Fund Portfolio – Symmetry Conservative Portfolio Series LB | Mackenzie Investments

Symmetry Conservative Portfolio Series LB

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of March 31, 2019
Major holdings represent 16.1% of the fund.
View all holdings
Total # of
Equity Holdings
1785
Total # of
Fixed Income Holdings
1297
Holding name, country and sector Percentage of holding in fund
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
3.1%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
2.9%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
2.3%
Government of Canada 3.50% 06-01-2020
Canada | Federal Government
2.3%
Government of Canada 2.75% 12-01-2048
Canada | Federal Government
1.5%
Royal Bank of Canada
Canada | Diversified Banks
1.0%
Mackenzie US Investment Grade Corporate Bond Index ETF
Canada | Exchange Traded Funds
0.9%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.8%
Bank of Montreal
Canada | Diversified Banks
0.7%
Suncor Energy Inc
Canada | Integrated Oil & Gas
0.6%

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 170,426 225 0.0%
21Vianet Group Inc. ADR 10 0.0%
361 Degrees International Ltd. 25,494 7 0.0%
3SBio Inc. 190 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 0 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 4,000 4 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,447,375 1,431 0.2%
407 International Inc. 5.96% 12-03-2035 Callable 1,590,724 2,065 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 89,956 117 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 1,134,186 1,673 0.2%
58.Com Inc. ADR 722 53 0.0%
5N Plus Inc. 99 0.0%
A&W Revenue Royalties Income Fund Units 49 2 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 78,966 107 0.0%
AbbVie Inc. 3,205 403 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 102,296 161 0.0%
Abcam PLC 5,846 111 0.0%
ABIOMED Inc. 2,518 1,117 0.1%
Absolute Software Corp. 989 8 0.0%
Accenture PLC Class A 5,366 1,032 0.1%
Access Justice Durham 5.015% 08-31-2039 317,544 358 0.0%
Acer Inc. 8,840 8 0.0%
Acxiom Corp. 1,121 59 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 113,782 140 0.0%
Adcock Ingram Holdings Ltd. 304 2 0.0%
Addus HomeCare Inc. 365 34 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 17,747 24 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 18,684 26 0.0%
Admiral Group PLC 7,205 257 0.0%
Adtalem Global Education Inc. 7,260 469 0.0%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 13 0.0%
Advance Auto Parts Inc. 13,428 2,885 0.3%
Advanced Info Service PCL (Thailand) DR 2,585 19 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 559,415 819 0.0%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 190,423 256 0.0%
AECI Ltd. 2,602 21 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 201,558 237 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 140,874 190 0.0%
Aecon Group Inc. 8,008 141 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 77,215 101 0.0%
Aegon NV 118,432 755 0.0%
AEON Credit Service M Bhd 181 1 0.0%
AEON Thana Sinsap (Thailand) PCL 1,331 10 0.0%
AerCap Holdings NV 23,123 1,249 0.2%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 299,586 389 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 177,631 231 0.0%
Aeroflot - Russian Airlines OJSC 798 2 0.0%
Aflac Inc. 17,631 1,096 0.1%
African Development Bank F/R 02-24-2019 29,627 5 0.0%
African Oxygen Ltd. 532 1 0.0%
African Rainbow Minerals Ltd. 865 12 0.0%
AG Mortgage Investment Trust Inc. 278 6 0.0%
AGF Management Ltd. Class B non-voting 13,437 65 0.0%
Aggreko PLC 8,686 111 0.0%
Agile Property Holdings Ltd. 14,258 23 0.0%
Agnico-Eagle Mines Ltd. 13,730 757 0.0%
Agricultural Bank of China Ltd. H 1,989,244 1,189 0.1%
Agritrade Resources Ltd. 177,364 42 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 530,241 527 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 401,658 515 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 1,254 15 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 232,193 314 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 448,054 431 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 262,472 258 0.0%
Aimia Inc. 94,848 350 0.0%
Air Canada 110,614 2,872 0.3%
Air China Ltd. H 13,498 16 0.0%
Air Liquide SA 1,371 232 0.0%
Air New Zealand Ltd. 2,885 8 0.0%
AirAsia BHD 26,396 26 0.0%
Airports of Thailand Public Co. Ltd. 4,344 12 0.0%
AK Holdings Inc 87 6 0.0%
Aker ASA 166 12 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 137,623 188 0.0%
Akzo Nobel NV 5,147 567 0.0%
AL Midcoast Holdings LLC B Term Loan 1st Lien F/R 06-28-2025 125,485 167 0.0%
Alacer Gold Corp. 297 1 0.0%
Alam Sutera Realty TBK PT 235,677 7 0.0%
Alberta Powerline LP 4.06% 03-01-2054 198,840 205 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 247,616 336 0.0%
Alcanna Inc. 16 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 242,165 330 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 499,222 479 0.0%
Alfa SA Series A 48,656 79 0.0%
Algonquin Power & Utilities Corp. 29,411 404 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 893,456 894 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 326,132 338 0.0%
Algonquin Power Co. 4.82% 02-15-2021 212,096 219 0.0%
Alibaba Group Holding Ltd. ADR 1,055 197 0.0%
Alibaba Health Information Technology Ltd. 760 1 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 365,562 373 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 38,944 2,645 0.3%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 55,266 85 0.0%
Allergan PLC 14,108 2,572 0.3%
Alliance Data Systems Corp. 3,705 759 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 4,268 6 0.0%
Alliance Financial Group BHD 760 1 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 102,071 104 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 50,209 57 0.0%
Allianz SE Reg. 8,746 2,395 0.2%
Allied Properties Real Estate Investment Trust 5,484 243 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 352,612 356 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 259,818 262 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 799 1 0.0%
Ally Financial Inc. 212 7 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 2,496 3 0.0%
Ally Financial Inc. 8.00% 11-01-2031 15,423 23 0.0%
Alpek SAB de CV 27,671 46 0.0%
Alphabet Inc. Class A 489 697 0.0%
Alphabet Inc. Class C 505 713 0.0%
Alstom SA 3,571 197 0.0%
Alta Mesa Holdings LP 7.88% 12-15-2024 Callable 2019 1,373 1 0.0%
AltaGas Canada Inc. 4.26% 12-05-2028 Callable 2028 165,700 169 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 485,171 488 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 419,951 414 0.0%
AltaGas Ltd. Pfd. Series K 19,017 358 0.0%
Altair Engineering Inc. 7,704 290 0.0%
AltaLink LP 2.98% 11-28-2022 440,100 444 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 387,606 384 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 450,705 472 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 378,052 489 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 418,506 523 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 86,691 112 0.0%
Altisource Portfolio Solutions SA 504 15 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 33,408 52 0.0%
Amata Corp. PCL 266 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 286,355 338 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 5,865 7 0.0%
Amcor Ltd. 37,745 481 0.0%
Amdocs Ltd. 5,703 456 0.0%
Amedisys Inc. 1,286 205 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1,501,929 91 0.0%
America's Car-Mart Inc. 236 23 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 188,881 246 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 10-10-2021 103,404 137 0.0%
American Express Co. 6,306 820 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 230,671 375 0.0%
American National Insurance Co. 2,428 421 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 79,422 90 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 86,691 116 0.0%
American Tower Corp. 4.70% 03-15-2022 55,266 77 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 143,374 186 0.0%
Amphenol Corp. Class A 768 85 0.0%
Anadolu Cam Sanayii AS 922 1 0.0%
Andrew Peller Ltd. 82 1 0.0%
Angang Steel Co. Ltd. H Shares 380 0.0%
Anglo American Platinum Ltd. 453 23 0.0%
Anglo American PLC 4,209 128 0.0%
AngloGold Ashanti Ltd. ADR 1,996 34 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 2,181,943 2,073 0.2%
Anhui Conch Cement Co. Ltd. H 22,276 147 0.0%
Anpec Electronics Corp. 9,049 24 0.0%
Ansell Ltd. 6,398 136 0.0%
Antero Midstream 5.38% 09-15-2024 92,110 118 0.0%
Antero Resources Corp. 5.00% 03-01-2025 346,346 429 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 7,038 9 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 102,960 134 0.0%
Anthem Inc. 5,114 1,832 0.2%
Anthem Inc. 2.75% 10-15-2042 71,954 353 0.0%
Apex International Co. Ltd. 42,632 66 0.0%
Apollo Commercial Real Estate Finance Inc. 26,651 606 0.0%
Apple Inc. 14,428 3,105 0.3%
Apple Inc. 2.51% 08-19-2024 Callable 2024 10,327,243 10,050 0.7%
Apple Inc. 2.85% 08-28-2019 130,037 125 0.0%
Apple Inc. F/R 02-09-2022 127,870 175 0.0%
Aramark Services Inc. 4.75% 06-01-2026 Callable 2021 14 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 108,364 146 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 95,361 129 0.0%
Aramark Services Inc. Term Loan 1L F/R 03-11-2025 41,438 55 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 115,094 152 0.0%
ARC Resources Ltd. 14,648 119 0.0%
Arcadyan Technology Corp. 9,336 31 0.0%
ArcelorMittal SA 7.00% 10-15-2039 1,423 2 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 923,365 1,136 0.1%
Archer-Daniels-Midland Co. 67,223 3,757 0.3%
Arcosa Inc. 121 5 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 2,250 3 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 4,492 6 0.0%
Ardonagh Midco 3 PLC 8.63% 07-15-2023 [144A] Callable 2020 20 0.0%
Argonaut Gold Inc. 1,829 3 0.0%
Aritzia Inc. 6,303 103 0.0%
Arkema Group 3,468 406 0.0%
ARMOUR Residential REIT Inc. 3,808 106 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 357,919 356 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 89,133 106 0.0%
Arrowhead Properties Ltd. 55,245 21 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 129,889 177 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 4,904 6 0.0%
Artis Real Estate Investment Trust 13,603 126 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 357,913 359 0.0%
Asanko Gold Inc. 49 0.0%
Ashland Global Holdings Inc. 1,854 179 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 2,396 3 0.0%
Asia Cement China Holdings Corp. 24,376 23 0.0%
Asia Cement Corp. 22,165 34 0.0%
Asia Paper Manufacturing Co. Ltd. 513 20 0.0%
Asian Development Bank 2.00% 02-16-2022 57,433 77 0.0%
Asian Development Bank 4.625% 03-06-2019 118,117 109 0.0%
Asian Development Bank 5.00% 03-09-2022 72,604 76 0.0%
Asian Development Bank 5.90% 12-20-2022 519,167 10 0.0%
Asian Development Bank 6.00% 02-24-2021 407,367 8 0.0%
Asian Development Bank 6.45% 08-08-2021 306,859 6 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 5,391 4 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 3 0.0%
Aspen Technology Inc. 1,180 132 0.0%
ASR Nederland NV 12,463 674 0.0%
Asseco Poland SA 143 2 0.0%
Associated Capital Group Inc. Class A 2,444 117 0.0%
Assore Ltd. 276 8 0.0%
Assured Guaranty Ltd. 50,293 2,626 0.3%
Astral Foods Ltd. 3,640 55 0.0%
AT&T Inc. 7,180 280 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 235,162 234 0.0%
AT&T Inc. 4.85% 05-25-2047 3,476,527 3,209 0.3%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 289,777 276 0.0%
ATCO Ltd. Class I non-voting 8,981 347 0.0%
ATCO Ltd. F/R 11-01-2078 Callable 2028 437,449 438 0.0%
Athabasca Oil Corp. 92,030 91 0.0%
Atlantic Power Corp. 8,700 26 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 848,392 676 0.0%
ATS Automation Tooling Systems Inc. 45,216 651 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 31,061 43 0.0%
AU Optronics Corp. 185,507 102 0.0%
Austevoll Seafood ASA 1,774 30 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 95,794 149 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 530,241 511 0.0%
Autohome Inc. ADR 38 4 0.0%
Automatic Data Processing Inc. 1,072 192 0.0%
Autostrada Torino-Milano SPA 4,819 132 0.0%
Avangrid Inc. 4,254 291 0.0%
Avaya Holdings Corp. 205 4 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 109,426 145 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 112,699 172 0.0%
Aveva Group PLC 2,105 89 0.0%
AVIC International Holdings Ltd. 760 1 0.0%
Aviva PLC 4.50% 05-10-2021 549,052 563 0.0%
Avolon Holdings Funding Ltd. 5.13% 10-01-2023 Callable 2023 144A 514,797 676 0.0%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 164,381 218 0.0%
AXA SA 13,456 397 0.0%
Axfood AB 5,032 118 0.0%
Ayala Corp. 56 1 0.0%
B2Gold Corp. 24,470 98 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 23,840 23 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 177,717 172 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 9,983 12 0.0%
Bahle-Metal Leve SA 209 2 0.0%
Baidu Inc. ADR 2,680 580 0.0%
Ball Corp. 4.00% 11-15-2023 149,543 199 0.0%
Ball Corp. 4.375% 12-15-2020 127,870 176 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 179,235 240 0.0%
Ball Corp. 5.25% 07-01-2025 170,132 234 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 193,394 258 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 24,223 34 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 58,517 76 0.0%
Banco Bradesco SA Pref. ADR 8,251 111 0.0%
Banco BTG Pactual SA - Unit 884 7 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2012 37,927 1 0.0%
Banco Del Bajio SA 162 0.0%
Banco do Brasil SA 8,493 139 0.0%
Banco do Estado do Rio Grande do Sul SA 12,209 95 0.0%
Banco Macro SA ADR 1,217 73 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 94,277 123 0.0%
Banco Santander Brasil SA 2,518 38 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 3,412 29 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 101,862 127 0.0%
Bangkok Dusit Medical Services PCL 40,531 42 0.0%
Bangkok Expressway & Metro PCL 4,629 2 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 88,859 141 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 87,775 138 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 375,941 429 0.0%
Bank of America Corp. 32,468 1,091 0.1%
Bank of America Corp. 3.228% 06-22-2022 331,120 332 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 401,317 399 0.0%
Bank of America Corp. 3.95% 04-21-2025 103,397 137 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 5,615 8 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 8,147 13 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 814,981 799 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 36,844 56 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,733,890 1,715 0.2%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 68,269 93 0.0%
Bank of China Ltd. H 1,234,199 727 0.0%
Bank of Communications Co. Ltd. H 331,717 353 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 60,684 81 0.0%
Bank of Israel 0% 11-06-2019 53,300 19 0.0%
Bank of Montreal 124,076 11,066 0.8%
Bank of Montreal 2.27% 07-11-2022 1,018,065 999 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,818,744 1,792 0.2%
Bank of Montreal 2.89% 06-20-2023 1,325,611 1,325 0.2%
Bank of Montreal 3.19% 03-01-2028 477,225 478 0.0%
Bank of Montreal 3.25% 10-06-2022 134,372 131 0.0%
Bank of Montreal 3.32% 06-01-2026 522,303 524 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 2,018,893 2,030 0.2%
Bank of Montreal F/R 02-01-2023 5,786,257 5,733 0.4%
Bank of Montreal F/R 03-30-2020 3,450,011 3,452 0.3%
Bank of Montreal F/R 04-11-2019 265,121 265 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 400,336 510 0.0%
Bank Pekao SA 76 3 0.0%
Bankers Hall LP 4.377% 11-20-2013 482,639 489 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 127,870 178 0.0%
Baoye Group Co. Ltd. 20,198 15 0.0%
Barclays Africa Group Ltd. 1,160 18 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 88,859 121 0.0%
Barclays PLC 68,370 179 0.0%
Barrick Gold Corp. 178,356 3,287 0.3%
Barwa Real Estate Co. 989 15 0.0%
BASF SE 2,109 199 0.0%
Baxter International Inc. 31,449 2,824 0.3%
Bayer AG 3,732 353 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 130,037 153 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 6,289 8 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 844,812 1,001 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 16,222 16 0.0%
BCE Inc. 59,541 3,211 0.3%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,381,809 1,366 0.2%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 26,956 36 0.0%
Beach Petroleum Ltd. 56,260 73 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 422,156 508 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 3,494 5 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 19,617 27 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 3,332 5 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 36,468 51 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 8,485 12 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 4,307 6 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 96,444 104 0.0%
Becton, Dickinson and Co. 314 96 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 3,830 301 0.0%
Beijing Capital Land Ltd. 41,947 21 0.0%
Beijing Enterprises Holdings Ltd. 8,507 62 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,633,224 1,577 0.2%
Bell Canada 3.35% 03-22-2023 24,957 25 0.0%
Bell Canada 3.60% 09-29-2027 Callable MTN 10 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 201,735 200 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 228,534 214 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,307,045 1,246 0.2%
Bell Canada 4.70% 09-11-2023 MTN 268,567 283 0.0%
Bell Canada 6.17% 02-26-2037 380,448 452 0.0%
Bell Canada 6.55% 05-01-2029 Callable 315,494 380 0.0%
Bell Canada 7.30% 02-23-2032 Callable 19,965 26 0.0%
Bellway PLC 3,521 154 0.0%
BenQ Materials Corp. 22,474 17 0.0%
Berkshire Hathaway Inc. Class B 164 46 0.0%
Berry Global Group Inc. 75 5 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 1,697 2 0.0%
Berry Global Inc. Term Loan Q 1st Lien F/R 10-01-2022 219,840 294 0.0%
Berry Global Inc. Term Loan S 1st Lien F/R 02-08-2022 83,739 113 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 93,193 126 0.0%
BHP Group PLC 9,393 270 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 9,883 14 0.0%
BIM Birlesik Magazalar AS 2,082 47 0.0%
BJ's Restaurants Inc. 2,631 182 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 165,164 220 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 40,737 6 0.0%
BKW AG 1,395 133 0.0%
Black Diamond Group Ltd. 2,587 5 0.0%
Blackberry Ltd. 19,131 186 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 36,844 49 0.0%
Bloomberry Resorts Corp. 75,510 18 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 82,357 108 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 181,112 248 0.0%
BMW Canada Inc. F/R 06-14-2019 2,783,728 2,790 0.3%
BNK Financial Group Inc. 266 2 0.0%
BNP Paribas SA 1,932 119 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 329,773 449 0.0%
Boardwalk Real Estate Investment Trust 13,760 520 0.0%
BOC Aviation Ltd. 2,909 29 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 98,611 130 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 3,125 4 0.0%
Bolsa Mexicana de Valores SAB de CV 659 2 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 7,986 10 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 9,983 13 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 24,887 32 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 47,128 66 0.0%
Bombardier Inc. Class B Sub. voting 130,655 265 0.0%
Bonavista Energy Corp. 115,973 139 0.0%
Boot Barn Holdings Inc. 2,465 57 0.0%
Boralex Inc. Class A 2,834 48 0.0%
Bosideng International Holdings Ltd. 144,967 37 0.0%
Boston Pizza Royalties Income Fund 99 1 0.0%
Bottomline Technologies Inc. 14,321 938 0.1%
BP Capital Markets PLC 3.47% 05-15-2025 924,315 926 0.1%
Brambles Ltd. 24,536 239 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 2,745 3 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 6,751 9 0.0%
Braskem SA 703 23 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 21,401 29 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 174,358 641 0.0%
Bridgestone Corp. 4,504 237 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 189,561 206 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 217,453 252 0.0%
Bright Horizons Family Solutions Inc. 1,290 196 0.0%
Brighthouse Financial Inc. 11,674 485 0.0%
British American Tobacco PLC 9,020 392 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 596,521 575 0.0%
Brookfield Asset Management Inc. 4.54% 03-31-2023 29,948 31 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 178,691 188 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 198,840 220 0.0%
Brookfield Asset Management Inc. Class A limited voting 27,307 1,429 0.2%
Brookfield Asset Management Inc. Pfd. Series 46 7,720 197 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 21,370 522 0.0%
Brookfield Business Partners LP 13,870 577 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 209,180 205 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2018 547,874 543 0.0%
Brookfield Infrastructure Partners LP 8,140 384 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 331,401 333 0.0%
Brookfield Property Partners LP 3,180 70 0.0%
Brookfield Renewable Energy Partners LP 7,294 258 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 1,071,917 1,029 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 421,542 417 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 11,445 248 0.0%
Brookfield Renewable Partners LP Pfd. Series 13 1 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 419,357 412 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 146,292 189 0.0%
Brown & Brown Inc. 2,240 84 0.0%
BRP Finance ULC 4.79% 02-07-2022 221,641 230 0.0%
BRP Inc. 12,309 435 0.0%
Bruce Power LP 2.84% 06-23-2021 986,249 983 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 879,490 861 0.1%
Bruce Power LP 3.97% 06-23-2026 401,463 409 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 662,802 647 0.0%
BTB Real Estate Investment Trust 2,505 11 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 3,169 4 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 3,344 4 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 8,885 11 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 86,295 117 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 158,596 212 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 265,121 432 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 220,620 287 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 530,241 683 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 559,082 688 0.0%
BWAY Holding Co. Term Loan B 1st Lien F/R 04-03-2024 107,817 139 0.0%
BXP Trust 3.42% 06-13-2039 120,284 155 0.0%
Cablevision Systems Corp. 5.875% 09-15-2022 47,680 64 0.0%
CACI International Inc. Class A 3,652 718 0.0%
CAE Inc. 118,965 2,985 0.3%
Caesars Entertainment Corp. 407 4 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 1,674 3 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 82,971 86 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 853,430 790 0.0%
Callaway Golf Co. 5,497 115 0.0%
Callon Petroleum Co. 7,883 70 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 733,836 915 0.1%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 9,184 11 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 3,020 4 0.0%
Cambrex Corp. 5,651 291 0.0%
Cameco Corp. 32,050 496 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 205,190 268 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 837,826 1,111 0.1%
Camil Alimentos SA 6,609 16 0.0%
Camsing International Holding Ltd. 38,153 59 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 5,312 7 0.0%
Canaccord Genuity Group Inc. 14,435 83 0.0%
Canada Goose Holdings Inc. 4,630 276 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 122,140 166 0.0%
Canada Housing Trust No 1 F/R 09-15-2023 13,948,367 13,901 0.9%
Canada Housing Trust No. 1 2.35% 06-15-2023 4,774,889 4,791 0.4%
Canadian Apartment Properties Real Estate Investment Trust 43,419 1,923 0.2%
Canadian Credit Card Trust II 1.829% 03-24-2020 768,850 762 0.0%
Canadian Imperial Bank of Commerce 49,366 5,020 0.4%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 1,481,770 1,458 0.2%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 685,337 688 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 2,017,588 2,021 0.2%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 58 0.0%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,532,398 1,554 0.2%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 0 0.0%
Canadian Imperial Bank of Commerce F/R 01-17-2019 4,036,513 4,037 0.3%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 1,218,755 1,204 0.1%
Canadian Mortgage Pools 2.65% 10-01-2027 154,885 155 0.0%
Canadian National Railway Co. 84,142 8,508 0.6%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,852 3 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 559,277 544 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 336,703 327 0.0%
Canadian Natural Resources Ltd. 65,704 2,164 0.2%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 14,974 15 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 392,401 389 0.0%
Canadian Pacific Railway Ltd. 18,068 4,377 0.4%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2018 132,560 131 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 159,072 176 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 12,791 1,826 0.2%
Canadian Utilities Ltd. Class A non-voting 10,579 331 0.0%
Canadian Western Bank 21,089 549 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 243,911 240 0.0%
Canadian Western Bank 2.88% 03-01-2021 187,217 186 0.0%
Canadian Western Bank 2.92% 12-15-2022 433,660 427 0.0%
Canfor Corp. 8,503 141 0.0%
Canfor Pulp Products Inc. 30,593 496 0.0%
Canon Electronics Inc. 599 14 0.0%
Canopy Growth Corp. 14,451 529 0.0%
Cantel Medical Corp. 1,219 124 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 827,176 853 0.1%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 106,197 144 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 60,684 82 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 74,771 101 0.0%
Capital Power Corp. 58,203 1,548 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 282,354 280 0.0%
Capstone Mining Corp. 31,803 19 0.0%
Cards II Trust 2.155% 10-15-2020 923,150 915 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 293,450 394 0.0%
Career Education Corp. 1,042 16 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 3 0.0%
Carlsberg Brewery Malaysia BHD 4,901 32 0.0%
Carnival PLC 51,283 3,357 0.3%
Carrizo Oil & Gas Inc. 6.25% 04-15-2023 Callable 2018 188,244 238 0.0%
Carter's Inc. 5,362 597 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 380,940 494 0.0%
Cascades Inc. 34,200 350 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 12,478 13 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 9,983 13 0.0%
Cash & Equivalents** 203,868 12.1%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 8,133 11 0.0%
Caterpillar Inc. 1,104 191 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 302,123 328 0.0%
CBIZ Inc. 5,557 149 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 2,421 3 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 768,870 771 0.0%
CCL Industries Inc. Class B non-voting 23,180 1,160 0.1%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 405,640 519 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 135,455 170 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 5,291 7 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 620,827 790 0.0%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 3,120 4 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 115,733 157 0.0%
CCO Holdings LLC 5.75% 02-15-2026 13,327 18 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 127,266 173 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 3,519 5 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 172,932 230 0.0%
CD Projekt SA 162 9 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 94,277 130 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 117,033 154 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 6,589 8 0.0%
Celestica Inc. Sub. voting 48,990 586 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 223,381 301 0.0%
Celltrion Inc. 2 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 3,369 5 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 139,607 164 0.0%
Cenovus Energy Inc. 50,232 482 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 6,589 9 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 6,189 9 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 334,059 426 0.0%
Centerra Gold Inc. 41,739 245 0.0%
Central 1 Credit Union 2.60% 11-07-2022 597,132 585 0.0%
Central 1 Credit Union F/R 02-05-2021 3,366,064 3,351 0.3%
CenturyLink Inc. 4,316 89 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 88,781 113 0.0%
Cequel Communications Holdings I LLC 7.75% 07-15-2025 Callable 2020 1,173 2 0.0%
Cerner Corp. 3,122 223 0.0%
Cervus Equipment Corp. 198 3 0.0%
CES Energy Solutions Corp. 39,019 123 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 24,957 23 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 07-25-2025 169,930 226 0.0%
CEZ AS 1,074 35 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 22,756 31 0.0%
CGI Group Inc. Class A Sub. voting 79,880 6,670 0.5%
CGN New Energy Holdings Co. Ltd. 104,439 20 0.0%
Chailease Holding Co. Ltd. 17,295 75 0.0%
Champion Real Estate Investment Trust 162,071 151 0.0%
Changyou.com Ltd. 1,401 35 0.0%
Charoen Pokphand Group Co. Ltd. 27,641 19 0.0%
Charter Communications Inc. Class A 16 6 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 318,150 434 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 226,071 297 0.0%
Chartwell Retirement Residences 7,860 107 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 611,423 612 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 176,241 178 0.0%
Chase Corp. 95 13 0.0%
Chase Issuance Trust 1.37% 06-15-2021 56,349 76 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 19,626 28 0.0%
CHC Group LLC 283 2 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 14,534 19 0.0%
Check Point Software Technologies Ltd. 1,104 155 0.0%
Cheetah Mobile Inc. ADR 561 5 0.0%
Chegg Inc. 3,411 132 0.0%
Cheil Communications Inc. 4,138 114 0.0%
Chemed Corp. 2,026 783 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 381,259 324 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 5,690 7 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 6,613 9 0.0%
Cherrybro Co. Ltd. 4,210 12 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 29,258 32 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 7,487 9 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 94,530 109 0.0%
Chesswood Group Ltd. 148 2 0.0%
Chevron Corp. 5,992 889 0.1%
Chia Chang Co. Ltd. 10,803 16 0.0%
Chimera Investment Corp. 23,905 581 0.0%
China Agri-Industries Holdings Ltd. 380 0.0%
China Aircraft Leasing Group Holdings Ltd. 7,219 10 0.0%
China Aoyuan Property Group Ltd. 1,901 2 0.0%
China BlueChemical Ltd. H 65,472 28 0.0%
China CITIC Bank H 18,155 15 0.0%
China Coal Energy Co. Ltd. H 1,711 1 0.0%
China Communication Services Corp. Ltd. 63,537 72 0.0%
China Conch Venture Holdings Ltd. 38,531 156 0.0%
China Construction Bank Corp. H 432,633 487 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 124,229 20 0.0%
China Eastern Airlines Corp. Ltd. H Shares 3,042 2 0.0%
China Everbright Bank Co. Ltd. Class H 244,346 144 0.0%
China Everbright Ltd. 380 1 0.0%
China Evergrande Group 1,521 6 0.0%
China Longyuan Power Group Corp. H 2,281 2 0.0%
China Man-Made Fiber Corp. 6,074 3 0.0%
China Medical System Holdings Ltd. 2,091 3 0.0%
China Merchants Bank Co. Ltd. H 8,887 44 0.0%
China Merchants Land Ltd. 102,690 20 0.0%
China Minsheng Banking Corp. Ltd. 295,007 278 0.0%
China Mobile Ltd. 14,095 185 0.0%
China Mobile Ltd. ADR 5,718 374 0.0%
China National Building Material Co. Ltd. H 57,072 53 0.0%
China National Offshore Oil Corp. Ltd. ADR 171 36 0.0%
China Oriental Group Co. Ltd. 27,882 23 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 162 16 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 657,676 640 0.0%
China Railway Construction Corp. Ltd. H 15,131 29 0.0%
China Railway Group Ltd. 416,717 518 0.0%
China Resources Cement Holdings Limited 56,543 69 0.0%
China Resources Enterprise Ltd. 1,521 7 0.0%
China Resources Pharmaceutical Group Co. Ltd. 2,794 5 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 62,783 21 0.0%
China SCE Property Holdings Ltd. 134,564 67 0.0%
China Shenhua Energy Co. Ltd. H 226,531 677 0.0%
China Shineway Pharmaceutical Group Ltd. 19,979 26 0.0%
China South City Holdings Ltd. 93,425 18 0.0%
China Suntien Green Energy Corp. Ltd. 2,091 1 0.0%
China Taiping Insurance Holdings Co. Ltd. 646 2 0.0%
China Tian Lun Gas Holdings Ltd. 18,833 21 0.0%
China Unicom (Hong Kong) Ltd. 9,729 14 0.0%
China Unicom (Hong Kong) Ltd. ADR 143 2 0.0%
China Vanke Co. Ltd. 2,966 14 0.0%
China Water Affairs Group Ltd. 46,758 68 0.0%
China XLX Fertiliser Ltd. 35,848 16 0.0%
China Zhongwang Holdings Ltd. 20,432 12 0.0%
Chinese Maritime Transport Ltd. 10,009 14 0.0%
ChipMOS Technologies Inc. 42,337 49 0.0%
Chlitina Holding Ltd. 1,616 19 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 76,312 105 0.0%
Choice Properties Real Estate Investment Trust 6,295 73 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 11,230 11 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 257,167 253 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 353,141 348 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 471,915 473 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 570,049 565 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 662,802 696 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 66,280 70 0.0%
Chong Kun Dang Holdings Corp. 210 16 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 23,763 17 0.0%
Chroma ATE Inc. 95 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 7,337 9 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 4,068 3 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 3,169 3 0.0%
Chudenko Corp. 300 9 0.0%
Chularat Hospital PCL 21,235 2 0.0%
Chungdahm Learning Inc. 432 10 0.0%
CI Financial Corp. 3.52% 07-20-2023 Callable 2023 257,171 256 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 76 1 0.0%
Cia de Locacao das Americas 38 0.0%
Cia de Saneamento do Parana 2,161 47 0.0%
Cia de Transmissao de Energia Eletrica Paulista 868 21 0.0%
Cia Minera Autlan SAB de CV 266 0.0%
Cielo SA 38,126 119 0.0%
Ciena Corp. 103,391 4,783 0.4%
CIFI Holdings Group Co. Ltd. 6,844 5 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 91,026 121 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 923 1 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 2,695 4 0.0%
Cisco Systems Inc. 16,795 993 0.1%
CIT Group Inc. 2,034 106 0.0%
CIT Group Inc. 5.00% 08-01-2023 12,029 16 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 574 1 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 71,520 89 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,084 1 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 146,292 199 0.0%
CITIC Ltd. 272,746 584 0.0%
Citigroup Inc. 4.09% 06-09-2025 1,410,442 1,411 0.2%
Citigroup Inc. F/R 05-04-2021 109,448 106 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 97,528 127 0.0%
City of Oslo 2.35% 09-04-2024 192,574 31 0.0%
Citychamp Watch & Jewellery Group Ltd. 46,666 13 0.0%
CJ Hello Co. Ltd. 3,135 35 0.0%
CK Hutchison Holdings Ltd. 46,212 605 0.0%
CKD BiO Corp. 692 18 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 5,276 7 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 13,851 18 0.0%
CLI Funding LLC 4.03% 04-18-2043 72,624 99 0.0%
Clicks Group Ltd. 808 15 0.0%
CME Group Inc. 5,190 1,332 0.2%
CNA Financial Corp. 11,220 676 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 141,957 195 0.0%
CNOOC Ltd. 54,416 115 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 294,284 299 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 106,048 108 0.0%
Coca-Cola Femsa SAB de CV 50,020 414 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 219 18 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 5,185 7 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 631,012 773 0.0%
Coface SA 22,072 274 0.0%
Cogeco Communications Inc. 9,788 644 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,472,515 1,503 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 927,922 962 0.1%
Cogeco Inc. Sub. voting 3,048 178 0.0%
Cognex Corp. 2,680 141 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 173,984 240 0.0%
COL PCL 1,103 1 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 6,073 8 0.0%
Colgate Palmolive Co. 975 79 0.0%
Colliers International Group Inc. 2,702 203 0.0%
Colombia Government International Bond 4.00% 02-26-2024 94,277 128 0.0%
Colombia Government International Bond 4.50% 01-28-2026 121,368 166 0.0%
Colruyt SA 843 82 0.0%
Com7 Public Co. Ltd. 1,806 1 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 478,069 511 0.0%
Comcast Corp. Class A 8,753 407 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 4 0.0%
Cominar Real Estate Investment Trust 16,079 180 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 66,102 91 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 49,848 67 0.0%
Commercial Bank of Qatar 798 12 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 49,848 68 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 15 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 264,968 368 0.0%
Commonwealth of Bahamas 6.00% 11-21-2028 Callable 2028 47 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 140,371 205 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 527,611 594 0.0%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 136,543 162 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 4,510 6 0.0%
CommVault Systems Inc. 8,637 696 0.0%
Compagnie de Saint-Gobain 2,699 123 0.0%
Companhia Brasileira de Distrubuicao Grupo Pao de Acucar Pfd. A ADR 57 2 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. ADR 76 0.0%
Compania Cervecerias Unidas SA ADR 1,720 59 0.0%
Compass Group PLC 2,145 62 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 2,221 3 0.0%
Computer Engineering & Consulting Ltd. 1,104 25 0.0%
Computer Modelling Group Ltd. 38,614 235 0.0%
Comtech Telecommunications Corp. 1,127 37 0.0%
Concentradora Fibra Danhos SA de CV 57 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 138,706 186 0.0%
Concordia International Corp. 108 3 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 305,870 404 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 31,816 42 0.0%
ConocoPhillips 4,703 400 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 70,437 103 0.0%
Consorcio ARA SAB de CV 56,315 20 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 105,113 145 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 11,006 14 0.0%
Constellation Software Inc. 3,337 2,916 0.3%
Constellium NV 4.25% 02-15-2026 Callable 2020 185,590 263 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 755,622 923 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 108,716 138 0.0%
Construtora Tenda SA 4,676 53 0.0%
Consumers Gas 6.10% 05-19-28 91,201 109 0.0%
Consun Pharmaceutical Group Ltd. 87,657 69 0.0%
Continental Gold Inc. 3 0.0%
Continental Holdings Corp. 32,052 20 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 3,893 5 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 3,644 4 0.0%
Cook & Boardman Group LLC Term Loan 1st Lien F/R 10-12-2025 5 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 37,033 6 0.0%
Corby Spirit and Wine Ltd. 346 6 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 696,472 711 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 298,791 305 0.0%
Core Industrial Trust 3.85% 02-10-2034 45,513 61 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 240,371 325 0.0%
CoreLogic Inc. 5,450 248 0.0%
Coretronic Corp. 665 1 0.0%
Corning Inc. 53,993 2,225 0.2%
Corporacion Andina de Fomento 2.00% 05-10-2019 3,703 5 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 247 0.0%
Corus Entertainment Inc. Class B non-voting 64,733 308 0.0%
Cosco Pacific Ltd. 2,852 4 0.0%
CoStar Group Inc. 1,164 536 0.0%
Costco Wholesale Corp. 5,807 1,614 0.2%
Cott Corp. 27,376 520 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 112,699 146 0.0%
Country Garden Holdings Co. Ltd. 24,334 40 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 2,421 3 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 1,073 1 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 9,633 11 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 4,592 6 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 2,670 3 0.0%
Credito Real SAB de CV SOFOM ER 16,714 21 0.0%
Crescent Point Energy Corp. 97,227 403 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 514,359 434 0.0%
CRH Medical Corp. 21,669 91 0.0%
Crius Energy Trust 3,246 15 0.0%
Crombie Real Estate Investment Trust 49 1 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 172,331 175 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 493,124 506 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 102,946 137 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 3,369 4 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 155 222 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 129,170 189 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 26,956 42 0.0%
Crown Holdings Inc. 64 4 0.0%
Crown Ltd. 31,200 356 0.0%
Crown Subsea Communications Holing Inc. Term Loan 1st Lien F/R 11-02-2025 1,359 2 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 6,364 8 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 164,383 242 0.0%
CSC Holdings LLC 5.25% 06-01-2024 3,694 5 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 102,946 130 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 120,284 153 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 14,724 21 0.0%
CSC Holdings LLC 7.50% 04-01-2028 Callable 2023 144A 124,619 170 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 112,699 144 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 217,403 272 0.0%
CSM NV Term Loan B F/R 07-03-2020 10 0.0%
CSPC Pharmaceuticals Group Ltd. 3,992 8 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 353,447 461 0.0%
CSS Industries Inc. 731 9 0.0%
CT Real Estate Investment Trust 8,436 97 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 298,261 293 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 1,109,530 1,097 0.1%
CU Inc. 3.95% 11-23-2048 Callable 2048 469,205 479 0.0%
CU Inc. 3.964% 07-27-2045 Callable 122,252 125 0.0%
Cuckoo Holdings Co. Ltd. 17 2 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 401,683 569 0.0%
CVS Health Corp. 7,892 705 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 176,634 239 0.0%
Cyfrowy Polsat SA 247 2 0.0%
DACIN Construction Co. Ltd. 21,223 19 0.0%
Dae Han Flour Mills Co. Ltd. 10 2 0.0%
Daechang Co. Ltd. 13,806 16 0.0%
Daekyo Co. Ltd. 56 0.0%
Daelim Industrial Co. Ltd. 4,082 513 0.0%
Daesang Corp. 79 2 0.0%
Daewon Pharmaceutical Co. Ltd. 373 7 0.0%
Daihan Pharmaceutical Co. Ltd. 333 16 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 2,201,539 2,204 0.2%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 189 6 0.0%
Daishin Securities Co. Ltd. Pref. 254 3 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 4,467 6 0.0%
Dana Gas PJSC 55,996 20 0.0%
Danaher Corp. 6,392 899 0.1%
Danske Bank AS 2.80% 03-10-2021 144A 388,128 516 0.0%
Darfon Electronics Corp. 665 1 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 71,520 111 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 120,284 165 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 101,862 136 0.0%
Dave & Buster's Entertainment Inc. 9,121 554 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,338,906 1,662 0.2%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 481,729 621 0.0%
DB Insurance Co. Ltd. 217 19 0.0%
DB Master Finance LLC 3.63% 11-20-2047 84,752 112 0.0%
DB Master Finance LLC 3.98% 02-20-2022 186,698 259 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 7,586 10 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 226,481 303 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 8,610 9 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 141,532 186 0.0%
Dell Technologies Inc. 8,491 1,023 0.1%
Delphi Energy Corp. 247 0.0%
Delta Air Lines Inc. 11,036 751 0.0%
Delta Electronics Inc. 11,829 68 0.0%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 799 1 0.0%
Delta Property Fund Ltd. 44,986 19 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 4,462 6 0.0%
Dentsply Sirona Inc. 12,919 656 0.0%
Detour Gold Corp. 16 0.0%
Deutsch Motors Inc. 2,790 18 0.0%
Deutsche Boerse AG 1,575 258 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 98,214 199 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 452,006 804 0.0%
Deutsche Lufthansa AG Reg. 36,884 1,136 0.1%
DexCom Inc. 3,741 611 0.0%
DGB Financial Group Inc. 655 7 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 210,788 171 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 20,150 27 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 13 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 518 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,111 2 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 13,964 19 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 3,818 5 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 82,357 109 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 189,637 254 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 57,268 76 0.0%
Direcional Engenharia SA 6,603 17 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 67,186 91 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 58,517 75 0.0%
DISH DBS Corp. 5.875% 11-15-2024 859,025 945 0.1%
DISH Network Corp. 3.38% 08-15-2026 Conv. 45,513 50 0.0%
DMC Global Inc. 95 5 0.0%
DMCI Holdings Inc. 6,254 2 0.0%
DMG Mori AG 2,191 148 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 86,402 113 0.0%
Dolby Laboratories Inc. Class A 4,392 371 0.0%
Dollarama Inc. 58,734 1,907 0.2%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 371,169 371 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3,173 207 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 185,953 256 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 194,758 266 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 114,928 153 0.0%
Dong-A Hwa Sung Co. Ltd. 3,967 20 0.0%
Dongfeng Motor Group Co. Ltd. 17,870 22 0.0%
DongKook Pharmaceutical Co. Ltd. 276 20 0.0%
Dongwon Development Co. Ltd. 326 2 0.0%
Dongyue Group Ltd. 1,426 1 0.0%
Dorel Industries Inc. Class B Sub. voting 4,993 88 0.0%
Dorman Products Inc. 2,115 260 0.0%
Douja Promotion Groupe Addoha SA 8,546 21 0.0%
Douzone Bizon Co. Ltd. 192 12 0.0%
Drax Group PLC 8,860 55 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 320,814 436 0.0%
DRB-Hicom BHD 21,630 12 0.0%
Dream Global Real Estate Investment Trust 43,174 514 0.0%
Dream Industrial Real Estate Investment Trust 13,776 131 0.0%
Dream Office Real Estate Investment Trust 43,380 967 0.1%
Driven Brands Funding LLC 4.74% 04-20-2048 131,543 182 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 46,244 2 0.0%
DTE Energy Co. Conv. Pfd. 574 40 0.0%
DTR Automotive Corp. 442 17 0.0%
Dual Co. Ltd. 5,282 19 0.0%
Dundee Precious Metals Inc. 4,828 17 0.0%
DY Corp. 84 1 0.0%
DY POWER Corp. 1,802 31 0.0%
Dynegy Inc. 7.625% 11-01-2024 2,096 3 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 3,669 5 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 141,957 175 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 0 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 0 0.0%
Eagle Credit Card Trust 3.04% 07-17-2023 3 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 402,457 534 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 145,121 194 0.0%
Eastman Chemical Co. 2,776 277 0.0%
Eaton Corp. PLC 7,883 738 0.0%
Ebro Foods SA 7,741 211 0.0%
ECN Capital Corp. 115,260 398 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 35,760 56 0.0%
Ecopetrol SA Sponsored ADR 7,491 162 0.0%
Edelman Financial Holdings II Inc. B Term Loan 1st Lien F/R 06-26-2025 81,273 107 0.0%
EDP - Energias do Brasil SA 922 5 0.0%
EFG Eurobank Ergasias 1,968 2 0.0%
Egis Technology Inc. 95 1 0.0%
Elan Microelectronics Corp. 24,670 83 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 301,999 402 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 53,028 68 0.0%
Electricity Generating PCL 1,179 12 0.0%
Element Fleet Management Corp. 134,231 928 0.1%
Emera Inc. 3,642 159 0.0%
Emera Inc. 2.90% 06-16-2023 451,246 443 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 226,481 310 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 4,335 6 0.0%
Emirates NBD PJSC 1,920 6 0.0%
Empire Co. Ltd. Class A non-voting 74,139 2,137 0.2%
EmployBridge LLC Term Loan B 1st Lien F/R 04-18-2025 173,902 233 0.0%
Empresa de Energia de Bogota SA ESP 10,342 8 0.0%
Empresas CMPC SA 751 3 0.0%
Enagas SA 1,766 65 0.0%
Enanta Pharmaceuticals Inc. 268 26 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 677,118 684 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 758,245 711 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 280,232 345 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 66,280 85 0.0%
Enbridge Inc. 153,194 6,497 0.5%
Enbridge Inc. 3.19% 12-05-2022 24,957 25 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 334,808 319 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 121,151 161 0.0%
Enbridge Inc. 3.70% 07-15-2027 Callable 2027 2,000 3 0.0%
Enbridge Inc. 3.94% 01-13-2023 37,435 38 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 645,834 661 0.0%
Enbridge Inc. 4.24% 08-27-2042 405,635 371 0.0%
Enbridge Inc. 4.57% 03-11-2044 5,131,187 4,949 0.4%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 6,336 157 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 4,471,934 4,132 0.3%
Enbridge Inc. 5.75% 09-02-2039 Callable 384,425 427 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 134,155 162 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,556,763 1,565 0.2%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 612,429 574 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 145,951 144 0.0%
ENC Holding Corp. Delayed Draw Term Loan 1st Lien F/R 05-30-2025 6,393 9 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 105,220 140 0.0%
EnCana Corp. 90,518 713 0.0%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 7,687 8 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 549 1 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 488,075 486 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 364,786 363 0.0%
Enerflex Ltd. 3,098 50 0.0%
Energa SA 95 0.0%
Energisa SA 1,272 17 0.0%
Energizer Gamma Acquisition Inc. 6.38% 07-15-2026 Callable 2021 144A 1,697 2 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 2,845 4 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 1,772 2 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 142,413 190 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 11,380 13 0.0%
Enerplus Corp. 80,545 855 0.1%
Enersis SA ADR 1,017 12 0.0%
Enghouse Systems Ltd. 6,291 418 0.0%
Engie Brasil Energia SA 4,601 53 0.0%
Eni SPA 8,750 188 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 302,768 312 0.0%
EnPro Industries Inc. 1,122 92 0.0%
Ensco PLC 7.75% 02-01-2026 4,617 5 0.0%
Ensco PLC Class A 30,351 147 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 238,317 321 0.0%
Enterprise Merger Sub Inc. Term Loan 1st Lien F/R 09-28-2025 5 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 303,219 412 0.0%
EOG Resources Inc. 2.63% 03-15-2023 Callable 2022 180,968 238 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 1,737 2 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 395,715 380 0.0%
ePlus Inc. 2,452 238 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 251,588 341 0.0%
Equifax Inc. 3,186 405 0.0%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 76,939 120 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 114,866 155 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 115,469 158 0.0%
Equitable Group Inc. 148 9 0.0%
Equity Commonwealth 4,269 175 0.0%
Erajaya Swasembada Tbk PT 57,536 12 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 1,350 3 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 102,369 132 0.0%
Estacio Participacoes SA 1,055 9 0.0%
Etsy Inc. 4,123 268 0.0%
Eugene Investment & Securities 385 1 0.0%
Eurazeo SA 1,800 174 0.0%
EUROFIMA 4.55% 03-30-2027 1,383,930 1,560 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 145,286 149 0.0%
Euronet Worldwide Inc. 946 132 0.0%
European Investment Bank 1.50% 05-12-2022 875,583 139 0.0%
EVA Airways Corp. 5,418 4 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 4,053 2 0.0%
Evertz Technologies Ltd. 577 9 0.0%
Evolent Health Inc. Class A 2,458 67 0.0%
Evonik Industries AG 10,562 360 0.0%
Evraz PLC 15,293 128 0.0%
Excelsior Biopharma Inc. 8,091 15 0.0%
Exco Technologies Ltd. 1,434 13 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 371,868 492 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 97,949 132 0.0%
Exelon Corp. 21,224 1,306 0.2%
ExlService Holdings Inc. 11,194 804 0.0%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 112,916 140 0.0%
Expedia Inc. 5.00% 02-15-2026 154,961 214 0.0%
Export Development Canada 0.88% 12-07-2021 88,859 153 0.0%
Export Development Canada 2.40% 06-07-2021 97,528 94 0.0%
Export Development Canada 4.875% 01-24-2019 63,935 59 0.0%
Extendicare Inc. 22,460 143 0.0%
Exxaro Resources Ltd. 19 0.0%
Exxon Mobil Corp. 6,852 637 0.0%
F&F Co. Ltd. 41 2 0.0%
F5 Networks Inc. 8,937 1,975 0.2%
Facebook Inc. 3,863 691 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 898,794 1,040 0.1%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 265,121 271 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 117,195 115 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,686,498 1,745 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 144A 3,194 4 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 169,690 184 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 495,440 802 0.0%
Fairfax Financial Holdings Ltd. Sub. voting 32 19 0.0%
Fairfax India Holdings Corp. 2,356 42 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 53,486 73 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 46,597 69 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 87,387 120 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 83,688 114 0.0%
Fannie Mae Strip 4.00% 01-25-2041 15,260 4 0.0%
Fannie Mae Strip 4.00% 11-25-2039 39,161 11 0.0%
Fannie Mae Strip 4.50% 03-25-2041 18,519 5 0.0%
Fantasia Holdings Group Co. Ltd. 2,852 0.0%
Far Eastern Department Stores Ltd. 23,650 17 0.0%
Far Eastern New Century Corp. 7,414 9 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 184,219 177 0.0%
Federal Grid Co. Unified Energy System PJSC 1,745,295 5 0.0%
Federal Republic of Germany 1.94% 04-15-2020 193,079 354 0.0%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 0 0.0%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 1,956,601 1,966 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 250,972 925 0.1%
Feng Hsin Steel Co. Ltd. 9,426 25 0.0%
Feng TAY Enterprise Co. Ltd. 14,890 116 0.0%
Ferrovial SA 8,708 241 0.0%
Fevertree Drinks PLC 1,372 52 0.0%
Fiat Chrysler Automobiles NV 7,008 139 0.0%
Fibra Uno Administration SA 1,375 2 0.0%
Fibria Celulose SA ADR 257 6 0.0%
Fiera Capital Corp. 99 1 0.0%
Fifth Avenue LP 4.71% 08-05-2021 281,958 290 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 139,573 166 0.0%
Fila Korea Ltd. 2,315 152 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 232,319 290 0.0%
Financial & Risk US Holdings Inc. Term Loan B 1st Lien F/R 10-01-2025 267,675 349 0.0%
Fine Semitech Corp. 3,777 18 0.0%
Finning International Inc. 2,702 64 0.0%
First Capital Realty Inc. 20,631 389 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 343,861 349 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 120,284 162 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 9,733 13 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 132,700 174 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 348,440 469 0.0%
First Gen Corp. 49,168 26 0.0%
First Hi-Tec Enterprise Co. Ltd. 11,576 20 0.0%
First Majestic Silver Corp. 0 0.0%
First Nations ETF LP 4.14% 12-31-2041 165,252 171 0.0%
First Philippine Holdings Corp. 10,195 17 0.0%
First Quantum Minerals Ltd. 13,217 146 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 5,640 6 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 517,018 623 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 7,038 8 0.0%
First Republic Bank 511 61 0.0%
First Tennessee Bank NA 75 75 0.0%
FirstRand Ltd. 26,076 162 0.0%
FirstService Corp. 1,697 159 0.0%
Flex Acquisition Co. Inc. 7.88% 07-15-2026 Callable 2021 144A 2,196 3 0.0%
Flughafen Wien AG 384 21 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 94,998 132 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 37,928 38 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 36,996 50 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 9,983 10 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 322,122 308 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 310,191 305 0.0%
Ford Motor Co. 18,919 197 0.0%
Ford Motor Co. 6.625% 10-01-2028 25,791 36 0.0%
Ford Otomotiv Sanayi AS 171 2 0.0%
Forestar Group Inc. 418 8 0.0%
Formetal Inc. 3,407 15 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 42,952 58 0.0%
Formosa Chemicals & Fibre Corp. 3,648 17 0.0%
Formosa International Hotels Corp. 285 2 0.0%
Formosa Petrochemical Corp. 1,901 9 0.0%
Formosa Plastics Corp. 17,500 79 0.0%
Formosa Taffeta Co. Ltd. 1,426 2 0.0%
Fortified Trust 1.67% 07-23-2021 591,219 575 0.0%
Fortified Trust 2.16% 10-23-2020 1,018,063 1,010 0.1%
Fortinet Inc. 11,757 1,130 0.1%
Fortis Inc. 30,786 1,401 0.2%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 90,141 88 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 100,746 100 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 433,472 466 0.0%
Fortive Corp. 1,613 210 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 873,019 1,115 0.1%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 747,660 1,022 0.1%
Fosun International Ltd. 1,996 4 0.0%
Fosun International Ltd. Rights Exp. 12-13-2018 5 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 141,116 182 0.0%
Franco-Nevada Corp. 6,896 660 0.0%
Fraser & Neave Holdings Bhd 12,092 134 0.0%
Freddie Mac Strips 3.50% 11-15-2027 26,392 4 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 462 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 56,679 77 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 11,890 16 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 37,882 52 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 147,591 203 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 43,005 59 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 13,944 19 0.0%
Freeport-McMoRan Inc. 5,844 82 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 510,357 660 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 5,465 8 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 197,543 361 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 312,498 662 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 132,560 182 0.0%
Freshpet Inc. 8,919 391 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 241,561 318 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 2,645 3 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 2,096 2 0.0%
Frontken Corp. BHD 84,044 20 0.0%
FTI Consulting Inc. 15,751 1,432 0.2%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 70,437 86 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 2,214 3 0.0%
Fufeng Group Ltd. 1,616 1 0.0%
Fukuda Denshi Co. Ltd. 158 13 0.0%
Funai Electric Co. Ltd. 6,606 43 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 99,717 130 0.0%
Futaba Corp. 3,374 66 0.0%
Futures Contracts 2,699 0.2%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 526,451 621 0.0%
Galenica AG 1,419 85 0.0%
Galp Energia SGPS SA 2,838 61 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 482,526 640 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 444,928 435 0.0%
Gartner Inc. 1,722 300 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 770,280 1,090 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 248,762 327 0.0%
GATX Corp. 20,956 2,024 0.2%
Gaz Metro Inc. 1.52% 05-25-2020 206,794 204 0.0%
Gazprom Neft PJSC 3,745 26 0.0%
Gazprom PJSC 42,692 130 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 169,048 226 0.0%
GCI Liberty Inc. Class A 3,422 192 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 680,299 649 0.0%
Gear Energy Ltd. 165 0.0%
GEK TERNA Holdings Real Estate Construction SA 808 6 0.0%
Gemdale Properties and Investment Corp. Ltd. 7,604 1 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,777,634 1,686 0.2%
General Electric Capital Corp. 4.60% 01-26-2022 2,325,903 2,342 0.2%
General Electric Capital Corp. F/R 07-30-2019 81,473 13 0.0%
General Electric Co. 8,829 91 0.0%
General Electric Co. 6.88% 01-10-2039 558,344 799 0.0%
General Electric Co. 8.35% 09-03-2022 140,727 9 0.0%
General Electric Co. F/R 05-05-2026 50,108 56 0.0%
General Electric Co. F/R 12-08-2021 37,033 5 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 3,703 5 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 410,937 406 0.0%
Genesco Inc. 9,766 590 0.0%
Genesis Trust II 1.699% 04-15-2020 689,314 682 0.0%
Genesis Trust II 2.43% 05-15-2019 4,013,167 4,017 0.3%
Genomic Health Inc. 275 24 0.0%
Genomma Lab Internacional SAB de CV 466 0.0%
Gentiva Health Services Inc. Term Loan 1st Lien F/R 06-21-2025 115,151 153 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 239,465 323 0.0%
Genworth MI Canada Inc. 28,536 1,147 0.1%
Genworth MI Canada Inc. 4.242% 04-01-2024 318,145 322 0.0%
GeoPark Ltd. 398 8 0.0%
George Weston Ltd. 1,614 145 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 658,810 797 0.0%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 733,492 876 0.1%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 586,520 749 0.0%
Giant Manufacturing Co. Ltd. 1,046 7 0.0%
Gibson Energy Inc. 22,872 427 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 274,941 278 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,418,027 1,380 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 16,871 17 0.0%
Gildan Activewear Inc. 17,203 713 0.0%
Gilead Sciences Inc. 3,153 269 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 776,803 752 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 662,802 658 0.0%
Glacier Credit Card Trust 3.14% 09-20-2023 307,190 309 0.0%
Glanbia PLC 14,797 379 0.0%
GlaxoSmithKline PLC 78,280 2,031 0.2%
Glencore PLC 41,676 211 0.0%
Global Standard Technology Co. Ltd. 652 4 0.0%
Globant SA 1,314 101 0.0%
Globe Telecom Inc. 747 37 0.0%
GLP Capital LP/GLP Financing II Inc. 5.25% 06-01-2025 4,492 6 0.0%
GLP Capital LP/GLP Financing II Inc. 5.375% 04-15-2026 85,608 115 0.0%
GMP Capital Inc. 82 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 14,185 20 0.0%
Goldcorp Inc. 45,528 609 0.0%
Golden Star Resources Ltd. 412 2 0.0%
Government of Aruba 4.625% 09-14-2023 1,852 3 0.0%
Government of Aruba 6.50% 01-31-2029 15,184 22 0.0%
Government of Australia 2.25% 05-21-2028 29,627 28 0.0%
Government of Australia 2.75% 11-21-2028 415,538 415 0.0%
Government of Australia 5.75% 07-15-2022 140,874 154 0.0%
Government of Bermuda 4.75% 02-15-2029 Callable 2028 6,518 9 0.0%
Government of Bermuda 4.854% 02-06-2024 7,747 11 0.0%
Government of Canada 0.75% 09-01-2020 563,167 553 0.0%
Government of Canada 0.75% 09-01-2021 1,187,740 1,154 0.1%
Government of Canada 1.00% 06-01-2027 6,293,963 5,835 0.4%
Government of Canada 1.00% 09-01-2022 286,330 277 0.0%
Government of Canada 1.25% 11-01-2019 780,223 777 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 5,893,953 7,223 0.5%
Government of Canada 1.50% 03-01-2020 347,849 347 0.0%
Government of Canada 1.50% 06-01-2023 3,767,384 3,707 0.3%
Government of Canada 1.50% 06-01-2026 678,709 659 0.0%
Government of Canada 1.75% 05-01-2020 689,314 689 0.0%
Government of Canada 1.75% 08-01-2020 50,860,339 50,780 3.1%
Government of Canada 2.00% 06-01-2028 31,420,664 31,518 2.0%
Government of Canada 2.00% 12-01-2041 Real Return 0 0.0%
Government of Canada 2.25% 06-01-2025 821,885 838 0.0%
Government of Canada 2.25% 06-01-2029 5,161,103 5,292 0.4%
Government of Canada 2.50% 06-01-2024 1,256,672 1,295 0.2%
Government of Canada 2.75% 06-01-2022 654,041 673 0.0%
Government of Canada 2.75% 12-01-2048 4,539,320 5,105 0.4%
Government of Canada 3.00% 12-01-2036 Real Return 216,073 387 0.0%
Government of Canada 3.25% 06-01-2021 45,459,464 46,935 2.9%
Government of Canada 3.50% 06-01-2020 46,732,368 47,811 2.9%
Government of Canada 4.00% 12-01-2031 Real Return 665,453 1,379 0.2%
Government of Canada 4.25% 12-01-2021 Real Return 220,050 392 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 1,833,513 3,587 0.3%
Government of Cayman Islands 5.95% 11-24-2019 144A 7,036 10 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 80,190 123 0.0%
Government of France 4.32% 07-25-2029 142,856 409 0.0%
Government of Germany 0.25% 08-15-2028 534,781 837 0.0%
Government of Germany 0.50% 02-15-2028 7,184 10 0.0%
Government of Hungary 6.38% 03-29-2021 333,329 482 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 952,120,742 83 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 3,825,654,599 319 0.0%
Government of Indonesia 6.63% 05-15-2033 2,531,852,291 208 0.0%
Government of Indonesia 7.00% 05-15-2022 3,931,949,117 365 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 1,981,552,303 176 0.0%
Government of Indonesia 7.50% 08-15-2032 986,615,603 88 0.0%
Government of Indonesia 8.25% 07-15-2021 2,440,377,786 235 0.0%
Government of Indonesia 8.38% 03-15-2024 1,548,326,316 149 0.0%
Government of Indonesia 8.38% 09-15-2026 3,762,679,467 363 0.0%
Government of Ireland 1.00% 05-15-2026 7,426 12 0.0%
Government of Ireland 3.40% 03-18-2024 359,119 656 0.0%
Government of Italy 1.30% 05-15-2028 11,777 18 0.0%
Government of Jamaica 8.00% 06-24-2019 2,518 3 0.0%
Government of Japan 0.10% 02-15-2019 3,703,337 46 0.0%
Government of Malaysia 3.62% 11-30-2021 225,398 74 0.0%
Government of Malaysia 3.73% 06-15-2028 209,143 67 0.0%
Government of Malaysia 3.84% 04-15-2033 591,236 183 0.0%
Government of Malaysia 3.88% 03-14-2025 307,755 101 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 365,621 119 0.0%
Government of Malaysia 4.06% 09-30-2024 1,141,076 379 0.0%
Government of Malaysia 4.16% 07-15-2021 651,053 218 0.0%
Government of Mexico 4.60% 01-23-2046 82,357 100 0.0%
Government of New Zealand 3.00% 04-15-2020 338,097 315 0.0%
Government of New Zealand 5.50% 04-15-2023 121,368 125 0.0%
Government of New Zealand 6.00% 05-15-2021 321,842 324 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,105,316 179 0.0%
Government of Norway 4.50% 05-22-2019 2,873,821 460 0.0%
Government of Philippines 3.50% 03-20-2021 11,480,112 279 0.0%
Government of Philippines 3.50% 04-21-2023 7,360,103 167 0.0%
Government of Philippines 4.625% 09-09-2040 1,100,115 20 0.0%
Government of Philippines 4.95% 01-15-2021 3,879,442 99 0.0%
Government of Philippines 6.25% 01-14-2036 5,851,672 149 0.0%
Government of Philippines 7.375% 03-03-2021 4,052,825 107 0.0%
Government of Philippines 8.00% 07-19-2031 7,921,430 225 0.0%
Government of Philippines 8.125% 12-16-2035 2,600,743 73 0.0%
Government of Portugal 5.13% 10-15-2024 144A 154,961 222 0.0%
Government of Qatar 6.55% 04-09-2019 20,739 29 0.0%
Government of Russia 7.05% 01-19-2028 1,055,109 19 0.0%
Government of Singapore 2.50% 06-01-2019 368,439 370 0.0%
Government of Singapore 3.25% 09-01-2020 522,316 535 0.0%
Government of United Kingdom 1.63% 10-22-2028 460,993 829 0.0%
Grafton Group PLC 5,226 58 0.0%
Graham Holdings Co. 313 274 0.0%
Gran Tierra Energy Inc. 100,319 299 0.0%
Grand Canyon Education Inc. 2,980 391 0.0%
Grand Pacific Petrochemical Corp. 1,141 1 0.0%
Granite Real Estate Investment Trust 28,179 1,499 0.2%
Gray Escrow Inc. 7.00% 05-15-2027 [144A] Callable 2022 376,484 501 0.0%
Great Canadian Gaming Corp. 9,327 446 0.0%
Great Eagle Holdings Ltd. 12,928 75 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 7,836 11 0.0%
Great-West Lifeco Inc.* 6,575 185 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 521,120 619 0.0%
Green Cross Holdings Corp. 103 3 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 219,775 297 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 74,771 92 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 17,138 23 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 141,537 186 0.0%
Grupa Lotos SA 285 9 0.0%
Grupo Aeroportuario del Centro Norte SAB de CV (OMA) 13,182 86 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 29 1 0.0%
Grupo Comercial Chedraui SA de CV 656 2 0.0%
Grupo Financiero Banorte SAB de CV Series O 25,909 172 0.0%
Grupo Herdez SAB de CV 415 1 0.0%
Grupo Mexico SAB de CV Series B 9 0.0%
Grupo Simec SA de CV 20,669 88 0.0%
GS Engineering & Construction Corp. 2,457 132 0.0%
GS Holdings Corp. 15 1 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 29,258 40 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 24,924 34 0.0%
GS Retail Co. Ltd. 33 2 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 5,414 7 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 30,796 42 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 7,003 10 0.0%
Guangzhou Automobile Group Co. Ltd. 18,440 25 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 190 1 0.0%
Guangzhou R&F Properties Co. Ltd. H 51,075 105 0.0%
Guaranty Trust Bank PLC 143,694 19 0.0%
Guararapes Confeccoes SA 332 19 0.0%
Guardian Capital Group Ltd. 33 1 0.0%
Gulf Keystone Petroleum Ltd. 11,367 36 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 7,462 9 0.0%
H&R Real Estate Investment Trust 17,862 369 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 355,264 348 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 705,978 686 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 216,825 213 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 93,193 127 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 892,848 1,105 0.1%
Haemonetics Corp. 26,862 3,666 0.3%
Halcon Resources Corp. 306 1 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 83 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 39,342 53 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 93,420 125 0.0%
Hana Financial Group Inc. 3,341 148 0.0%
Handsome Co. 458 20 0.0%
Hang Lung Development Co. 90,491 314 0.0%
Hanil Hyundai Cement Co. Ltd. 30 2 0.0%
Hanjaya Mandala Sampoerna TBK PT 71,946 25 0.0%
Hannover Rueckversicherung SE Reg. 11,318 2,083 0.2%
HannStar Display Corp. 1,616 1 0.0%
Hansol Paper Co. Ltd. 967 20 0.0%
Hanwha General Insurance Co. Ltd. 123 1 0.0%
HAP Seng Consolidated BHD 29,403 96 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 56,316 76 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 102,364 6 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 30,374 42 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 233,306 230 0.0%
Harmony Gold Mining Co. Ltd. ADR 304 1 0.0%
Hartalega Holdings Bhd 22,690 46 0.0%
Harum Energy TBK PT 121,311 16 0.0%
Haseko Corp. 3,129 45 0.0%
Hawaiian Electric Industries Inc. 9,361 468 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 [144A] Callable 2020 79,106 101 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 370,898 504 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 119,851 168 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 764,664 994 0.1%
HCA Inc. 5.00% 03-15-2024 120,284 163 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 87,775 120 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 15,598 20 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 12,514 18 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 128,953 187 0.0%
HCA Inc. Term Loan B11 1st Lien F/R 03-18-2023 94,985 127 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 350,755 353 0.0%
HDFC Bank Ltd. ADR 694 98 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 217,399 280 0.0%
HealthSouth Corp. 1,568 132 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 161 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04/17/2025 1,762 2 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,448,089 1,449 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,742,374 1,737 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 513,853 501 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 867,336 851 0.1%
Heidrick & Struggles International Inc. 749 32 0.0%
Helen of Troy Ltd. 557 100 0.0%
Hellenic Telecommunications Organization SA (OTE) 295 4 0.0%
Hengan International Group Co. Ltd. 665 7 0.0%
Henkel AG & Co. KGaA 2,806 376 0.0%
Henkel AG & Co. KGaA Pfd. 3,476 518 0.0%
Hennes & Mauritz AB B 18,459 358 0.0%
Henry Schein Inc. 5,265 564 0.0%
Herbalife Ltd. 763 61 0.0%
Hermes International 21 16 0.0%
Heroux-Devtek Inc. 16 0.0%
Hess Corp. Pfd. Conv. 2,807 190 0.0%
Hexindai Inc. 2,790 10 0.0%
High Arctic Energy Services Inc. 33 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 166,939 217 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 24,924 32 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 80,910 107 0.0%
Hitachi Ltd. 10,019 366 0.0%
HKC Holdings Ltd. 5,986 7 0.0%
HMC Investment Securities Co. Ltd. 41 0.0%
HMS Holdings Corp. 4,972 191 0.0%
Holiday Entertainment Co. Ltd. 760 2 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 3,364,381 3,336 0.3%
HollyFrontier Corp. 33,741 2,353 0.2%
Holy Stone Enterprise Co. Ltd. 95 0.0%
Home Capital Group Inc. 989 14 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 6,538 9 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 8,365 11 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 1,175,160 1,177 0.1%
Honda Canada Finance Inc. F/R 04-17-2020 787,034 790 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 215,626 215 0.0%
Honda Motor Co. Ltd. 6,654 240 0.0%
Hong Leong Financial Group BHD 1,103 7 0.0%
Hongkong Land Holdings Ltd. 127,371 1,095 0.1%
Hopewell Holdings Ltd. 63,930 383 0.0%
Horizon North Logistics Inc. 5,191 9 0.0%
Horizon Pharma Financing Inc. 6.625% 05-01-2023 Callable 2018 144A 206,832 272 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 248,631 326 0.0%
Host Hotels & Resorts Inc. 13,085 298 0.0%
Hotel Shilla Co. Ltd. 11 1 0.0%
House Foods Corp. 5,329 250 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 7,387 10 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 83,256 108 0.0%
HP Inc. 2,239 62 0.0%
HSBC Bank Canada 2.17% 06-29-2022 1,121,460 1,090 0.1%
HSBC Bank Canada 2.54% 01-31-2023 532,893 522 0.0%
HSBC Bank Canada 3.25% 09-15-2023 2,148,462 2,157 0.2%
HSBC Bank Canada F/R 07-10-2019 4,881,766 4,884 0.4%
HSBC Holdings PLC 33,699 379 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,481,335 19 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 705,257 695 0.0%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 139,790 174 0.0%
Hua Hong Semiconductor Ltd. 190 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 106,170 137 0.0%
HUBER+SUHNER AG 244 22 0.0%
Huchems Fine Chemical Corp. 196 6 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 14,774 20 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 9,883 13 0.0%
Hudson Ltd. 3,441 81 0.0%
Hudson River Trading LLC Term Loan B 1st Lien F/R 04-03-2025 354,911 476 0.0%
Huishang Bank Corp. Ltd. 6,159 4 0.0%
Hungary Government International Bond 6.25% 01-29-2020 217,812 306 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 85,608 104 0.0%
Huntington Ingalls Industries Inc. 3,169 823 0.0%
Huntsman Corp. 5,244 138 0.0%
Husky Energy Inc. 58,061 819 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 351,285 338 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 36,098 487 0.0%
Husky Energy Inc. 7.25% 12-15-2019 6,863 10 0.0%
Huvis Corp. 1,875 17 0.0%
Hwail Pharmaceutical Co. Ltd. 1,876 15 0.0%
Hydro One Inc. 30,518 618 0.0%
Hydro One Inc. 2.97% 06-26-2025 Callable 2025 3 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 311,517 296 0.0%
Hydro One Inc. 3.72% 11-18-2047 948,703 920 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 469,264 398 0.0%
Hypermarcas SA 4,040 43 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 5 0.0%
Hyundai Engineering & Construction Co. Ltd. 67 4 0.0%
Hyundai Heavy Industries Co. Ltd. 20 9 0.0%
Hyundai Hy Communications & Network Co. Ltd. 3,597 18 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 434 22 0.0%
Hyundai Mipo Dockyard Co. Ltd. 9 1 0.0%
Hyundai Telecommunication Co. Ltd. 1,455 19 0.0%
IAMGOLD Corp. 34,950 175 0.0%
IBI Group Inc. 3,576 16 0.0%
ICA Gruppen AB 12,886 628 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 2,700 4 0.0%
ICICI Bank Ltd. ADR 7,044 99 0.0%
IDEX Corp. 53 9 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 457,442 604 0.0%
IGB Real Estate Investment Trust 3,004 2 0.0%
IGG Inc. 12,167 23 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 7,786 7 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 1,472 2 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 131,121 175 0.0%
Ildong Pharmaceutical Co. Ltd. 551 14 0.0%
Immunomedics Inc. 1,712 33 0.0%
Imperial Oil Ltd. 25,475 881 0.1%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 5,266 6 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 136,792 183 0.0%
Indofood CBP Sukses Makmur TBK PT 20,660 20 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,268,995,615 125 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 813,240,287 81 0.0%
Industrial Alliance Insurance and Financial Services Inc. 27,307 1,190 0.1%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 172,328 173 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 662,802 664 0.0%
Industrial and Commercial Bank of China Ltd. H 694,221 676 0.0%
Industrial Bank of Korea 338 6 0.0%
Industrias CH SAB de CV 2,680 16 0.0%
Industries Qatar QSC 190 10 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 6,114 8 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 6,464 9 0.0%
Infosys Ltd. ADR 17,750 231 0.0%
ING Groep NV 7,947 117 0.0%
Ingersoll-Rand PLC 820 102 0.0%
Innovative Industrial Properties Inc. 1,026 64 0.0%
Inovalis Real Estate Investment Trust 758 7 0.0%
InPower BC General Partnership 4.471% 03-31-2033 475,361 500 0.0%
Insperity Inc. 14,851 1,891 0.2%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 428,435 443 0.0%
Instructure Inc. 5,095 261 0.0%
Intact Financial Corp. 9,109 904 0.1%
Intact Financial Corp. 3.77% 03-02-2026 MTN 862,968 885 0.1%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 54,012 74 0.0%
Integrys Energy Group Inc. Pfd. 715 24 0.0%
Intel Corp. 4.00% 12-01-2022 112,699 113 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 11,171 15 0.0%
Inter Pipeline Ltd. 33,920 656 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 832,420 794 0.0%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 721,128 695 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 492,991 475 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 24,957 25 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 180,282 171 0.0%
Inter-American Development Bank 3.50% 05-15-2021 118,117 111 0.0%
Interconexion Electrica SA ESP 3,250 19 0.0%
Interfor Corp. 9,689 140 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 141,945 190 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 970 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 91,026 88 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 110,532 104 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 5,429,052 105 0.0%
International Business Machines Corp. 2.625% 08-05-2022 37,928 68 0.0%
International Business Machines Corp. 2.75% 12-21-2020 39,011 70 0.0%
International Container Terminal Services Inc. 923 2 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 6 0.0%
International Finance Corp. 3.625% 05-20-2020 449,696 420 0.0%
International Finance Corp. 7.00% 07-20-2027 1,072,125 65 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 53,098 72 0.0%
International Paper Co. 1,658 91 0.0%
International Seaways Inc. 9,988 229 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1,313 2 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 78,211 96 0.0%
InterRent Real Estate Investment Trust 55,886 729 0.0%
Intertape Polymer Group Inc. 7.00% 10-15-2026 Callable 2021 144A 14,974 20 0.0%
Intuitive Surgical Inc. 2,448 1,600 0.2%
Invesco Senior Loan ETF Put Option @ $22.00 Exp. 04-18-2019 0 0.0%
Investec Ltd. 51,354 385 0.0%
Investec PLC 105 1 0.0%
Investor AB B 333 19 0.0%
Invitation Homes Inc. 1,085 30 0.0%
IPL Plastics Inc. 65,913 659 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 140,525 142 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 205,643 254 0.0%
IRB Brasil Resseguros SA 1,217 36 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 23,661 31 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 1,127,864 1,129 0.1%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 417,912 554 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 35 17 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 -18 -4 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 59 8 0.0%
iShares MSCI EAFE ETF 4,789 384 0.0%
iShares MSCI EAFE Small Cap Index Fund ETF 35 2 0.0%
iShares MSCI India ETF 27,093 1,230 0.1%
iShares MSCI Thailand ETF 2,544 287 0.0%
Itau Unibanco Holding SA 1,708 21 0.0%
Itausa- Investimentos Itau SA 24,607 104 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 330,548 414 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 216,529 216 0.0%
J Sainsbury PLC 124,320 573 0.0%
J.B. Hunt Transport Services Inc. 5,951 755 0.0%
Jack Henry & Associates Inc. 11,852 2,046 0.2%
Jamieson Wellness Inc. 54,700 1,167 0.1%
Japan Petroleum Exploration Co. Ltd. 1,860 46 0.0%
Japan Post Holdings Co. Ltd. 116,792 1,839 0.2%
Japfa Comfeed Indonesia Tbk 140,699 29 0.0%
JB Financial Group Co. Ltd. 891 6 0.0%
JBS SA 2,148 9 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 5 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 193,553 257 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 2,146 3 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 3,394 4 0.0%
Jetway Information Co. Ltd. 10,605 7 0.0%
Jiayuan International Group Ltd. 1,331 3 0.0%
JNBY Design Ltd. 63 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 840,940 840 0.0%
John Laing Group PLC 73,268 423 0.0%
Johnson & Johnson 2,761 486 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 167,629 220 0.0%
JPMorgan Chase & Co. 15,903 2,118 0.2%
JPMorgan Chase & Co. 2.75% 08-24-2022 58,517 99 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 554,102 559 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 32,509 44 0.0%
JPMorgan Chase Commercial Morgage Secutities 3.66% 06-15-2023 144A 48,764 66 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 45,513 64 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 24,813 34 0.0%
JSE Ltd. 1,388 22 0.0%
Jupai Holdings Ltd. 1,934 12 0.0%
Just Energy Group Inc. 119,038 537 0.0%
Kamei 1,561 24 0.0%
Kardex AG 110 17 0.0%
KB Financial Group Inc. 1,893 108 0.0%
KB Financial Group Inc. ADR 1,711 98 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 217,284 274 0.0%
Kelly Services Inc. Class A 5,636 157 0.0%
Kelt Exploration Ltd. 16 0.0%
Kennedy-Wilson Holdings Inc. 14,892 369 0.0%
Kering 1,104 710 0.0%
Kerry Properties Ltd. 21,914 102 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 1,353 2 0.0%
Keyera Corp. 6,608 171 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 376,471 371 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 83,786 112 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 213,075 288 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 3,793 5 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 144,675 191 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 142,752 189 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 190,753 255 0.0%
Kforce Inc. 2,695 114 0.0%
KFW 3.375% 02-15-2021 123,535 116 0.0%
KFW 3.75% 05-29-2020 182,052 170 0.0%
KG Chemical Corp. 597 13 0.0%
Kia Motors Corp. 2,723 112 0.0%
Kiatnakin Bank PCL 884 2 0.0%
Killam Apartment Real Estate Investment Trust 35,939 573 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 2 0.0%
Kinaxis Inc. 2,173 143 0.0%
Kinden Corp. 7,063 156 0.0%
Kinder Morgan Canada Ltd. 17,508 279 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 201,814 259 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 948 1 0.0%
King's Town Bank Co. Ltd. 1,046 1 0.0%
Kingboard Chemical Holdings Ltd. 11,247 41 0.0%
Kingboard Laminates Holdings Ltd. 428 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 218,896 346 0.0%
Kinross Gold Corp. 127,800 562 0.0%
Kirkland Lake Gold Ltd. 43,930 1,564 0.2%
KLCCP Stapled Group 4,867 12 0.0%
KLX Energy Services Holdings Inc. 871 28 0.0%
KM Corp. 899 7 0.0%
Knight Therapeutics Inc. 3,114 24 0.0%
Koc Holding AS 219 1 0.0%
Kohl's Corp. 891 81 0.0%
Kolmar BNH Co. Ltd. 91 2 0.0%
Komatsu Ltd. 8,241 243 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 44,440 7 0.0%
Koninklijke Ahold Delhaize NV 29,687 1,024 0.1%
Korea Investment Holdings Co. Ltd. 127 9 0.0%
Korean Air Co. Ltd 1,900 77 0.0%
Kossan Rubber Industries 1,806 3 0.0%
KPJ Healthcare BHD 64,931 22 0.0%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 9,258 11 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 44,429 70 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 89,942 143 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 208,059 358 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 809,413 928 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 66,283 70 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 742,485 714 0.0%
Krung Thai Bank PCL 7,576 6 0.0%
Krungthai Card PCL 9,933 13 0.0%
KT Corp. ADR 67 1 0.0%
KT Skylife Co. Ltd. 1,369 19 0.0%
Kuehne + Nagel International AG 4,199 736 0.0%
Kumba Iron Ore Ltd. 3,203 86 0.0%
Kumho Industrial Co. Ltd. 1,267 18 0.0%
Kumho Petrochemical Co. Ltd. 583 62 0.0%
Kunlun Energy Co. Ltd. 7,414 11 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 2,247 19 0.0%
KWG Property Holding Ltd. 1,316 2 0.0%
Kyobo Securities Co. Ltd. 47 1 0.0%
L E Lundbergforetagen AB Class B 9,562 384 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 85,074 113 0.0%
L'Oréal SA 790 248 0.0%
La Comer SAB de CV 42,914 61 0.0%
Labrador Iron Ore Royalty Corp. 34,883 846 0.1%
Lai Sun Development Co. Ltd. 4,541 10 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 17,122 23 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 1,918 3 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,296,337 1,710 0.2%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2040 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 177,717 173 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 120,284 112 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 180,968 187 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 5 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 1,650 2 0.0%
Lar Espana Real Estate SOCIMI SA 1,253 15 0.0%
Largo Resources Ltd. 31,259 88 0.0%
Larsen & Toubro Ltd. 95 3 0.0%
Lassonde Industries Inc. Class A Sub. voting 123 24 0.0%
Laurentian Bank of Canada 3,319 126 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 501,081 491 0.0%
Laurentian Bank of Canada F/R 10-22-2019 34,763 35 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 7 0.0%
Learning Technologies Group PLC 24,374 29 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 798,024 1,114 0.1%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 5,041 7 0.0%
Lenovo Group Ltd. 97,918 90 0.0%
Leon's Furniture Ltd. 82 1 0.0%
Leroy Seafood Group ASA 8,545 89 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 463,961 622 0.0%
LF Corp. 818 25 0.0%
LG Corp. 718 61 0.0%
LG Electronics Inc. 14 1 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 51,928 71 0.0%
LG Uplus Corp. 1,338 29 0.0%
Li Ning Co. Ltd. 1,426 2 0.0%
Liberty Expedia Holdings Inc. 249 13 0.0%
Liberty Global PLC Class A 12,601 367 0.0%
Liberty Holdings Ltd. 7,980 83 0.0%
Liberty Latin America Ltd.- Class A 871 17 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 88,526 120 0.0%
LifeScan Global Corp. Term Loan 1L F/R 06-19-2024 260,087 336 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 137,872 175 0.0%
Lilang China Co. Ltd. 25,583 29 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 82,574 113 0.0%
Linamar Corp. 1,149 52 0.0%
Linx SA 314 4 0.0%
Lion Travel Service Co. Ltd. 4,357 17 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 35,492 47 0.0%
Lite-On Technology Corp. 43,464 79 0.0%
LivaNova PLC 843 105 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 36,844 49 0.0%
LivePerson Inc. 8,351 215 0.0%
Liverty Latin America Ltd.-Class C 2,328 46 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 41,200 40 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 4,687,067 4,546 0.4%
Lloyds Banking Group PLC 3.50% 02-03-2025 773,887 748 0.0%
Loblaw Companies Ltd. 28,659 1,751 0.2%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 225,353 229 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 578,493 597 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,860,121 3,260 0.3%
Logan Property Holdings Co. Ltd. 570 1 0.0%
Longfor Properties Co. Ltd. 8,032 33 0.0%
Loral Space & Communications Inc. 1,617 82 0.0%
Lotte Food Co. Ltd. 17 15 0.0%
Lotte Himart Co. Ltd. 26 1 0.0%
Lotte Non-Life Insurance Co. Ltd. 670 2 0.0%
Lotus Pharmaceutical Co. Ltd. 570 2 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 3,743 5 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 414,384 392 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 7,412 10 0.0%
LS Corp. 129 8 0.0%
LS Industrial Systems Co. Ltd. 18 1 0.0%
LSR Group OJSC-GDR Regs 8,448 19 0.0%
LT Group Inc. 24,751 11 0.0%
Lucara Diamond Corp. 18,604 28 0.0%
Lukoil 485 48 0.0%
Lukoil PJSC - Sponsored ADR 948 92 0.0%
Lululemon Athletica Inc. 9,773 1,621 0.2%
Lundin Mining Corp. 137,856 778 0.0%
Luye Pharma Group Ltd. 123,019 117 0.0%
LVMH Moet Hennessy Louis Vuitton SE 946 382 0.0%
LyondellBasell Industries NV Class A 7,898 896 0.1%
M&T Bank Corp. 5.00% 11-15-2018 Pfd. Series C 7 9 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 98,611 128 0.0%
M&T Bank Corp. Pfd. Series A 111 150 0.0%
Maanshan Iron and Steel Co. Ltd. H 144,766 87 0.0%
Machvision Inc. 190 3 0.0%
Mackenzie Global High Yield Fixed Income ETF 3,333 62 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 239,000 4,919 0.4%
Mackenzie Maximum Diversification Canada Index ETF 374,300 7,696 0.6%
Mackenzie Multi-Strategy Absolute Return Fund Series R 4,781,792 46,583 2.9%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 195,397 18,408 1.2%
Mackenzie US TIPS Index ETF (CAD-Hedged) 23,622 2,259 0.2%
Macquarie Mexico Real Estate Management SA de CV 71,989 88 0.0%
Macy's Inc. 19,771 803 0.0%
Maeil Dairies Co. Ltd. 180 17 0.0%
Magellan Aerospace Corp. 1,475 22 0.0%
Magna International Inc. 11,856 735 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 2,825,125 2,818 0.3%
Magna International Inc. Class A 4,394 272 0.0%
Magnitogorsk Iron & Steel Work 24,875 21 0.0%
Mahindra & Mahindra Ltd. 3,585 56 0.0%
Mainstreet Equity Corp. 66 3 0.0%
Makalot Industrial Co. Ltd. 2,427 18 0.0%
MAKUS Inc. 371 2 0.0%
Malayan Banking BHD 105 0.0%
Malaysia Steel Works (KL) BHD 148,931 19 0.0%
Mallinckrodt PLC 18,279 394 0.0%
Manhattan Associates Inc. 2,523 146 0.0%
Manila Electric Co. 1,290 13 0.0%
Manila Water Co. 1,416 1 0.0%
Manpower Inc. 1,577 139 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 580,614 567 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 832,479 809 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 380,913 378 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,431,651 1,492 0.2%
Manulife Financial Corp. 150,919 2,923 0.3%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 224,630 224 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,442,257 1,407 0.2%
Manulife Financial Corp. Pfd. Series 13 10,764 209 0.0%
Maple Leaf Foods Inc. 36,029 985 0.1%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 151,710 212 0.0%
Marcopolo SA Pfd. 26,233 38 0.0%
Marcopolo SA Rights Exp. 01-18-2019 625 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 4,628 3 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 5,157 5 0.0%
Markel Corp. 291 412 0.0%
Marriott Ownership Resorts Inc. Term Loan B 1st Lien F/R 08-09-2025 159,295 213 0.0%
Martinrea International Inc. 61,455 667 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 998 1 0.0%
Matrix Service Co. 583 14 0.0%
Matson Inc. 2,664 116 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 1,603,084 1,516 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 3,225 4 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 10,457 13 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 987,429 1,080 0.1%
MAXIMUS Inc. 12,667 1,125 0.1%
Mayne Pharma Group Ltd. 34,393 26 0.0%
MBK PCL 12,642 11 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 210,462 208 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 451,490 449 0.0%
MCAP Service Corp. 1.08% 05-01-2022 329,500 331 0.0%
MCAP Service Corp. 1.13% 10-01-2021 617,301 617 0.0%
MCAP Service Corp. 1.24% 09-01-2021 466,964 469 0.0%
MCAP Service Corp. 1.386% 04-01-2021 460,508 463 0.0%
McCormick & Co. Inc. non-voting 236 45 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 1,985 3 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 880,210 866 0.1%
McGrath RentCorp. 12,390 870 0.1%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 35,127 43 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 141,957 178 0.0%
Medical Facilities Corp. 13,117 197 0.0%
Medicare Group 86 2 0.0%
Medifast Inc. 2,171 370 0.0%
Medtronic PLC 8,125 1,008 0.1%
MEG Energy Corp. 20,993 162 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 18,797 24 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 21,203 29 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 907,174 1,188 0.1%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 4 0.0%
Megacable Holdings SAB de CV 3,433 21 0.0%
MegaStudyEdu Co. Ltd. 81 3 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 461,868 464 0.0%
Mellanox Technologies Ltd. 4,647 586 0.0%
MercadoLibre Inc. 43 17 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 3,893 5 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 1,822 2 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 351,355 479 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 6,958 10 0.0%
Merck & Co. Inc. 3,926 409 0.0%
Mercuries & Associates Holding Ltd. 7,186 6 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 800,823 1,077 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 271,960 361 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 490 13 0.0%
Meritz Securities Co. Ltd. 16,884 89 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 199,654 200 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 823,448 825 0.0%
Merrill Lynch & Co. Inc. F/R 09-15-2026 106,197 134 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 5,039 7 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 11,516 16 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 6,838 9 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 61,472 83 0.0%
Mesa Laboratories Inc. 189 54 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 99,931 138 0.0%
Methanex Corp. 23,415 1,537 0.2%
Metlifecare Ltd. 47,068 232 0.0%
Metro Inc. 32,943 1,560 0.2%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,470,359 1,368 0.2%
Metro-Goldwyn-Mayer Inc. Term Loan B 2nd Lien F/R 06-29-2026 112,699 145 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 1,497,931 1,484 0.2%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,745,819 1,756 0.2%
Mexichem SAB de CV 3 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 9,999 12 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 283,914 342 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 296,918 363 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 573,247 691 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 161,463 195 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 2,396 3 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 97,997 127 0.0%
Micron Technology Inc. 2,695 117 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 117,364 158 0.0%
Microsoft Corp. 31,421 4,354 0.4%
Microsoft Corp. 2.40% 02-06-2022 Callable 2022 86,691 117 0.0%
Middleby Corp. 1,397 196 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 294,066 299 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 254,530 254 0.0%
MINDBODY Inc. Class A 7,573 376 0.0%
Mining and Metallurgical Co. Norilsk Nickel PJSC 133 34 0.0%
Minmetals Land Ltd. 40,999 9 0.0%
Mirae Asset Life Insurance Co. 2,974 17 0.0%
Mirati Therapeutics Inc. 1,662 96 0.0%
Mirle Automation Corp. 9,330 17 0.0%
Mitsubishi Electric Corp. 22,727 344 0.0%
Mitsuboshi Belting Ltd. 1,249 33 0.0%
Mitsui & Co. Ltd. 8,230 173 0.0%
MiX Telematics Ltd. ADR 1,100 23 0.0%
MK Restaurants Group PCL 295 1 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 12,851 18 0.0%
Mobile TeleSystems ADR 934 9 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 1,423 2 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 4,317 6 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 78,022 120 0.0%
Momo Inc. 2,012 65 0.0%
Monarch Casino & Resort Inc. 458 24 0.0%
Mondi Ltd. 23,022 676 0.0%
Moorim P&P Co. Ltd. 3,911 29 0.0%
Moorim Paper Co. Ltd. 4,475 15 0.0%
Morgan Stanley 3.00% 02-07-2024 1,156,005 1,126 0.1%
Morgan Stanley Capital 4.295% 09-09-2024 47,680 62 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 87,775 120 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 69,353 93 0.0%
Morguard North American Residential Real Estate Investment Trust 4,433 76 0.0%
Morguard Real Estate Investment Trust 181 2 0.0%
Morneau Shepell Inc. 43,219 1,082 0.1%
Mosenergo PJSC 99,340 4 0.0%
Motor Oil (Hellas) Corinth Refineries SA 1,868 61 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 14,087 19 0.0%
Mpact Ltd. 9,011 18 0.0%
Mr. Price Group Ltd. 162 4 0.0%
MTY Food Group Inc. 2,983 181 0.0%
Muhibbah Engineering (M) Bhd 23,219 21 0.0%
Mullen Group Ltd. 1,714 21 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 184,219 251 0.0%
Murray & Roberts Holdings Ltd. 542 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 183,729 224 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 75,788 104 0.0%
Nan Ya Plastic Corp. 20,495 69 0.0%
Nanya Technology Corp. 70,192 172 0.0%
Naspers Ltd. 390 107 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 3,703 5 0.0%
National Bank of Canada 42,184 2,364 0.2%
National Bank of Canada 1.96% 06-30-2022 5,519,812 5,356 0.4%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 463,961 453 0.0%
National Bank of Canada F/R 06-11-2019 4,536,765 4,539 0.4%
National Oilwell Varco Inc. 4,965 174 0.0%
National Presto Industries Inc. 229 36 0.0%
National Western Life Group Inc. 310 127 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 54,322 74 0.0%
Natura Cosmeticos SA 266 4 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 145,208 199 0.0%
Natural Grocers by Vitamin Cottage Inc. 304 6 0.0%
Natural Health Trends Corp. 197 5 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 288,981 279 0.0%
NAV CANADA 7.40% 06-01-2027 639,206 847 0.1%
NAV CANADA 7.56% 03-01-2027 Callable 483,580 570 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 100,779 136 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 13,128 17 0.0%
NCR Corp. 4,730 149 0.0%
NCsoft Corp. 197 113 0.0%
Nedbank Group Ltd. 57 1 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 155,220 210 0.0%
Nemak SAB de CV 22,047 22 0.0%
Neo Performance Materials Inc. 758 12 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 3,719 6 0.0%
Neste Oil OYJ 5,352 564 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 49,848 87 0.0%
Nestle Malaysia BHD 152 7 0.0%
Nestlé SA Reg. 3,977 440 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 131,121 199 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 5,316 7 0.0%
Netflix Inc. 5.88% 11-15-2028 144A 148,459 197 0.0%
Netflix Inc. 6.38% 05-15-2029 144A 621,730 845 0.1%
Nevsun Resources Ltd. 16,972 102 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 65,863 86 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,720,843 1,969 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 18,818 26 0.0%
New Flyer Industries Inc. 25,579 871 0.1%
New Gold Inc. 22,196 23 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 7,637 9 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 5,016 5 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 542,235 683 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,593,210 1,995 0.2%
New Residential Mortgage Loan Trust F/R 01-25-2048 144A 75,084 103 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 59,065 82 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 70,654 76 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 52,232 49 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 148,459 136 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 942,958 1,255 0.2%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 80,190 109 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 222,337 309 0.0%
NewOcean Energy Holdings Ltd. 46,036 21 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 110,532 141 0.0%
NextEra Energy Inc. Conv. Pfd. 4,590 361 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 68,486 87 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 81,273 99 0.0%
NH Investment & Securities Co. Ltd. 125 2 0.0%
Nickel Asia Corp. 221,626 13 0.0%
Nielsen Holdings PLC 9,779 311 0.0%
Nike Inc. Class B 1,414 143 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 609,785 792 0.0%
Nine Point Energy Holdings Inc. 104 2 0.0%
Nine Point Energy Holdings Inc. Pfd. 3 4 0.0%
Nippo Corp. 6,732 177 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 570,009 564 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 183,537 245 0.0%
NN Group NV 17,704 963 0.1%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 2,421 3 0.0%
Noevir Holdings Co. Ltd. 946 56 0.0%
Nokia OYJ 3.38% 06-12-2022 530,241 686 0.0%
Norbord Inc. 14,254 517 0.0%
Nordic Investment Bank 1.375% 07-15-2020 797,561 126 0.0%
Nordic Investment Bank 4.13% 03-19-2020 160,379 150 0.0%
Nordic Investment Bank 5.00% 04-19-2022 92,110 96 0.0%
Norfolk Southern Corp. 5,578 1,138 0.1%
NOROO Paint & Coatings Co. Ltd. 929 9 0.0%
North Battleford Power LP 4.958% 12-31-2032 804,193 881 0.1%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 622,234 590 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 332,726 319 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 473,240 483 0.0%
Northland Power Inc. 27,789 603 0.0%
Northrop Grumman Corp. 441 147 0.0%
Northview Apartment Real Estate Investment Trust 31,227 764 0.0%
NorthWest Healthcare Properties Real Estate Investment Trust 2,727 26 0.0%
Norwegian Finans Holding ASA 6,574 69 0.0%
Norwegian Government 3.75% 05-25-2021 3,047,203 510 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 159,072 162 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 299,458 305 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 241,260 245 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 4,308 5 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 11,814 14 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 15,174 20 0.0%
Novanta Inc. 3,185 274 0.0%
Novartis AG Reg. 9,084 1,060 0.1%
Novatek Microelectronics Corp. 17,190 109 0.0%
Novatek OAO 38 9 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 3,394 4 0.0%
Novolipetsk Steel PJSC 6,388 20 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 113,782 168 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 144A 2,421 3 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 128,953 179 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 9,983 14 0.0%
NTPC Ltd. 4.38% 11-26-2024 87,342 117 0.0%
NTT DoCoMo Inc. 631 19 0.0%
Nucor Corp. 1,221 86 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 596,139 748 0.0%
Nutrien Ltd. 58,001 3,719 0.3%
NuVista Energy Ltd. 8,486 35 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 542,889 517 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 174,988 213 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 59,216 57 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 117,033 158 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 125,913 27 0.0%
O-TA Precision Industry Co. Ltd. 21,116 17 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 102,946 126 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 5,755 7 0.0%
OBIC Business Consultants Co. Ltd. 410 22 0.0%
Obsidian Energy Ltd. 161,025 82 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 165,797 224 0.0%
OceanaGold Corp. 28,425 142 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 290,636 390 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 120,422 166 0.0%
Oi SA 3,184 1 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 174,980 209 0.0%
Ollie's Bargain Outlet Holding Inc. 13,617 1,236 0.2%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 57,433 78 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 42,262 53 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 64,672 81 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 151,119 203 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 7,786 11 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 313,638 313 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 3,206,113 3,222 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 927,930 950 0.1%
Omnicom Group Inc. 5,112 511 0.0%
Onex Corp. Sub. voting 2,637 196 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 1,028,668 984 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 517,250 704 0.0%
Ontario Hydro 0% 05-26-2025 421,542 353 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 1,219,560 1,214 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 286,330 272 0.0%
OPB Finance Trust 2.98% 01-25-2027 463,961 465 0.0%
Open Text Corp. 31,160 1,387 0.2%
Oppenheimer Holdings Inc. Class A non-voting 8,017 279 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 6,427 9 0.0%
Oracle Corp. 7,162 441 0.0%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 1,052 0.0%
Orior AG 315 35 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 1,008,498 1,165 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 9,409 11 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 5,041 7 0.0%
Osisko Mining Inc. 1 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 187,642 252 0.0%
OTP Bank NYRT 589 32 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 574 1 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 343,820 365 0.0%
OZ Management LP Term Loan 1st Lien F/R 04-04-2023 9 0.0%
Packaging Corp. of America 571 65 0.0%
Pan American Silver Corp. 39,333 784 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 24,957 34 0.0%
Parex Resources Inc. 78,997 1,292 0.2%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 265,121 340 0.0%
Park Hotels & Resorts Inc. 107,388 3,806 0.3%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 1,822 2 0.0%
Parkland Fuel Corp. 44,154 1,560 0.2%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 10,731 10 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 1,061,458 1,041 0.1%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 937,416 1,202 0.1%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 45,070 46 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 4,991 5 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 87,775 111 0.0%
Partners Group Holding AG 1,155 956 0.1%
Pason Systems Inc. 56,981 1,042 0.1%
Patterson Companies Inc. 14,977 402 0.0%
PayPal Holdings Inc. 17 2 0.0%
PBF Energy Inc. 702 31 0.0%
Pearson PLC 63,063 1,030 0.1%
Pembina Pipeline Corp. 50,026 2,027 0.2%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 329,810 321 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 327,169 324 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 858,991 854 0.1%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 2,035,066 1,952 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 417,565 400 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 566,032 546 0.0%
Pengrowth Energy Corp. 16,478 10 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 7,737 10 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 2,970 4 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1,046 1 0.0%
People's United Financial Inc. Pfd. Series A 6,151 186 0.0%
PepsiCo Inc. 3,348 505 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 2,447,328 2,350 0.2%
PepsiCo Inc. 2.50% 11-01-2022 1,111 2 0.0%
Peregrine Holdings Ltd. 11,491 20 0.0%
Perficient Inc. 1,056 32 0.0%
PerkinElmer Inc. 14 2 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 69,353 93 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 107,281 148 0.0%
Petrobras Distribuidora SA 1,407 13 0.0%
PetroChina Co. Ltd. ADR 57 5 0.0%
PetroChina Co. Ltd. H 146,425 124 0.0%
Petroleo Brasileiro SA - Petrobras ADR 12,867 228 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 15,721 125 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 746,188 153 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 141,957 182 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 34,677 48 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,926 2 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 1,374,059 75 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1,403,426 90 0.0%
Petron Corp. 4,325 1 0.0%
Petron Malaysia Refining & Marketing Bhd 1,749 4 0.0%
Petronas Chemicals Group BHD 195,367 599 0.0%
Petronas Gas BHD 694 4 0.0%
Pfizer Inc. 69,607 4,145 0.3%
PGE Polska Grupa Energetyczna SA 2,823 10 0.0%
Pharmicell Co. Ltd. 185 3 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 3,703 5 0.0%
Phillips 66 4,457 524 0.0%
Phoenix Group Holdings 2,975 29 0.0%
PHX Energy Services Corp. 725 2 0.0%
PICC Property & Casualty Co. Ltd. H 4,563 6 0.0%
Pick n Pay Stores Ltd. 2,262 15 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 453,356 566 0.0%
Pinduoduo Inc. 958 29 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 21,339 257 0.0%
Piraeus Bank SA 13,709 18 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 283,986 356 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 4,166 5 0.0%
Pizza Pizza Royalty Corp. 461 4 0.0%
Plaza Retail REIT 33 0.0%
Plaza Trust F/R 04-02-2019 1,886,725 1,887 0.2%
Plenary Properties LTAP LP 6.288% 01-31-2044 1,378,795 1,774 0.2%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 231,261 309 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 14,521 18 0.0%
Polar US Borrower LLC Term Loan 1st Lien F/R 08-21-2025 1,206 2 0.0%
Polaris Infrastructure Inc. 923 10 0.0%
Polo Ralph Lauren Corp. Class A 2,331 329 0.0%
Polski Koncern Naftowy Orlen SA 209 8 0.0%
Porsche Automobil Holding SE Pfd. 55,535 4,483 0.4%
Porto Seguro SA 105 2 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 530,969 662 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 43,346 55 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 187,470 240 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 119,607 158 0.0%
Postal Savings Bank of China Co. Ltd. 2,852 2 0.0%
Pou Chen Corp. 26,090 38 0.0%
Power Corp. of Canada Sub. Voting* 15,358 377 0.0%
Powerlong Real Estate Holdings Ltd. 137,313 74 0.0%
Powszechna Kasa Oszczednosci Bank Polski 2,833 41 0.0%
Powszechny Zaklad Ubezpieczen SA 1,093 17 0.0%
PPB Group BHD 97,148 564 0.0%
Precision Drilling Corp. 31,077 74 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 12,158 16 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 15,398 19 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 434,814 739 0.0%
Premier Inc. Class A 567 29 0.0%
Premium Brands Holdings Corp. 11,408 854 0.1%
President Chain Store Corp. 4,267 59 0.0%
Press Metal Aluminium Holdings BHD 112,378 179 0.0%
Principal Financial Group Inc. 6,306 380 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 81,945 107 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 2,451 3 0.0%
Prosperity Real Estate Investment Trust 99,324 52 0.0%
Proto Labs Inc. 1,521 234 0.0%
Province of Alberta 0.63% 04-18-2025 125,703 199 0.0%
Province of Alberta 1.00% 11-15-2021 148,459 256 0.0%
Province of Alberta 3.10% 06-01-2024 505,055 518 0.0%
Province of Alberta 3.40% 12-01-2023 120,284 125 0.0%
Province of British Columbia 2.70% 12-18-2022 816,571 828 0.0%
Province of British Columbia 3.25% 12-18-2021 266,446 274 0.0%
Province of British Columbia 3.30% 12-18-2023 304,889 317 0.0%
Province of British Columbia 3.70% 12-18-2020 527,590 544 0.0%
Province of British Columbia 6.35% 06-18-2031 1,154,600 1,574 0.2%
Province of British Columbia 6.60% 01-09-2020 3,641,040 71 0.0%
Province of Manitoba 2.45% 06-02-2025 286,065 282 0.0%
Province of Manitoba 2.55% 06-02-2023 277,051 278 0.0%
Province of Manitoba 3.30% 06-02-2024 341,740 354 0.0%
Province of Manitoba 6.30% 03-05-2031 548,800 728 0.0%
Province of New Brunswick 3.35% 12-03-2021 79,536 82 0.0%
Province of New Brunswick 3.65% 06-03-2024 761,161 801 0.0%
Province of New Brunswick 4.50% 06-02-2020 169,677 175 0.0%
Province of New Brunswick 4.55% 03-26-2037 136,537 158 0.0%
Province of Newfoundland 3.00% 06-02-2026 1,090,691 1,102 0.1%
Province of Newfoundland 3.70% 10-17-2048 1,771,612 1,847 0.2%
Province of Ontario 0% 06-02-2024 2,515,995 2,179 0.2%
Province of Ontario 0% 06-02-2026 498,427 405 0.0%
Province of Ontario 0% 07-13-2022 485,171 443 0.0%
Province of Ontario 2.60% 09-08-2023 5,806,164 5,839 0.4%
Province of Ontario 2.85% 06-02-2023 457,863 465 0.0%
Province of Ontario 2.90% 06-02-2049 12,426,292 11,770 0.8%
Province of Ontario 3.15% 06-02-2022 1,163,879 1,195 0.1%
Province of Ontario 3.50% 06-02-2024 1,104,227 1,157 0.1%
Province of Ontario 4.00% 06-02-2021 119,304 124 0.0%
Province of Ontario 4.20% 06-02-2020 351,285 362 0.0%
Province of Ontario 4.60% 06-02-2039 1,033,970 1,255 0.2%
Province of Ontario 5.60% 06-02-2035 446,463 588 0.0%
Province of Ontario 6.20% 06-02-2031 697,267 931 0.1%
Province of Ontario 6.50% 03-08-2029 1,008,784 1,326 0.2%
Province of Ontario Canada 2.90% 06-02-2028 17,500,633 17,614 1.1%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 941,178 829 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 554,102 453 0.0%
Province of Quebec 2.50% 09-01-2026 1,047,226 1,035 0.1%
Province of Quebec 2.75% 09-01-2025 2,020,219 2,038 0.2%
Province Of Quebec 2.75% 09-01-2028 1,381,279 1,379 0.2%
Province of Quebec 3.00% 09-01-2023 1,375,525 1,409 0.2%
Province of Quebec 3.50% 12-01-2048 2,144,826 2,297 0.2%
Province of Quebec 3.75% 09-01-2024 702,570 748 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 66,280 123 0.0%
Province of Quebec 4.50% 12-01-2020 709,198 741 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 29,163 45 0.0%
Province of Saskatchewan 3.30% 06-02-2048 607,131 612 0.0%
Prudential Financial Inc. 3,019 336 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 153,601 204 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 108,704 146 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 388,470 518 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 1,108,888 1,109 0.1%
PT Astra International TBK 154,398 120 0.0%
PT Bank Pembangunan Daerah Jawa TBK 33,355 2 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 44,077 15 0.0%
PT Gudang Garam TBK 9,321 74 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 25,455 28 0.0%
PT Indiak Energy TBK 151,525 23 0.0%
PT Indo Tambangraya Megah TBK 6,492 12 0.0%
PT Mitra Adiperkasa TBK 291,996 22 0.0%
PT Modernland Realty TBK 291,681 6 0.0%
PT Panin Financial TBK 51,434 1 0.0%
PT Perusahaan Gas Negara 51,034 10 0.0%
PT Ramayana Lestari Sentosa TBK 154,190 21 0.0%
PT Salim Ivomas Pratama TBK 22,879 1 0.0%
PT Surya Semesta Internusa TBK 439,844 21 0.0%
PT Tambang Batubara Bukit Asam TBK 27,100 11 0.0%
PT. Global Mediacom TBK 371,674 9 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 94,277 122 0.0%
PTC Thetapeutics Inc. 461 22 0.0%
PTT Exploration and Production PCL 304 1 0.0%
Public Bank BHD 171 1 0.0%
Publicis Groupe SA 2,146 168 0.0%
PulteGroup Inc. 7.875% 06-15-2032 9,334 13 0.0%
PW Medtech Group Ltd. 3,042 1 0.0%
QAD Inc. Class A 378 20 0.0%
Qatar Islamic Bank 599 34 0.0%
QGEP Participacoes SA 13,366 44 0.0%
QinetiQ Group PLC 16,515 82 0.0%
Qinhuangdao Port Co. Ltd. 665 0.0%
Quad Graphics Inc. 5 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 395,039 518 0.0%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 478,585 638 0.0%
Qualitas Controladora SAB de CV 523 2 0.0%
Quarterhill Inc. 88,059 117 0.0%
Quebecor Inc. Class B Sub. voting 105,221 3,024 0.3%
Quebecor Media Inc. 6.625% 01-15-2023 144A 1,055,251 1,100 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 50,455 48 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 330,511 359 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 76,939 77 0.0%
QuinStreet Inc. 13,243 293 0.0%
R.R. Donnelley & Sons Co. Term Loan B 1st Lien F/R 01-04-2024 9 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 235,679 318 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,852 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,362,369 1,452 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 102,726 124 0.0%
Radiant Opto-Electronics Corp. 24,735 93 0.0%
Radware Ltd. 4,889 151 0.0%
RAKUS Co. Ltd. 836 18 0.0%
Rallye SA 962 14 0.0%
Randon SA Implementos e Participacoes 17,121 56 0.0%
Raspadskaya 4,914 12 0.0%
Rayonier Advanced Materials Inc. 159 2 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 352,307 350 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 450,705 451 0.0%
Real Matters Inc. 297 1 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 114,704 149 0.0%
Realtek Semiconductor Corp. 5,865 37 0.0%
Recipe Unlimited Corp. 33 1 0.0%
Reckitt Benckiser Group PLC 7,085 741 0.0%
Redwood Trust Inc. 5.63% 07-15-2024 Conv. 2024 71,520 93 0.0%
Regional SAB de CV 8,669 55 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 78,022 125 0.0%
Regions Financial Corp. 7.375% 12-10-2037 44,429 77 0.0%
Reinsurance Group of America Inc. 10,491 2,007 0.2%
Reitmans (Canada) Ltd. Class A non-voting 247 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 3,403 148 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 714,270 999 0.1%
Reliance LP 3.84% 03-15-2025 Callable 2025 783,089 770 0.0%
Reliance Steel & Aluminum Co. 1,506 146 0.0%
Renesas Electronics Corp. 39,561 246 0.0%
Renewable Energy Group Inc. 5,330 187 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 4 0.0%
Repsol SA 13,189 290 0.0%
Repsol SA Rights Exp. 01-11-2019 13,189 8 0.0%
Republic of Argentina 5.88% 01-11-2028 13,776 14 0.0%
Republic of Argentina 6.88% 01-11-2048 2,666 3 0.0%
Republic of Austria 0.00% 07-15-2023 180,968 285 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 472,305,054 216 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 729,253,950 319 0.0%
Republic of Colombia 7.00% 09-11-2019 611,050,892 261 0.0%
Republic of Finland 1.50% 04-15-2023 99,695 167 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 72,604 115 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 43,346 63 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,254,997,660 196 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 579,749 1,058 0.1%
Republic of Portugal 3.85% 04-15-2021 97,528 167 0.0%
Republic of the Philippines 4.00% 01-26-2022 4,585,977 110 0.0%
Republic Services Inc. 10,516 1,034 0.1%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 2,291 3 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 121,961 162 0.0%
Resolute Forest Products Inc. 15,766 171 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 74,235 101 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 10,606 14 0.0%
Restaurant Brands International Inc. 13,710 978 0.1%
Retail Value Inc. 2,515 88 0.0%
Reunert Ltd. 4,657 31 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 3,763 4 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 397,681 518 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 505,671 689 0.0%
Rezidor Hotel Group AB 3,847 24 0.0%
RHB Capital BHD 1,644 3 0.0%
RingCentral Inc. Class A 1,624 183 0.0%
Rio Tinto Ltd. 59,523 4,490 0.4%
Rio Tinto PLC 9,459 614 0.0%
RioCan Real Estate Investment Trust 18,214 433 0.0%
Ritchie Bros. Auctioneers Inc. 13,618 608 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 22,161 30 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 162,023 175 0.0%
Rite Aid Corp. 7.70% 02-15-2027 841,704 773 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 9,034 12 0.0%
Road King Infrastructure Ltd. 1,331 3 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 4,409 6 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 4,193 5 0.0%
Robinson PCL NVDR 760 2 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 8,385 12 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 7,038 10 0.0%
Roche Holding AG Genusscheine 907 306 0.0%
Rockwool International AS Class B 339 121 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 39,931 41 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 36,936 39 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 570,009 714 0.0%
Rogers Communications Inc. Class B non-voting 30,183 2,112 0.2%
Rogers Sugar Inc. 5,306 29 0.0%
Rollins Inc. 347 17 0.0%
Rolls-Royce Holdings PLC 11,619 168 0.0%
Rosneft Oil Co. 3,802 32 0.0%
Rosneft Oil Co. GDR 4,203 35 0.0%
Rostelecom 6,720 10 0.0%
Rostelecom PJSC 5,773 8 0.0%
Rowan Companies Inc. 14,024 161 0.0%
Roxgold Inc. 247 0.0%
Royal Bank of Canada 177,139 16,551 1.1%
Royal Bank of Canada 2.36% 12-05-2022 854,219 838 0.0%
Royal Bank of Canada 2.95% 05-01-2023 444,608 446 0.0%
Royal Bank of Canada 3.30% 09-26-2023 2,995,881 3,010 0.3%
Royal Bank of Canada 3.31% 01-20-2026 2,179,291 2,190 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 1,029,994 1,037 0.1%
Royal Bank of Canada F/R 03-23-2020 Covered 4,270,828 4,285 0.4%
Royal Bank of Canada F/R 08-01-2019 9,323,656 9,329 0.7%
Royal Bank of Canada F/R 11-05-2019 149 0.0%
Royal Dutch Shell PLC A 48,433 1,944 0.2%
RS PCL 1,644 1 0.0%
Ruentex Development Co. Ltd. 3,213 6 0.0%
Ruentex Industries Ltd. 9,048 32 0.0%
Russel Metals Inc. 14,114 301 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 564,106 556 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 152,606 204 0.0%
Sabina Gold & Silver Corp. 30,772 38 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 122,452 162 0.0%
Safe Bulkers Inc. 7,037 17 0.0%
Salmar ASA 4,162 281 0.0%
Sam Young Electronics Co. Ltd. 1,135 16 0.0%
Samjin Pharmaceutical Co. Ltd. 41 2 0.0%
Samsonite International SA 40,307 156 0.0%
Samsung Biologics Co. Ltd. 13 6 0.0%
Samsung C&T Corp. 18 2 0.0%
Samsung Electro-Mechanics Co. 980 124 0.0%
Samsung Electronics Co. Ltd. 16,398 777 0.0%
Samsung Electronics Co. Ltd. GDR 10 11 0.0%
Samsung SDI Co. Ltd. 349 94 0.0%
Samsung SDS Co. Ltd. 4 1 0.0%
San Miguel Corp. 4,779 18 0.0%
San Miguel Food and Beverage Inc. 7,753 17 0.0%
Sandvik AB 5,360 104 0.0%
Sangsangin Co. Ltd. 144 3 0.0%
Sanofi 3,594 425 0.0%
Santander Consumer Bank AS F/R 03-30-2020 81,473 13 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 35,788 17 0.0%
Sao Martinho SA 2,652 17 0.0%
Sappi Ltd. 8,074 63 0.0%
Saputo Inc. 66 3 0.0%
Saputo Inc. 3.61% 08-14-2025 Callable 2025 240,538 240 0.0%
Sarantis SA 361 4 0.0%
Sartorius Stedim Biotech SA 1,592 217 0.0%
Sasol Ltd. 1,626 66 0.0%
Sasol Ltd. ADR 1,873 75 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 283,426 382 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 251,405 327 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 144,759 190 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 110,532 149 0.0%
Sberbank of Russia PJSC 21,040 77 0.0%
Schaeffler AG 5,546 65 0.0%
Schindler Holding AG 9 2 0.0%
Schindler Holding AG PC 8 2 0.0%
Schneider Electric SE 1,892 177 0.0%
Schneider National Inc. 2,347 60 0.0%
Schnitzer Steel Industries Inc. Class A 614 18 0.0%
Schouw & Co. 8 1 0.0%
SCI Pharmtech Inc. 7,717 24 0.0%
Scientex BHD 1,104 3 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 13,826 19 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 323,447 436 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 505,703 489 0.0%
Seabridge Gold Inc. 16 0.0%
SEACOR Marine Holdings Inc. 80 1 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 60,684 82 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 125,703 169 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 156,695 212 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 114,866 163 0.0%
SeaWorld Entertainment Inc. 4,027 121 0.0%
Secure Energy Services Inc. 12,457 87 0.0%
Segro PLC 7,996 82 0.0%
Semirara Mining & Power Corp. 2,509 2 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,852 2 0.0%
Seohan Co. Ltd. 7,888 18 0.0%
Seoul Auction Co. Ltd. 724 8 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 134,883 178 0.0%
Service Corp. International 934 51 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 36,623 47 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 3,369 5 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 11,505 16 0.0%
Seven & i Holdings Co. Ltd. 8,805 524 0.0%
Seven Generations Energy Ltd. 391 4 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 3,793 5 0.0%
Severstal PAO 4,013 74 0.0%
SEWOON MEDICAL Co. Ltd. 4,086 19 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 53,098 59 0.0%
SFS Group AG 575 61 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 3,042 3 0.0%
Shanghai Prime Machinery Co. Ltd. 4,943 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 384,425 384 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 1,047,226 1,078 0.1%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 578,875 580 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 5,462,015 6,515 0.5%
Shaw Communications Inc. Class B non-voting 18,521 458 0.0%
Shaw Communications Inc. Pfd Series A 14,159 211 0.0%
ShawCor Ltd. 8,812 146 0.0%
Sheng Ye Capital Ltd. 9,995 12 0.0%
Shenzhen Expressway Co. Ltd. 18,060 27 0.0%
Sherritt International Corp. 20,070 9 0.0%
Shimao Property Holdings Ltd. 13,346 49 0.0%
Shin Kong Financial Holding Co. Ltd. 37,232 15 0.0%
Shinhan Financial Group Co. Ltd. ADR 570 28 0.0%
Shinkong Synthetic Fibers Corp. 45,681 24 0.0%
Shinsegae Co. Ltd. 33 10 0.0%
Shinyoung Securities Co. Ltd. 55 4 0.0%
Shopify Inc. 2,801 529 0.0%
Shun Tak Holdings Ltd. 330,448 142 0.0%
Siam Commercial Bank PCL 485 3 0.0%
Siegfried Holding AG 205 96 0.0%
Siemens AG 2,056 313 0.0%
Siemens Healthineers AG 2,847 163 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 291,633 295 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 285,254 434 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 185,749 241 0.0%
Signature Bank 3,174 445 0.0%
Sigurd Microelectronics Corp. 20,725 25 0.0%
Sika AG 946 164 0.0%
Silicon Laboratories Inc. 760 82 0.0%
Silvercorp Metals Inc. 527 2 0.0%
Sime Darby BHD 15,418 12 0.0%
Sime Darby Plantation BHD 44,002 69 0.0%
SIMMTECH Co. Ltd. 1,984 16 0.0%
Sincere Navigation Corp. 15,988 11 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 141,341 181 0.0%
Sinil Pharmaceutical Co. Ltd. 1,106 13 0.0%
Sinopec Engineering Group Co. Ltd. 12,416 14 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 285 17 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 1,273,801 761 0.0%
Sinopharm Group Co. H 6,487 37 0.0%
Sinotruk Hong Kong Ltd. 35,325 73 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 116,336 145 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 92,110 119 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 282,703 379 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 164,301 218 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 5,266 7 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 7,687 10 0.0%
SK Holdings Co. Ltd. 259 82 0.0%
SK Hynix Inc. 17,324 1,284 0.2%
SK Telecom Co. Ltd. ADR 1,968 72 0.0%
SkyWest Inc. 748 45 0.0%
Slate Office REIT 14,880 94 0.0%
SLC Agricola SA 4,803 71 0.0%
Smart Real Estate Investment Trust 33 1 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 223,232 218 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 139,115 179 0.0%
Snap-On Inc. 440 87 0.0%
SNC-Lavalin Group Inc. 5,109 235 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 304,231 300 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 126,387 162 0.0%
Sociedad Quimica y Minera de Chile SA ADR B 342 18 0.0%
Soda Sanayii AS 2,825 5 0.0%
Sofina SA 709 184 0.0%
Soft-World International Corp. 6,161 18 0.0%
SoftBank Group Corp. 2,395 218 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 265,131 362 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 87,497 118 0.0%
Softcat PLC 3,263 33 0.0%
SOHO China Ltd. 19,707 10 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 3,519 5 0.0%
Solium Capital Inc. 1,302 15 0.0%
Somboon Advance Technology PCL 1,777 1 0.0%
Sonae Sierra Brasil SA 166 2 0.0%
Sonic Healthcare Ltd. 10,637 226 0.0%
Sonova Holding AG 1,726 385 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,380,221 1,398 0.2%
Source Energy Services Ltd. 1,998 3 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 10,836 20 0.0%
SP LP 3.21% 06-15-2019 1,359,300 1,361 0.2%
Sparebank 1 Nord-Norge 6,945 69 0.0%
SPDR S&P 500 ETF Trust 3,012 1,027 0.1%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 749 1 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 6,114 8 0.0%
Spin Master Corp. 18,262 701 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 195,245 267 0.0%
Spirit Airlines Inc. 25,968 2,052 0.2%
Springland International Holdings Ltd. 55,647 15 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 7,088 10 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 312,969 405 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 103,611 135 0.0%
Sprint Corp. 7.125% 06-15-2024 217,430 294 0.0%
Sprint Corp. 7.25% 09-15-2021 7,437 10 0.0%
Sprint Corp. 7.875% 09-15-2023 978,385 1,372 0.2%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 3,277 4 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 219,473 294 0.0%
SPS Commerce Inc. 406 46 0.0%
Spy Hill Power LP 4.14% 03-31-2036 210,159 217 0.0%
Square Inc. Class A 2,352 180 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 235,893 296 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 1,201 2 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 27,716 36 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 74,497 96 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 309,567 400 0.0%
SSR Mining Inc. 8,635 142 0.0%
SSY Group Ltd. 3,992 4 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 240,568 327 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 58,083 69 0.0%
STAAR Surgical Co. 342 15 0.0%
Standard Bank Group Ltd. 523 9 0.0%
Standard Chartered PLC 33,497 355 0.0%
Standard Industries Inc. 4.75% 01-15-2028 Callable 2023 144A 474 1 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 829 103 0.0%
Stantec Inc. 50,558 1,512 0.2%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 235,669 309 0.0%
Star Petroleum Refining PCL 2,490 1 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 88,954 118 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 106,426 136 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 379,736 505 0.0%
Starwood Property Trust Inc. 64,877 1,744 0.2%
State Bank of India GDR 76 4 0.0%
Statoil ASA 4,336 126 0.0%
Steel Dynamics Inc. 2,287 94 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 1,997 3 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 7,811 10 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 824 1 0.0%
Stella-Jones Inc. 17,027 674 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 126,786 173 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 114,866 158 0.0%
Storebrand ASA 18,919 184 0.0%
Storm King Funding F/R 03-18-2019 3,463,189 3,463 0.3%
Storm Resources Ltd. 132 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 445,967 481 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 35,193 48 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 20,495 28 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 17,617 24 0.0%
Stuart Olson Inc. 1,384 7 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 5,740 7 0.0%
Suheung Co. Ltd. 447 13 0.0%
Sul America SA 2,462 25 0.0%
Sumitomo Mitsui Construction Co. Ltd. 11,247 94 0.0%
Summerset Group Holdings Ltd. 12,565 73 0.0%
Summit Industrial Income Real Estate Investment Trust 64,265 614 0.0%
Sun Art Retail Group Ltd. 2,566 4 0.0%
Sun Life Financial Inc. 67,051 3,037 0.3%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 725,105 727 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,459,490 1,445 0.2%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 323,985 319 0.0%
Suncor Energy Inc. 228,681 8,720 0.6%
Sungdo Engineering & Construction Co. Ltd. 3,058 19 0.0%
Sunrise Communications Group AG 899 108 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 71,087 70 0.0%
Sunway Real Estate Investment Trust 4,144 2 0.0%
Superior Plus Corp. 34,522 334 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,938,080 1,826 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 793,712 1,047 0.1%
Supermax Corp. BHD 11,330 13 0.0%
Surge Energy Inc. 66,835 98 0.0%
Surgutneftegas OAO 22,128 12 0.0%
SurModics Inc. 4,996 322 0.0%
Suzano Papel e Celulose SA 29 0.0%
Svenska Cellulosa AB (SCA) B 55,913 592 0.0%
Swire Pacific Ltd. Class A 26,250 378 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,299,288 461 0.0%
Swiss Life Holding AG Reg. 1,111 584 0.0%
Swiss Re Ltd. 57 7 0.0%
Swisscom AG Reg. 150 98 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 700,227 924 0.1%
Syneos Health Inc. 13,008 698 0.0%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 161,187 197 0.0%
Synnex Technology International Corp. 19,296 31 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 114,866 149 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 128,953 179 0.0%
Synthomer PLC 4,769 30 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 424,733 427 0.0%
Systemax Inc. 611 20 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 2,446 3 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 5,840 7 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 3,494 5 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 463,961 650 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 360,580 504 0.0%
TA Enterprise BHD 4,677 1 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 206,006 289 0.0%
Tactile Systems Technology Inc. 1,266 79 0.0%
Taekwang Industrial Co. Ltd. 10 15 0.0%
Taeyoung Engineering & Construction Co. Ltd. 200 3 0.0%
TaiDoc Technology Corp. 9,752 77 0.0%
Taiwan Cement Corp. 11,406 18 0.0%
Taiwan Cement Corp. Rights Exp. 12-05-2018 3,758 0.0%
Taiwan High Speed Rail Corp. 19,486 27 0.0%
Taiwan Hon Chuan Enterprise Co. Ltd 3,796 8 0.0%
Taiwan Navigation Co. Ltd. 22,218 19 0.0%
Taiwan Secom Co. Ltd. 996 4 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 5,903 297 0.0%
Taiwan Styrene Monomer Corp. 37,466 38 0.0%
Taiwan Surface Mounting Technology Corp. 12,198 21 0.0%
Taiwan Takisawa Technology Co. Ltd. 15,388 19 0.0%
Takara Bio Inc. 2,507 80 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 204,370 238 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 639,357 880 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 4,842 6 0.0%
Tamarack Valley Energy Ltd. 27,848 66 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 2,845 4 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 3,269 4 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 91,026 121 0.0%
Target Corp. 6,876 620 0.0%
Taseko Mines Ltd. 33 0.0%
Tatneft PJSC 3,523 102 0.0%
Tauron Polska Energia SA 6,958 6 0.0%
TAV Havalimanlari Holding AS 513 3 0.0%
TCI Co. Ltd. 622 14 0.0%
TCL Electronics Holdings Ltd. 38,649 20 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 275,725 299 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 577,978 646 0.0%
Technovator International Ltd 1,331 0.0%
Techtronic Industries Co. Ltd. 32,395 235 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 33,013 43 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 8,286 11 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 1,198 2 0.0%
Teck Resources Ltd. Class B 92,867 2,729 0.3%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 87,775 114 0.0%
Tegma Gestao Logistica SA 2,321 22 0.0%
Tego Science Inc. 10 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 14,974 20 0.0%
Tekfen Holding AS 437 2 0.0%
Telefonaktiebolaget LM Ericsson B 98,433 1,181 0.1%
Telefonica Brasil SA 2,631 43 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 2,222 4 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,481 3 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 6 0.0%
Telkom SA SOC Ltd. 20,535 123 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 86,691 84 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 97,528 101 0.0%
TELUS Corp. 59,397 2,688 0.3%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 24,957 25 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 79,536 79 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 1,185,872 1,163 0.1%
TELUS Corp. 3.75% 01-17-2025 Callable 604,475 611 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 243,911 238 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 927,922 913 0.1%
TELUS Corp. 5.05% 07-23-2020 9,983 10 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 54,182 55 0.0%
Tenaga Nasional BHD 163,490 734 0.0%
Tenaris SA 9,854 145 0.0%
Tencent Holdings Ltd. 5,256 288 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 7,013 10 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 819,251 1,051 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 13,226 17 0.0%
Teradyne Inc. 12,768 547 0.0%
Teranga Gold Corp. 47,885 193 0.0%
Terna Energy SA 285 2 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 1,125,570 1,366 0.2%
Tervita Corp. 820 5 0.0%
Tervita Corp. Class A Voting 47 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 24,957 32 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 92,110 146 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 241,555 253 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 4,592 6 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2018 6,938 9 0.0%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 194,360 244 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 320,808 382 0.0%
Texas Pacific Land Trust 370 273 0.0%
Texhong Textile Group Ltd. 1,440 2 0.0%
Textron Inc. 7,883 495 0.0%
TFI International Inc. 18,233 644 0.0%
Thales SA 1,192 190 0.0%
The a2 Milk Co. Ltd. 9,168 94 0.0%
The ADT Corp. 3.50% 07-15-2022 154,961 196 0.0%
The AES Corp. 36,208 714 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 399 1 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 2,945 4 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 16,970 23 0.0%
The Allstate Corp. 196 22 0.0%
The Bank of Nova Scotia 91,467 6,224 0.5%
The Bank of Nova Scotia 1.83% 04-27-2022 649,546 629 0.0%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 2,046,731 1,996 0.2%
The Bank of Nova Scotia 2.29% 06-28-2024 1,297,766 1,252 0.2%
The Bank of Nova Scotia 2.36% 11-08-2022 755,604 741 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 2,033,479 2,038 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 530,241 527 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 22,461 30 0.0%
The Bank of Nova Scotia 6.45% 01-01-2025 0 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 554,361 670 0.0%
The Bank of Nova Scotia F/R 08-27-2019 8,364,122 8,367 0.6%
The Basic House Co. Ltd. 52 0.0%
The Boeing Co. 11,275 4,961 0.4%
The Boston Beer Co. Inc. 189 62 0.0%
The British Land Co. PLC 43,720 406 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 254,941 285 0.0%
The Chefs' Warehouse Inc. 160 7 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 2,021 3 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 2,995 4 0.0%
The Descartes Systems Group Inc. 7,893 284 0.0%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 869,147,530 82 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 146,292 229 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 104,030 166 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 108,364 183 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 1,129,414 1,110 0.1%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 105,330 163 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 1,132,139 1,094 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 795,362 772 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 31,256 29 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 210,227 277 0.0%
The Hershey Co. 4,730 692 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,358,629 1,276 0.2%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 253,572 41 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 150,626 147 0.0%
The Keg Royalties Income Fund 264 4 0.0%
The Link Real Estate Investment Trust 7,883 109 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 1,248,718 1,236 0.2%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 318,145 318 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 331,931 333 0.0%
The Marcus Corp. 2,038 110 0.0%
The Mosaic Co. 771 31 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 4,767 3 0.0%
The North West Co. Inc. 8,700 273 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 240,795 331 0.0%
The Procter & Gamble Co. 3,504 439 0.0%
The Progressive Corp. 16,487 1,357 0.2%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 48,721 65 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 7,407 10 0.0%
The SPAR Group Ltd. 19 0.0%
The Stars Group Inc. 5,355 121 0.0%
The TJX Companies Inc. 54,474 3,325 0.3%
The Toronto-Dominion Bank 202,545 13,744 0.9%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 4,408,995 4,228 0.4%
The Toronto-Dominion Bank 2.05% 12-01-2022 114,473 113 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 596,521 594 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 2,428,365 2,443 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 270,953 275 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 630,987 670 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 515,972 586 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 85,275 95 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 414,207 475 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 2,648,555 2,652 0.3%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,796,380 1,749 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 1,142,816 1,143 0.1%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 756,643 754 0.0%
The Towa Bank Ltd. 2,002 19 0.0%
The Unite Group PLC 4,752 67 0.0%
The Walt Disney Co. 2,917 436 0.0%
The Walt Disney Co. 2.76% 10-07-2024 5,712,819 5,622 0.4%
The Wharf Holdings Ltd. 46,824 166 0.0%
The Williams Companies Inc. 3.70% 01-15-2023 Callable 2022 65,019 87 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 150,626 208 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 849 2 0.0%
Thermo Fisher Scientific Inc. 776 237 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 34,243 52 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 32,943 51 0.0%
Thomson Reuters Corp. 23,902 1,576 0.2%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 356,322 360 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 593,107 769 0.0%
Tianjin Development Holdings Ltd. 3,612 2 0.0%
Tianjin Port Development Holdings Ltd. 3,422 0.0%
Tianneng Power International Ltd. 27,798 32 0.0%
Tianyun International Holdings Ltd. 79,414 15 0.0%
Tim Participacoes SA ADR 446 9 0.0%
Tingyi (Cayman Islands) Holding Corp. 8,365 15 0.0%
Tisco Financial Group PCL NVDR 342 1 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 460,041 541 0.0%
Titan Acquisition Ltd. Term Loan 1st Lien F/R 03-16-2025 7 0.0%
TMX Group Ltd. 12,309 871 0.1%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 903,794 892 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 712,495 721 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 0 0.0%
Toho Holdings Co. Ltd. 4,525 151 0.0%
Tokyo Electric Power Co. Holdings Inc. 478,566 3,890 0.3%
Tomony Holdings Inc. 3,027 15 0.0%
Top Glove Corp. BHD 120,583 223 0.0%
Torchmark Corp. 7,789 792 0.0%
Torex Gold Resources Inc. 33 0.0%
Toromont Industries Ltd. 6,113 332 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 397,681 400 0.0%
Toronto Hospital 5.64% 12-08-22 367,008 389 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 9 0.0%
Total Access Communication PCL NVDR 6,977 13 0.0%
Total SA 6,937 501 0.0%
Total System Services Inc. 1,065 118 0.0%
TOTVS SA 466 4 0.0%
Tourmaline Oil Corp. 8,544 145 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 72,568 97 0.0%
Towd Point Mortgage Trust 2018-3 3.75% 05-25-2058 144A 77,638 105 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 174,814 230 0.0%
Towd Point Mortgage Trust F/R 07-25-2058 144A 73,946 99 0.0%
Toyo Seikan Kaisha Ltd. 5,155 162 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 636,096 634 0.0%
TPK Holding Co. Ltd. 95 0.0%
TransAlta Corp. 54,660 306 0.0%
TransAlta Corp. Pfd. Series A 34,786 413 0.0%
TransAlta Renewables Inc. 33 0.0%
Transat A.T. Inc. Class B 7,975 47 0.0%
TransCanada Corp. 88,184 4,299 0.4%
TransCanada Corp. Pfd. Series 15 18,621 460 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 742,338 860 0.1%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 2,296 3 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 575,848 560 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 3,703 5 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 262,469 242 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 492,064 486 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 187,440 221 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 719,007 885 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 306,214 436 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 3,029,086 2,715 0.3%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 161,463 265 0.0%
Transcontinental Inc. Class A Sub. voting 24,555 474 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 7,237 9 0.0%
TransDigm Inc. Term Loan F 1st Lien F/R 06-09-2023 140,193 181 0.0%
TransGlobe Energy Corp. 54,543 139 0.0%
Transmissora Alianca de Energia Eletrica SA 1,236 10 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 342,006 343 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 816,583 854 0.1%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 98,178 135 0.0%
Travelsky Technology Ltd. 760 3 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 109,605 144 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 36,904 36 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 114,866 111 0.0%
Trencor Ltd. 599 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 3,219 4 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 80,190 110 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 1,530 2 0.0%
Tricon Capital Group Inc. 26,596 258 0.0%
Trillium Windpower LP 5.80% 02-15-2033 221,106 250 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 34,026 46 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 22,561 31 0.0%
Triple-S Management Corp. 403 10 0.0%
Trisura Group Ltd. 16 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 92,218 126 0.0%
True North Commercial Real Estate Investment Trust 3,032 17 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 73,688 97 0.0%
Truworths International Ltd. 4,619 39 0.0%
TTEC Holdings Inc. 2,838 111 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 466 14 0.0%
Tupy SA 6,313 45 0.0%
Turk Hava Yollari AO 808 3 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 1,103 8 0.0%
Turkiye Sise ve Cam Fabrikalari AS 1,122 2 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 76,939 104 0.0%
U.S. Bancorp 4,246 265 0.0%
U.S. Bancorp 0.85% 06-07-2024 74,771 116 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 3,516 127 0.0%
U.S. Bancorp Pfd. Security Series A 310 321 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 1,056,911 1,397 0.2%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 80,943 108 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 6,040 8 0.0%
UBS Group AG 25,374 431 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 1,735 2 0.0%
UMW Holdings BHD 5,808 10 0.0%
Uni-President Enterprises Corp. 49,151 153 0.0%
Unid Co. Ltd. 8 0.0%
Unilever NV CVA 12,245 908 0.1%
Unimicron Technology Corp. 105,543 105 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 121,699 121 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 367,352 347 0.0%
Union Gas Ltd. 8.65% 11-10-2025 50,373 67 0.0%
Union Pacific Corp. 7,831 1,477 0.2%
Unipar Carbocloro SA 425 6 0.0%
Uniper SE 56,583 1,999 0.2%
Unipro PJSC 10,218 1 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 101,291 133 0.0%
United Engineers Ltd. 3,405 9 0.0%
United Integrated Services Co. Ltd. 285 1 0.0%
United Kingdom Treasury 3.75% 09-07-2020 28,175 51 0.0%
United Kingdom Treasury 4.25% 12-07-2027 22,259 49 0.0%
United Parcel Service Inc. (UPS) Class B 2,525 336 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 861,377 822 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 161,463 217 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 162,546 195 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 198,307 251 0.0%
United Rentals North America Inc. 6.50% 12-15-2026 Callable 2021 530,241 716 0.0%
United States Treasury 2.25% 11-15-2027 93 0.0%
United States Treasury 2.75% 02-15-2028 575,312 790 0.0%
United States Treasury 2.88% 09-30-2023 3,852 5 0.0%
United States Treasury 2.88% 10-31-2023 668 1 0.0%
United States Treasury 3.00% 02-15-2048 2,569,186 3,499 0.3%
United States Treasury 3.13% 11-15-2028 3 0.0%
United States Treasury 3.38% 11-15-2048 14,813 22 0.0%
United States Treasury Inflation Indexed 0.75% 02-15-2042 49,888 69 0.0%
United States Treasury Inflation Indexed 0.75% 07-15-2028 58,370 79 0.0%
United States Treasury Inflation Indexed 1.01% 02-15-2048 49,403 66 0.0%
United Technologies Corp. 481 70 0.0%
UnitedHealth Group Inc. 798 271 0.0%
Universal Corp. 363 27 0.0%
Universal Insurance Holdings Inc. 2,913 151 0.0%
Universal Vision Biotechnology Co. Ltd. 14,999 17 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 258,373 306 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 66,102 82 0.0%
UPM-Kymmene OYJ 2,508 87 0.0%
Uralkali 3,165 5 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 162,546 220 0.0%
US Bancorp Pfd. Series K Callable 2023 4,801 162 0.0%
US Foods Inc. Term Loan B 1st Lien F/R 06-27-2023 119,239 156 0.0%
US Treasury 2.88% 08-15-2028 1,507,036 2,091 0.2%
USANA Health Sciences Inc. 3,532 567 0.0%
USB Capital IX 3.50% 10-29-2049 326,827 334 0.0%
Userjoy Technology Co. Ltd. 6,784 20 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 225 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 1,697 2 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 90,958 117 0.0%
Vale SA ADR 9,022 162 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 5,665 8 0.0%
Valeant Pharmaceuticals International Inc. 93,796 2,368 0.2%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 1,872 2 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 1,362,796 1,840 0.2%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 1,872 3 0.0%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 4,991 7 0.0%
Valeant Pharmaceuticals International Inc. Term Loan B 1st Lien F/R 05-28-2025 160,058 209 0.0%
Valener Inc. 12,575 243 0.0%
Valero Energy Corp. 6,617 677 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 432,094 445 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 265,121 283 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 284 13 0.0%
Vanguard International Semiconductor Corp. 1,236 3 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 34,388 47 0.0%
Vantiv LLC Term Loan B4 1st Lien F/R 08-20-2024 145,227 191 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 141,957 174 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 617,769 598 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 39,931 40 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 251,865 334 0.0%
Veresen Inc. 3.06% 06-13-2019 406,960 408 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 194,292 257 0.0%
VeriSign Inc. 4.75% 07-15-2027 Callable 2022 144A 352,112 452 0.0%
Verisk Analytics Inc. 3,800 565 0.0%
Verizon Communications Inc. 11,652 894 0.1%
Verizon Communications Inc. 3.50% 02-17-2023 91,026 89 0.0%
Verizon Owner Trust 1.42% 01-20-2021 29,910 41 0.0%
Vermilion Energy Inc. 4,085 117 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 16,721 22 0.0%
Verso Corp. Class A 28,999 886 0.1%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 161,589 219 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 522,307 493 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 198,840 250 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 9,309 12 0.0%
Videotron Ltee 5.00% 07-15-2022 15,623 21 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 76,634 78 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 1,232,846 1,252 0.2%
Village Super Market Inc. 914 33 0.0%
Vinci SA 3,844 433 0.0%
Visa Inc. Class A 15,898 2,861 0.3%
Vishay Precision Group Inc. 244 10 0.0%
Vissem Electronics Co. Ltd. 2,459 18 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 100,731 135 0.0%
Vistra Energy Corp. 19,531 610 0.0%
Vistra Energy Corp. 5.50% 09-01-2026 Callable 2021 144A 1,972 3 0.0%
Vital KSK Holdings Inc. 6,480 91 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 39,931 56 0.0%
Vivo Participacoes SA ADR 504 8 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 86,691 114 0.0%
Vodafone Group PLC 3.75% 01-16-2024 155,106 208 0.0%
Voya Financial Inc. 32,288 1,768 0.2%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 10,282 13 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 18,318 22 0.0%
Vukile Property Fund Ltd. 17,339 33 0.0%
VVC Holding Corp. Term Loan 1st Lien F/R 07-03-2025 809 1 0.0%
VW Credit Canada Inc. 3.70% 11-14-2022 251,868 254 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 141,001 182 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 1,198 2 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 2,096 3 0.0%
W.W. Grainger Inc. 714 275 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 1,157,697 1,577 0.2%
Wabtec Corp. 3,219 309 0.0%
Wachovia Capital Trust III F/R 03-15-2066 487,856 603 0.0%
Wajax Corp. 2,505 42 0.0%
Wal-Mart de Mexico SAB de CV Series V 34,424 120 0.0%
Wal-Mart Stores Inc. 14,717 1,870 0.2%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 89,942 123 0.0%
Walsin Technology Corp. 190 1 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 31,309 43 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 30,220 41 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 16,504 23 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 37,691 51 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 13,049 18 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 13,739 19 0.0%
Wand Merger Corp. 8.13% 07-15-2023 Callable 2020 144A 102,946 137 0.0%
Warrior Met Coal Inc. 56,335 1,853 0.2%
Washington H. Soul Pattison & Co. Ltd. 3,382 81 0.0%
Wasion Group Holdings Ltd. 30,247 20 0.0%
Waste Connections Inc. 23,470 2,378 0.2%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 5,146 7 0.0%
Waters Corp. 920 237 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 2,920 2 0.0%
Wei Chuan Foods Corp. 9,771 10 0.0%
Weibo Corp. 57 5 0.0%
Weiqiao Textile Co. Ltd. 27,984 13 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 525,900 694 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 3,669 123 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 1,640,036 1,576 0.2%
Wells Fargo & Co. 2.98% 05-19-2026 730,407 696 0.0%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 660,150 658 0.0%
Wells Fargo & Co. F/R 07-27-2021 75,855 73 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 12,991 18 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 18,439 27 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 198,044 268 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 150,973 206 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 55,786 73 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 7,712 9 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 14 0.0%
Wesdome Gold Mines Ltd. 10,348 46 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 265,121 271 0.0%
West Fraser Timber Co. Ltd. 4,976 336 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 516,985 534 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 10,292 258 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 198,307 191 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 187,470 184 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 10 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 115,142 137 0.0%
Western Forest Products Inc. 55,367 105 0.0%
WestJet Airlines Ltd. 10,806 195 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 10,836 19 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 130,037 131 0.0%
Westrock Co. 4,977 256 0.0%
Westshore Terminals Investment Corp. 19,609 404 0.0%
Whanin Pharmaceutical Co. Ltd. 110 3 0.0%
Wheaton Precious Metals Corp. 2,455 65 0.0%
Wheelock and Co. Ltd. 4,887 38 0.0%
Whitecap Resources Inc. 16 0.0%
Whitehaven Coal Ltd. 58,041 241 0.0%
Wholetech System Hitech Ltd. 6,597 8 0.0%
William Morrison Supermarkets PLC 131,359 487 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 159,295 204 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 840,502 1,135 0.1%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 68,571 94 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 137,873 154 0.0%
Winpak Ltd. 13,630 651 0.0%
Winstek Semiconductor Co. Ltd. 16,742 17 0.0%
Wipro Ltd. ADR 14,312 100 0.0%
Wirecard AG 2,436 506 0.0%
Wisdom Marine Lines Co. Ltd. 15,310 20 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 89,400 3,104 0.3%
Wiz Solucoes e Corretagem de Seguros SA 2,857 7 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 1,672 2 0.0%
WMG Acquisition Corp. Term Loan F 1st Lien F/R 11-01-2023 124,619 164 0.0%
WNS (Holdings) Ltd. 1,120 63 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 4,692 6 0.0%
Wonderful Hi-Tech Co. Ltd. 24,272 20 0.0%
Woongjin Thinkbig Co. Ltd. 5,031 17 0.0%
Woongjin Thinkbig Co. Ltd. Rights Exp. 01-11-2019 3,180 0.0%
Woori Bank 247 14 0.0%
World Wrestling Entertainment Inc. Class A 2,523 257 0.0%
Worldpay Inc. 5,298 552 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 111,615 139 0.0%
WPX Energy Inc. 6.00% 01-15-2022 Callable 2021 9,103 12 0.0%
WSP Global Inc. 5,907 347 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 1,162,554 1,151 0.1%
Wuestenrot & Wuerttembergische AG 5,392 135 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 4,517 6 0.0%
Wyndham Hotels and Resorts LLC Term Loan B 1st Lien F/R 03-29-2025 142,683 188 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 41,075 55 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 11,580 14 0.0%
Xiamen International Port Co. Ltd. H 4,753 1 0.0%
Xingda International Holdings Ltd. 855 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 475 0.0%
Xinyuan Real Estate Co. Ltd. 3,230 17 0.0%
Xiwang Special Steel Co. Ltd. 71,012 18 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 181,516 242 0.0%
Xtep International Holdings Ltd. 59,304 44 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 426,266 488 0.0%
Yamana Gold Inc. 165,984 533 0.0%
Yangarra Resources Ltd. 2,307 6 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 143 1 0.0%
Yanzhou Coal Mining Co. Ltd. H 1,521 2 0.0%
Yea Shin International Development Co. Ltd. 5,726 4 0.0%
YeaRimDang Publishing Co. Ltd. 3,257 22 0.0%
Yellow Pages Ltd. 2,702 16 0.0%
Yi Jinn Industrial Co. Ltd. 22,343 13 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 4,570 21 0.0%
Yihai International Holding Ltd. 28,063 94 0.0%
Youngone Holdings Co. Ltd. 10 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 95,933 123 0.0%
Yuanta Financial Holding Co. Ltd. 11,121 8 0.0%
Yuasa Trading Co. Ltd. 1,228 48 0.0%
Yuen Foong Yu Paper Manufacturing Co. Ltd. 4,563 2 0.0%
Yuexiu Property Co. Ltd. 73,045 18 0.0%
Yuexiu Transport Infrastructure Ltd. 37,261 39 0.0%
Yum China Holdings Inc. 1,027 47 0.0%
Yurtec Corp. 1,340 14 0.0%
Yuzhou Properties Co. Ltd. 8,080 5 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 54,045 73 0.0%
Zeng Hsing Industrial Co. Ltd. 2,676 16 0.0%
Zenith Bank Ltd. 191,363 16 0.0%
Zhen Ding Technology Holding Ltd. 63,330 226 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 65,019 85 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 1,760 2 0.0%
ZTE Corp. H Shares 1,863 5 0.0%
ZTO Express (Cayman) Inc. 696 15 0.0%
Zurich Insurance Group AG 301 122 0.0%
Total Investments -- 1,675,491 99.7%
Currency Hedge Contracts -- -11,933 -0.7%
Other Assets (Liabilities) -- 16,585 1.0%
Total Net Assets -- 1,680,143 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of March 31, 2019
  • Regional Allocation
      Canada
    EQ : 17.1% | FI : 39.0%
    56.1%
      United States
    EQ : 8.9% | FI : 10.1%
    19.0%
      Other
    EQ : 6.6% | FI : 2.7%
    9.3%
      United Kingdom
    EQ : 1.3% | FI : 0.6%
    1.9%
      Japan
    EQ : 1.0%
    1.0%
      Germany
    FI : 0.4%
    0.4%
      Cash & Equivalents 12.3%
  • Sector Allocation
      Fixed Income 52.7%
      Cash & Equivalents 12.3%
      Financials 7%
      Other 5.7%
      Industrials 4.1%
      Information Technology 3.3%
      Energy 3.2%
      Materials 2.7%
      Consumer Discretionary 2.5%
      Consumer Staples 2.4%
      Health Care 2.2%
      Communication Serv. 1.9%

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: On or about September 29, 2015, the risk rating of Symmetry Conservative Portfolio will change from Low-Medium to Low. 

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 B, E, I, 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 55% FTSE Canada Universe Bond, 20% MSCI AC (All Country) World, 15% S&P/TSX Composite and 10% 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.