.0%
First Majestic Silver Corp. 0 0.0%
First Nations ETF LP 4.14% 12-31-2041 134,105 139 0.0%
First Philippine Holdings Corp. 7,162 12 0.0%
First Quantum Minerals Ltd. 8,074 89 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 2,149 2 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 419,567 506 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 2,682 3 0.0%
First Republic Bank 347 41 0.0%
First Tennessee Bank NA 88 88 0.0%
FirstRand Ltd. 22,944 143 0.0%
FirstService Corp. 1,037 97 0.0%
Flex Acquisition Co. Inc. 7.88% 07-15-2026 Callable 2021 144A 837 1 0.0%
Flughafen Wien AG 204 11 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 111,315 154 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 44,442 44 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 43,351 59 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 3,804 4 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 261,406 250 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 251,725 248 0.0%
Ford Motor Co. 10,037 105 0.0%
Ford Motor Co. 6.625% 10-01-2028 30,221 42 0.0%
Ford Otomotiv Sanayi AS 193 2 0.0%
Forestar Group Inc. 284 5 0.0%
Formetal Inc. 2,394 11 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 34,856 47 0.0%
Formosa Chemicals & Fibre Corp. 2,432 11 0.0%
Formosa International Hotels Corp. 321 2 0.0%
Formosa Petrochemical Corp. 2,143 10 0.0%
Formosa Plastics Corp. 9,285 42 0.0%
Formosa Taffeta Co. Ltd. 1,607 2 0.0%
Fortified Trust 1.67% 07-23-2021 479,783 467 0.0%
Fortified Trust 2.16% 10-23-2020 826,173 819 0.1%
Fortinet Inc. 6,609 635 0.1%
Fortis Inc. 18,806 856 0.1%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 73,151 71 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 81,757 81 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 351,769 378 0.0%
Fortive Corp. 1,266 188 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 708,468 905 0.2%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 606,737 829 0.1%
Fosun International Ltd. 2,250 4 0.0%
Fosun International Ltd. Rights Exp. 12-13-2018 6 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 114,518 148 0.0%
Franco-Nevada Corp. 4,213 403 0.0%
Fraser & Neave Holdings Bhd 6,416 71 0.0%
Freddie Mac Strips 3.50% 11-15-2027 30,925 4 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 541 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 66,415 90 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 13,932 19 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 44,389 61 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 172,942 237 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 50,391 69 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 16,339 22 0.0%
Freeport-McMoRan Inc. 3,101 44 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 414,162 536 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 2,082 3 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 348,654 638 0.1%
French Republic Government Bond OAT 2.02% 07-25-2027 551,542 1,169 0.2%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 107,575 147 0.0%
Freshpet Inc. 5,190 228 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 196,030 258 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 1,008 1 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 799 1 0.0%
Frontken Corp. BHD 59,047 14 0.0%
FTI Consulting Inc. 8,713 792 0.1%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 82,535 101 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 844 1 0.0%
Fufeng Group Ltd. 1,821 1 0.0%
Fukuda Denshi Co. Ltd. 84 7 0.0%
Funai Electric Co. Ltd. 3,505 23 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 80,922 105 0.0%
Futaba Corp. 1,790 35 0.0%
Futures Contracts 2,409 0.2%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 427,223 504 0.0%
Galenica AG 753 45 0.0%
Galp Energia SGPS SA 1,506 32 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 391,577 520 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 361,065 353 0.0%
Gartner Inc. 1,170 204 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 616,498 873 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 198,132 261 0.0%
GATX Corp. 11,444 1,105 0.2%
Gaz Metro Inc. 1.52% 05-25-2020 167,816 166 0.0%
Gazprom Neft PJSC 4,221 29 0.0%
Gazprom PJSC 28,454 87 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 198,085 264 0.0%
GCI Liberty Inc. Class A 2,091 117 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 552,073 526 0.0%
Gear Energy Ltd. 101 0.0%
GEK TERNA Holdings Real Estate Construction SA 911 7 0.0%
Gemdale Properties and Investment Corp. Ltd. 8,571 1 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,442,575 1,368 0.2%
General Electric Capital Corp. 4.60% 01-26-2022 1,887,504 1,901 0.2%
General Electric Capital Corp. F/R 07-30-2019 66,117 10 0.0%
General Electric Co. 4,684 48 0.0%
General Electric Co. 6.88% 01-10-2039 453,104 648 0.1%
General Electric Co. 8.35% 09-03-2022 114,202 7 0.0%
General Electric Co. F/R 05-05-2026 40,663 45 0.0%
General Electric Co. F/R 12-08-2021 30,053 4 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 3,005 4 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 333,481 330 0.0%
Genesco Inc. 5,523 334 0.0%
Genesis Trust II 1.699% 04-15-2020 559,388 554 0.0%
Genesis Trust II 2.43% 05-15-2019 2,051,005 2,053 0.3%
Genomic Health Inc. 187 16 0.0%
Genomma Lab Internacional SAB de CV 525 0.0%
Gentiva Health Services Inc. Term Loan 1st Lien F/R 06-21-2025 134,930 179 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 194,330 262 0.0%
Genworth MI Canada Inc. 17,045 685 0.1%
Genworth MI Canada Inc. 4.242% 04-01-2024 258,179 261 0.0%
GeoPark Ltd. 280 5 0.0%
George Weston Ltd. 986 89 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 526,286 636 0.1%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 591,232 706 0.1%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 470,196 600 0.0%
Giant Manufacturing Co. Ltd. 1,178 8 0.0%
Gibson Energy Inc. 13,971 261 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 223,118 225 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,141,596 1,111 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 6,428 6 0.0%
Gildan Activewear Inc. 10,509 435 0.0%
Gilead Sciences Inc. 1,673 143 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 630,387 610 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 537,873 534 0.0%
Glacier Credit Card Trust 3.14% 09-20-2023 249,289 251 0.0%
Glanbia PLC 10,050 258 0.0%
GlaxoSmithKline PLC 49,649 1,288 0.2%
Glencore PLC 22,111 112 0.0%
Global Standard Technology Co. Ltd. 458 2 0.0%
Globant SA 892 69 0.0%
Globe Telecom Inc. 604 30 0.0%
GLP Capital LP/GLP Financing II Inc. 5.25% 06-01-2025 1,712 2 0.0%
GLP Capital LP/GLP Financing II Inc. 5.375% 04-15-2026 100,312 135 0.0%
GMP Capital Inc. 50 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 5,405 7 0.0%
Goldcorp Inc. 27,811 372 0.0%
Golden Star Resources Ltd. 252 1 0.0%
Government of Aruba 4.625% 09-14-2023 1,503 2 0.0%
Government of Aruba 6.50% 01-31-2029 12,322 18 0.0%
Government of Australia 2.25% 05-21-2028 24,042 23 0.0%
Government of Australia 2.75% 11-21-2028 390,775 390 0.0%
Government of Australia 5.75% 07-15-2022 165,071 180 0.0%
Government of Bermuda 4.75% 02-15-2029 Callable 2028 5,289 7 0.0%
Government of Bermuda 4.854% 02-06-2024 6,287 9 0.0%
Government of Canada 0.75% 09-01-2020 457,018 449 0.0%
Government of Canada 0.75% 09-01-2021 963,868 936 0.2%
Government of Canada 1.00% 06-01-2027 5,107,642 4,734 0.5%
Government of Canada 1.00% 09-01-2022 232,361 225 0.0%
Government of Canada 1.25% 11-01-2019 914,239 910 0.2%
Government of Canada 1.25% 12-01-2047 Real Return 6,504,728 7,971 0.7%
Government of Canada 1.50% 03-01-2020 407,598 406 0.0%
Government of Canada 1.50% 06-01-2023 3,057,286 3,008 0.3%
Government of Canada 1.50% 06-01-2026 550,782 534 0.0%
Government of Canada 1.75% 05-01-2020 559,388 559 0.0%
Government of Canada 1.75% 08-01-2020 59,596,437 59,503 4.8%
Government of Canada 2.00% 06-01-2028 27,067,125 27,151 2.2%
Government of Canada 2.25% 06-01-2025 666,971 680 0.1%
Government of Canada 2.25% 06-01-2029 4,188,310 4,295 0.4%
Government of Canada 2.50% 06-01-2024 1,019,808 1,051 0.2%
Government of Canada 2.75% 06-01-2022 530,764 546 0.0%
Government of Canada 2.75% 12-01-2048 3,683,724 4,142 0.4%
Government of Canada 3.00% 12-01-2036 Real Return 175,347 314 0.0%
Government of Canada 3.25% 06-01-2021 53,267,873 54,997 4.4%
Government of Canada 3.50% 06-01-2020 54,426,088 55,683 4.5%
Government of Canada 4.00% 12-01-2031 Real Return 540,025 1,119 0.2%
Government of Canada 4.25% 12-01-2021 Real Return 178,574 318 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 2,786,115 5,449 0.5%
Government of Cayman Islands 5.95% 11-24-2019 144A 5,710 8 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 93,963 144 0.0%
Government of France 4.32% 07-25-2029 252,134 721 0.1%
Government of Germany 0.25% 08-15-2028 502,912 787 0.1%
Government of Germany 0.50% 02-15-2028 5,830 8 0.0%
Government of Hungary 6.38% 03-29-2021 390,583 565 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 1,115,663,104 98 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 4,482,773,556 374 0.0%
Government of Indonesia 6.63% 05-15-2033 2,966,739,470 244 0.0%
Government of Indonesia 7.00% 05-15-2022 4,607,325,901 427 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 2,321,916,428 206 0.0%
Government of Indonesia 7.50% 08-15-2032 1,156,083,024 103 0.0%
Government of Indonesia 8.25% 07-15-2021 2,859,552,717 275 0.0%
Government of Indonesia 8.38% 03-15-2024 1,814,276,770 175 0.0%
Government of Indonesia 8.38% 09-15-2026 4,408,981,411 425 0.0%
Government of Ireland 1.00% 05-15-2026 6,026 10 0.0%
Government of Ireland 3.40% 03-18-2024 420,804 769 0.1%
Government of Italy 1.30% 05-15-2028 9,557 14 0.0%
Government of Jamaica 8.00% 06-24-2019 2,044 3 0.0%
Government of Japan 0.10% 02-15-2019 3,005,311 37 0.0%
Government of Malaysia 3.62% 11-30-2021 264,113 87 0.0%
Government of Malaysia 3.73% 06-15-2028 245,067 79 0.0%
Government of Malaysia 3.84% 04-15-2033 692,790 215 0.0%
Government of Malaysia 3.88% 03-14-2025 360,616 118 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 428,422 139 0.0%
Government of Malaysia 4.06% 09-30-2024 1,337,074 444 0.0%
Government of Malaysia 4.16% 07-15-2021 762,882 255 0.0%
Government of Mexico 4.60% 01-23-2046 96,503 117 0.0%
Government of New Zealand 3.00% 04-15-2020 396,170 369 0.0%
Government of New Zealand 5.50% 04-15-2023 142,215 146 0.0%
Government of New Zealand 6.00% 05-15-2021 377,124 380 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,295,172 210 0.0%
Government of Norway 4.50% 05-22-2019 3,367,446 539 0.0%
Government of Philippines 3.50% 03-20-2021 13,452,010 326 0.0%
Government of Philippines 3.50% 04-21-2023 8,624,321 196 0.0%
Government of Philippines 4.625% 09-09-2040 1,289,078 24 0.0%
Government of Philippines 4.95% 01-15-2021 4,545,799 116 0.0%
Government of Philippines 6.25% 01-14-2036 6,856,792 175 0.0%
Government of Philippines 7.375% 03-03-2021 4,748,964 126 0.0%
Government of Philippines 8.00% 07-19-2031 9,282,066 263 0.0%
Government of Philippines 8.125% 12-16-2035 3,047,463 86 0.0%
Government of Portugal 5.13% 10-15-2024 144A 181,578 261 0.0%
Government of Qatar 6.55% 04-09-2019 16,830 23 0.0%
Government of Russia 7.05% 01-19-2028 856,236 15 0.0%
Government of Singapore 2.50% 06-01-2019 431,724 433 0.0%
Government of Singapore 3.25% 09-01-2020 612,032 626 0.0%
Government of United Kingdom 1.63% 10-22-2028 433,521 780 0.1%
Grafton Group PLC 2,773 31 0.0%
Graham Holdings Co. 183 160 0.0%
Gran Tierra Energy Inc. 61,280 183 0.0%
Grand Canyon Education Inc. 1,775 233 0.0%
Grand Pacific Petrochemical Corp. 1,286 1 0.0%
Granite Real Estate Investment Trust 16,644 886 0.2%
Gray Escrow Inc. 7.00% 05-15-2027 [144A] Callable 2022 305,522 407 0.0%
Great Canadian Gaming Corp. 5,697 273 0.0%
Great Eagle Holdings Ltd. 6,859 40 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 2,986 4 0.0%
Great-West Lifeco Inc.* 4,016 113 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 422,897 502 0.0%
Green Cross Holdings Corp. 116 4 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 178,350 241 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 87,615 108 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 20,081 27 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 165,848 218 0.0%
Grupa Lotos SA 321 10 0.0%
Grupo Aeroportuario del Centro Norte SAB de CV (OMA) 9,261 60 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 32 2 0.0%
Grupo Comercial Chedraui SA de CV 739 2 0.0%
Grupo Financiero Banorte SAB de CV Series O 20,468 136 0.0%
Grupo Herdez SAB de CV 468 1 0.0%
Grupo Mexico SAB de CV Series B 10 0.0%
Grupo Simec SA de CV 10,966 47 0.0%
GS Engineering & Construction Corp. 1,702 91 0.0%
GS Holdings Corp. 17 1 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 34,284 47 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 29,205 40 0.0%
GS Retail Co. Ltd. 37 2 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 6,344 9 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 36,086 49 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 8,206 11 0.0%
Guangzhou Automobile Group Co. Ltd. 20,784 28 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 214 1 0.0%
Guangzhou R&F Properties Co. Ltd. H 35,810 74 0.0%
Guaranty Trust Bank PLC 95,771 12 0.0%
Guararapes Confeccoes SA 221 13 0.0%
Guardian Capital Group Ltd. 20 0.0%
Gulf Keystone Petroleum Ltd. 6,031 19 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 2,843 4 0.0%
H&R Real Estate Investment Trust 10,911 225 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 288,302 282 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 572,911 556 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 175,957 173 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 109,201 149 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 724,559 897 0.2%
Haemonetics Corp. 15,527 2,119 0.3%
Halcon Resources Corp. 117 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 32 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 31,926 43 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 75,812 101 0.0%
Hana Financial Group Inc. 2,616 116 0.0%
Handsome Co. 322 14 0.0%
Hang Lung Development Co. 101,991 354 0.0%
Hanil Hyundai Cement Co. Ltd. 34 2 0.0%
Hanjaya Mandala Sampoerna TBK PT 81,089 29 0.0%
Hannover Rueckversicherung SE Reg. 6,005 1,105 0.2%
HannStar Display Corp. 1,821 1 0.0%
Hansol Paper Co. Ltd. 679 14 0.0%
Hanwha General Insurance Co. Ltd. 139 1 0.0%
HAP Seng Consolidated BHD 15,600 51 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 65,989 89 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 119,946 8 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 35,592 49 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 189,331 187 0.0%
Harmony Gold Mining Co. Ltd. ADR 343 1 0.0%
Hartalega Holdings Bhd 24,448 50 0.0%
Harum Energy TBK PT 88,587 12 0.0%
Haseko Corp. 1,660 24 0.0%
Hawaiian Electric Industries Inc. 5,221 261 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 [144A] Callable 2020 92,694 118 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 297,691 404 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 140,437 197 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 657,232 854 0.1%
HCA Inc. 5.00% 03-15-2024 140,945 191 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 102,852 140 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 5,943 8 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 4,783 7 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 151,103 219 0.0%
HCA Inc. Term Loan B11 1st Lien F/R 03-18-2023 111,300 149 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 284,642 286 0.0%
HDFC Bank Ltd. ADR 782 111 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 176,422 227 0.0%
HealthSouth Corp. 1,065 90 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 131 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04/17/2025 1,430 2 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,175,145 1,176 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,413,961 1,409 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 416,999 407 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 703,856 691 0.1%
Heidrick & Struggles International Inc. 397 17 0.0%
Helen of Troy Ltd. 378 68 0.0%
Hellenic Telecommunications Organization SA (OTE) 332 5 0.0%
Hengan International Group Co. Ltd. 750 7 0.0%
Henkel AG & Co. KGaA 3,163 424 0.0%
Henkel AG & Co. KGaA Pfd. 2,682 400 0.0%
Hennes & Mauritz AB B 14,241 276 0.0%
Henry Schein Inc. 4,061 435 0.0%
Herbalife Ltd. 518 42 0.0%
Hermes International 11 8 0.0%
Heroux-Devtek Inc. 10 0.0%
Hess Corp. Pfd. Conv. 3,289 223 0.0%
Hexindai Inc. 1,960 7 0.0%
High Arctic Energy Services Inc. 20 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 135,473 176 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 29,205 38 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 94,808 125 0.0%
Hitachi Ltd. 11,292 413 0.0%
HKC Holdings Ltd. 4,448 5 0.0%
HMC Investment Securities Co. Ltd. 46 0.0%
HMS Holdings Corp. 2,939 113 0.0%
Holiday Entertainment Co. Ltd. 857 2 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 2,730,244 2,708 0.3%
HollyFrontier Corp. 18,784 1,310 0.2%
Holy Stone Enterprise Co. Ltd. 107 0.0%
Home Capital Group Inc. 604 9 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 7,662 11 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 9,802 13 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 414,146 415 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 277,364 279 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 75,990 76 0.0%
Honda Motor Co. Ltd. 7,499 270 0.0%
Hong Leong Financial Group BHD 1,243 8 0.0%
Hongkong Land Holdings Ltd. 67,576 581 0.0%
Hopewell Holdings Ltd. 33,918 203 0.0%
Horizon North Logistics Inc. 3,171 6 0.0%
Horizon Pharma Financing Inc. 6.625% 05-01-2023 Callable 2018 144A 167,847 221 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 201,768 265 0.0%
Host Hotels & Resorts Inc. 6,942 158 0.0%
Hotel Shilla Co. Ltd. 12 1 0.0%
House Foods Corp. 2,827 133 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 2,815 4 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 97,557 127 0.0%
HP Inc. 1,188 33 0.0%
HSBC Bank Canada 2.17% 06-29-2022 910,081 884 0.2%
HSBC Bank Canada 2.54% 01-31-2023 432,450 423 0.0%
HSBC Bank Canada 3.25% 09-15-2023 1,743,508 1,750 0.2%
HSBC Bank Canada F/R 07-10-2019 1,720,417 1,721 0.2%
HSBC Holdings PLC 37,982 427 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,202,125 15 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 572,327 564 0.0%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 163,801 204 0.0%
Hua Hong Semiconductor Ltd. 214 1 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 104,026 134 0.0%
HUBER+SUHNER AG 130 12 0.0%
Huchems Fine Chemical Corp. 221 7 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 5,629 8 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 3,766 5 0.0%
Hudson Ltd. 2,337 55 0.0%
Hudson River Trading LLC Term Loan B 1st Lien F/R 04-03-2025 288,015 386 0.0%
Huishang Bank Corp. Ltd. 6,942 4 0.0%
Hungary Government International Bond 6.25% 01-29-2020 255,225 359 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 100,312 122 0.0%
Huntington Ingalls Industries Inc. 1,681 436 0.0%
Huntsman Corp. 2,782 73 0.0%
Husky Energy Inc. 35,467 500 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 285,073 274 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 29,294 395 0.0%
Husky Energy Inc. 7.25% 12-15-2019 2,615 4 0.0%
Huvis Corp. 1,318 12 0.0%
Hwail Pharmaceutical Co. Ltd. 1,318 10 0.0%
Hydro One Inc. 18,642 377 0.0%
Hydro One Inc. 2.97% 06-26-2025 Callable 2025 2 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 252,800 240 0.0%
Hydro One Inc. 3.72% 11-18-2047 769,886 747 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 380,814 323 0.0%
Hypermarcas SA 4,553 48 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 4 0.0%
Hyundai Engineering & Construction Co. Ltd. 76 5 0.0%
Hyundai Heavy Industries Co. Ltd. 23 10 0.0%
Hyundai Hy Communications & Network Co. Ltd. 2,527 13 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 412 21 0.0%
Hyundai Mipo Dockyard Co. Ltd. 10 1 0.0%
Hyundai Telecommunication Co. Ltd. 1,022 14 0.0%
IAMGOLD Corp. 21,349 107 0.0%
IBI Group Inc. 2,184 10 0.0%
ICA Gruppen AB 6,837 333 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 1,029 1 0.0%
ICICI Bank Ltd. ADR 7,940 111 0.0%
IDEX Corp. 36 6 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 371,221 490 0.0%
IGB Real Estate Investment Trust 3,385 2 0.0%
IGG Inc. 13,713 26 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 2,967 3 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 561 1 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 153,643 205 0.0%
Ildong Pharmaceutical Co. Ltd. 387 10 0.0%
Immunomedics Inc. 1,162 23 0.0%
Imperial Oil Ltd. 15,562 538 0.0%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 2,006 2 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 111,008 148 0.0%
Indofood CBP Sukses Makmur TBK PT 19,960 20 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,486,966,436 146 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 952,927,651 95 0.0%
Industrial Alliance Insurance and Financial Services Inc. 16,681 727 0.1%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 139,847 140 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 537,873 539 0.0%
Industrial and Commercial Bank of China Ltd. H 431,097 420 0.0%
Industrial Bank of Korea 381 7 0.0%
Industrias CH SAB de CV 1,422 8 0.0%
Industries Qatar QSC 214 11 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 2,330 3 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 2,463 3 0.0%
Infosys Ltd. ADR 16,371 213 0.0%
ING Groep NV 8,957 132 0.0%
Ingersoll-Rand PLC 435 54 0.0%
Innovative Industrial Properties Inc. 697 43 0.0%
Inovalis Real Estate Investment Trust 463 4 0.0%
InPower BC General Partnership 4.471% 03-31-2033 385,763 406 0.0%
Insperity Inc. 8,272 1,053 0.2%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 347,681 359 0.0%
Instructure Inc. 3,460 177 0.0%
Intact Financial Corp. 5,564 552 0.0%
Intact Financial Corp. 3.77% 03-02-2026 MTN 700,311 718 0.1%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 43,831 60 0.0%
Integrys Energy Group Inc. Pfd. 838 28 0.0%
Intel Corp. 4.00% 12-01-2022 132,057 132 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 4,256 6 0.0%
Inter Pipeline Ltd. 20,720 401 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 675,521 644 0.1%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 585,206 564 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 400,070 385 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 9,509 10 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 146,301 139 0.0%
Inter-American Development Bank 3.50% 05-15-2021 138,406 130 0.0%
Interconexion Electrica SA ESP 2,166 13 0.0%
Interfor Corp. 5,919 85 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 115,191 155 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 788 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 106,661 104 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 129,517 122 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 6,361,581 123 0.0%
International Business Machines Corp. 2.625% 08-05-2022 44,442 80 0.0%
International Business Machines Corp. 2.75% 12-21-2020 45,712 81 0.0%
International Container Terminal Services Inc. 1,040 3 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 5 0.0%
International Finance Corp. 3.625% 05-20-2020 383,673 358 0.0%
International Finance Corp. 7.00% 07-20-2027 870,045 53 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 62,219 84 0.0%
International Paper Co. 879 48 0.0%
International Seaways Inc. 5,299 122 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1,065 1 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 63,469 78 0.0%
InterRent Real Estate Investment Trust 34,138 445 0.0%
Intertape Polymer Group Inc. 7.00% 10-15-2026 Callable 2021 144A 5,705 8 0.0%
Intuitive Surgical Inc. 1,386 906 0.2%
Invesco Senior Loan ETF Put Option @ $22.00 Exp. 04-18-2019 0 0.0%
Investec Ltd. 27,263 204 0.0%
Investec PLC 118 1 0.0%
Investor AB B 177 10 0.0%
Invitation Homes Inc. 737 20 0.0%
IPL Plastics Inc. 40,263 403 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 114,038 115 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 166,882 206 0.0%
IRB Brasil Resseguros SA 1,371 40 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 27,726 36 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 904,535 906 0.2%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 339,142 450 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 01-18-2019 0 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 29 14 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 01-18-19 0 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Written Put Option @ $79.00 Exp. 04-18-2019 -14 -3 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 48 7 0.0%
iShares MSCI EAFE ETF 2,541 204 0.0%
iShares MSCI India ETF 18,717 850 0.1%
iShares MSCI Thailand ETF 1,770 200 0.0%
Itau Unibanco Holding SA 1,138 14 0.0%
Itausa- Investimentos Itau SA 16,419 70 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 266,590 334 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 175,716 176 0.0%
J Sainsbury PLC 65,958 304 0.0%
J.B. Hunt Transport Services Inc. 3,157 401 0.0%
Jack Henry & Associates Inc. 6,628 1,144 0.2%
Jamieson Wellness Inc. 33,413 713 0.1%
Japan Petroleum Exploration Co. Ltd. 987 24 0.0%
Japan Post Holdings Co. Ltd. 61,964 976 0.2%
Japfa Comfeed Indonesia Tbk 105,166 21 0.0%
JB Financial Group Co. Ltd. 1,004 7 0.0%
JBS SA 2,421 10 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 4 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 157,071 208 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 818 1 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 1,293 2 0.0%
Jetway Information Co. Ltd. 7,451 5 0.0%
Jiayuan International Group Ltd. 1,500 4 0.0%
JNBY Design Ltd. 33 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 296,362 296 0.0%
John Laing Group PLC 38,872 225 0.0%
Johnson & Johnson 2,130 375 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 136,034 179 0.0%
JPMorgan Chase & Co. 10,246 1,365 0.2%
JPMorgan Chase & Co. 2.75% 08-24-2022 68,568 116 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 449,662 453 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 38,093 52 0.0%
JPMorgan Chase Commercial Morgage Secutities 3.66% 06-15-2023 144A 57,140 77 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 53,331 75 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 29,075 40 0.0%
JSE Ltd. 1,564 25 0.0%
Jupai Holdings Ltd. 1,359 8 0.0%
Just Energy Group Inc. 72,715 328 0.0%
Kamei 828 13 0.0%
Kardex AG 59 9 0.0%
KB Financial Group Inc. 1,262 72 0.0%
KB Financial Group Inc. ADR 1,928 110 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 176,329 223 0.0%
Kelly Services Inc. Class A 2,990 84 0.0%
Kelt Exploration Ltd. 10 0.0%
Kennedy-Wilson Holdings Inc. 10,115 251 0.0%
Kering 586 377 0.0%
Kerry Properties Ltd. 11,627 54 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 1,098 1 0.0%
Keyera Corp. 4,036 104 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 305,512 301 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 67,993 91 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 172,913 234 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 1,445 2 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 166,348 220 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 161,845 214 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 223,518 298 0.0%
Kforce Inc. 1,543 65 0.0%
KFW 3.375% 02-15-2021 144,754 136 0.0%
KFW 3.75% 05-29-2020 213,322 200 0.0%
KG Chemical Corp. 420 9 0.0%
Kia Motors Corp. 1,815 75 0.0%
Kiatnakin Bank PCL 996 3 0.0%
Killam Apartment Real Estate Investment Trust 21,953 350 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 2 0.0%
Kinaxis Inc. 1,327 87 0.0%
Kinden Corp. 3,747 83 0.0%
Kinder Morgan Canada Ltd. 10,695 170 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 163,775 210 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 361 1 0.0%
King's Town Bank Co. Ltd. 1,178 2 0.0%
Kingboard Chemical Holdings Ltd. 6,704 24 0.0%
Kingboard Laminates Holdings Ltd. 482 1 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 256,495 405 0.0%
Kinross Gold Corp. 78,067 343 0.0%
Kirkland Lake Gold Ltd. 26,483 943 0.2%
KLCCP Stapled Group 5,485 14 0.0%
KLX Energy Services Holdings Inc. 592 19 0.0%
KM Corp. 632 5 0.0%
Knight Therapeutics Inc. 1,902 15 0.0%
Koc Holding AS 246 1 0.0%
Kohl's Corp. 605 55 0.0%
Kolmar BNH Co. Ltd. 102 2 0.0%
Komatsu Ltd. 9,288 273 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 36,064 6 0.0%
Koninklijke Ahold Delhaize NV 15,750 544 0.0%
Korea Investment Holdings Co. Ltd. 143 10 0.0%
Korean Air Co. Ltd 1,313 53 0.0%
Kossan Rubber Industries 2,036 3 0.0%
KPJ Healthcare BHD 45,619 16 0.0%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 7,513 9 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 52,061 81 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 105,391 168 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 243,797 420 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 656,851 753 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 53,789 57 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 598,240 575 0.0%
Krung Thai Bank PCL 8,539 7 0.0%
Krungthai Card PCL 11,195 14 0.0%
KT Corp. ADR 75 1 0.0%
KT Skylife Co. Ltd. 962 14 0.0%
Kuehne + Nagel International AG 2,228 391 0.0%
Kumba Iron Ore Ltd. 2,057 55 0.0%
Kumho Industrial Co. Ltd. 890 13 0.0%
Kumho Petrochemical Co. Ltd. 309 33 0.0%
Kunlun Energy Co. Ltd. 8,356 12 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 1,579 13 0.0%
KWG Property Holding Ltd. 1,484 2 0.0%
Kyobo Securities Co. Ltd. 53 1 0.0%
L E Lundbergforetagen AB Class B 5,073 204 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 69,039 92 0.0%
L'Oréal SA 419 132 0.0%
La Comer SAB de CV 22,768 32 0.0%
Labrador Iron Ore Royalty Corp. 21,130 512 0.0%
Lai Sun Development Co. Ltd. 2,409 5 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 20,062 27 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 740 1 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,048,623 1,384 0.2%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2040 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 208,243 203 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 140,945 131 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 212,053 219 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 4 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 1,339 2 0.0%
Lar Espana Real Estate SOCIMI SA 665 8 0.0%
Largo Resources Ltd. 19,095 54 0.0%
Larsen & Toubro Ltd. 107 3 0.0%
Lassonde Industries Inc. Class A Sub. voting 75 15 0.0%
Laurentian Bank of Canada 2,028 77 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 406,635 399 0.0%
Laurentian Bank of Canada F/R 10-22-2019 28,210 28 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 6 0.0%
Learning Technologies Group PLC 12,931 16 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 647,608 904 0.2%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 1,921 3 0.0%
Lenovo Group Ltd. 84,087 77 0.0%
Leon's Furniture Ltd. 50 1 0.0%
Leroy Seafood Group ASA 4,534 47 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 376,511 504 0.0%
LF Corp. 623 19 0.0%
LG Corp. 809 69 0.0%
LG Electronics Inc. 16 1 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 56,289 77 0.0%
LG Uplus Corp. 961 21 0.0%
Li Ning Co. Ltd. 1,607 2 0.0%
Liberty Expedia Holdings Inc. 169 9 0.0%
Liberty Global PLC Class A 14,203 413 0.0%
Liberty Holdings Ltd. 5,451 57 0.0%
Liberty Latin America Ltd.- Class A 591 12 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 71,840 98 0.0%
LifeScan Global Corp. Term Loan 1L F/R 06-19-2024 211,064 273 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 111,885 142 0.0%
Lilang China Co. Ltd. 20,274 23 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 96,757 132 0.0%
Linamar Corp. 702 32 0.0%
Linx SA 354 4 0.0%
Lion Travel Service Co. Ltd. 3,061 12 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 41,588 55 0.0%
Lite-On Technology Corp. 38,601 70 0.0%
LivaNova PLC 447 56 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 43,172 58 0.0%
LivePerson Inc. 4,928 127 0.0%
Liverty Latin America Ltd.-Class C 1,581 31 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 33,435 32 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-17-2020 1 0.0%
Lloyds Bank PLC F/R 07-11-2023 3,803,623 3,689 0.4%
Lloyds Banking Group PLC 3.50% 02-03-2025 628,021 607 0.0%
Loblaw Companies Ltd. 17,506 1,070 0.2%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 182,877 186 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 469,456 484 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,321,030 2,646 0.3%
Logan Property Holdings Co. Ltd. 643 1 0.0%
Longfor Properties Co. Ltd. 9,053 37 0.0%
Loral Space & Communications Inc. 1,098 56 0.0%
Lotte Food Co. Ltd. 12 11 0.0%
Lotte Himart Co. Ltd. 30 2 0.0%
Lotte Non-Life Insurance Co. Ltd. 755 2 0.0%
Lotus Pharmaceutical Co. Ltd. 643 2 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 1,426 2 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 336,278 318 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 2,824 4 0.0%
LS Corp. 145 9 0.0%
LS Industrial Systems Co. Ltd. 20 1 0.0%
LSR Group OJSC-GDR Regs 5,935 14 0.0%
LT Group Inc. 19,031 8 0.0%
Lucara Diamond Corp. 11,364 17 0.0%
Lukoil 546 54 0.0%
Lukoil PJSC - Sponsored ADR 509 50 0.0%
Lululemon Athletica Inc. 5,455 905 0.2%
Lundin Mining Corp. 84,210 475 0.0%
Luye Pharma Group Ltd. 84,613 80 0.0%
LVMH Moet Hennessy Louis Vuitton SE 502 203 0.0%
LyondellBasell Industries NV Class A 4,662 529 0.0%
M&T Bank Corp. 5.00% 11-15-2018 Pfd. Series C 8 11 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 115,550 150 0.0%
M&T Bank Corp. Pfd. Series A 130 176 0.0%
Maanshan Iron and Steel Co. Ltd. H 97,273 58 0.0%
Machvision Inc. 214 4 0.0%
Mackenzie Global High Yield Fixed Income ETF 2,705 51 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 121,400 2,498 0.3%
Mackenzie Maximum Diversification Canada Index ETF 197,500 4,061 0.4%
Mackenzie Multi-Strategy Absolute Return Fund Series R 2,720,598 26,503 2.2%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 88,174 8,306 0.8%
Mackenzie US TIPS Index ETF (CAD-Hedged) 41,691 3,987 0.4%
Macquarie Mexico Real Estate Management SA de CV 42,212 52 0.0%
Macy's Inc. 11,074 450 0.0%
Maeil Dairies Co. Ltd. 126 12 0.0%
Magellan Aerospace Corp. 901 13 0.0%
Magna International Inc. 7,036 436 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 2,292,630 2,287 0.3%
Magna International Inc. Class A 2,331 145 0.0%
Magnitogorsk Iron & Steel Work 28,037 24 0.0%
Mahindra & Mahindra Ltd. 4,041 63 0.0%
Mainstreet Equity Corp. 40 2 0.0%
Makalot Industrial Co. Ltd. 1,705 13 0.0%
MAKUS Inc. 260 1 0.0%
Malayan Banking BHD 118 0.0%
Malaysia Steel Works (KL) BHD 104,634 13 0.0%
Mallinckrodt PLC 10,306 222 0.0%
Manhattan Associates Inc. 1,338 77 0.0%
Manila Electric Co. 860 8 0.0%
Manila Water Co. 1,596 1 0.0%
Manpower Inc. 836 74 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 471,177 460 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 675,569 657 0.1%
Manulife Bank of Canada 2.84% 01-12-2023 309,116 307 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,161,806 1,211 0.2%
Manulife Financial Corp. 92,189 1,786 0.2%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 182,291 181 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,170,412 1,142 0.2%
Manulife Financial Corp. Pfd. Series 13 8,735 170 0.0%
Maple Leaf Foods Inc. 22,009 601 0.0%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 177,769 248 0.0%
Marcopolo SA Pfd. 18,430 26 0.0%
Marcopolo SA Rights Exp. 01-18-2019 439 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 1,763 1 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 4,185 4 0.0%
Markel Corp. 198 280 0.0%
Marriott Ownership Resorts Inc. Term Loan B 1st Lien F/R 08-09-2025 186,657 250 0.0%
Martinrea International Inc. 37,540 408 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 380 1 0.0%
Matrix Service Co. 309 8 0.0%
Matson Inc. 1,414 62 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 1,294,480 1,224 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 1,618 2 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 3,984 5 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 801,313 876 0.2%
MAXIMUS Inc. 7,830 695 0.1%
Mayne Pharma Group Ltd. 18,247 14 0.0%
MBK PCL 14,249 12 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 170,793 169 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 366,390 364 0.0%
MCAP Service Corp. 1.08% 05-01-2022 267,394 268 0.0%
MCAP Service Corp. 1.13% 10-01-2021 500,949 500 0.0%
MCAP Service Corp. 1.24% 09-01-2021 378,948 380 0.0%
MCAP Service Corp. 1.386% 04-01-2021 373,709 376 0.0%
McCormick & Co. Inc. non-voting 125 24 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 1,611 2 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 714,303 702 0.1%
McGrath RentCorp. 7,068 496 0.0%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 41,160 51 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 166,341 208 0.0%
Medical Facilities Corp. 8,012 121 0.0%
Medicare Group 96 2 0.0%
Medifast Inc. 1,221 208 0.0%
Medtronic PLC 5,519 685 0.1%
MEG Energy Corp. 12,824 99 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 7,162 9 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 8,079 11 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 733,727 961 0.2%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 3 0.0%
Megacable Holdings SAB de CV 3,869 24 0.0%
MegaStudyEdu Co. Ltd. 92 3 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 374,812 377 0.0%
Mellanox Technologies Ltd. 2,799 353 0.0%
MercadoLibre Inc. 26 10 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 1,483 2 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 694 1 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 281,111 383 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 2,651 4 0.0%
Merck & Co. Inc. 2,667 278 0.0%
Mercuries & Associates Holding Ltd. 8,099 6 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 651,262 876 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 255,758 340 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 552 15 0.0%
Meritz Securities Co. Ltd. 13,526 71 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 162,022 163 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 668,240 670 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 124,438 157 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 5,905 8 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 13,494 19 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 8,012 11 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 72,031 97 0.0%
Mesa Laboratories Inc. 100 29 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 117,096 161 0.0%
Methanex Corp. 14,303 939 0.2%
Metlifecare Ltd. 24,972 123 0.0%
Metro Inc. 20,123 953 0.2%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,193,218 1,110 0.2%
Metro-Goldwyn-Mayer Inc. Term Loan B 2nd Lien F/R 06-29-2026 132,057 169 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 1,215,593 1,205 0.2%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,416,758 1,425 0.2%
Mexichem SAB de CV 4 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 8,114 10 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 332,681 401 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 347,919 426 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 671,712 810 0.1%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 189,197 228 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 913 1 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 114,830 149 0.0%
Micron Technology Inc. 1,830 79 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 137,523 185 0.0%
Microsoft Corp. 18,319 2,538 0.3%
Microsoft Corp. 2.40% 02-06-2022 Callable 2022 101,582 137 0.0%
Middleby Corp. 949 133 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 238,639 242 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 206,555 206 0.0%
MINDBODY Inc. Class A 5,143 255 0.0%
Mining and Metallurgical Co. Norilsk Nickel PJSC 150 38 0.0%
Minmetals Land Ltd. 21,752 5 0.0%
Mirae Asset Life Insurance Co. 2,419 14 0.0%
Mirati Therapeutics Inc. 1,129 65 0.0%
Mirle Automation Corp. 6,555 12 0.0%
Mitsubishi Electric Corp. 25,616 388 0.0%
Mitsuboshi Belting Ltd. 663 17 0.0%
Mitsui & Co. Ltd. 4,366 92 0.0%
MiX Telematics Ltd. ADR 825 18 0.0%
MK Restaurants Group PCL 332 1 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 15,058 21 0.0%
Mobile TeleSystems ADR 1,053 10 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 542 1 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 1,645 2 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 91,424 141 0.0%
Momo Inc. 1,341 43 0.0%
Monarch Casino & Resort Inc. 288 15 0.0%
Mondi Ltd. 12,255 360 0.0%
Moorim P&P Co. Ltd. 2,748 20 0.0%
Moorim Paper Co. Ltd. 3,144 11 0.0%
Morgan Stanley 3.00% 02-07-2024 938,115 914 0.2%
Morgan Stanley Capital 4.295% 09-09-2024 55,870 73 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 102,852 141 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 81,266 109 0.0%
Morguard North American Residential Real Estate Investment Trust 2,708 46 0.0%
Morguard Real Estate Investment Trust 111 1 0.0%
Morneau Shepell Inc. 26,400 661 0.1%
Mosenergo PJSC 111,965 5 0.0%
Motor Oil (Hellas) Corinth Refineries SA 1,212 40 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 16,507 22 0.0%
Mpact Ltd. 6,331 13 0.0%
Mr. Price Group Ltd. 182 4 0.0%
MTY Food Group Inc. 1,822 110 0.0%
Muhibbah Engineering (M) Bhd 16,716 15 0.0%
Mullen Group Ltd. 1,047 13 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 215,862 294 0.0%
Murray & Roberts Holdings Ltd. 611 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 149,098 182 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 88,806 121 0.0%
Nan Ya Plastic Corp. 10,874 37 0.0%
Nanya Technology Corp. 41,493 102 0.0%
Naspers Ltd. 439 120 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 3,005 4 0.0%
National Bank of Canada 25,768 1,444 0.2%
National Bank of Canada 1.96% 06-30-2022 4,479,407 4,346 0.4%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 376,511 368 0.0%
National Bank of Canada F/R 06-11-2019 1,598,833 1,600 0.2%
National Oilwell Varco Inc. 3,372 118 0.0%
National Presto Industries Inc. 121 19 0.0%
National Western Life Group Inc. 171 70 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 63,652 87 0.0%
Natura Cosmeticos SA 300 5 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 170,150 233 0.0%
Natural Grocers by Vitamin Cottage Inc. 207 4 0.0%
Natural Health Trends Corp. 134 3 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 234,513 226 0.0%
NAV CANADA 7.40% 06-01-2027 518,725 688 0.1%
NAV CANADA 7.56% 03-01-2027 Callable 392,432 463 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 118,089 160 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 5,002 7 0.0%
NCR Corp. 2,509 79 0.0%
NCsoft Corp. 131 75 0.0%
Nedbank Group Ltd. 64 2 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 125,963 170 0.0%
Nemak SAB de CV 15,489 16 0.0%
Neo Performance Materials Inc. 463 7 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 1,417 2 0.0%
Neste Oil OYJ 2,840 299 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 58,410 102 0.0%
Nestle Malaysia BHD 171 8 0.0%
Nestlé SA Reg. 2,442 270 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 153,643 233 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 2,025 3 0.0%
Netflix Inc. 5.88% 11-15-2028 144A 173,959 231 0.0%
Netflix Inc. 6.38% 05-15-2029 144A 545,143 741 0.1%
Nevsun Resources Ltd. 10,368 62 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 53,449 70 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,396,489 1,598 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 22,050 30 0.0%
New Flyer Industries Inc. 15,625 532 0.0%
New Gold Inc. 13,559 14 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 2,910 3 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 1,911 2 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 485,489 611 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,335,419 1,672 0.2%
New Residential Mortgage Loan Trust F/R 01-25-2048 144A 87,981 120 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 69,210 96 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 82,789 89 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 61,203 57 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 173,959 159 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 765,224 1,018 0.2%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 93,963 127 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 253,522 352 0.0%
NewOcean Energy Holdings Ltd. 24,424 11 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 129,517 166 0.0%
NextEra Energy Inc. Conv. Pfd. 5,379 423 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 80,250 101 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 95,233 116 0.0%
NH Investment & Securities Co. Ltd. 141 2 0.0%
Nickel Asia Corp. 160,596 9 0.0%
Nielsen Holdings PLC 6,642 211 0.0%
Nike Inc. Class B 1,091 110 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 494,849 643 0.1%
Nine Point Energy Holdings Inc. 40 1 0.0%
Nine Point Energy Holdings Inc. Pfd. 1 2 0.0%
Nippo Corp. 3,572 94 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 462,571 458 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 148,943 199 0.0%
NN Group NV 9,393 511 0.0%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 922 1 0.0%
Noevir Holdings Co. Ltd. 502 30 0.0%
Nokia OYJ 3.38% 06-12-2022 430,298 557 0.0%
Norbord Inc. 8,707 316 0.0%
Nordic Investment Bank 1.375% 07-15-2020 934,555 148 0.0%
Nordic Investment Bank 4.13% 03-19-2020 187,927 176 0.0%
Nordic Investment Bank 5.00% 04-19-2022 107,931 113 0.0%
Norfolk Southern Corp. 3,725 760 0.1%
NOROO Paint & Coatings Co. Ltd. 653 7 0.0%
North Battleford Power LP 4.958% 12-31-2032 652,614 715 0.1%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 504,952 479 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 270,012 259 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 384,041 392 0.0%
Northland Power Inc. 16,975 368 0.0%
Northrop Grumman Corp. 234 78 0.0%
Northview Apartment Real Estate Investment Trust 18,900 463 0.0%
NorthWest Healthcare Properties Real Estate Investment Trust 1,447 14 0.0%
Norwegian Finans Holding ASA 3,488 37 0.0%
Norwegian Government 3.75% 05-25-2021 3,570,611 598 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 129,090 132 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 243,015 248 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 195,786 199 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 1,641 2 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 4,502 5 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 5,782 7 0.0%
Novanta Inc. 1,690 145 0.0%
Novartis AG Reg. 6,711 783 0.1%
Novatek Microelectronics Corp. 12,552 79 0.0%
Novatek OAO 43 10 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 1,293 2 0.0%
Novolipetsk Steel PJSC 7,199 22 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 133,326 197 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 144A 922 1 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 151,103 209 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 3,804 5 0.0%
NTPC Ltd. 4.38% 11-26-2024 102,344 138 0.0%
NTT DoCoMo Inc. 335 10 0.0%
Nucor Corp. 648 46 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 482,809 605 0.0%
Nutrien Ltd. 35,430 2,272 0.3%
NuVista Energy Ltd. 5,184 21 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 436,265 416 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 142,005 173 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 48,055 47 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 137,136 186 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 102,181 22 0.0%
O-TA Precision Industry Co. Ltd. 14,835 12 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 120,629 148 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 2,193 3 0.0%
OBIC Business Consultants Co. Ltd. 217 12 0.0%
Obsidian Energy Ltd. 98,362 50 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 194,276 263 0.0%
OceanaGold Corp. 17,363 86 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 235,856 316 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 97,724 135 0.0%
Oi SA 3,589 2 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 141,998 170 0.0%
Ollie's Bargain Outlet Holding Inc. 7,938 720 0.1%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 67,298 91 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 49,521 63 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 75,780 95 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 122,635 165 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 2,967 4 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 254,522 254 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 2,601,807 2,615 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 753,029 771 0.1%
Omnicom Group Inc. 3,943 394 0.0%
Onex Corp. Sub. voting 1,611 120 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 834,779 799 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 419,756 572 0.0%
Ontario Hydro 0% 05-26-2025 342,087 286 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 989,691 985 0.2%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 232,361 221 0.0%
OPB Finance Trust 2.98% 01-25-2027 376,511 378 0.0%
Open Text Corp. 19,034 847 0.1%
Oppenheimer Holdings Inc. Class A non-voting 4,660 162 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 7,531 10 0.0%
Oracle Corp. 5,525 340 0.0%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 1,185 0.0%
Orior AG 167 19 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 818,411 946 0.2%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 3,585 4 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 1,921 3 0.0%
Osisko Mining Inc. 1 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 152,274 204 0.0%
OTP Bank NYRT 664 37 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 219 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 279,015 296 0.0%
OZ Management LP Term Loan 1st Lien F/R 04-04-2023 8 0.0%
Packaging Corp. of America 303 34 0.0%
Pan American Silver Corp. 24,027 479 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 9,509 13 0.0%
Parex Resources Inc. 48,255 789 0.1%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 215,149 276 0.0%
Park Hotels & Resorts Inc. 61,277 2,172 0.3%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 694 1 0.0%
Parkland Fuel Corp. 26,445 935 0.2%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 4,089 4 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 849,570 833 0.1%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 760,727 976 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 36,575 37 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 1,902 2 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 102,852 130 0.0%
Partners Group Holding AG 613 507 0.0%
Pason Systems Inc. 34,807 637 0.1%
Patterson Companies Inc. 7,946 213 0.0%
PayPal Holdings Inc. 11 1 0.0%
PBF Energy Inc. 372 17 0.0%
Pearson PLC 33,458 546 0.0%
Pembina Pipeline Corp. 30,559 1,238 0.2%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 267,646 260 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 265,502 263 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 697,083 693 0.1%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 1,651,485 1,584 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 338,860 325 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 459,344 443 0.0%
Pengrowth Energy Corp. 10,066 6 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 2,948 4 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 1,132 1 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1,178 1 0.0%
People's United Financial Inc. Pfd. Series A 7,207 218 0.0%
PepsiCo Inc. 2,583 389 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 1,986,042 1,907 0.3%
PepsiCo Inc. 2.50% 11-01-2022 902 2 0.0%
Peregrine Holdings Ltd. 8,073 14 0.0%
Perficient Inc. 717 22 0.0%
PerkinElmer Inc. 10 1 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 81,266 109 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 125,708 174 0.0%
Petrobras Distribuidora SA 1,586 14 0.0%
PetroChina Co. Ltd. ADR 64 5 0.0%
PetroChina Co. Ltd. H 105,559 90 0.0%
Petroleo Brasileiro SA - Petrobras ADR 14,503 257 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 10,478 84 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 605,542 124 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 166,341 213 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 40,633 57 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,563 2 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 1,610,076 88 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1,644,487 105 0.0%
Petron Corp. 4,875 1 0.0%
Petron Malaysia Refining & Marketing Bhd 1,971 4 0.0%
Petronas Chemicals Group BHD 108,491 333 0.0%
Petronas Gas BHD 782 5 0.0%
Pfizer Inc. 39,344 2,343 0.3%
PGE Polska Grupa Energetyczna SA 3,182 12 0.0%
Pharmicell Co. Ltd. 208 3 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 3,005 4 0.0%
Phillips 66 2,859 336 0.0%
Phoenix Group Holdings 1,578 15 0.0%
PHX Energy Services Corp. 443 1 0.0%
PICC Property & Casualty Co. Ltd. H 5,142 7 0.0%
Pick n Pay Stores Ltd. 2,550 16 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 367,905 459 0.0%
Pinduoduo Inc. 638 20 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 18,119 218 0.0%
Piraeus Bank SA 9,632 13 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 230,459 289 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 3,380 4 0.0%
Pizza Pizza Royalty Corp. 282 3 0.0%
Plaza Retail REIT 20 0.0%
Plaza Trust F/R 04-02-2019 664,914 665 0.1%
Plenary Properties LTAP LP 6.288% 01-31-2044 1,118,912 1,440 0.2%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 187,672 251 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 17,015 21 0.0%
Polar US Borrower LLC Term Loan 1st Lien F/R 08-21-2025 979 1 0.0%
Polaris Infrastructure Inc. 564 6 0.0%
Polo Ralph Lauren Corp. Class A 1,583 223 0.0%
Polski Koncern Naftowy Orlen SA 236 9 0.0%
Porsche Automobil Holding SE Pfd. 29,464 2,379 0.3%
Porto Seguro SA 118 2 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 478,906 597 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 50,791 64 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 219,671 281 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 140,151 185 0.0%
Postal Savings Bank of China Co. Ltd. 3,214 2 0.0%
Pou Chen Corp. 17,389 25 0.0%
Power Corp. of Canada Sub. Voting* 9,381 230 0.0%
Powerlong Real Estate Holdings Ltd. 80,042 43 0.0%
Powszechna Kasa Oszczednosci Bank Polski 3,193 46 0.0%
Powszechny Zaklad Ubezpieczen SA 1,232 20 0.0%
PPB Group BHD 51,542 299 0.0%
Precision Drilling Corp. 18,984 45 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 4,632 6 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 5,867 7 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 352,858 600 0.0%
Premier Inc. Class A 385 20 0.0%
Premium Brands Holdings Corp. 6,969 522 0.0%
President Chain Store Corp. 3,282 45 0.0%
Press Metal Aluminium Holdings BHD 59,622 95 0.0%
Principal Financial Group Inc. 3,346 202 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 96,020 125 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 1,989 3 0.0%
Prosperity Real Estate Investment Trust 52,696 28 0.0%
Proto Labs Inc. 807 124 0.0%
Province of Alberta 0.63% 04-18-2025 147,294 233 0.0%
Province of Alberta 1.00% 11-15-2021 173,959 300 0.0%
Province of Alberta 3.10% 06-01-2024 409,859 420 0.0%
Province of Alberta 3.40% 12-01-2023 140,945 147 0.0%
Province of British Columbia 2.70% 12-18-2022 662,660 672 0.1%
Province of British Columbia 3.25% 12-18-2021 216,225 223 0.0%
Province of British Columbia 3.30% 12-18-2023 247,422 258 0.0%
Province of British Columbia 3.70% 12-18-2020 428,147 442 0.0%
Province of British Columbia 6.35% 06-18-2031 936,975 1,277 0.2%
Province of British Columbia 6.60% 01-09-2020 4,266,448 83 0.0%
Province of Manitoba 2.45% 06-02-2025 232,146 229 0.0%
Province of Manitoba 2.55% 06-02-2023 224,831 226 0.0%
Province of Manitoba 3.30% 06-02-2024 277,327 287 0.0%
Province of Manitoba 6.30% 03-05-2031 445,359 591 0.0%
Province of New Brunswick 3.35% 12-03-2021 64,545 66 0.0%
Province of New Brunswick 3.65% 06-03-2024 617,693 650 0.1%
Province of New Brunswick 4.50% 06-02-2020 137,696 142 0.0%
Province of New Brunswick 4.55% 03-26-2037 110,802 129 0.0%
Province of Newfoundland 3.00% 06-02-2026 885,111 894 0.2%
Province of Newfoundland 3.70% 10-17-2048 1,437,689 1,499 0.2%
Province of Ontario 0% 06-02-2024 2,041,766 1,768 0.2%
Province of Ontario 0% 06-02-2026 404,481 328 0.0%
Province of Ontario 0% 07-13-2022 393,723 360 0.0%
Province of Ontario 2.60% 09-08-2023 4,711,786 4,738 0.5%
Province of Ontario 2.85% 06-02-2023 371,563 378 0.0%
Province of Ontario 2.90% 06-02-2049 10,084,115 9,550 0.9%
Province of Ontario 3.15% 06-02-2022 944,505 970 0.2%
Province of Ontario 3.50% 06-02-2024 896,096 939 0.2%
Province of Ontario 4.00% 06-02-2021 96,817 101 0.0%
Province of Ontario 4.20% 06-02-2020 285,073 294 0.0%
Province of Ontario 4.60% 06-02-2039 839,082 1,019 0.2%
Province of Ontario 5.60% 06-02-2035 362,311 477 0.0%
Province of Ontario 6.20% 06-02-2031 565,842 756 0.1%
Province of Ontario 6.50% 03-08-2029 818,643 1,076 0.2%
Province of Ontario Canada 2.90% 06-02-2028 14,202,016 14,294 1.2%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 763,780 673 0.1%
Province of Quebec 0% 04-01-2026 Generic Strip 449,662 367 0.0%
Province of Quebec 2.50% 09-01-2026 849,839 840 0.1%
Province of Quebec 2.75% 09-01-2025 1,639,437 1,654 0.2%
Province Of Quebec 2.75% 09-01-2028 1,120,927 1,119 0.2%
Province of Quebec 3.00% 09-01-2023 1,153,345 1,182 0.2%
Province of Quebec 3.50% 12-01-2048 1,740,557 1,864 0.2%
Province of Quebec 3.75% 09-01-2024 570,145 607 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 53,787 100 0.0%
Province of Quebec 4.50% 12-01-2020 575,524 602 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 23,666 36 0.0%
Province of Saskatchewan 3.30% 06-02-2048 492,695 497 0.0%
Prudential Financial Inc. 1,613 179 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 124,650 166 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 88,215 118 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 315,249 420 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 899,879 900 0.2%
PT Astra International TBK 102,905 80 0.0%
PT Bank Pembangunan Daerah Jawa TBK 37,593 2 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 29,377 10 0.0%
PT Gudang Garam TBK 6,895 55 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 28,690 31 0.0%
PT Indiak Energy TBK 113,656 17 0.0%
PT Indo Tambangraya Megah TBK 7,317 14 0.0%
PT Mitra Adiperkasa TBK 205,147 16 0.0%
PT Modernland Realty TBK 204,926 4 0.0%
PT Panin Financial TBK 57,971 1 0.0%
PT Perusahaan Gas Negara 57,520 12 0.0%
PT Ramayana Lestari Sentosa TBK 108,329 15 0.0%
PT Salim Ivomas Pratama TBK 25,787 1 0.0%
PT Surya Semesta Internusa TBK 309,021 15 0.0%
PT Tambang Batubara Bukit Asam TBK 30,544 12 0.0%
PT. Global Mediacom TBK 261,127 6 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 110,471 143 0.0%
PTC Thetapeutics Inc. 313 15 0.0%
PTT Exploration and Production PCL 343 2 0.0%
Public Bank BHD 193 2 0.0%
Publicis Groupe SA 1,656 130 0.0%
PulteGroup Inc. 7.875% 06-15-2032 3,556 5 0.0%
PW Medtech Group Ltd. 3,428 1 0.0%
QAD Inc. Class A 201 11 0.0%
Qatar Islamic Bank 675 38 0.0%
QGEP Participacoes SA 9,390 31 0.0%
QinetiQ Group PLC 8,762 44 0.0%
Qinhuangdao Port Co. Ltd. 750 0.0%
Quad Graphics Inc. 2 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 320,580 421 0.0%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 429,369 573 0.0%
Qualitas Controladora SAB de CV 589 2 0.0%
Quarterhill Inc. 53,791 72 0.0%
Quebecor Inc. Class B Sub. voting 64,275 1,847 0.2%
Quebecor Media Inc. 6.625% 01-15-2023 144A 837,518 873 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 40,945 39 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 387,282 421 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 90,154 91 0.0%
QuinStreet Inc. 7,026 156 0.0%
R.R. Donnelley & Sons Co. Term Loan B 1st Lien F/R 01-04-2024 7 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 191,257 258 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,503 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,105,582 1,178 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 120,371 146 0.0%
Radiant Opto-Electronics Corp. 18,024 68 0.0%
Radware Ltd. 2,754 85 0.0%
RAKUS Co. Ltd. 443 9 0.0%
Rallye SA 510 7 0.0%
Randon SA Implementos e Participacoes 12,029 39 0.0%
Raspadskaya 5,539 14 0.0%
Rayonier Advanced Materials Inc. 108 2 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 285,902 284 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 365,754 366 0.0%
Real Matters Inc. 181 1 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 134,407 174 0.0%
Realtek Semiconductor Corp. 4,829 31 0.0%
Recipe Unlimited Corp. 20 1 0.0%
Reckitt Benckiser Group PLC 6,734 704 0.1%
Redwood Trust Inc. 5.63% 07-15-2024 Conv. 2024 83,805 109 0.0%
Regional SAB de CV 6,091 38 0.0%
RegionalCare Hospital Partners Holdings Term Loan 1st Lien F/R 11-16-2025 3 0.0%
Regions Bank 6.45% 06-26-2037 91,424 146 0.0%
Regions Financial Corp. 7.375% 12-10-2037 52,061 90 0.0%
Reinsurance Group of America Inc. 6,472 1,238 0.2%
Reitmans (Canada) Ltd. Class A non-voting 151 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 3,835 167 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 579,640 811 0.1%
Reliance LP 3.84% 03-15-2025 Callable 2025 635,488 625 0.0%
Reliance Steel & Aluminum Co. 1,023 99 0.0%
Renesas Electronics Corp. 44,589 278 0.0%
Renewable Energy Group Inc. 3,148 110 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 4 0.0%
Repsol SA 6,998 154 0.0%
Repsol SA Rights Exp. 01-11-2019 6,998 4 0.0%
Republic of Argentina 5.88% 01-11-2028 11,180 11 0.0%
Republic of Argentina 6.88% 01-11-2048 2,164 2 0.0%
Republic of Austria 0.00% 07-15-2023 212,053 334 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 553,431,198 253 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 854,515,283 374 0.0%
Republic of Colombia 7.00% 09-11-2019 716,008,910 305 0.0%
Republic of Finland 1.50% 04-15-2023 116,819 196 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 85,075 135 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 50,791 74 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,642,330,514 230 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 679,330 1,239 0.2%
Republic of Portugal 3.85% 04-15-2021 114,280 195 0.0%
Republic of the Philippines 4.00% 01-26-2022 5,373,694 129 0.0%
Republic Services Inc. 5,579 549 0.0%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 1,860 2 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 98,973 132 0.0%
Resolute Forest Products Inc. 8,364 90 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 60,243 82 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 8,607 12 0.0%
Restaurant Brands International Inc. 8,375 597 0.0%
Retail Value Inc. 1,485 52 0.0%
Reunert Ltd. 3,272 22 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 1,434 1 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 322,724 421 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 410,359 559 0.0%
Rezidor Hotel Group AB 2,041 13 0.0%
RHB Capital BHD 1,853 3 0.0%
RingCentral Inc. Class A 862 97 0.0%
Rio Tinto Ltd. 31,580 2,382 0.3%
Rio Tinto PLC 5,019 326 0.0%
RioCan Real Estate Investment Trust 9,804 233 0.0%
Ritchie Bros. Auctioneers Inc. 8,319 372 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 8,444 11 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 130,217 141 0.0%
Rite Aid Corp. 7.70% 02-15-2027 683,055 627 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 3,442 5 0.0%
Road King Infrastructure Ltd. 1,500 4 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 1,680 2 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 1,598 2 0.0%
Robinson PCL NVDR 857 2 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 3,195 5 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 2,682 4 0.0%
Roche Holding AG Genusscheine 481 163 0.0%
Rockwool International AS Class B 180 64 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 15,215 16 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 14,073 15 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 462,571 579 0.0%
Rogers Communications Inc. Class B non-voting 18,437 1,290 0.2%
Rogers Sugar Inc. 3,241 18 0.0%
Rollins Inc. 236 12 0.0%
Rolls-Royce Holdings PLC 6,165 89 0.0%
Rosneft Oil Co. 4,285 36 0.0%
Rosneft Oil Co. GDR 2,801 24 0.0%
Rostelecom 7,574 11 0.0%
Rostelecom PJSC 3,848 5 0.0%
Rowan Companies Inc. 15,806 181 0.0%
Roxgold Inc. 151 0.0%
Royal Bank of Canada 106,976 9,995 0.9%
Royal Bank of Canada 2.36% 12-05-2022 693,211 680 0.1%
Royal Bank of Canada 2.95% 05-01-2023 360,805 362 0.0%
Royal Bank of Canada 3.30% 09-26-2023 2,431,200 2,442 0.3%
Royal Bank of Canada 3.31% 01-20-2026 1,768,527 1,777 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 835,855 841 0.1%
Royal Bank of Canada F/R 03-23-2020 Covered 3,465,839 3,478 0.4%
Royal Bank of Canada F/R 08-01-2019 3,285,814 3,288 0.4%
Royal Bank of Canada F/R 11-05-2019 121 0.0%
Royal Dutch Shell PLC A 31,184 1,251 0.2%
RS PCL 1,853 1 0.0%
Ruentex Development Co. Ltd. 3,621 7 0.0%
Ruentex Industries Ltd. 9,077 32 0.0%
Russel Metals Inc. 8,621 184 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 453,483 447 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 123,842 165 0.0%
Sabina Gold & Silver Corp. 18,797 23 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 143,485 190 0.0%
Safe Bulkers Inc. 4,944 12 0.0%
Salmar ASA 2,208 149 0.0%
Sam Young Electronics Co. Ltd. 797 12 0.0%
Samjin Pharmaceutical Co. Ltd. 46 2 0.0%
Samsonite International SA 31,095 121 0.0%
Samsung Biologics Co. Ltd. 15 7 0.0%
Samsung C&T Corp. 20 3 0.0%
Samsung Electro-Mechanics Co. 711 90 0.0%
Samsung Electronics Co. Ltd. 14,316 679 0.1%
Samsung Electronics Co. Ltd. GDR 11 13 0.0%
Samsung SDI Co. Ltd. 291 78 0.0%
Samsung SDS Co. Ltd. 4 1 0.0%
San Miguel Corp. 5,387 21 0.0%
San Miguel Food and Beverage Inc. 8,739 19 0.0%
Sandvik AB 2,844 55 0.0%
Sangsangin Co. Ltd. 163 4 0.0%
Sanofi 4,051 479 0.0%
Santander Consumer Bank AS F/R 03-30-2020 66,117 10 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 18,987 9 0.0%
Sao Martinho SA 2,989 19 0.0%
Sappi Ltd. 4,301 33 0.0%
Saputo Inc. 40 2 0.0%
Saputo Inc. 3.61% 08-14-2025 Callable 2025 195,200 194 0.0%
Sarantis SA 407 4 0.0%
Sartorius Stedim Biotech SA 845 115 0.0%
Sasol Ltd. 1,189 48 0.0%
Sasol Ltd. ADR 2,111 84 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 230,004 310 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 294,588 383 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 169,623 223 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 129,517 174 0.0%
Sberbank of Russia PJSC 14,023 51 0.0%
Schaeffler AG 6,251 73 0.0%
Schindler Holding AG 5 1 0.0%
Schindler Holding AG PC 4 1 0.0%
Schneider Electric SE 1,004 94 0.0%
Schneider National Inc. 1,594 41 0.0%
Schnitzer Steel Industries Inc. Class A 417 12 0.0%
Schouw & Co. 4 0.0%
SCI Pharmtech Inc. 5,422 17 0.0%
Scientex BHD 776 2 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 5,268 7 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 262,482 354 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 410,385 397 0.0%
Seabridge Gold Inc. 10 0.0%
SEACOR Marine Holdings Inc. 54 1 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 71,107 96 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 147,294 198 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 183,610 249 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 134,596 191 0.0%
SeaWorld Entertainment Inc. 2,735 82 0.0%
Secure Energy Services Inc. 7,610 53 0.0%
Segro PLC 4,242 43 0.0%
Semirara Mining & Power Corp. 2,828 2 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,503 2 0.0%
Seohan Co. Ltd. 5,542 13 0.0%
Seoul Auction Co. Ltd. 509 5 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 109,459 145 0.0%
Service Corp. International 634 35 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 41,375 54 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 1,284 2 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 4,384 6 0.0%
Seven & i Holdings Co. Ltd. 6,793 404 0.0%
Seven Generations Energy Ltd. 149 2 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 1,445 2 0.0%
Severstal PAO 2,675 49 0.0%
SEWOON MEDICAL Co. Ltd. 2,870 13 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 62,219 69 0.0%
SFS Group AG 305 32 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 3,428 4 0.0%
Shanghai Prime Machinery Co. Ltd. 5,571 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 311,966 312 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 849,839 875 0.1%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 469,766 471 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 4,432,504 5,286 0.5%
Shaw Communications Inc. Class B non-voting 11,314 280 0.0%
Shaw Communications Inc. Pfd Series A 11,490 172 0.0%
ShawCor Ltd. 5,383 89 0.0%
Sheng Ye Capital Ltd. 5,303 6 0.0%
Shenzhen Expressway Co. Ltd. 20,355 31 0.0%
Sherritt International Corp. 12,260 6 0.0%
Shimao Property Holdings Ltd. 12,091 44 0.0%
Shin Kong Financial Holding Co. Ltd. 41,963 17 0.0%
Shinhan Financial Group Co. Ltd. ADR 643 31 0.0%
Shinkong Synthetic Fibers Corp. 32,094 17 0.0%
Shinsegae Co. Ltd. 37 12 0.0%
Shinyoung Securities Co. Ltd. 62 4 0.0%
Shopify Inc. 1,711 323 0.0%
Shun Tak Holdings Ltd. 175,319 75 0.0%
Siam Commercial Bank PCL 546 3 0.0%
Siegfried Holding AG 109 51 0.0%
Siemens AG 2,317 353 0.0%
Siemens Healthineers AG 1,511 86 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 236,664 239 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 231,488 352 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 150,738 195 0.0%
Signature Bank 2,155 302 0.0%
Sigurd Microelectronics Corp. 14,560 18 0.0%
Sika AG 502 87 0.0%
Silicon Laboratories Inc. 516 55 0.0%
Silvercorp Metals Inc. 322 1 0.0%
Sime Darby BHD 17,377 14 0.0%
Sime Darby Plantation BHD 23,345 37 0.0%
SIMMTECH Co. Ltd. 1,394 12 0.0%
Sincere Navigation Corp. 11,232 8 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 162,678 209 0.0%
Sinil Pharmaceutical Co. Ltd. 777 9 0.0%
Sinopec Engineering Group Co. Ltd. 8,723 10 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 321 19 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 683,297 408 0.0%
Sinopharm Group Co. H 5,882 34 0.0%
Sinotruk Hong Kong Ltd. 28,032 58 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 130,872 163 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 107,931 140 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 229,418 307 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 133,333 177 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 2,006 3 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 2,929 4 0.0%
SK Holdings Co. Ltd. 206 66 0.0%
SK Hynix Inc. 9,925 736 0.1%
SK Telecom Co. Ltd. ADR 2,218 81 0.0%
SkyWest Inc. 508 31 0.0%
Slate Office REIT 9,089 58 0.0%
SLC Agricola SA 3,620 53 0.0%
Smart Real Estate Investment Trust 20 1 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 181,156 177 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 112,894 145 0.0%
Snap-On Inc. 299 59 0.0%
SNC-Lavalin Group Inc. 3,121 143 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 246,888 243 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 102,565 132 0.0%
Sociedad Quimica y Minera de Chile SA ADR B 386 20 0.0%
Soda Sanayii AS 3,183 6 0.0%
Sofina SA 376 98 0.0%
Soft-World International Corp. 4,329 13 0.0%
SoftBank Group Corp. 2,700 245 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 215,158 293 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 71,005 96 0.0%
Softcat PLC 1,731 18 0.0%
SOHO China Ltd. 10,456 5 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 1,341 2 0.0%
Solium Capital Inc. 795 9 0.0%
Somboon Advance Technology PCL 2,003 1 0.0%
Sonae Sierra Brasil SA 116 1 0.0%
Sonic Healthcare Ltd. 8,206 174 0.0%
Sonova Holding AG 916 204 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,120,069 1,135 0.2%
Source Energy Services Ltd. 1,622 2 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 12,698 23 0.0%
SP LP 3.21% 06-15-2019 1,103,092 1,104 0.2%
Sparebank 1 Nord-Norge 3,685 37 0.0%
SPDR S&P 500 ETF Trust 1,598 545 0.0%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 285 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 2,330 3 0.0%
Spin Master Corp. 11,156 428 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 158,444 217 0.0%
Spirit Airlines Inc. 14,726 1,164 0.2%
Springland International Holdings Ltd. 40,024 11 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 2,701 4 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 248,221 321 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 121,408 158 0.0%
Sprint Corp. 7.125% 06-15-2024 176,448 239 0.0%
Sprint Corp. 7.25% 09-15-2021 2,834 4 0.0%
Sprint Corp. 7.875% 09-15-2023 789,373 1,107 0.2%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 1,249 2 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 178,105 239 0.0%
SPS Commerce Inc. 276 31 0.0%
Spy Hill Power LP 4.14% 03-31-2036 170,547 176 0.0%
Square Inc. Class A 1,597 122 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 191,431 240 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 975 1 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 32,476 42 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 87,293 113 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 291,818 377 0.0%
SSR Mining Inc. 5,274 87 0.0%
SSY Group Ltd. 4,500 5 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 195,225 265 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 68,060 80 0.0%
STAAR Surgical Co. 232 10 0.0%
Standard Bank Group Ltd. 589 10 0.0%
Standard Chartered PLC 37,754 400 0.0%
Standard Industries Inc. 4.75% 01-15-2028 Callable 2023 144A 181 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 971 120 0.0%
Stantec Inc. 30,883 924 0.2%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 191,249 251 0.0%
Star Petroleum Refining PCL 2,807 1 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 72,188 96 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 86,366 110 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 308,161 410 0.0%
Starwood Property Trust Inc. 36,887 992 0.2%
State Bank of India GDR 86 5 0.0%
Statoil ASA 2,300 67 0.0%
Steel Dynamics Inc. 1,213 50 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 761 1 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 2,976 4 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 314 0.0%
Stella-Jones Inc. 10,401 412 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 148,564 203 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 134,596 185 0.0%
Storebrand ASA 10,037 98 0.0%
Storm King Funding F/R 03-18-2019 1,220,596 1,221 0.2%
Storm Resources Ltd. 81 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 361,909 390 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 41,238 57 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 24,015 32 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 20,644 28 0.0%
Stuart Olson Inc. 846 4 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 2,187 3 0.0%
Suheung Co. Ltd. 314 9 0.0%
Sul America SA 2,775 28 0.0%
Sumitomo Mitsui Construction Co. Ltd. 5,967 50 0.0%
Summerset Group Holdings Ltd. 6,666 39 0.0%
Summit Industrial Income Real Estate Investment Trust 39,256 375 0.0%
Sun Art Retail Group Ltd. 2,893 4 0.0%
Sun Life Financial Inc. 40,958 1,855 0.2%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 588,433 590 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,184,397 1,173 0.2%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 262,918 259 0.0%
Suncor Energy Inc. 136,832 5,216 0.5%
Sungdo Engineering & Construction Co. Ltd. 2,149 13 0.0%
Sunrise Communications Group AG 477 57 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 83,297 82 0.0%
Sunway Real Estate Investment Trust 4,671 3 0.0%
Superior Plus Corp. 21,088 204 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,572,780 1,482 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 644,109 850 0.1%
Supermax Corp. BHD 8,246 9 0.0%
Surge Energy Inc. 40,827 60 0.0%
Surgutneftegas OAO 24,941 13 0.0%
SurModics Inc. 2,846 183 0.0%
Suzano Papel e Celulose SA 32 0.0%
Svenska Cellulosa AB (SCA) B 29,664 314 0.0%
Swire Pacific Ltd. Class A 13,927 201 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,522,462 540 0.0%
Swiss Life Holding AG Reg. 590 310 0.0%
Swiss Re Ltd. 30 4 0.0%
Swisscom AG Reg. 79 52 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 598,694 790 0.1%
Syneos Health Inc. 8,835 474 0.0%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 130,805 160 0.0%
Synnex Technology International Corp. 21,748 35 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 134,596 175 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 151,103 210 0.0%
Synthomer PLC 2,530 16 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 344,677 346 0.0%
Systemax Inc. 338 11 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 932 1 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 2,225 3 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 1,331 2 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 376,511 528 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 292,616 409 0.0%
TA Enterprise BHD 5,271 1 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 241,391 339 0.0%
Tactile Systems Technology Inc. 860 53 0.0%
Taekwang Industrial Co. Ltd. 11 17 0.0%
Taeyoung Engineering & Construction Co. Ltd. 226 3 0.0%
TaiDoc Technology Corp. 7,134 56 0.0%
Taiwan Cement Corp. 12,856 20 0.0%
Taiwan Cement Corp. Rights Exp. 12-05-2018 3,758 0.0%
Taiwan High Speed Rail Corp. 21,962 30 0.0%
Taiwan Hon Chuan Enterprise Co. Ltd 2,667 6 0.0%
Taiwan Navigation Co. Ltd. 15,610 13 0.0%
Taiwan Secom Co. Ltd. 700 3 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 6,653 335 0.0%
Taiwan Styrene Monomer Corp. 26,323 26 0.0%
Taiwan Surface Mounting Technology Corp. 8,570 15 0.0%
Taiwan Takisawa Technology Co. Ltd. 10,811 13 0.0%
Takara Bio Inc. 1,330 42 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 165,849 193 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 518,847 714 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 1,845 2 0.0%
Tamarack Valley Energy Ltd. 17,011 40 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 1,084 1 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 1,246 2 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 106,661 142 0.0%
Target Corp. 4,613 416 0.0%
Taseko Mines Ltd. 20 0.0%
Tatneft PJSC 3,548 78 0.0%
Tauron Polska Energia SA 7,842 6 0.0%
TAV Havalimanlari Holding AS 579 4 0.0%
TCI Co. Ltd. 701 16 0.0%
TCL Electronics Holdings Ltd. 27,154 14 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 223,755 243 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 469,038 524 0.0%
Technovator International Ltd 1,500 0.0%
Techtronic Industries Co. Ltd. 24,991 181 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 12,579 16 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 3,157 4 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 456 1 0.0%
Teck Resources Ltd. Class B 56,265 1,654 0.2%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 102,852 133 0.0%
Tegma Gestao Logistica SA 1,631 16 0.0%
Tego Science Inc. 11 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 5,705 8 0.0%
Tekfen Holding AS 493 3 0.0%
Telefonaktiebolaget LM Ericsson B 52,223 626 0.0%
Telefonica Brasil SA 1,754 28 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 1,803 3 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,202 2 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 5 0.0%
Telkom SA SOC Ltd. 14,024 84 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 101,582 98 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 114,280 118 0.0%
TELUS Corp. 36,283 1,642 0.2%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 9,509 10 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 64,545 64 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 962,353 944 0.2%
TELUS Corp. 3.75% 01-17-2025 Callable 490,540 496 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 197,937 193 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 753,022 741 0.1%
TELUS Corp. 5.05% 07-23-2020 3,804 4 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 63,489 64 0.0%
Tenaga Nasional BHD 86,739 389 0.0%
Tenaris SA 11,107 164 0.0%
Tencent Holdings Ltd. 5,924 324 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 2,672 4 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 664,834 853 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 10,733 14 0.0%
Teradyne Inc. 6,938 297 0.0%
Teranga Gold Corp. 29,251 118 0.0%
Terna Energy SA 321 3 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 913,416 1,109 0.2%
Tervita Corp. 498 3 0.0%
Tervita Corp. Class A Voting 18 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 9,509 12 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 107,931 171 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 196,025 205 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 1,750 2 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2018 2,644 3 0.0%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 157,726 198 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 260,340 310 0.0%
Texas Pacific Land Trust 206 152 0.0%
Texhong Textile Group Ltd. 1,012 2 0.0%
Textron Inc. 4,182 262 0.0%
TFI International Inc. 11,138 393 0.0%
Thales SA 632 101 0.0%
The a2 Milk Co. Ltd. 4,864 50 0.0%
The ADT Corp. 3.50% 07-15-2022 181,578 230 0.0%
The AES Corp. 19,210 379 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 152 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 1,122 1 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 6,466 9 0.0%
The Allstate Corp. 104 12 0.0%
The Bank of Nova Scotia 55,873 3,802 0.4%
The Bank of Nova Scotia 1.83% 04-27-2022 527,116 511 0.0%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 1,660,952 1,620 0.2%
The Bank of Nova Scotia 2.29% 06-28-2024 1,053,156 1,016 0.2%
The Bank of Nova Scotia 2.36% 11-08-2022 613,184 601 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 1,650,198 1,654 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 430,298 428 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 8,558 12 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 449,872 544 0.0%
The Bank of Nova Scotia F/R 08-27-2019 2,947,658 2,949 0.3%
The Basic House Co. Ltd. 59 0.0%
The Boeing Co. 6,436 2,831 0.3%
The Boston Beer Co. Inc. 100 33 0.0%
The British Land Co. PLC 23,196 215 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 206,889 231 0.0%
The Chefs' Warehouse Inc. 109 5 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 770 1 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 1,141 2 0.0%
The Descartes Systems Group Inc. 4,821 174 0.0%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 1,018,437,881 96 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 171,420 268 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 121,899 195 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 126,978 215 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 916,536 901 0.2%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 123,422 191 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 918,747 888 0.2%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 645,448 626 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 25,365 24 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 246,337 325 0.0%
The Hershey Co. 2,509 367 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,149,784 1,080 0.2%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 297,128 48 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 176,499 172 0.0%
The Keg Royalties Income Fund 161 3 0.0%
The Link Real Estate Investment Trust 4,182 58 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 1,013,353 1,003 0.2%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 258,179 258 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 269,367 270 0.0%
The Marcus Corp. 1,204 65 0.0%
The Mosaic Co. 524 21 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 1,816 1 0.0%
The North West Co. Inc. 5,315 167 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 195,409 268 0.0%
The Procter & Gamble Co. 2,703 339 0.0%
The Progressive Corp. 9,953 819 0.1%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 57,090 76 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 6,011 8 0.0%
The SPAR Group Ltd. 21 0.0%
The Stars Group Inc. 3,271 74 0.0%
The TJX Companies Inc. 30,847 1,883 0.2%
The Toronto-Dominion Bank 123,725 8,395 0.8%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 3,577,963 3,431 0.4%
The Toronto-Dominion Bank 2.05% 12-01-2022 92,896 92 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 484,086 482 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 1,970,654 1,982 0.3%
The Toronto-Dominion Bank 3.226% 07-24-2024 219,882 223 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 512,055 544 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 418,718 476 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 69,202 77 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 336,135 386 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 2,149,341 2,152 0.3%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,457,788 1,419 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 402,748 403 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 614,027 612 0.0%
The Towa Bank Ltd. 1,062 10 0.0%
The Unite Group PLC 2,521 35 0.0%
The Walt Disney Co. 1,547 231 0.0%
The Walt Disney Co. 2.76% 10-07-2024 4,636,035 4,563 0.5%
The Wharf Holdings Ltd. 24,842 88 0.0%
The Williams Companies Inc. 3.70% 01-15-2023 Callable 2022 76,187 102 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 176,499 243 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 323 1 0.0%
Thermo Fisher Scientific Inc. 412 126 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 40,125 61 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 38,601 59 0.0%
Thomson Reuters Corp. 14,600 963 0.2%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 289,161 292 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 481,315 624 0.0%
Tianjin Development Holdings Ltd. 4,071 2 0.0%
Tianjin Port Development Holdings Ltd. 3,857 1 0.0%
Tianneng Power International Ltd. 20,499 23 0.0%
Tianyun International Holdings Ltd. 55,794 11 0.0%
Tim Participacoes SA ADR 411 9 0.0%
Tingyi (Cayman Islands) Holding Corp. 9,428 17 0.0%
Tisco Financial Group PCL NVDR 386 1 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 373,330 439 0.0%
Titan Acquisition Ltd. Term Loan 1st Lien F/R 03-16-2025 5 0.0%
TMX Group Ltd. 7,519 532 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 733,442 724 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 578,200 585 0.0%
Toho Holdings Co. Ltd. 2,401 80 0.0%
Tokyo Electric Power Co. Holdings Inc. 253,902 2,064 0.3%
Tomony Holdings Inc. 1,606 8 0.0%
Top Glove Corp. BHD 71,137 132 0.0%
Torchmark Corp. 5,290 538 0.0%
Torex Gold Resources Inc. 20 0.0%
Toromont Industries Ltd. 3,734 203 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 322,724 324 0.0%
Toronto Hospital 5.64% 12-08-22 297,832 316 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 7 0.0%
Total Access Communication PCL NVDR 7,864 14 0.0%
Total SA 3,680 266 0.0%
Total System Services Inc. 724 80 0.0%
TOTVS SA 525 5 0.0%
Tourmaline Oil Corp. 5,219 89 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 85,033 113 0.0%
Towd Point Mortgage Trust 2018-3 3.75% 05-25-2058 144A 90,974 123 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 204,841 270 0.0%
Towd Point Mortgage Trust F/R 07-25-2058 144A 86,647 116 0.0%
Toyo Seikan Kaisha Ltd. 2,735 86 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 224,171 224 0.0%
TPK Holding Co. Ltd. 107 0.0%
TransAlta Corp. 33,389 187 0.0%
TransAlta Corp. Pfd. Series A 28,229 335 0.0%
TransAlta Renewables Inc. 20 0.0%
Transat A.T. Inc. Class B 4,872 29 0.0%
TransCanada Corp. 53,868 2,626 0.3%
TransCanada Corp. Pfd. Series 15 15,111 374 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 602,418 698 0.1%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 1,863 3 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 467,309 454 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 3,005 4 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 212,998 196 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 399,317 394 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 152,110 180 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 583,485 718 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 248,497 354 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 2,458,147 2,203 0.3%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 189,197 311 0.0%
Transcontinental Inc. Class A Sub. voting 14,798 286 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 2,758 4 0.0%
TransDigm Inc. Term Loan F 1st Lien F/R 06-09-2023 164,273 212 0.0%
TransGlobe Energy Corp. 33,318 85 0.0%
Transmissora Alianca de Energia Eletrica SA 1,393 12 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 277,542 278 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 662,669 693 0.1%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 115,042 159 0.0%
Travelsky Technology Ltd. 857 3 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 88,946 117 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 29,948 29 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 134,596 130 0.0%
Trencor Ltd. 675 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 1,227 2 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 93,963 129 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 1,241 2 0.0%
Tricon Capital Group Inc. 16,246 157 0.0%
Trillium Windpower LP 5.80% 02-15-2033 179,431 202 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 39,871 53 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 8,596 12 0.0%
Triple-S Management Corp. 274 6 0.0%
Trisura Group Ltd. 10 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 108,058 147 0.0%
True North Commercial Real Estate Investment Trust 1,852 10 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 86,345 114 0.0%
Truworths International Ltd. 3,486 29 0.0%
TTEC Holdings Inc. 1,506 59 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 525 16 0.0%
Tupy SA 4,500 32 0.0%
Turk Hava Yollari AO 911 4 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 1,243 10 0.0%
Turkiye Sise ve Cam Fabrikalari AS 1,264 2 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 90,154 122 0.0%
U.S. Bancorp 3,275 204 0.0%
U.S. Bancorp 0.85% 06-07-2024 87,615 136 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 4,120 149 0.0%
U.S. Bancorp Pfd. Security Series A 363 376 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 909,229 1,202 0.2%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 94,846 126 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 4,902 6 0.0%
UBS Group AG 28,599 486 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 1,408 2 0.0%
UMW Holdings BHD 6,546 12 0.0%
Uni-President Enterprises Corp. 37,881 118 0.0%
Unid Co. Ltd. 9 0.0%
Unilever NV CVA 7,240 537 0.0%
Unimicron Technology Corp. 80,567 80 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 98,760 98 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 298,112 282 0.0%
Union Gas Ltd. 8.65% 11-10-2025 40,878 54 0.0%
Union Pacific Corp. 5,248 990 0.2%
Unipar Carbocloro SA 479 6 0.0%
Uniper SE 30,020 1,061 0.2%
Unipro PJSC 11,517 1 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 118,690 156 0.0%
United Engineers Ltd. 1,807 5 0.0%
United Integrated Services Co. Ltd. 321 1 0.0%
United Kingdom Treasury 3.75% 09-07-2020 33,014 60 0.0%
United Kingdom Treasury 4.25% 12-07-2027 18,064 40 0.0%
United Parcel Service Inc. (UPS) Class B 1,948 259 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 699,020 667 0.1%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 189,197 254 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 190,466 228 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 232,369 294 0.0%
United Rentals North America Inc. 6.50% 12-15-2026 Callable 2021 430,298 581 0.0%
United States Treasury 2.25% 11-15-2027 75 0.0%
United States Treasury 2.75% 02-15-2028 466,874 641 0.1%
United States Treasury 2.88% 09-30-2023 3,126 4 0.0%
United States Treasury 2.88% 10-31-2023 542 1 0.0%
United States Treasury 3.00% 02-15-2048 2,084,932 2,840 0.3%
United States Treasury 3.13% 11-15-2028 2 0.0%
United States Treasury 3.38% 11-15-2048 12,021 18 0.0%
United States Treasury Inflation Indexed 0.75% 02-15-2042 88,050 122 0.0%
United States Treasury Inflation Indexed 0.75% 07-15-2028 103,020 139 0.0%
United States Treasury Inflation Indexed 1.01% 02-15-2048 40,091 53 0.0%
United Technologies Corp. 327 47 0.0%
UnitedHealth Group Inc. 473 161 0.0%
Universal Corp. 247 18 0.0%
Universal Insurance Holdings Inc. 1,677 87 0.0%
Universal Vision Biotechnology Co. Ltd. 10,538 12 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 209,674 249 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 77,456 96 0.0%
UPM-Kymmene OYJ 1,331 46 0.0%
Uralkali 3,568 6 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 190,466 258 0.0%
US Bancorp Pfd. Series K Callable 2023 5,625 189 0.0%
US Foods Inc. Term Loan B 1st Lien F/R 06-27-2023 139,721 183 0.0%
US Treasury 2.88% 08-15-2028 1,417,027 1,966 0.3%
USANA Health Sciences Inc. 1,930 310 0.0%
USB Capital IX 3.50% 10-29-2049 382,964 391 0.0%
Userjoy Technology Co. Ltd. 4,766 14 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 86 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 647 1 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 106,582 138 0.0%
Vale SA ADR 7,541 136 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 2,159 3 0.0%
Valeant Pharmaceuticals International Inc. 55,674 1,406 0.2%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 713 1 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 1,105,928 1,493 0.2%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 713 1 0.0%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 1,902 3 0.0%
Valeant Pharmaceuticals International Inc. Term Loan B 1st Lien F/R 05-28-2025 128,307 168 0.0%
Valener Inc. 7,349 142 0.0%
Valero Energy Corp. 3,511 359 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 350,650 361 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 215,149 229 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 230 10 0.0%
Vanguard International Semiconductor Corp. 1,393 4 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 40,294 55 0.0%
Vantiv LLC Term Loan B4 1st Lien F/R 08-20-2024 170,172 223 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 166,341 204 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 501,328 485 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 15,215 15 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 204,392 271 0.0%
Veresen Inc. 3.06% 06-13-2019 330,254 331 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 157,670 209 0.0%
VeriSign Inc. 4.75% 07-15-2027 Callable 2022 144A 285,744 367 0.0%
Verisk Analytics Inc. 2,581 384 0.0%
Verizon Communications Inc. 6,859 526 0.0%
Verizon Communications Inc. 3.50% 02-17-2023 106,661 104 0.0%
Verizon Owner Trust 1.42% 01-20-2021 35,048 48 0.0%
Vermilion Energy Inc. 2,496 72 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 6,371 8 0.0%
Verso Corp. Class A 16,326 499 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 131,132 178 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 423,860 400 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 161,362 203 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 3,547 5 0.0%
Videotron Ltee 5.00% 07-15-2022 5,953 8 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 41,755 42 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 1,000,473 1,016 0.2%
Village Super Market Inc. 485 18 0.0%
Vinci SA 3,298 371 0.0%
Visa Inc. Class A 8,435 1,518 0.2%
Vishay Precision Group Inc. 130 5 0.0%
Vissem Electronics Co. Ltd. 1,727 12 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 81,744 110 0.0%
Vistra Energy Corp. 12,961 405 0.0%
Vistra Energy Corp. 5.50% 09-01-2026 Callable 2021 144A 751 1 0.0%
Vital KSK Holdings Inc. 3,438 48 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 15,215 21 0.0%
Vivo Participacoes SA ADR 568 9 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 101,582 134 0.0%
Vodafone Group PLC 3.75% 01-16-2024 125,870 169 0.0%
Voya Financial Inc. 17,326 949 0.2%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 3,918 5 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 6,980 8 0.0%
Vukile Property Fund Ltd. 12,182 23 0.0%
VVC Holding Corp. Term Loan 1st Lien F/R 07-03-2025 657 1 0.0%
VW Credit Canada Inc. 3.70% 11-14-2022 204,395 206 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 114,424 148 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 456 1 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 799 1 0.0%
W.W. Grainger Inc. 551 212 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 939,488 1,280 0.2%
Wabtec Corp. 2,187 210 0.0%
Wachovia Capital Trust III F/R 03-15-2066 571,653 707 0.1%
Wajax Corp. 1,530 25 0.0%
Wal-Mart de Mexico SAB de CV Series V 27,948 97 0.0%
Wal-Mart Stores Inc. 8,497 1,080 0.2%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 105,391 144 0.0%
Walsin Technology Corp. 214 1 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 36,687 50 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 35,411 48 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 19,339 27 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 44,165 60 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 15,291 21 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 16,099 22 0.0%
Wand Merger Corp. 8.13% 07-15-2023 Callable 2020 144A 120,629 161 0.0%
Warrior Met Coal Inc. 30,786 1,013 0.2%
Washington H. Soul Pattison & Co. Ltd. 1,794 43 0.0%
Wasion Group Holdings Ltd. 21,250 14 0.0%
Waste Connections Inc. 14,337 1,453 0.2%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 1,961 3 0.0%
Waters Corp. 625 161 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 1,113 1 0.0%
Wei Chuan Foods Corp. 6,865 7 0.0%
Weibo Corp. 64 5 0.0%
Weiqiao Textile Co. Ltd. 14,847 7 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 426,775 563 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 4,299 144 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 1,330,913 1,279 0.2%
Wells Fargo & Co. 2.98% 05-19-2026 592,736 565 0.0%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 535,722 534 0.0%
Wells Fargo & Co. F/R 07-27-2021 88,884 86 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 15,222 21 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 21,606 31 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 160,716 217 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 176,905 242 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 65,368 86 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 2,938 4 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 12 0.0%
Wesdome Gold Mines Ltd. 6,321 28 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 215,149 220 0.0%
West Fraser Timber Co. Ltd. 3,040 205 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 419,541 433 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 8,352 210 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 232,369 224 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 219,671 215 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 8 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 128,703 153 0.0%
Western Forest Products Inc. 33,821 64 0.0%
WestJet Airlines Ltd. 6,601 119 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 12,698 23 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 152,373 154 0.0%
Westrock Co. 2,641 136 0.0%
Westshore Terminals Investment Corp. 11,978 247 0.0%
Whanin Pharmaceutical Co. Ltd. 77 2 0.0%
Wheaton Precious Metals Corp. 1,500 40 0.0%
Wheelock and Co. Ltd. 2,593 20 0.0%
Whitecap Resources Inc. 10 0.0%
Whitehaven Coal Ltd. 30,794 128 0.0%
Wholetech System Hitech Ltd. 4,635 6 0.0%
William Morrison Supermarkets PLC 69,692 259 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 186,657 240 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 682,080 921 0.2%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 80,349 110 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 111,886 125 0.0%
Winpak Ltd. 8,326 398 0.0%
Winstek Semiconductor Co. Ltd. 11,762 12 0.0%
Wipro Ltd. ADR 16,131 113 0.0%
Wirecard AG 1,292 268 0.0%
Wisdom Marine Lines Co. Ltd. 10,756 14 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 53,200 1,847 0.2%
Wiz Solucoes e Corretagem de Seguros SA 2,007 5 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 637 1 0.0%
WMG Acquisition Corp. Term Loan F 1st Lien F/R 11-01-2023 146,024 193 0.0%
WNS (Holdings) Ltd. 787 44 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 1,788 2 0.0%
Wonderful Hi-Tech Co. Ltd. 17,053 14 0.0%
Woongjin Thinkbig Co. Ltd. 3,535 12 0.0%
Woongjin Thinkbig Co. Ltd. Rights Exp. 01-11-2019 2,234 0.0%
Woori Bank 279 16 0.0%
World Wrestling Entertainment Inc. Class A 1,338 136 0.0%
Worldpay Inc. 3,598 375 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 130,787 163 0.0%
WPX Energy Inc. 6.00% 01-15-2022 Callable 2021 10,666 14 0.0%
WSP Global Inc. 3,609 212 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 943,429 934 0.2%
Wuestenrot & Wuerttembergische AG 2,861 72 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 1,721 2 0.0%
Wyndham Hotels and Resorts LLC Term Loan B 1st Lien F/R 03-29-2025 167,191 220 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 48,131 64 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 4,412 5 0.0%
Xiamen International Port Co. Ltd. H 5,357 1 0.0%
Xingda International Holdings Ltd. 964 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 536 0.0%
Xinyuan Real Estate Co. Ltd. 2,269 12 0.0%
Xiwang Special Steel Co. Ltd. 49,891 13 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 147,303 196 0.0%
Xtep International Holdings Ltd. 48,626 36 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 345,921 396 0.0%
Yamana Gold Inc. 101,392 325 0.0%
Yangarra Resources Ltd. 1,409 4 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 161 1 0.0%
Yanzhou Coal Mining Co. Ltd. H 1,714 2 0.0%
Yea Shin International Development Co. Ltd. 4,023 3 0.0%
YeaRimDang Publishing Co. Ltd. 2,329 15 0.0%
Yellow Pages Ltd. 1,651 10 0.0%
Yi Jinn Industrial Co. Ltd. 15,697 9 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 3,259 15 0.0%
Yihai International Holding Ltd. 14,889 50 0.0%
Youngone Holdings Co. Ltd. 11 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 77,851 100 0.0%
Yuanta Financial Holding Co. Ltd. 12,535 9 0.0%
Yuasa Trading Co. Ltd. 651 25 0.0%
Yuen Foong Yu Paper Manufacturing Co. Ltd. 5,142 3 0.0%
Yuexiu Property Co. Ltd. 55,274 14 0.0%
Yuexiu Transport Infrastructure Ltd. 21,311 22 0.0%
Yum China Holdings Inc. 1,157 53 0.0%
Yurtec Corp. 711 8 0.0%
Yuzhou Properties Co. Ltd. 9,106 5 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 63,328 86 0.0%
Zeng Hsing Industrial Co. Ltd. 1,880 11 0.0%
Zenith Bank Ltd. 134,446 12 0.0%
Zhen Ding Technology Holding Ltd. 47,670 170 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 76,187 100 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 1,428 2 0.0%
ZTE Corp. H Shares 2,100 5 0.0%
ZTO Express (Cayman) Inc. 464 10 0.0%
Zurich Insurance Group AG 160 65 0.0%
Total Investments -- 1,265,824 99.8%
Currency Hedge Contracts -- -10,552 -0.8%
Other Assets (Liabilities) -- 13,144 1.0%
Total Net Assets -- 1,268,416 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of March 31, 2019
  • Regional Allocation
      Canada
    EQ : 12.0% | FI : 45.4%
    57.4%
      United States
    EQ : 6.8% | FI : 12.0%
    18.8%
      Other
    EQ : 5.5% | FI : 3.6%
    9.1%
      United Kingdom
    EQ : 1.1% | FI : 0.6%
    1.7%
      Japan
    EQ : 0.9%
    0.9%
      Germany
    FI : 0.6%
    0.6%
      Cash & Equivalents 11.5%
  • Sector Allocation
      Fixed Income 61.4%
      Cash & Equivalents 11.5%
      Financials 5.5%
      Other 4.3%
      Industrials 3.2%
      Information Technology 2.6%
      Energy 2.5%
      Materials 2%
      Consumer Staples 1.9%
      Consumer Discretionary 1.9%
      Health Care 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.