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 May 31, 2019
Major holdings represent 18.4% of the fund.
View all holdings
Total # of
Equity Holdings
1832
Total # of
Fixed Income Holdings
1304
Holding name, country and sector Percentage of holding in fund
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
3.2%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
2.9%
Government of Canada 2.25% 06-01-2030
Canada | Federal Government
2.6%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
2.3%
Government of Canada 0.75% 09-01-2021
Canada | Federal Government
1.9%
Government of Canada 2.75% 12-01-2048
Canada | Federal Government
1.6%
Suncor Energy Inc
Canada | Integrated Oil & Gas
1.6%
Royal Bank of Canada
Canada | Diversified Banks
1.0%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.7%
Bank of Montreal
Canada | Diversified Banks
0.7%

Complete Fund Holdings Help Full holdings list

As of February 28, 2019
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 172,305 228 0.0%
21Vianet Group Inc. ADR 15 0.0%
3i Group PLC 10,418 172 0.0%
3SBio Inc. 305 1 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 0 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 3,947 4 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,408,089 1,421 0.2%
407 International Inc. 5.96% 12-03-2035 Callable 1,547,477 2,024 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 86,536 113 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 1,103,351 1,661 0.2%
58.Com Inc. ADR 1,325 127 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 76,806 94 0.0%
Abbott Laboratories 3.40% 11-30-2023 94,183 125 0.0%
AbbVie Inc. 337 35 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 49,660 75 0.0%
Abcam PLC 5,862 131 0.0%
Absa Group Ltd. 1,462 25 0.0%
Absolute Software Corp. 1,941 18 0.0%
Abu Dhabi Commercial Bank PJSC 10,768 37 0.0%
Accenture PLC Class A 5,706 1,211 0.2%
Access Justice Durham 5.015% 08-31-2039 308,911 351 0.0%
Acproducts Inc. Term Loan 1st Lien F/R 02-14-2024 333,877 419 0.0%
ACS, Actividades de Construccion y Servicios SA 2,965 173 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 112,378 136 0.0%
Adcock Ingram Holdings Ltd. 1,618 10 0.0%
Addus HomeCare Inc. 3,219 285 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 16,734 22 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 18,320 24 0.0%
Admiral Group PLC 8,543 325 0.0%
Adtalem Global Education Inc. 7,280 462 0.0%
ADVA Optical Networking SE 836 11 0.0%
Advance Auto Parts Inc. 13,830 2,943 0.3%
Advanced Info Service PCL (Thailand) DR 289 2 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 544,196 795 0.0%
Advantech Co. Ltd. 1,215 12 0.0%
Advanz Pharma Corp. 127 3 0.0%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 185,233 244 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 199,070 249 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 139,135 192 0.0%
Aecon Group Inc. 8,685 159 0.0%
Aegean Airlines SA 789 9 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 75,118 96 0.0%
Aegon NV 140,862 997 0.1%
AEON Credit Service M Bhd 289 2 0.0%
AEON Thana Sinsap (Thailand) PCL 2,132 16 0.0%
AerCap Holdings NV 11,852 704 0.0%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 291,442 372 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 172,802 225 0.0%
AerCap Ireland Capital Designated Activity Co. 4.88% 01-16-2024 Callable 2023 660,257 888 0.1%
Aflac Inc. 17,806 1,151 0.1%
African Oxygen Ltd. 853 2 0.0%
African Rainbow Minerals Ltd. 2,696 42 0.0%
AG Mortgage Investment Trust Inc. 318 7 0.0%
AGF Management Ltd. Class B non-voting 13,421 70 0.0%
Aggreko PLC 10,252 128 0.0%
Agile Property Holdings Ltd. 19,800 33 0.0%
Agnico-Eagle Mines Ltd. 14,709 823 0.0%
Agricultural Bank of China Ltd. H 1,846,589 1,163 0.1%
Agritrade Resources Ltd. 177,842 44 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2019 515,826 521 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 390,738 509 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 1,265 17 0.0%
Ahnlab Inc. 26 2 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 212,668 276 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 435,873 425 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 255,334 255 0.0%
Aimia Inc. 94,679 360 0.0%
Air Canada 112,205 3,715 0.3%
Air China Ltd. H 36,250 52 0.0%
Air Liquide SA 221 36 0.0%
Air New Zealand Ltd. 2,893 6 0.0%
AirAsia BHD 106,379 95 0.0%
Airports of Thailand Public Co. Ltd. 25,771 72 0.0%
AK Holdings Inc 317 20 0.0%
Aker BP ASA 1,818 81 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 135,924 185 0.0%
Aksigorta AS 16,122 18 0.0%
Akzo Nobel NV 6,315 753 0.0%
AL Midcoast Holdings LLC Term Loan B 1st Lien F/R 06-28-2025 122,083 160 0.0%
Alacer Gold Corp. 14,508 48 0.0%
Alberta Powerline LP 4.06% 03-01-2054 193,435 202 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 240,280 314 0.0%
Alcanna Inc. 16 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 235,578 310 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 485,650 471 0.0%
Alfa SA Series A 40,869 61 0.0%
Alfresa Holdings Corp. 98 4 0.0%
Algonquin Power & Utilities Corp. 23,125 338 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 869,166 881 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 317,233 332 0.0%
Algonquin Power Co. 4.60% 01-29-2029 Callable 2028 128,956 133 0.0%
Alibaba Group Holding Ltd. ADR 2,917 702 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 335,752 347 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 41,638 3,088 0.3%
Allegiant Travel Co. Term Loan B 1st Lien F/R 01-29-2024 321,128 423 0.0%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 54,584 81 0.0%
Allergan PLC 15,696 2,843 0.3%
Alliance Data Systems Corp. 3,146 716 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 3,238 4 0.0%
Alliance Financial Group BHD 1,218 2 0.0%
Alliance Global Group Inc. 29,376 10 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 99,296 101 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 46,207 52 0.0%
Allianz SE Reg. 3,010 881 0.1%
Allied Properties Real Estate Investment Trust 5,254 252 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 343,024 347 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 934 1 0.0%
Ally Financial Inc. 198 7 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 2,917 4 0.0%
Ally Financial Inc. 8.00% 11-01-2031 12,195 20 0.0%
Alpargatas SA 350 2 0.0%
Alpek SAB de CV 7,773 15 0.0%
Alphabet Inc. Class A 490 726 0.0%
Alphabet Inc. Class C 1,368 2,015 0.2%
ALSO Holding AG 85 15 0.0%
Alstom SA 3,581 205 0.0%
AltaGas Canada Inc. 4.26% 12-05-2028 Callable 2028 217,936 229 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 408,534 411 0.0%
AltaGas Ltd. Pfd. Series K 18,501 372 0.0%
Altair Engineering Inc. 6,653 310 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 377,069 384 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 438,452 470 0.0%
Alteryx Inc. 6,594 662 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 255,511 328 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 406,521 531 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 85,621 111 0.0%
Altisource Portfolio Solutions SA 575 19 0.0%
Amata Corp. PCL 426 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 145,556 190 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 278,546 331 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 5,631 7 0.0%
Amcor Ltd. 42,911 603 0.0%
Amdocs Ltd. 5,727 419 0.0%
Amedisys Inc. 6,026 985 0.1%
America's Car-Mart Inc. 269 29 0.0%
American Express Credit Account Master Trust 2.87% 10-15-2024 Callable 2022 93,113 123 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 229,566 351 0.0%
American National Insurance Co. 2,434 471 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 77,251 66 0.0%
American Tower Corp. 1.95% 05-22-2026 Callable 2026 35,319 53 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 85,621 114 0.0%
American Tower Corp. 4.70% 03-15-2022 54,584 74 0.0%
AmerisourceBergen Corp. 443 48 0.0%
AMMB Holdings BHD 2,697 4 0.0%
Amphenol Corp. Class A 870 108 0.0%
Anadolu Cam Sanayii AS 28,315 22 0.0%
Ananti Inc. 208 5 0.0%
Angang Steel Co. Ltd. H Shares 609 1 0.0%
Anglo American Platinum Ltd. 2,891 207 0.0%
Anglo American PLC 4,220 148 0.0%
AngloGold Ashanti Ltd. ADR 4,615 86 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 2,603,051 2,535 0.2%
Anheuser-Busch InBev Worldwide Inc. 4.75% 01-23-2029 Callable 2028 61,899 85 0.0%
Anhui Conch Cement Co. Ltd. H 26,936 203 0.0%
Annaly Capital Management Inc. 2,691 36 0.0%
Anpec Electronics Corp. 7,744 21 0.0%
Ansell Ltd. 7,516 173 0.0%
Antero Midstream 5.38% 09-15-2024 90,973 120 0.0%
Antero Resources Corp. 5.00% 03-01-2025 254,633 322 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 8,227 11 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 4,923 6 0.0%
Anthem Inc. 4,771 1,887 0.2%
Anthem Inc. 2.75% 10-15-2042 42,169 230 0.0%
Apex International Co. Ltd. 33,197 63 0.0%
Aphria Inc. 12,057 164 0.0%
Apollo Commercial Real Estate Finance Inc. 30,420 727 0.0%
Appen Ltd. 262 6 0.0%
Apple Inc. 13,881 3,161 0.3%
Apple Inc. 2.40% 05-03-2023 87,762 113 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 10,046,480 9,950 0.7%
Apple Inc. 2.85% 08-28-2019 128,432 120 0.0%
Apple Inc. 3.25% 02-23-2026 86,692 114 0.0%
Apple Inc. F/R 02-09-2022 126,291 167 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 107,027 143 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 94,183 127 0.0%
ARC Resources Ltd. 8,898 88 0.0%
Arcadyan Technology Corp. 24,836 97 0.0%
ArcelorMittal SA 7.00% 10-15-2039 1,663 2 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 894,958 1,155 0.1%
Archer-Daniels-Midland Co. 69,266 3,872 0.3%
Arcosa Inc. 138 6 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 2,745 3 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 5,251 7 0.0%
Argonaut Gold Inc. 12,123 23 0.0%
Aritzia Inc. 10,420 168 0.0%
Arkema 269 36 0.0%
ARMOUR Residential REIT Inc. 4,347 115 0.0%
Aroundtown SA 13,789 153 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 348,182 351 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 86,709 102 0.0%
Arrowhead Properties Ltd. 55,706 22 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 124,610 163 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 5,718 8 0.0%
Artis Real Estate Investment Trust 3.68% 02-22-2021 172,802 173 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 348,182 348 0.0%
Asanko Gold Inc. 49 0.0%
Ashland Global Holdings Inc. 2,116 215 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 146 0.0%
Asia Cement China Holdings Corp. 29,455 35 0.0%
Asia Cement Corp. 14,774 24 0.0%
Asia Paper Manufacturing Co. Ltd. 516 21 0.0%
Asia Vital Components Co. Ltd. 2,447 4 0.0%
Asian Development Bank 2.00% 02-16-2022 56,724 73 0.0%
Asian Development Bank 2.63% 01-30-2024 119,870 157 0.0%
Asian Development Bank 4.625% 03-06-2019 116,659 105 0.0%
Asian Development Bank 5.00% 03-09-2022 71,708 73 0.0%
Asian Development Bank 5.90% 12-20-2022 511,431 9 0.0%
Asian Development Bank 6.00% 02-24-2021 402,011 7 0.0%
Asian Development Bank 6.45% 08-08-2021 302,824 6 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 6,302 4 0.0%
Aspen Technology Inc. 1,347 178 0.0%
ASR Nederland NV 6,489 376 0.0%
Asseco Poland SA 228 4 0.0%
Assicurazioni Generali SPA 6,534 153 0.0%
Associated Capital Group Inc. Class A 2,450 137 0.0%
Assore Ltd. 533 17 0.0%
Assured Guaranty Ltd. 50,810 2,791 0.3%
Astral Foods Ltd. 472 7 0.0%
AT&T Inc. 8,195 335 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 443,078 451 0.0%
AT&T Inc. 4.10% 02-15-2028 Callable 2027 128,956 167 0.0%
AT&T Inc. 4.35% 03-01-2029 Callable 2028 145,381 191 0.0%
AT&T Inc. 4.85% 05-25-2047 3,382,011 3,238 0.3%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 281,899 281 0.0%
Atacadao Distribuicao Comercio e Industria Ltda 716 5 0.0%
ATCO Ltd. Class I non-voting 8,997 398 0.0%
ATCO Ltd. F/R 11-01-2078 Callable 2028 425,556 443 0.0%
Athabasca Oil Corp. 91,866 87 0.0%
Atlantic Power Corp. 9,935 35 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 825,321 662 0.0%
ATS Automation Tooling Systems Inc. 44,007 815 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 Callable 2019 144A 13,671 19 0.0%
AU Optronics Corp. 6,798 3 0.0%
Austevoll Seafood ASA 3,225 51 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 94,612 143 0.0%
Auto Trader Group PLC 6,608 55 0.0%
AutoCanada Income Fund 5.63% 05-25-2021 515,826 500 0.0%
Automatic Data Processing Inc. 1,075 216 0.0%
Autostrada Torino-Milano SPA 4,191 145 0.0%
Avangrid Inc. 4,443 283 0.0%
Avaya Holdings Corp. 161 3 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 111,308 165 0.0%
Aveva Group PLC 5,802 305 0.0%
AVIC International Holdings Ltd. 1,218 1 0.0%
Avis Budget Rental Car Funding LLC 3.45% 03-20-2023 Callable 2022 144A 51,373 68 0.0%
Avolon Holdings Funding Ltd. 5.25% 05-15-2024 Callable 2024 144A 268,449 361 0.0%
AXA SA 23,884 797 0.0%
Axfood AB 7,370 179 0.0%
Ayala Corp. 89 2 0.0%
B2Gold Corp. 29,229 121 0.0%
B2W Companhia Global do Varejo 30 1 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 16,054 16 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 11,670 15 0.0%
Baidu Inc. ADR 3,042 650 0.0%
Ball Corp. 4.00% 11-15-2023 147,697 195 0.0%
Ball Corp. 4.375% 12-15-2020 126,291 170 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 177,022 238 0.0%
Ball Corp. 5.25% 07-01-2025 195,859 271 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 188,135 248 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 23,134 31 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 57,794 73 0.0%
Banco Bradesco SA 3,525 48 0.0%
Banco Bradesco SA Pfd. 3,439 52 0.0%
Banco Bradesco SA Pref. ADR 13,540 204 0.0%
Banco BTG Pactual SA - Unit 3,168 38 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2012 37,459 1 0.0%
Banco Del Bajio SA 20,918 53 0.0%
Banco do Brasil SA 9,234 164 0.0%
Banco do Estado do Rio Grande do Sul SA 23,166 203 0.0%
Banco Macro SA ADR 2,793 186 0.0%
Banco Santander Brasil SA 4,020 63 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 2,898 26 0.0%
Bancolombia SA 228 15 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 100,605 129 0.0%
Bangkok Dusit Medical Services PCL 77,038 76 0.0%
Bangkok Expressway & Metro PCL 7,418 3 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 87,762 133 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 86,692 131 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 365,720 418 0.0%
Bank of America Corp. 25,015 957 0.1%
Bank of America Corp. 3.23% 06-22-2022 Series MPLE 322,151 327 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 386,869 391 0.0%
Bank of America Corp. 3.95% 04-21-2025 100,586 132 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 6,564 9 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 8,040 12 0.0%
Bank of America Corp. F/R 02-07-2030 Callable 2029 124,151 164 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 792,824 787 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 36,389 54 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,686,750 1,701 0.2%
Bank of America Corp. F/R 12-20-2023 Callable 2022 130,787 169 0.0%
Bank of America Credit Card Trust 2.70% 07-17-2023 Callable 2021 236,529 311 0.0%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 67,427 88 0.0%
Bank of China Ltd. H 1,421,705 872 0.1%
Bank of Chongqing Co. Ltd. 990 1 0.0%
Bank of Communications Co. Ltd. H 523,070 578 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 59,935 78 0.0%
Bank of Israel 0% 11-06-2019 52,599 19 0.0%
Bank of Montreal 121,287 12,445 0.8%
Bank of Montreal 2.27% 07-11-2022 990,385 982 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,769,282 1,771 0.2%
Bank of Montreal 2.89% 06-20-2023 1,289,564 1,304 0.2%
Bank of Montreal 3.19% 03-01-2028 464,243 475 0.0%
Bank of Montreal 3.25% 10-06-2022 132,713 126 0.0%
Bank of Montreal 3.32% 06-01-2026 508,088 514 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 1,964,006 1,985 0.2%
Bank of Montreal F/R 02-01-2023 5,444,541 5,446 0.4%
Bank of Montreal F/R 03-30-2020 3,062,440 3,066 0.3%
Bank of Montreal F/R 04-11-2019 257,913 258 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 389,448 489 0.0%
Bankers Hall LP 4.377% 11-20-2013 469,517 477 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 33,606 45 0.0%
Baoye Group Co. Ltd. 20,936 18 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 87,762 115 0.0%
Barclays PLC 130,478 374 0.0%
Barrick Gold Corp. 170,966 2,838 0.3%
Barwa Real Estate Co. 1,584 23 0.0%
Bashneft PAO 545 20 0.0%
Bausch Health Cos Inc. 95,430 2,983 0.3%
Bausch Health Cos Inc. 5.50% 11-01-2025 Callable 144A 2,188 3 0.0%
Bausch Health Cos Inc. 5.75% 08-15-2027 Callable 2022 144A 220,830 293 0.0%
Bausch Health Cos Inc. 7.00% 03-15-2024 Callable 2020 144A 2,188 3 0.0%
Bausch Health Cos Inc. 8.50% 01-31-2027 Callable 2022 144A 220,218 301 0.0%
Bausch Health Cos Inc. 9.00% 12-15-2025 Callable 2021 5,835 8 0.0%
Bausch Health Cos Inc. 9.25% 04-01-2026 Callable 2022 144A 6,622 9 0.0%
Bausch Health Cos Inc. Term Loan B 1st Lien F/R 05-24-2025 154,202 203 0.0%
Baxter International Inc. 1,717 169 0.0%
Bayer AG 7,203 757 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 128,432 163 0.0%
Bayerische Motoren Werke (BMW) AG 332 37 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 7,352 10 0.0%
Baytex Energy Corp. 5.63% 06-01-2024 Callable 2019 [144A] 823,185 981 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2019 18,963 19 0.0%
BCE Inc. 63,757 3,731 0.3%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,344,242 1,349 0.2%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 26,623 35 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 467,480 574 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 3,092 4 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 18,730 25 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 2,748 4 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 33,634 46 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 7,585 10 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 4,194 6 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 95,254 110 0.0%
Becton, Dickinson and Co. 353 115 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 3,782 307 0.0%
Beijing Capital Land Ltd. 69,631 38 0.0%
Beijing Enterprises Holdings Ltd. 13,632 105 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,588,743 1,565 0.2%
Bell Canada 3.35% 03-22-2023 29,174 30 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 130,418 133 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 222,321 221 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,271,510 1,283 0.2%
Bell Canada 4.70% 09-11-2023 MTN 261,266 279 0.0%
Bell Canada 6.17% 02-26-2037 370,105 455 0.0%
Bell Canada 6.55% 05-01-2029 Callable 306,916 379 0.0%
Bell Canada 7.30% 02-23-2032 Callable 23,339 31 0.0%
Bellway PLC 3,530 186 0.0%
BenQ Materials Corp. 15,946 16 0.0%
Berkshire Hathaway Inc. Class B 173 46 0.0%
Bermaz Auto BHD 30,292 21 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 1,984 2 0.0%
Best World International Ltd. 5,259 13 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 92,043 121 0.0%
BHP Billiton Ltd. 8,170 284 0.0%
BHP Group PLC 11,030 336 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 9,190 13 0.0%
BIM Birlesik Magazalar AS 7,949 168 0.0%
Binggrae Co. Ltd. 152 12 0.0%
Bio-On SpA 159 14 0.0%
BJ's Restaurants Inc. 3,003 189 0.0%
BKW AG 1,399 124 0.0%
Black Diamond Group Ltd. 3,964 8 0.0%
Blackberry Ltd. 19,097 218 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 36,389 48 0.0%
Bloomberry Resorts Corp. 120,995 35 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 2017 144A 42,169 56 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 176,180 231 0.0%
BMW Canada Inc. F/R 06-14-2019 2,471,006 2,475 0.2%
BNK Financial Group Inc. 427 4 0.0%
BNP Paribas SA 5,756 388 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 286,444 375 0.0%
Boardwalk Real Estate Investment Trust 13,735 565 0.0%
BOC Aviation Ltd. 8,905 101 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 97,394 124 0.0%
Bolsa Mexicana de Valores SAB de CV 1,056 3 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 2017 144A 9,336 12 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 11,670 16 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 29,092 39 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 55,092 80 0.0%
Bombardier Inc. Class B Sub. voting 52,784 148 0.0%
Bonavista Energy Corp. 114,779 143 0.0%
Boralex Inc. Class A 2,698 50 0.0%
Borussia Dortmund GmbH & Co. KGaA 2,312 26 0.0%
Bosideng International Holdings Ltd. 295,169 75 0.0%
Boston Scientific Corp. 3.45% 03-01-2024 Callable 2024 51,373 68 0.0%
Bottomline Technologies Inc. 15,888 1,042 0.1%
Boyd Group Income Fund 214 26 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 990,643 1,017 0.1%
BP LP 3.24% 01-09-2020 168,095 169 0.0%
BP PLC 1,818 17 0.0%
Brambles Ltd. 27,775 305 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 7,892 10 0.0%
Braskem SA 1,691 64 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 20,565 27 0.0%
Bravura Solutions Ltd. 12,038 58 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 192,755 706 0.0%
Bridgestone Corp. 5,116 265 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 184,408 200 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 211,512 229 0.0%
Bright Horizons Family Solutions Inc. 1,193 195 0.0%
Brighthouse Financial Inc. 11,706 596 0.0%
British American Tobacco PLC 15,083 726 0.0%
Britvic PLC 12,258 197 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 580,304 577 0.0%
Brookfield Asset Management Inc. 4.54% 03-31-2023 35,009 37 0.0%
Brookfield Asset Management Inc. 4.85% 03-29-2029 Callable 2028 313,588 414 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 173,833 186 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 193,435 220 0.0%
Brookfield Asset Management Inc. Class A limited voting 27,774 1,651 0.2%
Brookfield Asset Management Inc. Pfd. Series 46 6,746 173 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 15,008 368 0.0%
Brookfield Business Partners LP 12,488 610 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 203,493 202 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2028 533,034 537 0.0%
Brookfield Infrastructure Partners LP 6,481 341 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 417,819 424 0.0%
Brookfield Property Partners LP 4,573 118 0.0%
Brookfield Renewable Energy Partners LP 3,243 128 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 1,042,824 1,028 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 410,081 414 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 11,137 248 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 407,993 412 0.0%
Brown & Brown Inc. 2,557 100 0.0%
BRP Finance ULC 4.79% 02-07-2022 215,615 226 0.0%
BRP Inc. 12,205 481 0.0%
Bruce Power LP 2.84% 06-23-2021 959,436 960 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 855,644 843 0.0%
Bruce Power LP 3.97% 06-23-2026 390,597 400 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 515,826 511 0.0%
BTB Real Estate Investment Trust 2,253 11 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 2,392 3 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 117 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 10,386 14 0.0%
Bukwang Pharmaceutical Co. Ltd. 337 9 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 9,075 12 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 228,582 297 0.0%
Bunzl PLC 55 2 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 515,826 669 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 541,815 677 0.0%
BXP Trust 3.42% 06-13-2039 118,800 151 0.0%
C&D Technologies Inc. Term Loan B 1st Lien F/R 12-13-2025 191,660 236 0.0%
Cablevision Systems 5.88% 09-15-2022 47,092 64 0.0%
CACI International Inc. Class A 2,423 581 0.0%
CAE Inc. 114,225 3,170 0.3%
Calceus Acquisition Inc. Term B1 1st Lien F/R 02-08-2025 279,642 367 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 82,426 81 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 959,593 1,011 0.1%
Callaway Golf Co. 199 5 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 166,412 215 0.0%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 10,736 14 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 3,530 5 0.0%
Camb Commercial Mortgage Trust 4.25% 12-09-2020 33,178 44 0.0%
Camb Commercial Mortgage Trust F/R 12-09-2020 128,432 170 0.0%
Cambrex Corp. 6,450 351 0.0%
Cameco Corp. 42,232 645 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 199,638 262 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 879,483 1,210 0.2%
Camsing International Holding Ltd. 38,256 52 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 5,204 7 0.0%
Canaccord Genuity Group Inc. 14,376 93 0.0%
Canada Goose Holdings Inc. 1,744 131 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 118,838 156 0.0%
Canada Housing Trust F/R 03-15-2024 6,705,735 6,714 0.5%
Canada Housing Trust No. 1 1.08% 09-15-2021 1,914,025 1,933 0.2%
Canada Housing Trust No. 1 2.35% 06-15-2023 4,648,067 4,697 0.4%
Canada Housing Trust No. 1 F/R 09-15-2023 6,973,964 6,984 0.5%
Canadian Apartment Properties Real Estate Investment Trust 43,215 2,172 0.2%
Canadian Credit Card Trust II 1.829% 03-24-2020 747,947 744 0.0%
Canadian Imperial Bank of Commerce 47,511 5,304 0.4%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 788,955 786 0.0%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 452,637 458 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 1,962,717 1,989 0.2%
Canadian Imperial Bank of Commerce 3.29% 01-15-2024 959,436 975 0.1%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,490,736 1,536 0.2%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 0 0.0%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 875,614 882 0.1%
Canadian Imperial Bank of Commerce F/R 07-22-2019 8,737,524 8,741 0.6%
Canadian Mortgage Pools 2.65% 10-01-2027 148,200 149 0.0%
Canadian National Railway Co. 82,758 9,344 0.6%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,827 2 0.0%
Canadian National Railway Co. 3.00% 02-08-2029 Callable 2028 499,061 499 0.0%
Canadian National Railway Co. 3.60% 02-08-2049 Callable 2048 322,391 321 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 544,102 543 0.0%
Canadian Natural Resources Ltd. 55,503 2,075 0.2%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 381,711 387 0.0%
Canadian Pacific Railway Ltd. 20,712 5,632 0.4%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2023 128,956 130 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 154,748 176 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 9,164 1,331 0.2%
Canadian Utilities Ltd. Class A non-voting 10,165 356 0.0%
Canadian Western Bank 19,731 605 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 237,280 236 0.0%
Canadian Western Bank 2.92% 12-15-2022 417,819 416 0.0%
Canfor Corp. 8,356 118 0.0%
Canfor Pulp Products Inc. 30,546 484 0.0%
Canon Electronics Inc. 253 5 0.0%
Canopy Growth Corp. 14,097 879 0.1%
Cantel Medical Corp. 1,391 135 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 637,045 656 0.0%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 104,886 140 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 59,935 79 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 73,848 96 0.0%
Capital Power Corp. 56,668 1,712 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 274,677 276 0.0%
Capital Power Corp. 4.99% 01-23-2026 Callable 2025 0 0.0%
Capitec Bank Holdings Ltd. 409 50 0.0%
Capstone Mining Corp. 31,746 22 0.0%
Cards II Trust 2.155% 10-15-2020 898,053 895 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 285,471 372 0.0%
Career Education Corp. 1,189 26 0.0%
Carl Zeiss Meditec AG 421 47 0.0%
Carlsberg Brewery Malaysia BHD 9,585 76 0.0%
Carnival PLC 47,895 3,523 0.3%
Carrizo Oil & Gas Inc. 6.25% 04-15-2023 Callable 2019 183,118 238 0.0%
Carter's Inc. 6,120 784 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 370,592 478 0.0%
Cascades Inc. 34,205 301 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 14,587 15 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 11,670 15 0.0%
Cash & Equivalents** 178,652 10.4%
Castellum AB 8,505 204 0.0%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 8,033 11 0.0%
Caterpillar Inc. 285 51 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 293,909 319 0.0%
CBIZ Inc. 5,748 156 0.0%
CBS Corp. 2.90% 01-15-2027 Callable 2026 128,956 155 0.0%
CBS Corp. 4.20% 06-01-2029 Callable 2029 430,715 559 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 2,830 4 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 748,000 762 0.0%
CCL Industries Inc. Class B non-voting 19,792 1,064 0.1%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 394,607 513 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 133,783 170 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 4,172 6 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 215,124 279 0.0%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 3,647 5 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2019 169,958 230 0.0%
CCO Holdings LLC 5.75% 02-15-2026 13,099 18 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 123,798 170 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 4,114 6 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 168,228 213 0.0%
CD Projekt SA 548 36 0.0%
CDK Global Inc. 2,372 181 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 93,113 126 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 115,589 154 0.0%
Cebu Air Inc. 7,674 16 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 7,702 9 0.0%
Celestica Inc. Sub. voting 47,134 571 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 217,305 282 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 3,938 5 0.0%
Cemtas Celik Makina Sanayi Ve Ticaret AS 13,410 20 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 137,884 168 0.0%
Cenovus Energy Inc. 47,982 579 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 7,702 10 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 7,235 10 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 453,927 571 0.0%
Center Laboratories Inc. 2,285 8 0.0%
Centerra Gold Inc. 50,383 346 0.0%
Centrais Eletricas BR-SP ADR 200 3 0.0%
Centrais Eletricas Brasileiras SA - Eletrobras Pfd. B 3,652 50 0.0%
Central 1 Credit Union 2.60% 11-07-2022 487,142 480 0.0%
Central 1 Credit Union F/R 02-05-2021 3,003,726 2,993 0.3%
CenturyLink Inc. 4,926 85 0.0%
Cerner Corp. 7,956 585 0.0%
CES Energy Solutions Corp. 36,482 115 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 29,174 28 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 08-03-2025 251,053 321 0.0%
CEZ AS 1,812 58 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 22,476 30 0.0%
CGI Inc. 77,358 6,825 0.5%
CGN New Energy Holdings Co. Ltd. 105,310 21 0.0%
Chailease Holding Co. Ltd. 12,955 67 0.0%
Champion Real Estate Investment Trust 283,389 298 0.0%
Changyou.com Ltd. 1,969 53 0.0%
Charoen Pokphand Indonesia TBK 50,232 34 0.0%
Charter Communications Inc. Class A 19 9 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 438,452 591 0.0%
Charter Communications Operating LLC 5.05% 03-30-2029 Callable 2028 388,675 524 0.0%
Charter Communications Operating LLC 5.75% 04-01-2048 Callable 2047 147,697 193 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 392,028 515 0.0%
Charter Hall Group 5,772 47 0.0%
Chartwell Retirement Residences 12,797 192 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 590,620 599 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 171,465 176 0.0%
Chase Issuance Trust 1.37% 06-15-2021 55,654 73 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 16,935 23 0.0%
CHC Group LLC 330 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 16,990 16 0.0%
Check Point Software Technologies Ltd. 948 153 0.0%
Cheetah Mobile Inc. ADR 899 9 0.0%
Chegg Inc. 3,894 203 0.0%
Cheil Communications Inc. 3,963 116 0.0%
Chemed Corp. 285 123 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 370,879 317 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 6,652 9 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 7,731 11 0.0%
Cherrybro Co. Ltd. 4,882 14 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 102,746 124 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2020 6,681 9 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 93,803 122 0.0%
Chevron Corp. 6,642 1,045 0.1%
Chia Chang Co. Ltd. 10,893 17 0.0%
Chimera Investment Corp. 24,321 591 0.0%
China Agri-Industries Holdings Ltd. 609 0.0%
China Aircraft Leasing Group Holdings Ltd. 22,153 33 0.0%
China Aoyuan Property Group Ltd. 3,046 3 0.0%
China Cinda Asset Management Co. Ltd. 88,209 34 0.0%
China CITIC Bank H 95,107 81 0.0%
China Communication Services Corp. Ltd. 131,734 174 0.0%
China Conch Venture Holdings Ltd. 44,535 196 0.0%
China Construction Bank Corp. H 735,665 860 0.1%
China Crystal New Material Holdings Co. Ltd. 4,877 9 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 6,092 1 0.0%
China Eastern Airlines Corp. Ltd. H Shares 9,139 8 0.0%
China Everbright Bank Co. Ltd. Class H 345,070 217 0.0%
China Everbright Ltd. 2,742 7 0.0%
China Longyuan Power Group Corp. H 3,655 4 0.0%
China Man-Made Fiber Corp. 9,733 4 0.0%
China Medical System Holdings Ltd. 3,351 5 0.0%
China Merchants Bank Co. Ltd. H 37,925 229 0.0%
China Merchants Land Ltd. 103,546 21 0.0%
China Merchants Securities Co. Ltd. 4,326 8 0.0%
China Minsheng Banking Corp. Ltd. 320,119 325 0.0%
China Mobile Ltd. 16,895 234 0.0%
China Mobile Ltd. ADR 10,430 723 0.0%
China National Offshore Oil Corp. Ltd. ADR 228 52 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 259 29 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 237,464 270 0.0%
China Power International Development Ltd. 144,961 48 0.0%
China Railway Construction Corp. Ltd. H 22,846 43 0.0%
China Railway Group Ltd. 424,733 554 0.0%
China Resources Cement Holdings Limited 37,771 53 0.0%
China Resources Pharmaceutical Group Ltd. 2,558 5 0.0%
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. 3,411 17 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 67,146 24 0.0%
China SCE Property Holdings Ltd. 133,444 69 0.0%
China Shenhua Energy Co. Ltd. H 246,187 799 0.0%
China Shineway Pharmaceutical Group Ltd. 3,351 5 0.0%
China South City Holdings Ltd. 95,333 21 0.0%
China Suntien Green Energy Corp. Ltd. 44,141 16 0.0%
China Taiping Insurance Holdings Co. Ltd. 1,036 4 0.0%
China Telecom Corp. Ltd. H 156,676 112 0.0%
China Tower Corp. Ltd. 169,147 53 0.0%
China Unicom (Hong Kong) Ltd. 8,907 14 0.0%
China Vanke Co. Ltd. 14,695 73 0.0%
China Water Affairs Group Ltd. 43,048 59 0.0%
China XLX Fertiliser Ltd. 42,046 20 0.0%
China Yuchai International Ltd. 312 8 0.0%
China Zhongwang Holdings Ltd. 29,029 20 0.0%
Chinese Maritime Transport Ltd. 10,092 13 0.0%
ChipMOS Technologies Inc. 44,761 49 0.0%
Chlitina Holding Ltd. 2,132 25 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 74,234 98 0.0%
Choice Properties Real Estate Investment Trust 8,767 118 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 13,128 13 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 250,175 251 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 343,540 346 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 459,085 472 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 549,354 560 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 644,782 686 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 64,478 68 0.0%
Chong Kun Dang Holdings Corp. 241 19 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 38,077 31 0.0%
Chroma ATE Inc. 152 1 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 8,577 11 0.0%
CHS/Community Health Systems Inc. 6.88% 02-01-2022 Callable 2020 4,755 4 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 3,705 4 0.0%
Chudenko Corp. 300 8 0.0%
CI Financial Corp. 3.90% 09-27-2027 Callable 180,539 180 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 122 1 0.0%
Cia de Locacao das Americas 472 7 0.0%
Cia de Saneamento do Parana 2,621 61 0.0%
Cia de Transmissao de Energia Eletrica Paulista 1,004 27 0.0%
Cia Minera Autlan SAB de CV 426 0.0%
CIECH SA 76 2 0.0%
Cielo SA 79,034 301 0.0%
Ciena Corp. 101,316 5,685 0.4%
CIFI Holdings Group Co. Ltd. 10,966 9 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 89,902 113 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 3,151 4 0.0%
Cisco Systems Inc. 23,548 1,603 0.2%
CIT Group Inc. 56 4 0.0%
CIT Group Inc. 5.00% 08-01-2023 11,611 16 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 671 1 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 70,638 90 0.0%
Citadel LLC Term Loan B 1st Lien F/R 02-22-2026 716,538 947 0.1%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,070 1 0.0%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 148,767 195 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 144,486 190 0.0%
CITIC Ltd. 564,042 1,128 0.1%
CITIC Securities Co. Ltd. 1,980 6 0.0%
Citigroup Inc. 4.09% 06-09-2025 1,372,096 1,406 0.2%
Citigroup Inc. F/R 05-04-2021 108,097 102 0.0%
Citizen Watch Co. Ltd. 1,879 14 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 96,324 122 0.0%
City of Oslo 2.35% 09-04-2024 190,041 29 0.0%
Citychamp Watch & Jewellery Group Ltd. 90,328 25 0.0%
Civitas Solutions Inc. Term Loan 1st Lien F/R 02-05-2026 98,007 130 0.0%
CK Hutchison Holdings Ltd. 65,213 913 0.1%
CKD BiO Corp. 698 18 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 1,324 2 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 5,397 7 0.0%
CLI Funding LLC 4.03% 04-18-2043 70,372 93 0.0%
CME Group Inc. 5,204 1,245 0.2%
CNA Financial Corp. 11,575 658 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 140,205 188 0.0%
CNOOC Ltd. 15,334 35 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 286,283 295 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 167,643 174 0.0%
Coca-Cola Femsa SAB de CV 50,155 399 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 442 35 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 5,117 7 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 693,786 885 0.1%
Cofinimmo 342 58 0.0%
Cogeco Communications Inc. 9,606 790 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,432,448 1,476 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 902,695 937 0.1%
Cogeco Inc. Sub. voting 3,142 229 0.0%
Cognex Corp. 3,059 215 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 171,401 227 0.0%
Colgate Palmolive Co. 1,987 172 0.0%
Colliers International Group Inc. 2,681 241 0.0%
Colombia Government International Bond 4.00% 02-26-2024 93,113 124 0.0%
Colombia Government International Bond 4.50% 01-28-2026 178,735 243 0.0%
Coloplast AS 903 118 0.0%
Colruyt SA 14,414 1,352 0.2%
Com7 Public Co. Ltd. 2,894 2 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 454,787 489 0.0%
Comcast Corp. Class A 9,949 506 0.0%
Cominar Real Estate Investment Trust 16,080 193 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 65,286 86 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 49,232 65 0.0%
Commercial Bank of Qatar 1,279 19 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 49,232 65 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 257,850 350 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 136,596 194 0.0%
CommScope Inc. Term B2 1st Lien F/R 02-07-2026 189,007 250 0.0%
CommScope Technologies Finance LLC 6.00% 03-01-2026 Callable 2022 144A 104,886 142 0.0%
CommScope Technologies Finance LLC 8.25% 03-01-2027 Callable 2022 144A 301,977 413 0.0%
CommScope Technologies LLC 5.00% 03-15-2027 Callable 2022 144A 304,630 358 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 373,974 409 0.0%
CommVault Systems Inc. 6,356 563 0.0%
Compagnie Financiere Richemont SA 6,723 677 0.0%
Compagnie Generale des Etablissements Michelin B 332 52 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) 3,604 50 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo ADR (SABESP) 3,412 47 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. 10,591 53 0.0%
Companhia Paranaense de Energia - COPEL Pfd. B 1,117 14 0.0%
Companhia Siderurgica Nacional SA (CSN) ADR 366 2 0.0%
Compania Cervecerias Unidas SA ADR 396 15 0.0%
Compania de Distribucion Integral Logista SA 3,571 118 0.0%
Compass Group PLC 6,117 178 0.0%
Comtech Telecommunications Corp. 1,130 39 0.0%
Concentradora Fibra Danhos SA de CV 91 0.0%
Concho Resources Inc. 4.30% 08-15-2028 Callable 2028 132,713 176 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 297,550 381 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 30,950 38 0.0%
ConocoPhillips 5,044 450 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 69,567 100 0.0%
Consorcio ARA SAB de CV 57,670 21 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 103,816 141 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 12,866 16 0.0%
Constellation Software Inc. 2,903 3,262 0.3%
Constellium NV 4.25% 02-15-2026 Callable 2020 180,539 271 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 799,530 1,026 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 105,744 141 0.0%
Construtora Tenda SA 4,752 56 0.0%
Consumers Gas 6.10% 05-19-28 88,722 108 0.0%
Continental Gold Inc. 3 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 4,259 5 0.0%
Controladora Vuela Compania de Aviacion SAB de CV 3,134 35 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 36,546 5 0.0%
Corby Spirit and Wine Ltd. 378 7 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 677,559 696 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 290,690 299 0.0%
Core Industrial Trust 3.85% 02-10-2034 44,951 59 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 114,683 151 0.0%
CoreLogic Inc. 6,221 300 0.0%
Coretronic Corp. 1,066 2 0.0%
Corning Inc. 54,908 2,514 0.2%
Corporacion Andina de Fomento 2.00% 05-10-2019 3,655 5 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 396 1 0.0%
Corus Entertainment Inc. Class B non-voting 87,127 525 0.0%
Cosco Shipping Ports Ltd. 4,569 6 0.0%
CoStar Group Inc. 1,329 800 0.0%
Costco Wholesale Corp. 2,244 646 0.0%
Cott Corp. 23,445 464 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 111,308 145 0.0%
Country Garden Holdings Co. Ltd. 32,899 57 0.0%
Covetrus Inc. 2,398 113 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 1,459 2 0.0%
CPFL Energia SA ADR 30 1 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 1,254 2 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 11,261 14 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 4,114 5 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 3,122 4 0.0%
Credito Real SAB de CV SOFOM ER 16,853 22 0.0%
Crescent Point Energy Corp. 50,350 214 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 376,553 322 0.0%
CRH Medical Corp. 23,736 98 0.0%
Crius Energy Trust 2,550 23 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 167,643 172 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 479,718 494 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 101,675 136 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 2,655 3 0.0%
Crown Castle International Corp. 4.30% 02-15-2029 Callable 2028 93,113 123 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 150 220 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 127,576 185 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 26,623 40 0.0%
Crown Ltd. 31,284 335 0.0%
Crown Subsea Communications Holing Inc. Term Loan 1st Lien F/R 11-02-2025 1,316 2 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 4,201 5 0.0%
CSC Financial Co. Ltd. 6,854 8 0.0%
CSC Holdings LLC 5.25% 06-01-2024 4,318 6 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 101,675 132 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 118,800 157 0.0%
CSC Holdings LLC 6.50% 02-01-2029 Callable 2024 144A 77,059 106 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 14,791 21 0.0%
CSC Holdings LLC 7.50% 04-01-2028 Callable 2023 144A 458,367 640 0.0%
CSC Holdings LLC 7.75% 07-15-2025 Callable 2020 144A 1,371 2 0.0%
CSC Holdings LLC Term Loan 1st Lien F/R 04-07-2027 149,589 197 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 111,308 143 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 211,489 259 0.0%
CSPC Pharmaceuticals Group Ltd. 6,397 14 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 340,947 446 0.0%
CSS Industries Inc. 835 8 0.0%
CSX Corp. 3,604 344 0.0%
CT Real Estate Investment Trust 11,053 150 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 290,152 292 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 1,079,365 1,097 0.1%
CU Inc. 3.95% 11-23-2048 Callable 2048 456,485 478 0.0%
CU Inc. 3.964% 07-27-2045 Callable 118,932 125 0.0%
Cuckoo Holdings Co. Ltd. 27 4 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 390,738 542 0.0%
CVS Health Corp. 7,913 602 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 174,453 232 0.0%
CVS Health Corp. 5.05% 03-25-2048 Callable 2047 233,318 304 0.0%
CyberArk Software Ltd. 371 54 0.0%
Cyfrowy Polsat SA 396 4 0.0%
D'Ieteren SA 104 5 0.0%
DACIN Construction Co. Ltd. 12,614 11 0.0%
Dae Han Flour Mills Co. Ltd. 15 3 0.0%
Daechang Co. Ltd. 15,530 18 0.0%
Daekyo Co. Ltd. 90 1 0.0%
Daelim Industrial Co. Ltd. 1,225 134 0.0%
Daesang Corp. 127 4 0.0%
Daewon Pharmaceutical Co. Ltd. 776 15 0.0%
Dai Nippon Printing Co. Ltd. 13,350 406 0.0%
Daihan Pharmaceutical Co. Ltd. 336 15 0.0%
Daiho Corp. 171 7 0.0%
Dainippon Pharmaceutical Co. Ltd. 403 13 0.0%
Daishin Securities Co. Ltd. Pref. 486 5 0.0%
Daiwabo Holdings Co. Ltd. 329 24 0.0%
DAMAC Properties Dubai Co. PJSC 41,005 20 0.0%
Dana Gas PJSC 8,682 3 0.0%
Danaher Corp. 7,303 1,220 0.2%
Darfon Electronics Corp. 1,066 2 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2020 118,800 158 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 0 0.0%
Dassault Systemes SA 269 52 0.0%
DataTec Ltd. 4,924 14 0.0%
Dave & Buster's Entertainment Inc. 10,411 703 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,431,416 1,820 0.2%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 398,683 503 0.0%
DB Insurance Co. Ltd. 222 19 0.0%
DB Master Finance LLC 3.63% 11-20-2047 83,494 108 0.0%
DB Master Finance LLC 3.98% 02-20-2022 183,915 243 0.0%
DCM Holdings Co. Ltd. 2,550 33 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 7,492 10 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 223,686 307 0.0%
Dell International LLC 8.10% 07-15-2036 Callable 2036 144A 117,729 177 0.0%
Dell Technologies Inc. Class C 5,585 410 0.0%
Delphi Energy Corp. 247 0.0%
Delta Air Lines Inc. 10,939 713 0.0%
Delta Electronics Inc. 23,393 153 0.0%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 934 1 0.0%
Delta Property Fund Ltd. 43,049 10 0.0%
Deluxe Corp. 1,982 121 0.0%
DeNA Co. Ltd. 5,571 113 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 1,395 2 0.0%
Dentsply Sirona Inc. 16,808 923 0.1%
Detour Gold Corp. 33 0.0%
Deutsch Motors Inc. 2,813 21 0.0%
Deutsche Boerse AG 3,600 599 0.0%
Deutsche Bundesrepublik 0.10% 04-15-2026 Inflation Indexed 431,254 733 0.0%
Deutsche Bundesrepublik 0.10% 04-15-2046 Inflation Indexed 93,704 181 0.0%
Deutsche Bundesrepublik 1.94% 04-15-2020 184,214 321 0.0%
Deutsche Lufthansa AG Reg. 36,983 1,242 0.2%
Deutsche Telekom AG 6,937 150 0.0%
DexCom Inc. 4,462 818 0.0%
DGB Financial Group Inc. 1,050 10 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 205,041 167 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 19,901 25 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 512 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,096 2 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 12,678 18 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 4,464 6 0.0%
Diamond 1 Finance Corp. 8.35% 07-15-2046 Callable 2046 144A 172,313 265 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 81,340 109 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 187,297 255 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 55,709 72 0.0%
Digital Arts Inc. 866 90 0.0%
Dios Fastigheter AB 4,326 45 0.0%
Direcional Engenharia SA 6,658 20 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 66,357 87 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 57,794 74 0.0%
Discovery Card Executive Note Trust 3.04% 07-15-2024 116,659 154 0.0%
DISH DBS Corp. 5.875% 11-15-2024 835,638 929 0.1%
DISH DBS Corp. 6.75% 06-01-2021 Callable 131,643 177 0.0%
DISH Network Corp. 3.38% 08-15-2026 Conv. 44,951 51 0.0%
DMC Global Inc. 95 6 0.0%
DMCI Holdings Inc. 10,022 3 0.0%
DMG Mori AG 2,197 141 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 82,983 106 0.0%
DNO International ASA 41,416 116 0.0%
DO & CO AG 73 8 0.0%
Dolby Laboratories Inc. Class A 5,013 427 0.0%
Dollarama Inc. 54,879 1,955 0.2%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 361,078 366 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3,134 203 0.0%
Domino's Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2020 113,222 146 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 183,187 245 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2019 191,867 252 0.0%
Dongfeng Motor Group Co. Ltd. 54,685 77 0.0%
DongKook Pharmaceutical Co. Ltd. 278 19 0.0%
Dongwon Development Co. Ltd. 2,936 14 0.0%
Dongwon F&B Co. Ltd. 86 27 0.0%
Dongyue Group Ltd. 2,285 2 0.0%
Doosan Corp. 7 1 0.0%
Dorel Industries Inc. Class B Sub. voting 4,326 73 0.0%
Dorman Products Inc. 2,040 217 0.0%
Douja Promotion Groupe Addoha SA 5,739 10 0.0%
Douzone Bizon Co. Ltd. 308 15 0.0%
Dr. Reddy's Laboratories Ltd. ADR 3,092 153 0.0%
Drax Group PLC 35,691 227 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 312,075 419 0.0%
DRB-Hicom BHD 21,689 13 0.0%
Dream Global Real Estate Investment Trust 42,711 579 0.0%
Dream Industrial Real Estate Investment Trust 16,038 180 0.0%
Dream Office Real Estate Investment Trust 43,436 1,079 0.1%
Driven Brands Funding LLC 4.74% 04-20-2048 129,593 172 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 43,430 2 0.0%
DTE Energy Co. Conv. Pfd. 567 41 0.0%
DTR Automotive Corp. 477 18 0.0%
Dual Co. Ltd. 5,326 20 0.0%
Dundee Precious Metals Inc. 40,793 191 0.0%
DY Corp. 134 1 0.0%
Dynegy Inc. 7.625% 11-01-2024 2,451 3 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 4,289 6 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 0 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 391,406 512 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 138,018 181 0.0%
Eastman Chemical Co. 2,783 303 0.0%
Eaton Corp. PLC 332 35 0.0%
Ebro Foods SA 7,762 218 0.0%
ECN Capital Corp. 115,006 467 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 35,319 54 0.0%
Ecopetrol SA Sponsored ADR 5,145 137 0.0%
EDF SA (Electricite de France) 824 16 0.0%
EDP - Energias do Brasil SA 1,477 9 0.0%
EFG Eurobank Ergasias 3,153 3 0.0%
Egis Technology Inc. 762 7 0.0%
eHealth Inc. 1,043 73 0.0%
EI Group PLC 16,223 57 0.0%
Elan Microelectronics Corp. 17,345 66 0.0%
Elanco Animal Health Inc. 17,362 691 0.0%
Eldorado Gold Corp. 11,366 65 0.0%
ELECOM Co. Ltd. 1,232 49 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 293,787 375 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 51,583 66 0.0%
Electricity Generating PCL 1,858 21 0.0%
Elekta AB B 189 3 0.0%
Element Fleet Management Corp. 130,669 984 0.1%
Elite Material Co. Ltd. 1,371 6 0.0%
Emera Inc. 4,129 193 0.0%
Emera Inc. 2.90% 06-16-2023 439,016 434 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 223,686 307 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 3,425 4 0.0%
Emirates Development Bank PJSC 3.52% 03-06-2024 47,092 62 0.0%
Emirates NBD PJSC 3,077 10 0.0%
EMIS Group PLC 964 16 0.0%
Emperor International Holdings Ltd. 11,226 4 0.0%
Empire Co. Ltd. Class A non-voting 74,007 2,262 0.2%
EmployBridge LLC Term Loan B 1st Lien F/R 04-18-2025 167,063 220 0.0%
Empresa de Energia de Bogota SA ESP 16,571 14 0.0%
Enagas SA 1,771 66 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 1,085,813 1,114 0.1%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 737,631 713 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 272,614 341 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 64,478 84 0.0%
Enbridge Inc. 174,289 8,484 0.6%
Enbridge Inc. 3.19% 12-05-2022 29,174 29 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 325,753 319 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 119,656 157 0.0%
Enbridge Inc. 3.94% 01-13-2023 43,761 45 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 512,215 530 0.0%
Enbridge Inc. 4.24% 08-27-2042 330,128 319 0.0%
Enbridge Inc. 4.57% 03-11-2044 4,991,754 5,063 0.4%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 6,164 154 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 4,634,209 4,452 0.4%
Enbridge Inc. 5.75% 09-02-2039 Callable 373,974 436 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 132,499 171 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,514,518 1,574 0.2%
Enbridge Pipelines Inc. 3.52% 02-22-2029 Callable 2028 119,929 121 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 595,779 584 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 137,431 136 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 108,322 138 0.0%
EnCana Corp. 84,708 818 0.0%
Encompass Health Corp. 1,790 149 0.0%
Enel Chile SA 259 2 0.0%
Enel SPA 58,854 469 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 474,883 476 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 354,928 358 0.0%
Enerflex Ltd. 8,060 161 0.0%
Energa SA 152 1 0.0%
Energisa SA 1,759 25 0.0%
Energizer Holdings Inc. 6.38% 07-15-2026 Callable 2021 144A 1,984 3 0.0%
Energizer Holdings Inc. 7.75% 01-15-2027 Callable 2022 144A 467 1 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 3,326 5 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 2,071 3 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 10,532 13 0.0%
Enerplus Corp. 75,418 875 0.1%
Enersis SA ADR 6,656 77 0.0%
Eneva SA 137 1 0.0%
Enghouse Systems Ltd. 12,602 480 0.0%
Engie Brasil Energia SA 12,215 176 0.0%
Engie SA 10,342 205 0.0%
Eni SPA 13,221 300 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 294,536 305 0.0%
EnPro Industries Inc. 1,149 104 0.0%
Ensco PLC 7.75% 02-01-2026 4,289 5 0.0%
Ensco PLC Class A 60,367 326 0.0%
Ensign Group Inc. 3,893 253 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 231,834 304 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 294,971 384 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 385,000 378 0.0%
ePlus Inc. 2,458 289 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 244,777 329 0.0%
Equifax Inc. 3,800 547 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 3,238 4 0.0%
Equinor ASA 4,347 129 0.0%
Equity Commonwealth 4,873 209 0.0%
Erajaya Swasembada Tbk PT 92,193 18 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 1,066 2 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 101,984 134 0.0%
Estacio Participacoes SA 1,660 16 0.0%
Etsy Inc. 8,164 765 0.0%
Eugene Corp. 153 1 0.0%
Eugene Investment & Securities 617 2 0.0%
Eurazeo SA 1,513 150 0.0%
Eurocharm Holdings Co. Ltd. 1,218 8 0.0%
EUROFIMA 4.55% 03-30-2027 1,346,305 1,517 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 141,336 145 0.0%
Euronet Worldwide Inc. 822 145 0.0%
European Investment Bank 1.50% 05-12-2022 864,775 133 0.0%
EVA Airways Corp. 11,271 7 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 4,154 3 0.0%
EVERTEC Inc. 3,101 117 0.0%
Evertz Technologies Ltd. 905 15 0.0%
Evolent Health Inc. Class A 2,806 49 0.0%
Evraz PLC 15,334 151 0.0%
Excelsior Biopharma Inc. 6,150 13 0.0%
Exco Technologies Ltd. 543 5 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 361,788 486 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 95,278 126 0.0%
Exelon Corp. 26,030 1,664 0.2%
ExlService Holdings Inc. 10,935 883 0.1%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 141,489 177 0.0%
Expedia Inc. 5.00% 02-15-2026 153,048 209 0.0%
Export Development Canada 0.88% 12-07-2021 87,762 152 0.0%
Export Development Canada 2.40% 06-07-2021 96,324 91 0.0%
Extendicare Inc. 20,742 158 0.0%
Exxaro Resources Ltd. 244 3 0.0%
Exxon Mobil Corp. 7,632 793 0.0%
F&F Co. Ltd. 65 5 0.0%
F5 Networks Inc. 4,430 980 0.1%
Fabege AB 3,014 53 0.0%
Fabrinet 6,729 518 0.0%
Facebook Inc. 164 35 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.63% 08-15-2026 Callable 2021 144A 938,803 1,008 0.1%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 257,913 265 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 178,524 177 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,640,584 1,709 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 3,734 5 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 165,064 180 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 482,036 749 0.0%
Fairfax India Holdings Corp. 2,221 38 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 46,582 62 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 46,021 67 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 79,068 105 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 77,560 102 0.0%
Fantasia Holdings Group Co. Ltd. 4,569 1 0.0%
Far Eastern Department Stores Ltd. 24,725 17 0.0%
Far Eastern New Century Corp. 11,880 15 0.0%
Fastighets AB Balder 1,745 68 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 181,945 172 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 1,903,397 1,937 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 288,223 1,066 0.1%
Feng Hsin Steel Co. Ltd. 3,856 10 0.0%
Feng TAY Enterprise Co. Ltd. 16,219 134 0.0%
Ferrari NV 316 54 0.0%
Ferrovial SA 22,279 675 0.0%
Fiat Chrysler Automobiles NV 13,914 270 0.0%
Fibra Uno Administration SA 26 0.0%
Fifth Avenue LP 4.71% 08-05-2021 269,368 277 0.0%
Fifth Third Bancorp 3.65% 01-25-2024 Callable 2023 225,826 300 0.0%
Fila Korea Ltd. 2,706 176 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 227,948 294 0.0%
Financial Select Sector SPDR Fund 22,131 772 0.0%
Finning International Inc. 1,908 47 0.0%
First Capital Realty Inc. 24,821 532 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 334,513 344 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 8,898 12 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 1,650 2 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 338,962 446 0.0%
First Gen Corp. 44,639 24 0.0%
First Hi-Tec Enterprise Co. Ltd. 3,577 6 0.0%
First Majestic Silver Corp. 0 0.0%
First Nations ETF LP 4.14% 12-31-2041 242,358 251 0.0%
First Philippine Holdings Corp. 10,280 19 0.0%
First Quantum Minerals Ltd. 14,312 216 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 502,930 651 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 4,114 5 0.0%
First Republic Bank 583 80 0.0%
First Tennessee Bank NA 74 71 0.0%
FirstRand Ltd. 18,083 109 0.0%
FirstService Corp. 1,694 194 0.0%
Flexium Interconnect Inc. 1,980 8 0.0%
Flughafen Wien AG 385 20 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 93,587 125 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 37,459 37 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 30,499 40 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 11,670 11 0.0%
Ford Credit Canada Co. 2.92% 09-16-2020 301,758 299 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 313,364 301 0.0%
Ford Motor Co. 18,970 219 0.0%
Ford Motor Co. 6.625% 10-01-2028 25,472 34 0.0%
Ford Otomotiv Sanayi AS 274 4 0.0%
Forestar Group Inc. 132 3 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 41,778 55 0.0%
Formosa International Hotels Corp. 457 3 0.0%
Formosa Petrochemical Corp. 3,046 15 0.0%
Formosa Taffeta Co. Ltd. 2,285 3 0.0%
Fortified Trust 1.67% 07-23-2021 575,146 564 0.0%
Fortified Trust 2.16% 10-23-2020 990,385 987 0.1%
Fortinet Inc. 12,135 1,385 0.2%
Fortis Inc. 27,211 1,291 0.2%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 87,690 88 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 98,007 99 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 421,688 463 0.0%
Fortive Corp. 1,785 192 0.0%
Fortive Corp. Conv. Pfd. Series A 52 72 0.0%
Fortress Income Fund Ltd. - Class B 1,361 2 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 849,264 1,096 0.1%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 959,436 1,285 0.2%
Fortum OYJ 1,707 50 0.0%
Fosun International Ltd. 3,199 7 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 137,279 178 0.0%
Franco-Nevada Corp. 9,968 988 0.1%
Fraser & Neave Holdings Bhd 12,125 138 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 55,283 73 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 8,229 11 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 35,276 47 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 139,339 184 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 39,653 52 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 11,749 16 0.0%
Freddie Mac Structured Agency Credit Risk F/R 02-25-2049 Callable 2029 144A 69,567 92 0.0%
Freeport-McMoRan Inc. 2,050 35 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 496,482 646 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 6,389 9 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 188,474 333 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 298,151 606 0.0%
French Republic Government Bond OAT 4.32% 07-25-2029 136,297 372 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 128,956 172 0.0%
Freshpet Inc. 9,371 508 0.0%
Frontera Generation Holdings LLC Term Loan B 1st Lien F/R 04-25-2025 234,400 305 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 3,092 3 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 2,451 2 0.0%
FTI Consulting Inc. 17,162 1,674 0.2%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 69,567 87 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 2,588 3 0.0%
Fufeng Group Ltd. 2,589 2 0.0%
FUJIFILM Holdings Corp. 305 18 0.0%
Fujitsu Ltd. 390 35 0.0%
Funai Electric Co. Ltd. 6,624 59 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 97,013 116 0.0%
Futaba Corp. 3,383 71 0.0%
Futures Contracts -1,862 -0.1%
Fuyao Glass Industry Group Co. Ltd. 7,588 36 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 510,667 645 0.0%
Galenica AG 1,423 85 0.0%
Games Workshop Group PLC 537 29 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 469,401 619 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 431,732 425 0.0%
Gartner Inc. 1,966 368 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 882,189 1,214 0.2%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 243,687 320 0.0%
GATX Corp. 5,654 591 0.0%
Gaz Metro Inc. 1.52% 05-25-2020 201,172 199 0.0%
Gazprom Neft PJSC 7,798 51 0.0%
Gazprom PJSC 40,753 128 0.0%
Gaztransport Et Technigaz SA 403 48 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 166,962 240 0.0%
GCI Liberty Inc. Class A 3,688 260 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 661,804 691 0.0%
Gear Energy Ltd. 164 0.0%
GEK TERNA Holdings Real Estate Construction SA 1,295 10 0.0%
Gemdale Properties and Investment Corp. Ltd. 12,185 2 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,729,306 1,686 0.2%
General Electric Capital Corp. 4.60% 01-26-2022 2,262,670 2,343 0.2%
General Electric Capital Corp. F/R 07-30-2019 80,402 11 0.0%
General Electric Co. 2,513 34 0.0%
General Electric Co. 6.88% 01-10-2039 543,164 829 0.0%
General Electric Co. 8.35% 09-03-2022 138,876 9 0.0%
General Electric Co. F/R 05-05-2026 48,746 58 0.0%
General Electric Co. F/R 12-08-2021 29,237 4 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 3,655 5 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 593,200 593 0.0%
Genesco Inc. 10,112 642 0.0%
Genesis Trust II 1.699% 04-15-2020 670,574 666 0.0%
Genesis Trust II 2.43% 05-15-2019 3,680,425 3,683 0.3%
Genomic Health Inc. 314 31 0.0%
Genomma Lab Internacional SAB de CV 746 1 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 135,191 179 0.0%
Genworth MI Canada Inc. 28,244 1,252 0.2%
Genworth MI Canada Inc. 4.242% 04-01-2024 309,495 316 0.0%
GeoPark Ltd. 176 4 0.0%
George Weston Ltd. 1,447 136 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 640,651 796 0.0%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 715,349 897 0.1%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 573,198 743 0.0%
Giant Manufacturing Co. Ltd. 8,404 61 0.0%
Gibson Energy Inc. 23,867 508 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 267,456 292 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,506,699 1,510 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 19,721 20 0.0%
Gildan Activewear Inc. 17,123 806 0.0%
Gilead Sciences Inc. 2,861 245 0.0%
Ginko International Co. Ltd. 3,828 37 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 755,685 740 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 644,782 643 0.0%
Glacier Credit Card Trust 3.14% 09-20-2023 298,866 304 0.0%
Glanbia PLC 16,890 451 0.0%
GlaxoSmithKline PLC 58,345 1,524 0.2%
Glencore PLC 10,172 54 0.0%
Globant SA 1,499 136 0.0%
Globe Telecom Inc. 1,216 59 0.0%
GLP Capital LP/GLP Financing II Inc. 5.25% 06-01-2025 5,251 7 0.0%
GLP Capital LP/GLP Financing II Inc. 5.375% 04-15-2026 84,551 115 0.0%
GMK Norilsk Nickel 213 60 0.0%
GMP Capital Inc. 82 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 12,936 18 0.0%
Goldcorp Inc. 38,604 537 0.0%
Government of Aruba 4.63% 09-14-2023 1,827 2 0.0%
Government of Aruba 6.50% 01-31-2029 10,598 15 0.0%
Government of Australia 3.25% 04-21-2029 436,237 448 0.0%
Government of Australia 5.75% 07-15-2022 139,135 147 0.0%
Government of Bermuda 4.854% 02-06-2024 26,650 37 0.0%
Government of Canada 0.75% 09-01-2020 3,608,445 3,554 0.3%
Government of Canada 0.75% 09-01-2021 2,006,562 1,956 0.2%
Government of Canada 1.00% 06-01-2027 6,122,851 5,693 0.4%
Government of Canada 1.00% 09-01-2022 738,581 719 0.0%
Government of Canada 1.25% 11-01-2019 770,592 768 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 5,699,901 7,053 0.5%
Government of Canada 1.50% 03-01-2020 461,285 460 0.0%
Government of Canada 1.50% 06-01-2023 5,439,382 5,370 0.4%
Government of Canada 1.75% 05-01-2020 593,200 593 0.0%
Government of Canada 1.75% 08-01-2020 50,061,289 50,041 3.0%
Government of Canada 2.00% 06-01-2028 19,066,930 19,161 1.2%
Government of Canada 2.00% 11-01-2020 643,493 646 0.0%
Government of Canada 2.00% 12-01-2041 Real Return 0 0.0%
Government of Canada 2.25% 02-01-2021 8,019,293 8,090 0.6%
Government of Canada 2.25% 06-01-2025 1,021,335 1,045 0.1%
Government of Canada 2.25% 06-01-2029 3,781,777 3,883 0.3%
Government of Canada 2.50% 06-01-2024 305,369 316 0.0%
Government of Canada 2.75% 06-01-2022 911,722 939 0.1%
Government of Canada 2.75% 12-01-2048 4,468,779 5,018 0.4%
Government of Canada 3.00% 12-01-2036 Real Return 210,199 379 0.0%
Government of Canada 3.25% 06-01-2021 44,898,324 46,343 2.8%
Government of Canada 3.50% 06-01-2020 46,141,781 47,111 2.9%
Government of Canada 3.50% 12-01-2045 575,919 727 0.0%
Government of Canada 4.00% 12-01-2031 Real Return 647,361 1,352 0.2%
Government of Canada 4.25% 12-01-2021 Real Return 214,068 382 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 1,737,537 3,423 0.3%
Government of Cayman Islands 5.95% 11-24-2019 144A 6,944 9 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 79,200 120 0.0%
Government of Dominican Republic 7.45% 04-30-2044 7,090 10 0.0%
Government of Germany 0.25% 02-15-2029 542,426 818 0.0%
Government of Hungary 6.38% 03-29-2021 329,214 461 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 940,413,319 83 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 3,778,415,345 315 0.0%
Government of Indonesia 6.63% 05-15-2033 2,500,590,227 205 0.0%
Government of Indonesia 7.00% 05-15-2022 3,883,396,883 362 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 1,696,906,697 150 0.0%
Government of Indonesia 7.50% 08-15-2032 974,392,508 86 0.0%
Government of Indonesia 8.25% 05-15-2029 589,941,696 57 0.0%
Government of Indonesia 8.25% 07-15-2021 2,410,440,831 231 0.0%
Government of Indonesia 8.38% 03-15-2024 3,049,188,313 294 0.0%
Government of Indonesia 8.38% 09-15-2026 3,765,470,635 363 0.0%
Government of Ireland 1.00% 05-15-2026 7,309 11 0.0%
Government of Ireland 3.40% 03-18-2024 418,902 733 0.0%
Government of Italy 1.30% 05-15-2028 11,476 16 0.0%
Government of Jamaica 8.00% 06-24-2019 2,485 3 0.0%
Government of Japan 0% 08-13-2019 3,654,645 43 0.0%
Government of Malaysia 3.62% 11-30-2021 222,615 72 0.0%
Government of Malaysia 3.73% 06-15-2028 206,561 66 0.0%
Government of Malaysia 3.84% 04-15-2033 583,937 181 0.0%
Government of Malaysia 3.88% 03-14-2025 303,956 98 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 600,848 193 0.0%
Government of Malaysia 4.06% 09-30-2024 1,126,991 369 0.0%
Government of Malaysia 4.16% 07-15-2021 643,016 211 0.0%
Government of Mexico 7.50% 06-03-2027 142,677 9 0.0%
Government of New Zealand 3.00% 04-15-2020 333,923 303 0.0%
Government of New Zealand 5.50% 04-15-2023 119,870 121 0.0%
Government of New Zealand 6.00% 05-15-2021 317,869 311 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,482,319 234 0.0%
Government of Norway 4.50% 05-22-2019 2,838,347 440 0.0%
Government of Philippines 3.50% 03-20-2021 11,723,704 283 0.0%
Government of Philippines 3.50% 04-21-2023 7,269,253 167 0.0%
Government of Philippines 4.625% 09-09-2040 1,086,535 21 0.0%
Government of Philippines 4.95% 01-15-2021 3,831,556 97 0.0%
Government of Philippines 6.25% 01-14-2036 5,779,440 155 0.0%
Government of Philippines 6.50% 04-28-2021 684,971 17 0.0%
Government of Philippines 7.375% 03-03-2021 4,002,798 105 0.0%
Government of Philippines 8.00% 07-19-2031 7,823,650 226 0.0%
Government of Philippines 8.125% 12-16-2035 2,568,641 76 0.0%
Government of Portugal 5.13% 10-15-2024 144A 153,048 215 0.0%
Government of Qatar 6.55% 04-09-2019 20,466 27 0.0%
Government of Singapore 2.50% 06-01-2019 363,891 355 0.0%
Government of Singapore 3.25% 09-01-2020 515,868 511 0.0%
Government of Sweden 0.13% 04-24-2023 144A 216,194 327 0.0%
Government of United Kingdom 1.63% 10-22-2028 461,818 830 0.0%
Grafton Group PLC 5,240 73 0.0%
Graham Holdings Co. 551 496 0.0%
Gran Tierra Energy Inc. 99,630 296 0.0%
Grand Canyon Education Inc. 2,530 385 0.0%
Grand Pacific Petrochemical Corp. 1,828 2 0.0%
Granite Real Estate Investment Trust 29,476 1,817 0.2%
Gray Escrow Inc. 7.00% 05-15-2027 Callable 2022 144A 366,236 510 0.0%
Great Canadian Gaming Corp. 8,405 461 0.0%
Great Eagle Holdings Ltd. 13,695 89 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 5,514 8 0.0%
Great-West Lifeco Inc.* 3,536 107 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 506,953 605 0.0%
Green Cross Holdings Corp. 63 2 0.0%
Greene King PLC 214 2 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 73,848 92 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 16,822 22 0.0%
Greggs PLC 976 30 0.0%
Growthpoint Properties Australia Ltd. 4,308 16 0.0%
Grupa Lotos SA 1,264 42 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 259 16 0.0%
Grupo Bimbo SAB de CV Series A 2,879 8 0.0%
Grupo Comercial Chedraui SA de CV 1,051 3 0.0%
Grupo Financiero Banorte SAB de CV Series O 28,771 206 0.0%
Grupo Herdez SAB de CV 792 2 0.0%
Grupo Mexico SAB de CV Series B 14 0.0%
Grupo Simec SA de CV 20,724 83 0.0%
GS Engineering & Construction Corp. 2,074 104 0.0%
GS Holdings Corp. 24 2 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 28,897 38 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 24,616 32 0.0%
GS Retail Co. Ltd. 52 2 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 4,821 6 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 29,207 38 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 6,464 9 0.0%
Guangdong Investment Ltd. 19,918 50 0.0%
Guangzhou Automobile Group Co. Ltd. Class H 33,204 54 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 305 2 0.0%
Guangzhou R&F Properties Co. Ltd. H 43,972 108 0.0%
Guaranty Trust Bank PLC 278,886 36 0.0%
Guararapes Confeccoes SA 46 2 0.0%
Guardian Capital Group Ltd. 33 1 0.0%
Gulf Keystone Petroleum Ltd. 13,149 52 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 8,723 11 0.0%
H&R Real Estate Investment Trust 17,419 396 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 345,603 343 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 683,469 678 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 208,909 209 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 92,043 123 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 868,534 1,052 0.1%
Haemonetics Corp. 25,612 2,926 0.3%
Halma PLC 7,784 211 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 38,176 49 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 90,652 116 0.0%
Hana Financial Group Inc. 3,639 165 0.0%
Hang Lung Development Co. 196,632 812 0.0%
Hanil Hyundai Cement Co. Ltd. 49 3 0.0%
Hanjaya Mandala Sampoerna TBK PT 157,199 56 0.0%
Hanjin Kal Corp. 54 2 0.0%
Hanjin Transportation Co. Ltd. 52 3 0.0%
Hannover Rueckversicherung SE Reg. 3,734 732 0.0%
HannStar Display Corp. 2,589 1 0.0%
Hansol Paper Co. Ltd. 629 13 0.0%
Hanwha General Insurance Co. Ltd. 197 1 0.0%
HAP Seng Consolidated BHD 29,482 94 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 55,096 72 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 97,127 6 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 27,898 37 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 226,963 217 0.0%
Harmony Gold Mining Co. Ltd. ADR 676 2 0.0%
Hartalega Holdings Bhd 34,679 56 0.0%
Harum Energy TBK PT 12,672 2 0.0%
Haseko Corp. 3,137 52 0.0%
Hawaiian Electric Industries Inc. 9,624 485 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 Callable 2020 144A 78,129 92 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 362,297 503 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 118,371 163 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 644,782 856 0.0%
HCA Inc. 5.00% 03-15-2024 118,800 163 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 166,962 233 0.0%
HCA Inc. 5.375% 02-01-2025 96,324 132 0.0%
HCA Inc. 5.88% 02-01-2029 Callable 2028 304,337 420 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 217,264 314 0.0%
HD Supply Holdings Inc. 3,769 213 0.0%
HDFC Bank Ltd. ADR 1,295 172 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 211,489 268 0.0%
Healthcare Services Group Inc. 5,160 259 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 76 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04-17-2025 1,805 2 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,408,720 1,418 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,695,003 1,701 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 499,944 494 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 843,793 844 0.0%
Heidrick & Struggles International Inc. 751 43 0.0%
Heineken Malaysia Bhd 503 4 0.0%
Helen of Troy Ltd. 636 94 0.0%
Hellenic Telecommunications Organization SA (OTE) 472 8 0.0%
Helvetia Holding AG 31 24 0.0%
Hengan International Group Co. Ltd. 305 3 0.0%
Henkel AG & Co. KGaA 4,557 563 0.0%
Henkel AG & Co. KGaA Pfd. 4,497 591 0.0%
Hennes & Mauritz AB B 20,907 416 0.0%
Henry Schein Inc. 5,994 468 0.0%
Herbalife Nutrition Ltd. 11,166 824 0.0%
Hermes International 21 17 0.0%
Heroux-Devtek Inc. 16 0.0%
Hexindai Inc. 1,878 9 0.0%
High Arctic Energy Services Inc. 33 0.0%
Hikma Pharmaceuticals PLC 1,428 42 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 162,400 207 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 24,616 32 0.0%
Hisense Kelon Electrical Holdings Co. Ltd. 20,938 29 0.0%
Hitachi Ltd. 15,871 625 0.0%
HKC Holdings Ltd. 4,522 5 0.0%
HMS Holdings Corp. 8,887 403 0.0%
Hokuhoku Financial Group Inc. 1,904 27 0.0%
Holiday Entertainment Co. Ltd. 1,218 3 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 3,272,914 3,256 0.3%
HollyFrontier Corp. 31,408 2,115 0.2%
Holy Stone Enterprise Co. Ltd. 152 1 0.0%
Home Capital Group Inc. 82 1 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 6,289 8 0.0%
HomeServe PLC 5,314 88 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 2,704 4 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 1,751,333 1,758 0.2%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 352,181 353 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 191,403 192 0.0%
Honda Motor Co. Ltd. 14,505 540 0.0%
Hong Leong Financial Group BHD 1,767 11 0.0%
Hongkong Land Holdings Ltd. 127,714 1,204 0.2%
Horizon North Logistics Inc. 5,099 10 0.0%
Horizon Pharma Financing Inc. 6.63% 05-01-2023 Callable 2018 144A 361,078 491 0.0%
Hormel Foods Corp. 16,551 944 0.1%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 241,878 317 0.0%
Host Hotels & Resorts Inc. 13,121 338 0.0%
Hotel Shilla Co. Ltd. 17 2 0.0%
House Foods Corp. 1,518 80 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 4,785 6 0.0%
HP Inc. 2,245 58 0.0%
HSBC Bank Canada 2.17% 06-29-2022 1,090,971 1,074 0.1%
HSBC Bank Canada 2.54% 01-31-2023 518,405 515 0.0%
HSBC Bank Canada 3.25% 09-15-2023 2,086,515 2,126 0.2%
HSBC Bank Canada F/R 07-10-2019 4,333,353 4,335 0.4%
HSBC Holdings PLC 58,369 624 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,461,858 17 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 686,048 688 0.0%
Hua Hong Semiconductor Ltd. 914 3 0.0%
Huadian Power International Corp. Ltd. 84,099 48 0.0%
Huaxin Cement Co. Ltd. 3,473 13 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 104,325 136 0.0%
HUBER+SUHNER AG 715 73 0.0%
Huchems Fine Chemical Corp. 314 8 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 17,271 23 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 9,015 12 0.0%
Hudson Ltd. 3,928 77 0.0%
Hugo Boss AG 553 54 0.0%
Huishang Bank Corp. Ltd. 8,499 5 0.0%
Humedix Co. Ltd. 140 5 0.0%
Hungary Government International Bond 6.25% 01-29-2020 300,745 408 0.0%
Huntington Ingalls Industries Inc. 1,967 542 0.0%
Huntsman Corp. 4,515 147 0.0%
Hurricane Energy PLC 2,654 2 0.0%
Husky Energy Inc. 35,077 513 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 341,735 342 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 35,115 471 0.0%
Husky Energy Inc. 7.25% 12-15-2019 8,023 11 0.0%
Huvis Corp. 1,891 17 0.0%
Hwail Pharmaceutical Co. Ltd. 1,892 15 0.0%
Hydro One Inc. 26,976 557 0.0%
Hydro One Inc. 2.97% 06-26-2025 Callable 2025 0 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 555,802 543 0.0%
Hydro One Inc. 3.72% 11-18-2047 922,942 917 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 456,506 394 0.0%
Hypera SA 7,494 71 0.0%
Hyprop Investments Ltd. 4,216 30 0.0%
Hyundai Engineering & Construction Co. Ltd. 107 7 0.0%
Hyundai Heavy Industries Co. Ltd. 59 25 0.0%
Hyundai Home Shopping Network Corp. 8 1 0.0%
Hyundai Hy Communications & Network Co. Ltd. 1,523 7 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 404 18 0.0%
Hyundai Mipo Dockyard Co. Ltd. 14 1 0.0%
Hyundai Motor Co. 285 42 0.0%
Hyundai Motor Securities Co. Ltd. 66 1 0.0%
Hyundai Telecommunication Co. Ltd. 1,467 19 0.0%
i-SENS Inc. 599 17 0.0%
IA Financial Corporate Inc. 27,489 1,388 0.2%
IAC/InterActiveCorp 450 126 0.0%
IAMGOLD Corp. 27,946 123 0.0%
Iberdrola SA 10,223 112 0.0%
IBI Group Inc. 3,997 19 0.0%
ICA Gruppen AB 13,402 678 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 2,427 3 0.0%
ICICI Bank Ltd. ADR 6,140 80 0.0%
IDEX Corp. 61 12 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 444,999 558 0.0%
IG Design Group PLC 1,507 15 0.0%
IGB Real Estate Investment Trust 4,813 3 0.0%
IGG Inc. 55,854 104 0.0%
iHeartCommunications Inc. Term Loan 1st Lien F/R 01-30-2019 9,102 8 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 1,721 2 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 129,502 170 0.0%
Ildong Pharmaceutical Co. Ltd. 835 20 0.0%
IMCD Group NV 574 59 0.0%
Impala Platinum Holdings Ltd. 883 5 0.0%
Imperial Oil Ltd. 24,509 873 0.1%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 4,726 5 0.0%
Indofood CBP Sukses Makmur TBK PT 68,530 66 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,253,360,122 123 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 803,163,479 81 0.0%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 167,643 168 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 644,782 654 0.0%
Industrial and Commercial Bank of China Ltd. H 719,734 728 0.0%
Industrial Bank of Korea 542 9 0.0%
Industrias CH SAB de CV 2,482 14 0.0%
Industries Qatar QSC 305 15 0.0%
Industrivarden AB Class C 1,322 36 0.0%
Infocom Corp. 1,928 46 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2019 7,148 10 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 5,076 7 0.0%
Infosys Ltd. ADR 24,422 344 0.0%
Infratil Ltd. 4,320 15 0.0%
ING Groep NV 27,571 480 0.0%
Ingersoll-Rand PLC 253 35 0.0%
Innocean Worldwide Inc. 384 31 0.0%
Innovative Industrial Properties Inc. 1,171 122 0.0%
Inovalis Real Estate Investment Trust 1,661 17 0.0%
InPower BC General Partnership 4.471% 03-31-2033 462,438 490 0.0%
Insperity Inc. 15,257 2,534 0.2%
Inspur International Ltd. 7,566 6 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 416,787 431 0.0%
Instructure Inc. 5,815 357 0.0%
Intact Financial Corp. 9,109 1,002 0.1%
Intact Financial Corp. 3.77% 03-02-2026 MTN 839,506 872 0.1%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 52,542 69 0.0%
Integrys Energy Group Inc. Pfd. 706 24 0.0%
Intel Corp. 4.00% 12-01-2022 111,308 109 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 10,578 15 0.0%
Inter Pipeline Ltd. 33,268 704 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 809,826 790 0.0%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 701,523 691 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 608,580 603 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 29,174 30 0.0%
Inter-American Development Bank 3.50% 05-15-2021 116,659 108 0.0%
Interconexion Electrica SA ESP 3,723 22 0.0%
Interfor Corp. 6,053 90 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 138,102 180 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 950 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 89,902 85 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 109,167 101 0.0%
International Business Machines Corp. 2.625% 08-05-2022 37,459 68 0.0%
International Business Machines Corp. 2.75% 12-21-2020 38,530 69 0.0%
International Container Terminal Services Inc. 1,479 4 0.0%
International CSRC Investment Holdings Co. Ltd. 35,959 69 0.0%
International Finance Corp. 2.88% 07-31-2023 115,589 153 0.0%
International Finance Corp. 3.625% 05-20-2020 438,242 400 0.0%
International Finance Corp. 7.00% 07-20-2027 728,590 45 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 52,443 74 0.0%
International Paper Co. 1,662 100 0.0%
International Seaways Inc. 10,014 219 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1,296 2 0.0%
Interparfums SA 323 22 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 76,084 94 0.0%
InterRent Real Estate Investment Trust 55,243 779 0.0%
Intertape Polymer Group Inc. 7.00% 10-15-2026 Callable 2021 144A 17,504 23 0.0%
INTOPS Co. Ltd. 1,217 18 0.0%
Intuitive Surgical Inc. 464 334 0.0%
Investec Ltd. 54,139 463 0.0%
Investec PLC 244 2 0.0%
Investor AB B 334 20 0.0%
Invitation Homes Inc. 1,239 37 0.0%
IPH Ltd. 1,983 11 0.0%
IPL Plastics Inc. 65,795 701 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 136,694 144 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 171,671 211 0.0%
IRB Brasil Resseguros SA 3,028 94 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 23,369 31 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 1,095,586 1,104 0.1%
IS Dongseo Co. Ltd. 60 2 0.0%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 401,397 502 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 34 1 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 415 63 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 58 8 0.0%
iShares MSCI EAFE Small Cap Index Fund ETF 35 3 0.0%
iShares MSCI India ETF 25,837 1,111 0.1%
iShares MSCI Thailand ETF 2,119 250 0.0%
iShares TIPS Bond ETF 397 58 0.0%
Israel Chemicals Ltd. 30,903 228 0.0%
Itausa- Investimentos Itau SA 9,925 43 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 320,151 410 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 210,664 213 0.0%
J Sainsbury PLC 151,245 604 0.0%
J.B. Hunt Transport Services Inc. 5,113 724 0.0%
Jack Henry & Associates Inc. 11,877 2,072 0.2%
Jamieson Wellness Inc. 57,020 1,114 0.1%
Janus International Group LLC Term Loan 1st Lien F/R 02-15-2025 248,473 324 0.0%
Japan Petroleum Exploration Co. Ltd. 2,549 70 0.0%
Japan Post Holdings Co. Ltd. 131,311 2,100 0.2%
Japfa Comfeed Indonesia Tbk 49,136 10 0.0%
JB Financial Group Co. Ltd. 1,427 10 0.0%
JBS SA 2,604 12 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 188,276 248 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 1,109 1 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 3,968 5 0.0%
Jetway Information Co. Ltd. 10,694 9 0.0%
JNBY Design Ltd. 63 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 746,470 747 0.0%
John Deere Financial Inc. 2.99% 01-14-2022 79,437 80 0.0%
John Laing Group PLC 84,100 563 0.0%
Johnson & Johnson 3,132 563 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 161,031 203 0.0%
JPMorgan Chase & Co. 17,635 2,421 0.2%
JPMorgan Chase & Co. 2.75% 08-24-2022 57,794 94 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 539,038 546 0.0%
JPMorgan Chase & Co. 4.40% 07-22-2020 87,762 118 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 32,108 44 0.0%
JPMorgan Chase Commercial Morgage Securities 3.66% 06-15-2023 144A 48,162 63 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 44,951 61 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 23,514 31 0.0%
JSE Ltd. 822 12 0.0%
Jupai Holdings Ltd. 1,950 11 0.0%
Just Energy Group Inc. 118,513 564 0.0%
Kalbe Farma Tbk PT 40,515 6 0.0%
Kambi Group PLC 500 12 0.0%
Kamei 1,407 20 0.0%
KAP Industrial Holdings Ltd. 27,085 20 0.0%
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS 92,912 61 0.0%
Kardex AG 111 19 0.0%
Karo Pharma AB 1,983 12 0.0%
Kasen International Holdings Ltd. 16,610 14 0.0%
KB Financial Group Inc. 1,647 85 0.0%
KB Financial Group Inc. ADR 3,016 156 0.0%
KDDI Corp. 549 17 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 211,377 267 0.0%
Keihan Holdings Co. Ltd. 305 17 0.0%
Kelly Services Inc. Class A 5,651 179 0.0%
Kelt Exploration Ltd. 16 0.0%
Kennedy-Wilson Holdings Inc. 16,999 465 0.0%
KEPCO Plant Service & Engineering Co. Ltd. 25 1 0.0%
Kering 1,091 784 0.0%
Kerry Properties Ltd. 21,973 121 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 1,311 2 0.0%
Keyera Corp. 5,625 182 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 520,984 526 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 81,500 104 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 65,440 85 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 82,612 110 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 142,234 191 0.0%
Kforce Inc. 2,808 137 0.0%
KFW 3.375% 02-15-2021 122,010 112 0.0%
KFW 3.75% 05-29-2020 179,805 164 0.0%
KGInicis Co. Ltd. 106 2 0.0%
Kia Motors Corp. 2,658 113 0.0%
Killam Apartment Real Estate Investment Trust 39,511 707 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 3 0.0%
Kinaxis Inc. 2,120 175 0.0%
Kinden Corp. 7,912 169 0.0%
Kinder Morgan Canada Ltd. 12,708 195 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 196,326 251 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 1,109 2 0.0%
Kingboard Holdings Ltd. 12,932 60 0.0%
Kingboard Laminates Holdings Ltd. 4,112 7 0.0%
Kinnevik AB 1,599 53 0.0%
Kinross Gold Corp. 127,556 560 0.0%
Kirin Holdings Co. Ltd. 14,987 440 0.0%
Kirkland Lake Gold Ltd. 55,254 2,659 0.3%
KITZ Corp. 2,099 20 0.0%
KLCCP Stapled Group 6,823 17 0.0%
KLX Energy Services Holdings Inc. 244 8 0.0%
KM Corp. 907 8 0.0%
Knight Therapeutics Inc. 4,137 32 0.0%
Kobe Steel Ltd. 1,049 11 0.0%
Koc Holding AS 350 2 0.0%
Kohl's Corp. 1,016 90 0.0%
Kolmar BNH Co. Ltd. 145 5 0.0%
Komatsu Ltd. 13,860 447 0.0%
Kommunalbanken AS 1.13% 12-15-2021 67,427 117 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 43,856 7 0.0%
Koninklijke Ahold Delhaize NV 27,703 940 0.1%
Korea Alcohol Industrial Co. Ltd. 2,017 17 0.0%
Korea Electric Power Corp. 1,280 52 0.0%
Korea Electric Power Corp. ADR 624 13 0.0%
Korea Investment Holdings Co. Ltd. 204 15 0.0%
Korea Zinc Co. Ltd. 21 11 0.0%
Korean Air Co. Ltd 4,487 193 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 43,881 66 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 88,832 135 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 205,491 337 0.0%
Kreditanstalt für Wiederaufbau 2.75% 09-08-2020 292,183 384 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 787,408 904 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 64,478 73 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 724,240 701 0.0%
KT Corp. ADR 107 2 0.0%
KTCS Corp. 2,982 8 0.0%
Kuehne + Nagel International AG 1,428 245 0.0%
Kumba Iron Ore Ltd. 4,802 167 0.0%
Kumho Industrial Co. Ltd. 1,277 19 0.0%
Kumho Petrochemical Co. Ltd. 585 65 0.0%
Kungthai Card PCL 15,916 20 0.0%
Kunlun Energy Co. Ltd. 14,317 21 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 2,266 19 0.0%
KWG Property Holding Ltd. 2,109 3 0.0%
Kyobo Securities Co. Ltd. 219 2 0.0%
Kyushu Railway Co. 1,037 47 0.0%
L E Lundbergforetagen AB Class B 11,302 458 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 82,763 108 0.0%
L'Oréal 2,079 690 0.0%
La Comer SAB de CV 43,030 59 0.0%
Laboratorios Almirall SA 549 13 0.0%
Labrador Iron Ore Royalty Corp. 31,408 1,031 0.1%
Lai Sun Development Co. Ltd. 6,273 13 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 16,910 23 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 2,217 3 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,327,095 1,754 0.2%
Lancaster Colony Corp. 522 108 0.0%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2018 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 175,524 167 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 118,800 109 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 178,735 182 0.0%
Lao Feng Xiang Co. Ltd. 2,347 11 0.0%
Lar Espana Real Estate SOCIMI SA 1,257 15 0.0%
Largo Resources Ltd. 31,697 72 0.0%
Larsen & Toubro Ltd. 152 4 0.0%
Lassonde Industries Inc. Class A Sub. voting 99 17 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 376,553 374 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 776,318 1,045 0.1%
Legal & General Group PLC 34,613 169 0.0%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 5,893 8 0.0%
Lenovo Group Ltd. 158,746 188 0.0%
Leon's Furniture Ltd. 82 1 0.0%
Leroy Seafood Group ASA 13,382 133 0.0%
LF Corp. 959 28 0.0%
LG Chem Ltd. 6 3 0.0%
LG Corp. 1,192 104 0.0%
LG Display Co. Ltd. 986 24 0.0%
LG Electronics Inc. 23 2 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 50,786 67 0.0%
LG Uplus Corp. 437 8 0.0%
Li Ning Co. Ltd. 50,142 92 0.0%
Liberty Expedia Holdings Inc. 284 17 0.0%
Liberty Global PLC Class A 22,610 784 0.0%
Liberty Holdings Ltd. 1,191 11 0.0%
Liberty Latin America Ltd. Class A 994 26 0.0%
Lida Holdings Ltd. 2,071 6 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 96,669 128 0.0%
LifeScan Global Corp. Term Loan 1st Lien F/R 06-19-2024 253,026 320 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 134,115 162 0.0%
Lilang China Co. Ltd. 8,682 11 0.0%
Linamar Corp. 1,147 59 0.0%
Lindab International AB 1,025 13 0.0%
Linx SA 655 7 0.0%
Lion Travel Service Co. Ltd. 4,958 19 0.0%
Lions Gate Capital Holdings LLC 6.38% 02-01-2024 Callable 2021 144A 340,445 459 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 35,054 46 0.0%
Lite-On Technology Corp. 83,087 158 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 36,389 49 0.0%
LivePerson Inc. 8,838 325 0.0%
LiveRamp Holdings Inc. 1,955 138 0.0%
Liverty Latin America Ltd.-Class C 2,657 68 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 39,971 40 0.0%
Lloyds Bank PLC F/R 07-11-2023 4,559,642 4,553 0.4%
Lloyds Banking Group PLC 3.50% 02-03-2025 752,848 745 0.0%
Loblaw Companies Ltd. 28,163 1,846 0.2%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 219,226 228 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 562,766 598 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,782,364 3,269 0.3%
Logan Property Holdings Co. Ltd. 28,420 53 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 56,817 54 0.0%
Lojas Renner SA 48,193 730 0.0%
Longfor Group Holdings Ltd. 15,003 59 0.0%
Lonking Holdings Ltd. 76,373 34 0.0%
Loral Space & Communications Inc. 1,846 99 0.0%
LOTTE Fine Chemical Co. Ltd. 125 7 0.0%
Lotte Food Co. Ltd. 3 3 0.0%
Lotte Non-Life Insurance Co. Ltd. 1,074 4 0.0%
Lotus Pharmaceutical Co. Ltd. 914 4 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 3,092 4 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 403,118 386 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 6,593 9 0.0%
LS Corp. 207 15 0.0%
LS Industrial Systems Co. Ltd. 29 2 0.0%
LSR Group OJSC-GDR Regs 9,059 23 0.0%
LT Group Inc. 44,767 17 0.0%
Lucara Diamond Corp. 17,403 29 0.0%
Lukoil 548 60 0.0%
Lukoil PJSC - Sponsored ADR 45 5 0.0%
Lululemon Athletica Inc. 8,977 1,776 0.2%
Lundin Gold Inc. 16 0.0%
Lundin Mining Corp. 136,936 915 0.1%
Luye Pharma Group Ltd. 13,154 13 0.0%
LVMH Moet Hennessy Louis Vuitton SE 948 429 0.0%
LyondellBasell Industries NV Class A 8,359 940 0.1%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 61,005 80 0.0%
Maanshan Iron and Steel Co. Ltd. H 2,742 2 0.0%
Mackenzie Floating Rate Income ETF 346 7 0.0%
Mackenzie Global High Yield Fixed Income ETF 3,289 63 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 59,600 1,284 0.2%
Mackenzie Maximum Diversification Canada Index ETF 91,900 2,096 0.2%
Mackenzie Multi-Strategy Absolute Return Fund Series R 4,060,972 39,632 2.4%
Mackenzie Unconstrained Fixed Income Fund Series R 1,241 12 0.0%
Mackenzie US High Yield Bond Index ETF (CAD-Hedged) 126 12 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 238,321 22,936 1.4%
Mackenzie US TIPS Index ETF (CAD-Hedged) 22,537 2,169 0.2%
Macquarie Group Ltd. 2,540 305 0.0%
Macquarie Korea Infrastructure Fund 5,458 64 0.0%
Macquarie Mexico Real Estate Management SA de CV 55,686 85 0.0%
Macy's Inc. 20,370 664 0.0%
Maeil Dairies Co. Ltd. 37 3 0.0%
Magazine Luiza SA 854 52 0.0%
Magellan Aerospace Corp. 1,546 27 0.0%
Magna International Inc. 11,402 792 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 3,032,024 3,053 0.3%
Magna International Inc. Class A 4,406 306 0.0%
Magnit PJSC GDR 472 9 0.0%
Magnitogorsk Iron & Steel Work 55,304 49 0.0%
Mahindra & Mahindra Ltd. 5,745 70 0.0%
Mahle-Metal Leve SA 335 3 0.0%
Mainstreet Equity Corp. 66 3 0.0%
Makalot Industrial Co. Ltd. 2,510 20 0.0%
MAKUS Inc. 2,956 16 0.0%
Malayan Banking BHD 168 1 0.0%
Malaysia Steel Works (KL) BHD 131,516 18 0.0%
Mallinckrodt PLC 5,933 195 0.0%
Manhattan Associates Inc. 2,182 157 0.0%
Manila Electric Co. 1,181 11 0.0%
Manila Water Co. 2,269 2 0.0%
Manpower Inc. 1,359 151 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 564,829 556 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 809,846 796 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 367,526 369 0.0%
Manulife Bank of Canada F/R 03-04-2021 1,301,537 1,318 0.2%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,392,729 1,445 0.2%
Manulife Financial Corp. 148,068 3,293 0.3%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 218,547 220 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,403,046 1,391 0.2%
Manulife Financial Corp. Pfd. Series 13 10,471 207 0.0%
Maple Leaf Foods Inc. 35,143 975 0.1%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 149,837 207 0.0%
Marcopolo SA 4 0.0%
Marcopolo SA Pfd. 30,411 43 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 5,410 4 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 5,016 5 0.0%
Markel Corp. 332 439 0.0%
Martinrea International Inc. 61,494 755 0.0%
Masonite Worldwide Holdings Inc. 473 34 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2019 1,167 2 0.0%
Matson Inc. 2,672 127 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 1,562,428 1,510 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 132,547 169 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 9,598 13 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 960,552 1,118 0.1%
MAXIMUS Inc. 12,277 1,141 0.1%
Mayne Pharma Group Ltd. 656 0.0%
MBK PCL 20,257 18 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 201,726 200 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 432,522 431 0.0%
MCAP Service Corp. 1.08% 05-01-2022 308,754 309 0.0%
MCAP Service Corp. 1.13% 10-01-2021 587,890 587 0.0%
MCAP Service Corp. 1.24% 09-01-2021 433,829 436 0.0%
MCAP Service Corp. 1.386% 04-01-2021 441,699 444 0.0%
McCormick & Co. Inc. non-voting 751 134 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 216,647 237 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 935 1 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 856,271 857 0.1%
McDonald's Corp. 3.80% 04-01-2028 Callable 2028 128,956 170 0.0%
McGrath RentCorp. 12,885 1,014 0.1%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 34,693 42 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 140,205 160 0.0%
Medicare Group 137 3 0.0%
Medifast Inc. 1,230 206 0.0%
Medtronic PLC 9,274 1,104 0.1%
MEG Energy Corp. 40,579 219 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 295,081 356 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 24,786 32 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 361,563 436 0.0%
Megacable Holdings SAB de CV 22,299 134 0.0%
MegaStudyEdu Co. Ltd. 1,000 39 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 426,198 430 0.0%
Mellanox Technologies Ltd. 5,144 727 0.0%
MercadoLibre Inc. 164 99 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 4,551 6 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 343,619 473 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 8,134 11 0.0%
Merck & Co. Inc. 4,481 479 0.0%
Merck KGaA 6,135 833 0.0%
Mercuries & Associates Holding Ltd. 4,204 3 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 768,749 1,048 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 163,259 215 0.0%
Meridian Energy Ltd. 616 2 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 1,237 32 0.0%
Meritz Securities Co. Ltd. 26,987 145 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 182,497 183 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 775,099 776 0.0%
Merrill Lynch & Co. Inc. F/R 09-15-2026 104,886 130 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 4,586 6 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 10,575 14 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 6,612 9 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 57,110 74 0.0%
Mesa Laboratories Inc. 1,860 563 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 97,034 127 0.0%
Methanex Corp. 20,380 1,510 0.2%
MetLife Inc. 10,449 621 0.0%
Metlifecare Ltd. 47,195 215 0.0%
Metro Inc. 36,915 1,826 0.2%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,430,385 1,395 0.2%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,698,356 1,711 0.2%
Mexichem SAB de CV 5 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 9,868 11 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 2,801 3 0.0%
Micro Focus International PLC 763 25 0.0%
Microchip Technology Inc. 4.33% 06-01-2023 Callable 2023 144A 5,351 7 0.0%
Micron Technology Inc. 3,076 165 0.0%
Microsoft Corp. 15,267 2,250 0.2%
Microsoft Corp. 2.00% 08-08-2023 189,437 241 0.0%
Microsoft Corp. 2.40% 02-06-2022 Callable 2022 85,621 112 0.0%
Microsoft Corp. 2.40% 08-08-2026 123,081 154 0.0%
Middleby Corp. 1,595 257 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 144,969 147 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 247,596 249 0.0%
Mining and Metallurgical Co. Norilsk Nickel OJSC 62 18 0.0%
Minmetals Land Ltd. 41,109 11 0.0%
Minotaur Acquisition Inc. Term Loan 1st Lien F/R 02-27-2026 326,140 426 0.0%
Mirae Asset Life Insurance Co. 1,246 8 0.0%
Mirati Therapeutics Inc. 273 26 0.0%
Mirle Automation Corp. 9,407 17 0.0%
Mitchells & Butlers PLC 11,916 60 0.0%
Mitsubishi Corp. 1,525 57 0.0%
Mitsubishi Electric Corp. 38,489 633 0.0%
Mitsubishi Heavy Industries Ltd. 1,269 68 0.0%
Mitsuboshi Belting Ltd. 1,047 26 0.0%
Mitsui & Co. Ltd. 8,252 170 0.0%
MiX Telematics Ltd. ADR 957 24 0.0%
Mizuho Financial Group Inc. 247,774 512 0.0%
MK Restaurants Group PCL 472 1 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 11,703 16 0.0%
Mobile TeleSystems ADR 4,352 44 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 1,663 2 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 5,047 7 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 77,059 114 0.0%
Monarch Casino & Resort Inc. 93 5 0.0%
Moncler SPA 3,320 168 0.0%
Mondelez International Inc. 4.13% 05-07-2028 Callable 2028 128,956 172 0.0%
Mondi Ltd. 28,767 889 0.1%
Moorim P&P Co. Ltd. 3,851 30 0.0%
Moorim Paper Co. Ltd. 5,074 20 0.0%
Morgan Stanley 3.00% 02-07-2024 1,124,500 1,118 0.1%
Morgan Stanley Capital 4.295% 09-09-2024 47,092 62 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 86,692 115 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 68,497 90 0.0%
Morguard North American Residential Real Estate Investment Trust 6,497 116 0.0%
Morguard Real Estate Investment Trust 642 8 0.0%
Morneau Shepell Inc. 37,187 1,015 0.1%
Mosenergo PJSC 159,180 7 0.0%
Motor Oil (Hellas) Corinth Refineries SA 594 19 0.0%
Mowi ASA 10,370 315 0.0%
Mpact Ltd. 8,546 19 0.0%
MPLX LP 5.50% 02-15-2049 Callable 2048 180,875 244 0.0%
MTY Food Group Inc. 2,796 164 0.0%
Muhibbah Engineering (M) Bhd 1,523 1 0.0%
Mullen Group Ltd. 1,711 22 0.0%
MultiChoice Group Ltd. 824 8 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 181,945 254 0.0%
Murray & Roberts Holdings Ltd. 868 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 178,734 222 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 72,362 96 0.0%
NanoString Technologies Inc. 1,414 47 0.0%
Nanya Technology Corp. 12,794 34 0.0%
Naspers Ltd. 824 234 0.0%
National Bank of Canada 42,421 2,634 0.3%
National Bank of Canada 1.96% 06-30-2022 4,990,614 4,902 0.4%
National Bank of Canada 2.98% 03-04-2024 250,175 251 0.0%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 451,348 449 0.0%
National Bank of Canada F/R 06-11-2019 4,027,109 4,029 0.3%
National Oilwell Varco Inc. 5,667 210 0.0%
National Presto Industries Inc. 229 34 0.0%
National Western Life Group Inc. 316 128 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 50,202 66 0.0%
Natura Cosmeticos SA 1,112 19 0.0%
Natural Grocers by Vitamin Cottage Inc. 347 6 0.0%
Natural Health Trends Corp. 225 4 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 281,125 278 0.0%
NAV CANADA 7.40% 06-01-2027 621,828 825 0.0%
NAV CANADA 7.56% 03-01-2027 470,433 564 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 99,535 130 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 15,308 20 0.0%
NCR Corp. 4,078 150 0.0%
NCsoft Corp. 186 100 0.0%
Nedbank Group Ltd. 91 2 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 151,009 197 0.0%
Nemak SAB de CV 739 1 0.0%
Neopost SA 189 7 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 3,180 5 0.0%
Neste Oil OYJ 5,762 729 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 49,232 87 0.0%
Nestle Malaysia BHD 61 3 0.0%
Nestlé SA Reg. 2,607 310 0.0%
NetEase Inc. 162 48 0.0%
Netflix Inc. 3.63% 05-15-2027 129,502 199 0.0%
Netflix Inc. 4.88% 04-15-2028 6,214 8 0.0%
Netflix Inc. 6.38% 05-15-2029 144A 27,399 38 0.0%
NetLink NBN Trust 59,749 47 0.0%
Nevsun Resources Ltd. 3,800 23 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 64,066 84 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,674,059 1,934 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 16,579 22 0.0%
New Gold Inc. 87,376 101 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 8,927 10 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 5,864 6 0.0%
New Hope Corp. Ltd. 21,129 83 0.0%
New Oriental Education & Technology Group Inc. ADR 30 3 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 591,055 759 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,742,254 2,233 0.2%
New Residential Mortgage Loan Trust F/R 01-25-2048 144A 70,205 92 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 56,604 76 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 69,781 73 0.0%
New Zealand Local Government Funding Agency Ltd. 04-14-2022 51,587 47 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 146,627 133 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 1,046,301 1,296 0.2%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 79,200 110 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 221,199 311 0.0%
NewOcean Energy Holdings Ltd. 59,439 24 0.0%
NEXEN TIRE Corp. 70 1 0.0%
NextEra Energy Inc. Conv. Pfd. 4,534 363 0.0%
NFI Group Inc. 25,433 879 0.1%
NH Investment & Securities Co. Ltd. 201 3 0.0%
NHN Entertainment Corp. 72 6 0.0%
Nibe Industrier AB 5,528 91 0.0%
Nickel Asia Corp. 287,234 20 0.0%
Nielsen Holdings PLC 11,162 385 0.0%
Nien Made Enterprise Co. Ltd. 1,523 17 0.0%
Nike Inc. Class B 1,597 180 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 593,200 784 0.0%
Nine Point Energy Holdings Inc. 121 2 0.0%
Nine Point Energy Holdings Inc. Pfd. 3 5 0.0%
Nippo Corp. 6,750 173 0.0%
Nippon Electric Glass Co. Ltd. 146 5 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 554,513 553 0.0%
Nissan Motor Co. Ltd. 9,628 109 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 178,545 233 0.0%
NN Group NV 21,602 1,238 0.2%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 2,830 3 0.0%
Nokia OYJ 4,416 35 0.0%
Nokia OYJ 3.38% 06-12-2022 515,826 667 0.0%
Norbord Inc. 13,356 454 0.0%
Nordic Investment Bank 1.375% 07-15-2020 787,716 121 0.0%
Nordic Investment Bank 4.13% 03-19-2020 158,399 145 0.0%
Nordic Investment Bank 5.00% 04-19-2022 90,973 92 0.0%
Norfolk Southern Corp. 7,770 1,832 0.2%
NOROO Paint & Coatings Co. Ltd. 1,786 18 0.0%
North Battleford Power LP 4.958% 12-31-2032 767,280 844 0.0%
North Pacific Bank Ltd. 4,137 15 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 605,343 585 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 323,681 322 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 628,018 662 0.0%
Northam Platinum Ltd. 366 2 0.0%
Northland Power Inc. 32,253 805 0.0%
Northrop Grumman Corp. 911 348 0.0%
Northview Apartment Real Estate Investment Trust 30,901 858 0.1%
NorthWest Healthcare Properties Real Estate Investment Trust 2,735 30 0.0%
Norwegian Government 3.75% 05-25-2021 3,009,590 489 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 154,748 160 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 291,348 301 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 234,701 241 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 5,035 6 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 13,811 17 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 17,738 23 0.0%
Nova Measuring Instruments Ltd. 226 7 0.0%
Novanta Inc. 1,415 152 0.0%
Novartis AG Reg. 7,577 909 0.1%
Novatek Microelectronics Corp. 36,651 267 0.0%
Novatek OAO 61 14 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 1,488 2 0.0%
Novolipetsk Steel PJSC 14,165 45 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 112,378 166 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 292 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 127,362 179 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 11,670 17 0.0%
NRG Yield Operating LLC 5.375% 08-15-2024 Callable 395,171 511 0.0%
NTPC Ltd. 4.38% 11-26-2024 86,263 114 0.0%
NTT DoCoMo Inc. 876 27 0.0%
Nucor Corp. 1,224 98 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 580,350 750 0.0%
Nutrien Ltd. 57,552 4,122 0.3%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 530,074 519 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 170,222 217 0.0%
NVE Corp. 216 29 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 57,618 55 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 115,589 155 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 124,258 26 0.0%
O-TA Precision Industry Co. Ltd. 20,539 17 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 130,573 161 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 6,727 9 0.0%
OBIC Business Consultants Co. Ltd. 411 21 0.0%
Obsidian Energy Ltd. 159,224 72 0.0%
Ocado Group PLC 1,629 29 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 96,752 129 0.0%
OceanaGold Corp. 42,224 179 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 282,737 372 0.0%
OE Solutions Co. Ltd. 114 3 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 117,155 158 0.0%
Oi SA 5,102 3 0.0%
Oil Refineries Ltd. 9,646 7 0.0%
Okta Inc. 206 23 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 170,222 218 0.0%
Ollie's Bargain Outlet Holding Inc. 7,885 915 0.1%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 56,724 74 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 41,740 53 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 147,010 193 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 9,102 12 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 305,111 307 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 3,118,940 3,173 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callable 2030 998,381 1,040 0.1%
Omnicom Group Inc. 5,608 558 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 1,000,702 965 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 503,188 689 0.0%
Ontario Hydro 0% 05-26-2025 410,081 347 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 1,186,399 1,192 0.2%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 278,546 273 0.0%
Ontario Power Generation Inc. 4.25% 01-18-2049 Callable 2048 150,613 158 0.0%
OPB Finance Trust 2.98% 01-25-2027 451,348 456 0.0%
Open Text Corp. 31,384 1,565 0.2%
Oppenheimer Holdings Inc. Class A non-voting 7,249 269 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 5,770 8 0.0%
Oracle Corp. 7,937 544 0.0%
Orange SA 8,487 171 0.0%
Oregon Clean Energy LLC Term Loan 1st Lien F/R 02-15-2026 157,327 206 0.0%
Origin Property PCL Equity Uncovered Call Exp. 09-30-2020 1,685 0.0%
Orior AG 316 36 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 981,081 1,124 0.1%
Orsted A/S 537 51 0.0%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 10,999 14 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 3,443 5 0.0%
Osisko Mining Inc. 1 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 182,543 241 0.0%
OTP Bank NYRT 335 19 0.0%
Ottogi Corp. 47 42 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 671 1 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 333,610 382 0.0%
Packaging Corp. of America 272 34 0.0%
Pan American Silver Corp. 37,470 659 0.0%
Pandox AB 372 8 0.0%
PAR Technology Corp. 214 8 0.0%
Parade Technologies Ltd. 152 4 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2019 144A 29,174 39 0.0%
Parex Resources Inc. 83,560 1,702 0.2%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 257,913 337 0.0%
Park Aerospace Holdings Ltd. 5.25% 08-15-2022 144A 201,318 270 0.0%
Park Hotels & Resorts Inc. 126,079 5,181 0.4%
Parkland Fuel Corp. 37,647 1,386 0.2%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 12,545 12 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 1,037,951 1,032 0.1%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 1,040,851 1,354 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 43,845 45 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 5,835 6 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 143,416 189 0.0%
Partners Group Holding AG 803 764 0.0%
Pason Systems Inc. 58,656 1,188 0.2%
Patterson Companies Inc. 12,899 383 0.0%
PAX Global Technology Ltd. 8,472 5 0.0%
Peab AB 2,825 32 0.0%
Pearson PLC 52,802 779 0.0%
Pembina Pipeline Corp. 50,710 2,442 0.2%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 320,844 318 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 318,264 322 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 706,681 724 0.0%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 1,979,739 2,013 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 406,213 412 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 228,253 233 0.0%
Pengrowth Energy Corp. 15,791 12 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 9,044 12 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 3,472 4 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1,675 1 0.0%
People's United Financial Inc. Pfd. Series A 2,252 70 0.0%
PepsiCo Inc. 3,821 581 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 736,599 718 0.0%
PepsiCo Inc. 2.50% 11-01-2022 1,096 2 0.0%
Peregrine Holdings Ltd. 9,194 16 0.0%
Perficient Inc. 1,205 45 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 68,497 91 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 105,956 146 0.0%
Petrobras Distribuidora SA 6,366 55 0.0%
PetroChina Co. Ltd. ADR 91 8 0.0%
PetroChina Co. Ltd. H 33,204 29 0.0%
Petroleo Brasileiro SA - Petrobras ADR 25,598 529 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 14,392 136 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 368,356 123 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,900 2 0.0%
Petron Corp. 6,930 1 0.0%
Petron Malaysia Refining & Marketing Bhd 2,803 6 0.0%
Petronas Chemicals Group BHD 212,487 634 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 2,590 3 0.0%
Pfizer Inc. 56,714 3,234 0.3%
PGE Polska Grupa Energetyczna SA 4,524 18 0.0%
Phillips 66 4,930 625 0.0%
Phoenix Group Holdings 2,983 36 0.0%
PHX Energy Services Corp. 724 2 0.0%
PICC Property & Casualty Co. Ltd. H 305 0.0%
Pick n Pay Stores Ltd. 3,625 23 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 30,724 425 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 448,918 558 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 4,100 5 0.0%
Pizza Pizza Royalty Corp. 1,086 11 0.0%
PJSC Polyus 163 18 0.0%
Plaza Retail REIT 33 0.0%
Plaza Trust F/R 04-02-2019 1,674,772 1,675 0.2%
Plenary Properties LTAP LP 6.288% 01-31-2044 2,847,394 3,699 0.3%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 224,972 290 0.0%
PNC Financial Services Group Inc. 3.50% 01-23-2024 Callable 2023 59,935 80 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 14,342 18 0.0%
Polaris Infrastructure Inc. 2,369 28 0.0%
Polo Ralph Lauren Corp. Class A 2,660 438 0.0%
Polski Koncern Naftowy Orlen SA 1,279 45 0.0%
Polskie Gornictwo Naftowe i Gazownictwo SA 2,163 5 0.0%
Porsche Automobil Holding SE Pfd. 54,979 4,823 0.4%
Porto Seguro SA 807 16 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 582,728 739 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 74,919 96 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 185,156 241 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 118,130 155 0.0%
Postal Savings Bank of China Co. Ltd. 21,323 17 0.0%
Power Corp. of Canada Sub. Voting* 15,166 426 0.0%
Power Financial Corp.* 16 0.0%
Powerlong Real Estate Holdings Ltd. 177,957 109 0.0%
Powszechna Kasa Oszczednosci Bank Polski 1,295 17 0.0%
Powszechny Zaklad Ubezpieczen SA 1,980 28 0.0%
PPB Group BHD 104,207 619 0.0%
Precinct Properties New Zealand Ltd. 21,660 29 0.0%
Precision Drilling Corp. 54,511 181 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 12,033 16 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 18,000 24 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 422,977 752 0.0%
Premier Inc. Class A 647 31 0.0%
Premium Brands Holdings Corp. 13,363 988 0.1%
President Chain Store Corp. 3,341 45 0.0%
Press Metal Aluminium Holdings BHD 81,048 111 0.0%
Principal Financial Group Inc. 10,381 719 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 271,905 355 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 2,391 3 0.0%
Prosperity Real Estate Investment Trust 117,529 65 0.0%
Proto Labs Inc. 229 34 0.0%
Province of Alberta 0.63% 04-18-2025 124,151 188 0.0%
Province of Alberta 1.00% 11-15-2021 146,627 254 0.0%
Province of Alberta 2.20% 06-01-2026 16,665 16 0.0%
Province of Alberta 2.55% 12-15-2022 247,596 251 0.0%
Province of Alberta 3.10% 06-01-2024 949,635 985 0.1%
Province of Alberta 3.40% 12-01-2023 118,800 125 0.0%
Province of British Columbia 2.70% 12-18-2022 794,372 811 0.0%
Province of British Columbia 3.25% 12-18-2021 259,202 268 0.0%
Province of British Columbia 3.30% 12-18-2023 296,600 311 0.0%
Province of British Columbia 3.70% 12-18-2020 513,247 529 0.0%
Province of British Columbia 6.35% 06-18-2031 1,123,211 1,546 0.2%
Province of British Columbia 6.60% 01-09-2020 3,596,097 66 0.0%
Province of Manitoba 2.55% 06-02-2023 269,519 273 0.0%
Province of Manitoba 3.30% 06-02-2024 332,450 348 0.0%
Province of Manitoba 6.30% 03-05-2031 533,880 716 0.0%
Province of New Brunswick 3.35% 12-03-2021 77,374 80 0.0%
Province of New Brunswick 3.65% 06-03-2024 740,468 786 0.0%
Province of New Brunswick 4.50% 06-02-2020 439,999 454 0.0%
Province of New Brunswick 4.55% 03-26-2037 132,825 157 0.0%
Province of Newfoundland 3.00% 06-02-2026 1,061,045 1,083 0.1%
Province of Newfoundland 3.70% 10-17-2048 1,723,443 1,837 0.2%
Province of Ontario 0% 06-02-2024 2,447,593 2,157 0.2%
Province of Ontario 0% 06-02-2026 484,876 401 0.0%
Province of Ontario 0% 07-13-2022 471,981 436 0.0%
Province of Ontario 2.20% 10-03-2022 149,837 193 0.0%
Province of Ontario 2.60% 09-08-2023 2,731,297 2,771 0.3%
Province of Ontario 2.65% 02-05-2025 710,336 721 0.0%
Province of Ontario 2.70% 06-02-2029 9,230,702 9,225 0.6%
Province of Ontario 2.85% 06-02-2023 445,416 456 0.0%
Province of Ontario 2.90% 06-02-2028 15,773,951 16,081 1.0%
Province of Ontario 2.90% 06-02-2049 11,796,935 11,494 0.8%
Province of Ontario 2.90% 12-02-2046 25,791 25 0.0%
Province of Ontario 3.15% 06-02-2022 1,132,237 1,169 0.1%
Province of Ontario 3.50% 06-02-2024 1,074,207 1,136 0.1%
Province of Ontario 4.00% 06-02-2021 116,061 121 0.0%
Province of Ontario 4.20% 06-02-2020 154,748 159 0.0%
Province of Ontario 4.60% 06-02-2039 1,005,860 1,244 0.2%
Province of Ontario 5.60% 06-02-2035 434,325 582 0.0%
Province of Ontario 6.20% 06-02-2031 678,311 917 0.1%
Province of Ontario 6.50% 03-08-2029 981,358 1,303 0.2%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 915,591 819 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 539,038 448 0.0%
Province of Quebec 2.50% 09-01-2026 1,018,756 1,019 0.1%
Province of Quebec 2.75% 09-01-2025 1,965,296 2,005 0.2%
Province Of Quebec 2.75% 09-01-2028 1,343,726 1,359 0.2%
Province of Quebec 3.00% 09-01-2023 1,339,657 1,384 0.2%
Province of Quebec 3.50% 12-01-2048 2,086,515 2,294 0.2%
Province of Quebec 3.75% 09-01-2024 683,469 734 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 64,478 121 0.0%
Province of Quebec 4.50% 12-01-2020 502,930 525 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 28,370 43 0.0%
Province of Saskatchewan 3.05% 12-02-2028 14,034 14 0.0%
Province of Saskatchewan 3.30% 06-02-2048 482,297 502 0.0%
Prudential Financial Inc. 3,038 383 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 149,799 197 0.0%
PSA Peugeot Citroen 2,233 75 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 105,744 133 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 377,894 492 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 1,078,741 1,083 0.1%
PT ACE Hardware Indonesia TBK 120,409 20 0.0%
PT Astra International TBK 160,239 107 0.0%
PT Bank Pembangunan Daerah Jawa TBK 53,446 4 0.0%
PT Bank Permata TBK 65,935 7 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 40,353 15 0.0%
PT Gudang Garam TBK 7,834 63 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 40,789 42 0.0%
PT Indiak Energy TBK 27,172 5 0.0%
PT Indo Tambangraya Megah TBK 10,433 21 0.0%
PT Malindo Feedmill TBK 124,148 17 0.0%
PT Mitra Adiperkasa TBK 294,429 29 0.0%
PT Panin Financial TBK 82,415 3 0.0%
PT Perusahaan Gas Negara 81,775 19 0.0%
PT Ramayana Lestari Sentosa TBK 142,962 23 0.0%
PT Salim Ivomas Pratama TBK 230,508 10 0.0%
PT Surya Semesta Internusa TBK 358,935 20 0.0%
PT Tambang Batubara Bukit Asam TBK 38,930 14 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 93,113 121 0.0%
PTC Thetapeutics Inc. 526 24 0.0%
Public Bank BHD 274 2 0.0%
Publicis Groupe SA 2,442 178 0.0%
PulteGroup Inc. 7.875% 06-15-2032 10,911 16 0.0%
Puregold Price Club Inc. 2,483 3 0.0%
PW Medtech Group Ltd. 4,874 1 0.0%
Qatar Islamic Bank 960 50 0.0%
QGEP Participacoes SA 10,208 47 0.0%
Qiagen NV 1,446 73 0.0%
QinetiQ Group PLC 69,548 372 0.0%
Qingling Motors Co. Ltd.  23,219 8 0.0%
Qinhuangdao Port Co. Ltd. 1,066 0.0%
Quad Graphics Inc. 6 0.0%
Quad/Graphics Inc. 7.00% 05-01-2022 384,290 506 0.0%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 354,876 466 0.0%
Qualitas Controladora SAB de CV 838 3 0.0%
Quanta Computer Inc. 3,947 10 0.0%
Quanta Storage Inc. 1,675 3 0.0%
Quarterhill Inc. 87,129 117 0.0%
Quebecor Inc. Class B Sub. voting 107,098 3,424 0.3%
Quebecor Media Inc. 6.625% 01-15-2023 144A 1,027,123 1,093 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 49,703 47 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 326,431 345 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 75,989 74 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 229,267 301 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,827 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,454,242 1,673 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 101,458 128 0.0%
Radiant Opto-Electronics Corp. 28,184 110 0.0%
Radware Ltd. 5,051 167 0.0%
Rallye SA 964 17 0.0%
Randon SA Implementos e Participacoes 17,371 59 0.0%
Raspadskaya 7,874 25 0.0%
Rayonier Advanced Materials Inc. 181 3 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 337,766 338 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 438,452 446 0.0%
Real Matters Inc. 362 2 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 113,289 146 0.0%
Realtek Semiconductor Corp. 68,375 519 0.0%
Recipe Unlimited Corp. 33 1 0.0%
Reckitt Benckiser Group PLC 10,354 1,042 0.1%
Red Star Macalline Group Corp. Ltd. 5,757 8 0.0%
Redefine Property Ltd. 2 0.0%
Regional SAB de CV 8,353 57 0.0%
Regions Bank 6.45% 06-26-2037 77,059 120 0.0%
Regions Financial Corp. 7.375% 12-10-2037 43,881 74 0.0%
Reinsurance Group of America Inc. 9,918 1,885 0.2%
Reitmans (Canada) Ltd. Class A non-voting 247 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 5,925 270 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 694,845 945 0.1%
Reliance LP 3.84% 03-15-2025 Callable 2025 761,845 761 0.0%
Reliance Steel & Aluminum Co. 1,719 202 0.0%
Renault SA 537 48 0.0%
Renesas Electronics Corp. 80,069 616 0.0%
Renewable Energy Group Inc. 16,544 578 0.0%
Rentokil Initial PLC 4,979 30 0.0%
Repsol SA 35,000 792 0.0%
Republic of Argentina 5.88% 01-11-2028 13,595 14 0.0%
Republic of Argentina 6.88% 01-11-2048 2,631 3 0.0%
Republic of Austria 0.00% 07-15-2023 178,735 270 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 466,471,942 216 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 720,247,999 322 0.0%
Republic of Colombia 7.00% 09-11-2019 603,505,250 260 0.0%
Republic of Finland 1.50% 04-15-2023 168,032 269 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 71,708 111 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 42,811 61 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,227,019,161 194 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 613,263 1,068 0.1%
Republic of Portugal 3.85% 04-15-2021 96,324 157 0.0%
Republic of South Africa 8.00% 01-31-2030 221,618 19 0.0%
Republic of the Philippines 3.88% 11-22-2019 5,225,043 131 0.0%
Republic of the Philippines 4.00% 01-26-2022 4,529,369 109 0.0%
Republic of the Philippines 4.25% 04-11-2020 5,365,247 134 0.0%
Republic of the Philippines 5.50% 03-08-2023 4,445,888 111 0.0%
Republic Services Inc. 10,544 1,088 0.1%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 2,243 3 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 118,640 154 0.0%
Resolute Forest Products Inc. 3,177 34 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 72,216 95 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 10,317 14 0.0%
Resona Holdings Inc. 14,607 87 0.0%
Restaurant Brands International Inc. 14,195 1,181 0.1%
Retail Value Inc. 2,734 112 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 4,387 4 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 386,869 510 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 491,923 649 0.0%
RHB Capital BHD 19,953 37 0.0%
Rightmove PLC 65,185 548 0.0%
RingCentral Inc. Class A 1,628 225 0.0%
Rio Tinto Ltd. 61,758 5,543 0.4%
Rio Tinto PLC 9,485 717 0.0%
RioCan Real Estate Investment Trust 17,581 442 0.0%
RiseSun Real Estate Development Co. Ltd. 3,198 6 0.0%
Ritchie Bros. Auctioneers Inc. 13,594 663 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 25,906 35 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 158,190 178 0.0%
Rite Aid Corp. 7.70% 02-15-2027 818,962 735 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 10,561 14 0.0%
Road King Infrastructure Ltd. 2,132 5 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 3,421 4 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 4,901 6 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 2,772 4 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 8,227 11 0.0%
Roche Holding AG Genusscheine 1,691 618 0.0%
Rockwool International AS Class B 340 109 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 46,678 48 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 554,513 727 0.0%
Rogers Communications Inc. Class B non-voting 44,974 3,270 0.3%
Rogers Sugar Inc. 3,504 21 0.0%
Rollins Inc. 396 21 0.0%
Rolls-Royce Holdings PLC 14,006 233 0.0%
Rosneft Oil Co. 3,016 24 0.0%
Rosneft Oil Co. GDR 4,579 36 0.0%
Rosseti PJSC 1,075,430 21 0.0%
Rostelecom PJSC 17,008 25 0.0%
Rowan Companies Inc. 27,960 416 0.0%
Roxgold Inc. 822 1 0.0%
Royal Bank of Canada 177,535 18,258 1.2%
Royal Bank of Canada 2.15% 10-26-2020 128,432 167 0.0%
Royal Bank of Canada 2.36% 12-05-2022 830,995 825 0.0%
Royal Bank of Canada 2.95% 05-01-2023 432,520 438 0.0%
Royal Bank of Canada 3.30% 09-26-2023 1,717,700 1,752 0.2%
Royal Bank of Canada 3.31% 01-20-2026 2,120,044 2,143 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 1,001,991 1,018 0.1%
Royal Bank of Canada F/R 03-23-2020 Covered 2,800,676 2,812 0.3%
Royal Bank of Canada F/R 08-01-2019 8,276,244 8,281 0.6%
Royal Dutch Shell PLC 1,905 78 0.0%
Royal Dutch Shell PLC Class A 56,206 2,304 0.2%
Royal Dutch Shell PLC Class B 1,867 77 0.0%
RS PCL 2,635 2 0.0%
Ruentex Development Co. Ltd. 5,148 11 0.0%
Ruentex Industries Ltd. 11,119 39 0.0%
Rumo SA 746 5 0.0%
Russel Metals Inc. 12,912 310 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 550,707 555 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 148,448 194 0.0%
Russian Federal Bond - OFZ 7.05% 01-19-2028 1,037,919 19 0.0%
RWE AG 860 28 0.0%
S&T Motiv Co. Ltd 20 1 0.0%
Sabina Gold & Silver Corp. 30,717 42 0.0%
Safran SA 1,098 197 0.0%
Salmar ASA 7,601 479 0.0%
Sam Young Electronics Co. Ltd. 867 13 0.0%
Samjin Pharmaceutical Co. Ltd. 65 3 0.0%
Samsonite International SA 47,812 189 0.0%
Samsung C&T Corp. 28 4 0.0%
Samsung Electronics Co. Ltd. 29,554 1,557 0.2%
Samsung Electronics Co. Ltd. GDR 15 20 0.0%
Samsung Fire & Marine Insurance Co. Ltd. 458 161 0.0%
Samsung SDI Co. Ltd. 202 56 0.0%
Samsung SDS Co. Ltd. 63 17 0.0%
San Miguel Corp. 7,658 33 0.0%
San Miguel Food and Beverage Inc. 15,627 41 0.0%
Sandvik AB 5,375 116 0.0%
Sangsangin Co. Ltd. 231 6 0.0%
Sanofi 8,399 924 0.1%
Santander Consumer Bank AS F/R 03-30-2020 80,402 11 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 77,664 36 0.0%
Sao Martinho SA 1,295 9 0.0%
Sappi Ltd. 46 0.0%
Saputo Inc. 1,250 54 0.0%
Saracen Mineral Holdings Ltd. 3,996 10 0.0%
Sarantis SA 579 6 0.0%
Sartorius Stedim Biotech SA 1,320 204 0.0%
Sasol Ltd. 76 3 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 268,930 356 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 291,112 384 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 138,064 181 0.0%
Sberbank of Russia PJSC 18,343 76 0.0%
Scatec Solar ASA 1,861 24 0.0%
Schibsted ASA Class B 836 41 0.0%
Schindler Holding AG 9 3 0.0%
Schindler Holding AG PC 8 2 0.0%
Schlumberger Ltd. 4.30% 05-01-2029 Callable 2029 62,075 83 0.0%
Schneider National Inc. 2,678 77 0.0%
Schnitzer Steel Industries Inc. Class A 700 22 0.0%
Scholastic Corp. 1,288 72 0.0%
Schouw & Co. 8 1 0.0%
SCI Pharmtech Inc. 7,782 26 0.0%
Scientex BHD 4,759 14 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2019 16,162 22 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 471,981 656 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 487,187 474 0.0%
Seabridge Gold Inc. 33 1 0.0%
SEACOR Marine Holdings Inc. 91 2 0.0%
SeAH Steel Corp. 295 18 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 59,935 81 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 124,151 168 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 154,761 213 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 113,448 156 0.0%
SeaWorld Entertainment Inc. 4,597 165 0.0%
Secure Energy Services Inc. 12,205 103 0.0%
Segro PLC 12,393 143 0.0%
Sempio Co. 117 5 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,827 2 0.0%
Seohan Co. Ltd. 7,954 18 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 131,207 171 0.0%
Ser Educacional SA 2,071 14 0.0%
Service Corp. International 1,066 58 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 36,524 48 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 13,449 18 0.0%
SES SA 8,755 231 0.0%
Seven & i Holdings Co. Ltd. 10,011 578 0.0%
Seven Generations Energy Ltd. 458 4 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 4,434 6 0.0%
Severstal PAO 2,238 46 0.0%
SEWOON MEDICAL Co. Ltd. 4,120 19 0.0%
SFA Engineering Corp. 95 5 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 52,443 57 0.0%
SFS Group AG 308 33 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 4,874 6 0.0%
Shanghai Electric Group Co. Ltd. 7,311 4 0.0%
Shanghai Haohai Biological Technology Co. Ltd. 621 5 0.0%
Shanghai Industrial Holdings Ltd. 25,259 74 0.0%
Shanghai Prime Machinery Co. Ltd. 7,920 2 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 373,974 377 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 954,278 1,003 0.1%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 655,099 684 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 5,313,521 6,596 0.5%
Shaw Communications Inc. Class B non-voting 17,830 484 0.0%
Shaw Communications Inc. Pfd Series A 13,773 212 0.0%
ShawCor Ltd. 4,438 92 0.0%
Shenzhen Expressway Co. Ltd. 28,939 42 0.0%
Sherritt International Corp. 11,777 5 0.0%
Shimao Property Holdings Ltd. 15,250 47 0.0%
Shin Kong Financial Holding Co. Ltd. 106 0.0%
Shinhan Financial Group Co. Ltd. ADR 107 5 0.0%
Shinkong Synthetic Fibers Corp. 46,062 26 0.0%
ShinMaywa Industries Ltd. 10,055 165 0.0%
Shinsegae Co. Ltd. 7 2 0.0%
Shinyoung Securities Co. Ltd. 88 6 0.0%
Shopify Inc. 2,138 533 0.0%
ShotSpotter Inc. 267 18 0.0%
Shun Tak Holdings Ltd. 331,339 173 0.0%
Siegfried Holding AG 206 98 0.0%
Siemens AG 4,082 587 0.0%
Siemens Healthineers AG 657 35 0.0%
Sienna Senior Living Inc. 3.47% 02-03-2021 283,704 288 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 277,502 410 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 181,164 237 0.0%
Signature Bank 3,622 647 0.0%
Sika AG 751 134 0.0%
Silicon Laboratories Inc. 867 92 0.0%
Silvercorp Metals Inc. 822 3 0.0%
Sime Darby BHD 24,705 17 0.0%
Sime Darby Plantation BHD 15,808 26 0.0%
SIMMTECH Co. Ltd. 2,251 18 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 135,924 181 0.0%
Sinil Pharmaceutical Co. Ltd. 1,115 14 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 442 29 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 1,079,251 720 0.0%
Sinopharm Group Co. H 4,298 25 0.0%
Sinotruk Hong Kong Ltd. 16,344 39 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 132,768 171 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 155,189 205 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 275,014 356 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 159,834 210 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 6,156 8 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 8,986 12 0.0%
SK Holdings Co. Ltd. 314 100 0.0%
SK Hynix Inc. 8,912 729 0.0%
SK Telecom Co. Ltd. ADR 4,371 147 0.0%
SKF AB B 3,893 86 0.0%
SKY Perfect JSAT Holdings Inc. 2,343 14 0.0%
SkyWest Inc. 854 61 0.0%
Slate Office REIT 12,156 83 0.0%
Slate Office REIT Class U 395 5 0.0%
SLC Agricola SA 4,917 71 0.0%
Smart Real Estate Investment Trust 329 11 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 217,163 217 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 135,327 158 0.0%
Snap-On Inc. 173 36 0.0%
SNC-Lavalin Group Inc. 5,099 185 0.0%
SNC-Lavalin Group Inc. 2.69% 11-24-2020 192,403 190 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 791,792 773 0.0%
SNC-Lavalin Group Inc. F/R 03-02-2021 342,766 337 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 121,968 156 0.0%
Societe BIC SA 61 8 0.0%
Societe Generale 696 28 0.0%
Soda Sanayii AS 3,412 6 0.0%
Sodexo SA 364 53 0.0%
Sofina SA 937 241 0.0%
Soft-World International Corp. 6,213 19 0.0%
SoftBank Group Corp. 3,351 407 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 257,913 348 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 85,111 115 0.0%
Softcat PLC 3,272 43 0.0%
SOHO China Ltd. 19,760 11 0.0%
Sojitz Corp. 26,943 130 0.0%
Solium Capital Inc. 280 5 0.0%
Somboon Advance Technology PCL 2,848 2 0.0%
Sonic Healthcare Ltd. 12,655 285 0.0%
Sonova Holding AG 1,731 426 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,639,276 1,650 0.2%
Source Energy Services Ltd. 1,944 2 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 10,703 20 0.0%
SP LP 3.21% 06-15-2019 1,322,345 1,323 0.2%
Sparebank 1 Nord-Norge 9,886 106 0.0%
SpareBank 1 SMN 2,831 41 0.0%
SPDR Barclays Capital High Yield Bond ETF 1,535 72 0.0%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 875 1 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 7,148 9 0.0%
Spin Master Corp. 18,040 808 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 189,958 251 0.0%
Spirit Airlines Inc. 13,815 1,022 0.1%
Springland International Holdings Ltd. 71,364 19 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 7,031 9 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 307,079 400 0.0%
Sprint Corp. 7.13% 06-15-2024 211,489 287 0.0%
Sprint Corp. 7.25% 09-15-2021 5,835 8 0.0%
Sprint Corp. 7.875% 09-15-2023 1,015,989 1,431 0.2%
Sprint Spectrum Co. LLC 3.36% 03-20-2023 3,831 5 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 213,535 282 0.0%
SPS Commerce Inc. 1,665 234 0.0%
Spy Hill Power LP 4.14% 03-31-2036 204,445 211 0.0%
Square Inc. Class A 2,685 287 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 1,170 2 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 191,032 251 0.0%
Ssangyong Cement Industrial Co. Ltd. 1,008 7 0.0%
SSR Mining Inc. 19,854 363 0.0%
SSY Group Ltd. 3,351 4 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 234,025 306 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 57,366 65 0.0%
STAAR Surgical Co. 390 19 0.0%
Standard Bank Group Ltd. 274 5 0.0%
Standard Chartered PLC 62,126 652 0.0%
Stantec Inc. 50,646 1,640 0.2%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 367,074 480 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 86,527 110 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 103,531 136 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 369,400 497 0.0%
Starwood Property Trust Inc. 67,354 1,987 0.2%
Steel Dynamics Inc. 1,977 97 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 2,334 3 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 9,131 12 0.0%
Stella-Jones Inc. 15,475 638 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 125,221 165 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 113,448 151 0.0%
Storm King Funding F/R 03-18-2019 3,073,924 3,074 0.3%
Storm Resources Ltd. 132 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 433,843 469 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 32,409 43 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 19,602 26 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 16,560 22 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 6,710 9 0.0%
Suheung Co. Ltd. 451 13 0.0%
Sul America SA 4,021 43 0.0%
Sumitomo Chemical Co. Ltd. 19,305 126 0.0%
Sumitomo Mitsui Construction Co. Ltd. 14,011 121 0.0%
Sumitomo Mitsui Financial Group Inc. 8,505 396 0.0%
Summerset Group Holdings Ltd. 12,599 73 0.0%
Summit Industrial Income Real Estate Investment Trust 72,967 819 0.0%
Sun Art Retail Group Ltd. 4,112 5 0.0%
Sun Life Financial Inc. 57,497 2,865 0.3%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 705,392 711 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,419,810 1,427 0.2%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 315,218 314 0.0%
Suncor Energy Inc. 225,809 10,242 0.7%
Sungdo Engineering & Construction Co. Ltd. 2,805 19 0.0%
Sunnic Technology & Merchandise Inc. 20,207 19 0.0%
Sunrise Communications Group AG 901 88 0.0%
Sunway Real Estate Investment Trust 28,238 16 0.0%
Superior Plus Corp. 32,536 368 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,949,821 1,886 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 772,110 1,017 0.1%
Supermax Corp. BHD 18,065 9 0.0%
Surge Energy Inc. 82 0.0%
Surgutneftegas OAO 11,560 6 0.0%
SurModics Inc. 6,437 494 0.0%
Suzuken Co. Ltd. 476 34 0.0%
SVB Financial Group 906 295 0.0%
Svenska Cellulosa AB (SCA) B 6,228 76 0.0%
Swedbank AB 1,457 35 0.0%
Swedish Orphan Biovitrum AB 927 27 0.0%
Swire Pacific Ltd. Class A 33,581 525 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,283,250 469 0.0%
Swiss Life Holding AG Reg. 2,626 1,506 0.2%
Swiss Re Ltd. 3,017 393 0.0%
Swisscom AG Reg. 150 91 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.63% 04-28-2026 Callable 2026 144A 682,528 874 0.1%
Syneos Health Inc. 13,115 721 0.0%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 156,800 196 0.0%
Synnex Technology International Corp. 30,919 49 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 113,448 144 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 127,362 170 0.0%
Synthomer PLC 4,782 32 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 413,224 422 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 788 1 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 6,827 9 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 4,084 6 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 451,348 617 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 350,761 495 0.0%
TA Enterprise BHD 7,494 2 0.0%
Tabcorp Holdings Ltd. 51,763 228 0.0%
Tableau Software Inc. Class A 506 88 0.0%
Tabula Rasa HealthCare Inc. 126 9 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 202,947 277 0.0%
Tactile Systems Technology Inc. 1,445 144 0.0%
Taekwang Industrial Co. Ltd. 15 27 0.0%
Taeyoung Engineering & Construction Co. Ltd. 438 6 0.0%
TAG Immobilien AG 4,216 129 0.0%
TaiDoc Technology Corp. 9,789 74 0.0%
Taiwan High Speed Rail Corp. 31,224 44 0.0%
Taiwan Navigation Co. Ltd. 18,826 15 0.0%
Taiwan Paiho Ltd. 11,547 32 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. 6,376 65 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 11,789 606 0.0%
Taiwan Styrene Monomer Corp. 43,740 46 0.0%
Taiwan Takisawa Technology Co. Ltd. 15,517 21 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 817,803 1,153 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 5,660 7 0.0%
Tamarack Valley Energy Ltd. 16,350 45 0.0%
Targa Resources Partners 5.00% 01-15-2028 1,955 3 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 3,822 5 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 89,902 123 0.0%
Target Corp. 1,021 98 0.0%
Taseko Mines Ltd. 33 0.0%
Tassal Group Ltd. 7,578 35 0.0%
Tate & Lyle PLC 6,589 80 0.0%
Tatneft PJSC 5,635 87 0.0%
Tauron Polska Energia SA 11,149 9 0.0%
TAV Havalimanlari Holding AS 1,325 9 0.0%
TCI Co. Ltd. 1,218 24 0.0%
TCL Electronics Holdings Ltd. 4,112 3 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 268,229 291 0.0%
Technology One Ltd. 10,653 73 0.0%
Technovator International Ltd 2,132 0.0%
Techtronic Industries Co. Ltd. 38,374 337 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 38,591 50 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 9,686 13 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 1,400 2 0.0%
Teck Resources Ltd. Class B 84,310 2,486 0.2%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 86,692 109 0.0%
Tegma Gestao Logistica SA 2,152 21 0.0%
Tego Science Inc. 16 1 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 17,504 23 0.0%
Tekfen Holding AS 11,129 72 0.0%
Telefonaktiebolaget LM Ericsson B 101,578 1,223 0.2%
Telefonica Brasil SA 3,502 57 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 2,193 4 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,462 3 0.0%
Telephone and Data Systems Inc. 19,859 837 0.0%
TeliaSonera AB 2,081 12 0.0%
Telkom SA SOC Ltd. 19,399 127 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 85,621 80 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 96,324 96 0.0%
TELUS Corp. 63,350 3,028 0.3%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 29,174 30 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 77,374 78 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 1,182,273 1,194 0.2%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 237,280 244 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 386,869 399 0.0%
TELUS Corp. 5.05% 07-23-2020 11,670 12 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 53,513 53 0.0%
Temonos AG 783 149 0.0%
Tenaga Nasional BHD 127,603 554 0.0%
Tenaris SA 24,126 423 0.0%
Tencent Holdings Ltd. 14,591 821 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 8,198 11 0.0%
Tenet Healthcare Corp. 6.25% 02-01-2027 Callable 2022 144A 368,815 501 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 861,429 1,163 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 12,866 15 0.0%
Teradyne Inc. 11,311 607 0.0%
Teranga Gold Corp. 48,310 209 0.0%
Terna Energy SA 457 5 0.0%
Terna SPA 6,386 52 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 1,223,896 1,532 0.2%
Tervita Corp. 952 7 0.0%
Tervita Corp. Class A Voting 55 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2019 144A 29,174 38 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 90,973 141 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 234,986 257 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 5,368 7 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2028 Callable 2027 8,110 11 0.0%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 188,276 235 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 312,075 372 0.0%
Textron Inc. 7,904 565 0.0%
TFI International Inc. 16,695 677 0.0%
Thales SA 1,195 194 0.0%
The a2 Milk Co. Ltd. 2,735 35 0.0%
The ADT Corp. 3.50% 07-15-2022 153,048 198 0.0%
The AES Corp. 1,560 35 0.0%
The AES Corp. 4.88% 05-15-2023 Callable 2019 467 1 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 3,443 5 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 19,838 27 0.0%
The Allstate Corp. 197 24 0.0%
The Bank of Nova Scotia 91,832 6,717 0.5%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 1,748,649 1,722 0.2%
The Bank of Nova Scotia 2.29% 06-28-2024 1,262,484 1,237 0.2%
The Bank of Nova Scotia 2.36% 11-08-2022 735,052 729 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 1,978,192 2,005 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 515,826 523 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 26,256 35 0.0%
The Bank of Nova Scotia 6.45% 01-01-2025 0 0.0%
The Bank of Nova Scotia F/R 01-18-2029 Callable 2024 1,297,302 1,324 0.2%
The Bank of Nova Scotia F/R 08-27-2019 7,424,503 7,428 0.5%
The Basic House Co. Ltd. 83 0.0%
The Berkeley Group Holdings PLC 998 69 0.0%
The Boeing Co. 1,338 774 0.0%
The British Land Co. PLC 43,838 462 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 248,010 278 0.0%
The Chefs' Warehouse Inc. 1,211 51 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 1,050 1 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 3,501 5 0.0%
The Descartes Systems Group Inc. 7,320 333 0.0%
The European Bank for Reconstruction & Development 7.38% 04-15-2019 858,445,126 80 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 144,486 217 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 102,746 157 0.0%
The European Financial Stability Facility 1.88% 05-23-2023 107,027 173 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 1,098,709 1,093 0.1%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 104,030 157 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 1,101,288 1,079 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 773,739 767 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 30,845 28 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 207,632 271 0.0%
The Hershey Co. 4,742 690 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,323,639 1,217 0.2%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 250,442 40 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 148,767 142 0.0%
The Israel Corp. Ltd. 79 29 0.0%
The Juroku Bank Ltd. 317 9 0.0%
The Keg Royalties Income Fund 559 10 0.0%
The KeyW Holding Corp. Term Loan 1st Lien F/R 05-04-2024 207,282 274 0.0%
The Link Real Estate Investment Trust 16,202 241 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 1,214,770 1,209 0.2%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 309,495 310 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 322,907 327 0.0%
The Marcus Corp. 6,222 347 0.0%
The Mosaic Co. 880 36 0.0%
The Nanto Bank Ltd. 439 11 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 5,572 4 0.0%
The North West Co. Inc. 8,866 285 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 234,261 310 0.0%
The Procter & Gamble Co. 3,973 515 0.0%
The Progressive Corp. 15,768 1,512 0.2%
The Sage Group PLC 4,569 53 0.0%
The Shiga Bank Ltd. 757 23 0.0%
The SPAR Group Ltd. 760 14 0.0%
The TJX Companies Inc. 56,437 3,807 0.3%
The Toronto-Dominion Bank 204,357 15,420 1.0%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 4,289,091 4,170 0.3%
The Toronto-Dominion Bank 2.05% 12-01-2022 109,668 109 0.0%
The Toronto-Dominion Bank 2.982% 09-30-2025 Callable 2020 567,408 570 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 2,069,493 2,105 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 263,587 271 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 613,833 668 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 495,403 561 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 81,875 91 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 398,311 458 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 2,576,550 2,592 0.3%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,746,070 1,739 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 1,014,433 1,015 0.1%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 747,947 760 0.0%
The Towa Bank Ltd. 2,008 17 0.0%
The Travelers Companies Inc. 202 35 0.0%
The Unite Group PLC 4,765 76 0.0%
The Walt Disney Co. 11,319 1,680 0.2%
The Walt Disney Co. 2.76% 10-07-2024 4,373,171 4,370 0.4%
The Wharf Holdings Ltd. 46,950 193 0.0%
The Williams Companies Inc. 3.70% 01-15-2023 Callable 2022 64,216 85 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 148,767 203 0.0%
Thermo Fisher Scientific Inc. 778 266 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 33,820 50 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 32,536 49 0.0%
Thomson Reuters Corp. 26,416 1,890 0.2%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 528,010 677 0.0%
Tianjin Development Holdings Ltd. 5,788 3 0.0%
Tianjin Port Development Holdings Ltd. 5,483 1 0.0%
Tianneng Power International Ltd. 3,655 5 0.0%
Tianyun International Holdings Ltd. 90,241 18 0.0%
Tidewater Midstream and Infrastructure Ltd. 148 0.0%
Tim Participacoes SA ADR 1,508 31 0.0%
Tingyi (Cayman Islands) Holding Corp. 4,569 8 0.0%
Tisco Financial Group PCL NVDR 548 2 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 447,505 516 0.0%
TMX Group Ltd. 12,797 1,057 0.1%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 879,247 876 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 693,146 709 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 0 0.0%
Toho Holdings Co. Ltd. 4,854 161 0.0%
Tokyo Electric Power Co. Holdings Inc. 543,310 4,450 0.4%
Tomony Holdings Inc. 3,035 15 0.0%
Tongaat Hulett Ltd. 1,002 3 0.0%
Top Glove Corp. BHD 108,871 160 0.0%
Topkey Corp. 305 2 0.0%
Toppan Printing Co. Ltd. 4,649 97 0.0%
Torchmark Corp. 8,891 965 0.1%
Torex Gold Resources Inc. 1,464 23 0.0%
Toromont Industries Ltd. 6,102 418 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 386,869 397 0.0%
Toronto Hospital 5.64% 12-08-22 357,030 377 0.0%
Total Access Communication PCL NVDR 12,368 26 0.0%
Total SA 8,255 618 0.0%
Total System Services Inc. 1,216 151 0.0%
TOTVS SA 899 11 0.0%
Tourmaline Oil Corp. 7,278 145 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 69,974 90 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 170,849 219 0.0%
Towd Point Mortgage Trust 3.75% 05-25-2058 75,149 99 0.0%
Towd Point Mortgage Trust F/R 07-25-2058 144A 71,375 93 0.0%
Toyo Seikan Kaisha Ltd. 10,905 303 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 564,637 564 0.0%
TPK Holding Co. Ltd. 152 0.0%
TransAlta Corp. 54,415 436 0.0%
TransAlta Corp. Pfd. Series A 33,842 402 0.0%
TransAlta Renewables Inc. 888 11 0.0%
Transat A.T. Inc. Class B 7,566 42 0.0%
TransCanada Corp. 87,284 5,137 0.4%
TransCanada Corp. Pfd. Series 15 13,224 335 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 722,156 829 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 487,581 488 0.0%
TransCanada PipeLines Ltd. 3.69% 07-19-2023 116,792 121 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 3,655 5 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 255,334 250 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 182,344 219 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 699,460 876 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 297,889 442 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 2,151,202 2,002 0.2%
Transcontinental Inc. Class A Sub. voting 22,648 429 0.0%
TransDigm Group Inc. 6.25% 03-15-2026 Callable 2022 144A 122,010 164 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 5,951 8 0.0%
TransGlobe Energy Corp. 55,087 144 0.0%
Transmissora Alianca de Energia Eletrica SA 1,630 14 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 332,708 333 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 794,372 842 0.0%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 96,966 136 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 36,364 35 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 113,448 107 0.0%
Trencor Ltd. 960 3 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 2,421 3 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 1,506 2 0.0%
Tricon Capital Group Inc. 27,437 303 0.0%
Trillium Windpower LP 5.80% 02-15-2033 211,096 240 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 33,606 44 0.0%
Triple-S Management Corp. 460 15 0.0%
Trisura Group Ltd. 49 1 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 89,439 118 0.0%
True North Commercial Real Estate Investment Trust 2,961 19 0.0%
TSC Auto ID Technology Co. Ltd. 816 8 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 579 20 0.0%
Tupy SA 4,580 30 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 3,229 28 0.0%
Turkiye Sise ve Cam Fabrikalari AS 1,797 3 0.0%
Twilio Inc. Class A 2,239 358 0.0%
Tyler Technologies Inc. 342 92 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 75,989 101 0.0%
U.S. Bancorp 4,844 329 0.0%
U.S. Bancorp 0.85% 06-07-2024 73,848 111 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 3,473 125 0.0%
U.S. Bancorp Pfd. Security Series A 306 319 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 1,157,452 1,590 0.2%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 5,916 8 0.0%
Ubiquiti Networks Inc. 1,858 353 0.0%
UBS Group AG 44,208 740 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 1,671 2 0.0%
UMW Holdings BHD 12,520 23 0.0%
Uni-President Enterprises Corp. 44,967 144 0.0%
UniCredit SpA 3.75% 04-12-2022 144A 86,917 112 0.0%
UniCredit SpA 4.63% 04-12-2027 144A 620,023 774 0.0%
Unid Co. Ltd. 12 1 0.0%
Unifin Financiera SAB de CV 2,408 7 0.0%
Unilever NV CVA 12,682 903 0.1%
Unilever PLC 1,684 118 0.0%
Unimicron Technology Corp. 130,273 134 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 118,402 136 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 357,382 352 0.0%
Union Gas Ltd. 8.65% 11-10-2025 49,003 65 0.0%
Union Pacific Corp. 7,626 1,682 0.2%
Unipar Carbocloro SA 681 9 0.0%
Uniper SE 57,034 2,186 0.2%
Unipro PJSC 16,373 1 0.0%
United Airlines 2019-1 Class AA Pass Through Trust 4.15% 08-25-2031 252,583 338 0.0%
United Integrated Services Co. Ltd. 2,742 12 0.0%
United Kingdom Treasury 3.75% 09-07-2020 27,827 51 0.0%
United Parcel Service Inc. (UPS) Class B 2,871 416 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 837,959 812 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2019 159,470 214 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 160,540 202 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 195,859 258 0.0%
United Rentals North America Inc. 6.50% 12-15-2026 Callable 2021 515,826 711 0.0%
United States Cellular Corp. 4,291 264 0.0%
United States Treasury 0.13% 07-15-2024 Inflation Indexed 16,665 23 0.0%
United States Treasury 0.75% 02-15-2042 Inflation Indexed 47,598 65 0.0%
United States Treasury 0.75% 07-15-2028 Inflation Indexed 95,087 125 0.0%
United States Treasury 1.01% 02-15-2048 Inflation Indexed 59,790 78 0.0%
United States Treasury 2.00% 11-15-2026 369,242 464 0.0%
United States Treasury 2.75% 02-15-2028 559,671 740 0.0%
United States Treasury 2.75% 11-15-2042 656,073 819 0.0%
United States Treasury 2.88% 08-15-2028 1,535 2 0.0%
United States Treasury 2.88% 09-30-2023 3,801 5 0.0%
United States Treasury 2.88% 10-31-2023 658 1 0.0%
United States Treasury 3.00% 02-15-2048 2,499,176 3,237 0.3%
United States Treasury 3.00% 02-15-2049 142,345 185 0.0%
United States Treasury 3.13% 02-15-2043 708,516 943 0.1%
United States Treasury 3.13% 11-15-2028 2,706,344 3,688 0.3%
United States Treasury 3.38% 11-15-2048 3,628,834 5,058 0.4%
United States Treasury Inflation Indexed 0.87% 01-15-2029 21,928 29 0.0%
United States Treasury N/B 2.50% 01-31-2024 354,258 466 0.0%
United States Treasury N/B 2.50% 02-15-2022 295,394 389 0.0%
United States Treasury N/B 4.38% 02-15-2038 521,220 836 0.0%
United Utilities Group PLC 3,683 54 0.0%
UnitedHealth Group Inc. 846 270 0.0%
UnitedHealth Group Inc. 2.70% 07-15-2020 87,762 115 0.0%
UnitedHealth Group Inc. 3.50% 06-15-2023 145,556 195 0.0%
UniTest Inc. 1,300 22 0.0%
Universal Corp. 415 32 0.0%
Universal Insurance Holdings Inc. 3,044 156 0.0%
Universal Vision Biotechnology Co. Ltd. 15,124 18 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 251,349 298 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 65,286 88 0.0%
UPM-Kymmene OYJ 2,515 100 0.0%
Uralkali 5,072 9 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 160,540 215 0.0%
US Bancorp Pfd. Series K Callable 2023 4,741 160 0.0%
USANA Health Sciences Inc. 3,594 466 0.0%
USB Capital IX 3.50% 10-29-2049 322,792 330 0.0%
Userjoy Technology Co. Ltd. 6,840 19 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 263 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 1,984 3 0.0%
Vale SA ADR 990 16 0.0%
Valener Inc. 12,736 292 0.0%
Valero Energy Corp. 1,094 117 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 420,377 440 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 257,913 279 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 280 13 0.0%
Vanguard International Semiconductor Corp. 1,980 6 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 33,906 45 0.0%
Varonis Systems Inc. 2,123 159 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 140,205 175 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 600,937 590 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 46,678 47 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 245,017 319 0.0%
Verbund AG 1,379 87 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 188,535 247 0.0%
VeriSign Inc. 4.75% 07-15-2027 Callable 2022 424,009 553 0.0%
Verisk Analytics Inc. 4,338 721 0.0%
Verizon Communications Inc. 5,676 425 0.0%
Verizon Communications Inc. 3.50% 02-17-2023 89,902 86 0.0%
Verizon Owner Trust 1.42% 01-20-2021 19,972 26 0.0%
Vermilion Energy Inc. 2,993 101 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 19,546 25 0.0%
Verso Corp. Class A 29,955 774 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 156,716 207 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 508,088 479 0.0%
Vestel Beyaz Esya Sanayi ve Ticaret AS 244 1 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 193,435 248 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 75,360 102 0.0%
Videotron Ltee 5.00% 07-15-2022 14,529 20 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 75,661 80 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 1,199,295 1,256 0.2%
Village Super Market Inc. 917 37 0.0%
Vinci SA 5,255 660 0.0%
Vipshop Holdings Ltd. 3,984 38 0.0%
Visa Inc. Class A 6,066 1,182 0.2%
Vissem Electronics Co. Ltd. 2,479 18 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 98,005 129 0.0%
Vistra Energy Corp. 22,009 754 0.0%
Vistra Operations Co. LLC 5.50% 09-01-2026 Callable 2021 144A 2,305 3 0.0%
Vital KSK Holdings Inc. 7,095 94 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 85,621 111 0.0%
Vodafone Group PLC 3.75% 01-16-2024 150,905 198 0.0%
Voya Financial Inc. 32,558 2,166 0.2%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 12,020 16 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 553,746 702 0.0%
Vukile Property Fund Ltd. 18,532 35 0.0%
VVC Holding Corp. Term B 1st Lien F/R 02-07-2026 424,658 557 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 137,174 170 0.0%
W.H. Smith PLC 2,904 106 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 1,400 2 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 2,451 3 0.0%
W.W. Grainger Inc. 1,244 498 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 1,190,659 1,611 0.2%
Wabtec Corp. 3,695 356 0.0%
Wachovia Capital Trust III F/R 03-15-2066 481,834 616 0.0%
Wajax Corp. 2,517 47 0.0%
Wal-Mart de Mexico SAB de CV Series V 52,018 177 0.0%
Wal-Mart Stores Inc. 7,496 976 0.1%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 88,832 117 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 30,152 40 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 29,018 38 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 15,361 21 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 35,625 47 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 12,334 16 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 13,193 17 0.0%
Warrior Met Coal Inc. 57,324 2,208 0.2%
Washington H. Soul Pattison & Co. Ltd. 4,428 122 0.0%
Wasion Group Holdings Ltd. 30,499 20 0.0%
Waste Connections Inc. 24,465 2,684 0.3%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 3,507 5 0.0%
Waters Corp. 1,050 335 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 3,413 3 0.0%
Wei Chuan Foods Corp. 19,705 18 0.0%
Weichai Power Co. Ltd. 68,356 125 0.0%
Weiqiao Textile Co. Ltd. 71,329 38 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 511,581 663 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 3,624 121 0.0%
Wells Fargo & Co. 2.98% 05-19-2026 555,802 541 0.0%
Wells Fargo & Co. 3.19% 02-08-2024 Callable 2024 998,029 1,003 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 642,203 654 0.0%
Wells Fargo & Co. F/R 07-27-2021 74,919 71 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 12,188 16 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 17,420 24 0.0%
Welltower Inc. 4.13% 03-15-2029 Callable 2028 254,436 333 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 192,683 256 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 127,571 169 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 33,906 44 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 9,015 10 0.0%
Wesdome Gold Mines Ltd. 13,669 66 0.0%
Wesfarmers Ltd. 1,843 57 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 257,913 265 0.0%
West Fraser Timber Co. Ltd. 5,560 360 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 502,930 547 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 10,012 255 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 195,859 186 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 185,156 177 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 7,002 9 0.0%
Western Forest Products Inc. 55,136 100 0.0%
WestJet Airlines Ltd. 9,240 193 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 10,703 19 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 128,432 125 0.0%
Westrock Co. 691 34 0.0%
Westshore Terminals Investment Corp. 15,306 332 0.0%
Wheaton Precious Metals Corp. 7,451 213 0.0%
Wheelock and Co. Ltd. 4,901 44 0.0%
Whitbread PLC 4,625 392 0.0%
Whitecap Resources Inc. 16 0.0%
Whitehaven Coal Ltd. 58,198 239 0.0%
Wholetech System Hitech Ltd. 6,652 8 0.0%
William Morrison Supermarkets PLC 131,713 529 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 363,891 464 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 882,125 1,184 0.2%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 67,210 89 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 134,115 153 0.0%
Winpak Ltd. 11,035 473 0.0%
Winstek Semiconductor Co. Ltd. 13,555 15 0.0%
Wipro Ltd. ADR 22,446 165 0.0%
Wisdom Marine Lines Co. Ltd. 13,116 17 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 93,000 3,253 0.3%
WiseTech Global Ltd. 2,172 39 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 1,955 3 0.0%
WNS (Holdings) Ltd. 1,048 73 0.0%
Wolters Kluwer NV 1,196 104 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 5,485 7 0.0%
Wonderful Hi-Tech Co. Ltd. 21,776 18 0.0%
Woodside Petroleum Ltd. 6,937 235 0.0%
Woolworths Ltd. 592 16 0.0%
Woori Bank 472 24 0.0%
Woori Financial Group Inc. 928 16 0.0%
World Wrestling Entertainment Inc. Class A 20,254 2,230 0.2%
Worldpay Inc. 7,512 947 0.1%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 118,800 158 0.0%
WSP Global Inc. 5,798 404 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 1,130,948 1,122 0.1%
Wuestenrot & Wuerttembergische AG 5,406 136 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 5,280 7 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 13,537 17 0.0%
Xiamen International Port Co. Ltd. H 3,655 1 0.0%
Xingda International Holdings Ltd. 1,371 1 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 762 1 0.0%
Xinyuan Real Estate Co. Ltd. 3,257 21 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 176,581 240 0.0%
Xtep International Holdings Ltd. 54,996 47 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 414,678 474 0.0%
Yamana Gold Inc. 166,396 569 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 228 1 0.0%
Yanzhou Coal Mining Co. Ltd. H 2,437 3 0.0%
Yea Shin International Development Co. Ltd. 5,773 4 0.0%
YeaRimDang Publishing Co. Ltd. 2,760 21 0.0%
Yellow Pages Ltd. 3,125 19 0.0%
Yi Jinn Industrial Co. Ltd. 32,821 18 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 14,667 82 0.0%
Yihai International Holding Ltd. 52,039 216 0.0%
YIK Corp. 178 1 0.0%
Youngone Holdings Co. Ltd. 15 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 93,345 121 0.0%
Yuanta Financial Holding Co. Ltd. 17,820 13 0.0%
Yuasa Trading Co. Ltd. 1,231 49 0.0%
Yuexiu Property Co. Ltd. 143,072 43 0.0%
Yuexiu Transport Infrastructure Ltd. 28,376 29 0.0%
Yum China Holdings Inc. 3,836 211 0.0%
Yurtec Corp. 1,344 14 0.0%
Yuyu Pharma Inc. 1,239 18 0.0%
Yuzhou Properties Co. Ltd. 12,946 8 0.0%
Zeng Hsing Industrial Co. Ltd. 3,326 20 0.0%
Zenith Bank Ltd. 192,959 17 0.0%
Zhen Ding Technology Holding Ltd. 46,155 176 0.0%
Zions Bancorporation 3.35% 03-04-2022 Callable 2022 183,016 241 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 64,216 83 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 1,721 2 0.0%
ZTE Corp. H Shares 2,985 12 0.0%
Zurich Insurance Group AG 302 131 0.0%
Total Investments -- 1,698,228 99.1%
Currency Hedge Contracts -- 316 0.0%
Other Assets (Liabilities) -- 14,565 0.9%
Total Net Assets -- 1,713,109 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of May 31, 2019
  • Regional Allocation
      Canada
    EQ : 17.1% | FI : 41.5%
    58.6%
      United States
    EQ : 7.7% | FI : 10.8%
    18.5%
      Other
    EQ : 5.7% | FI : 2.8%
    8.5%
      China
    EQ : 1.2%
    1.2%
      United Kingdom
    EQ : 1.1% | FI : 0.8%
    1.9%
      Germany
    FI : 0.5%
    0.5%
      Cash & Equivalents 10.8%
  • Sector Allocation
      Fixed Income 56.5%
      Cash & Equivalents 10.8%
      Financials 6.2%
      Other 4.1%
      Industrials 3.8%
      Energy 3.7%
      Pooled Funds 3.3%
      Information Technology 3.1%
      Consumer Discretionary 2.3%
      Consumer Staples 2.2%
      Materials 2.1%
      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.