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 July 31, 2019
Major holdings represent 17.1% of the fund.
View all holdings
Total # of
Equity Holdings
3225
Total # of
Fixed Income Holdings
1310
Holding name, country and sector Percentage of holding in fund
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
3.0%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
2.9%
Government of Canada 2.25% 06-01-2029
Canada | Federal Government
2.2%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
2.0%
Government of Canada 0.75% 09-01-2021
Canada | Federal Government
1.9%
Bank of Montreal
Canada | Diversified Banks
1.7%
Province of Ontario 2.70% 06-02-2029
Canada | Provincial Governments
1.4%
Royal Bank of Canada
Canada | Diversified Banks
0.9%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.7%
Canadian National Railway Co.
Canada | Railroads
0.5%

Complete Fund Holdings Help Full holdings list

As of May 31, 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 159,681 217 0.0%
11 bit studios SA 18 3 0.0%
21Vianet Group Inc. ADR 18 0.0%
3i Group PLC 453 8 0.0%
407 International Inc. 3.14% 03-06-2030 Callable 2029 410,813 430 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 0 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 3,843 4 0.0%
407 International Inc. 3.65% 09-08-2044 Callable MTN 140,133 150 0.0%
407 International Inc. 3.67% 03-08-2049 Callable 2048 168,188 182 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,381,800 1,508 0.2%
407 International Inc. 5.96% 12-03-2035 Callable 1,518,628 2,092 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 84,923 115 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 1,082,782 1,704 0.2%
58.Com Inc. ADR 838 65 0.0%
5N Plus Inc. 33 0.0%
A&W Revenue Royalties Income Fund Units 182 8 0.0%
A.O. Smith Corp. 1,686 92 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 75,325 94 0.0%
Abcam PLC 6,463 157 0.0%
Absa Group Ltd. 801 13 0.0%
Absolute Software Corp. 4,424 37 0.0%
Abu Dhabi Commercial Bank PJSC 12,875 43 0.0%
Abu Dhabi National Energy Co. 3.63% 06-22-2021 7,152 10 0.0%
AcBel Polytech Inc. 22,273 19 0.0%
Accenture PLC Class A 1,983 477 0.0%
Access Justice Durham 5.02% 08-31-2039 301,055 355 0.0%
Acciona SA 1,934 280 0.0%
Acproducts Inc. Term Loan 1st Lien F/R 02-14-2024 327,644 423 0.0%
ACS, Actividades de Construccion y Servicios SA 1,921 107 0.0%
Adani Green Energy (UP) Ltd. 6.25% 12-10-2024 144A 65,271 88 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 122,383 162 0.0%
Adcock Ingram Holdings Ltd. 506 3 0.0%
Adidas AG 174 67 0.0%
Administradora de Fondos de Pensiones Habitat SA 1,220 2 0.0%
Admiral Group PLC 8,401 296 0.0%
Adtalem Global Education Inc. 8,026 477 0.0%
ADVA Optical Networking SE 1,223 13 0.0%
Advance Auto Parts Inc. 10,616 2,224 0.2%
Advanced Info Service PCL (Thailand) DR 346 3 0.0%
Advanced Micro Devices Inc. 5,238 194 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 534,051 804 0.0%
AECI Ltd. 419 4 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 216,794 288 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 151,522 213 0.0%
Aecon Group Inc. 9,147 160 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 73,529 96 0.0%
Aegon NV 90,977 563 0.0%
Aena SA 1,137 283 0.0%
AEON Credit Service M Bhd 346 2 0.0%
AEON Thana Sinsap (Thailand) PCL 3,478 31 0.0%
AerCap Holdings NV 2,453 149 0.0%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 286,008 385 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 169,580 236 0.0%
AerCap Ireland Capital Designated Activity Co. 4.88% 01-16-2024 Callable 2023 647,948 928 0.1%
Aflac Inc. 18,474 1,281 0.2%
AfreecaTV Co. Ltd. 156 12 0.0%
African Oxygen Ltd. 1,020 2 0.0%
African Rainbow Minerals Ltd. 3,223 49 0.0%
AG Growth International Inc. 464 25 0.0%
AG Mortgage Investment Trust Inc. 112 2 0.0%
AGF Management Ltd. Class B non-voting 11,848 60 0.0%
Aggreko PLC 8,657 115 0.0%
Agile Property Holdings Ltd. 49,169 84 0.0%
Agnico-Eagle Mines Ltd. 4,361 257 0.0%
Agricultural Bank of China Ltd. H 2,056,535 1,191 0.2%
Agritrade Resources Ltd. 62,743 12 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 383,454 512 0.0%
Aguas Andinas SA 4,225 3 0.0%
Ahnlab Inc. 31 2 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 207,801 278 0.0%
AIA Group Ltd. 11,523 146 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 427,747 427 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 250,574 260 0.0%
Aimia Inc. 99,239 347 0.0%
Air Canada 97,468 3,889 0.3%
Air China Ltd. H 96,364 121 0.0%
Air Liquide SA 1,677 282 0.0%
Air New Zealand Ltd. 3,189 7 0.0%
AirAsia BHD 154,984 144 0.0%
Airports of Thailand Public Co. Ltd. 36,403 99 0.0%
Ajisen China Holdings Ltd. 25,763 15 0.0%
Aju Capital Co. Ltd. 182 2 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 148,026 209 0.0%
Aksigorta AS 18,407 19 0.0%
Akzo Nobel NV 6,921 789 0.0%
AL Midcoast Holdings LLC Term Loan B 1st Lien F/R 06-28-2025 119,497 162 0.0%
Alacer Gold Corp. 25,386 103 0.0%
Alaris Royalty Corp. 1,326 24 0.0%
Alberta Powerline LP 4.06% 03-01-2054 189,829 211 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 235,202 316 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 229,734 310 0.0%
Alcon Inc. 128 10 0.0%
Aldar Properties PJSC 62,892 42 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 476,596 479 0.0%
Alfa SA Series A 25 0.0%
Alfresa Holdings Corp. 34 1 0.0%
Algonquin Power & Utilities Corp. 4,770 75 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 852,963 900 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 311,319 330 0.0%
Algonquin Power Co. 4.60% 01-29-2029 Callable 2028 126,552 136 0.0%
Alibaba Group Holding Ltd. ADR 3,905 788 0.0%
Alibaba Health Information Technology Ltd. 156,508 200 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 303,726 318 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 27,662 2,295 0.2%
Allegiant Travel Co. Term Loan B 1st Lien F/R 01-29-2024 248,416 335 0.0%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 59,443 91 0.0%
Allergan Funding SCS 2.63% 11-15-2028 Callable 2028 39,629 63 0.0%
Allergan PLC 14,632 2,411 0.2%
Alliance Data Systems Corp. 837 155 0.0%
Alliance Financial Group BHD 1,457 2 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 97,445 99 0.0%
Allianz SE Reg. 519 156 0.0%
Allied Electronics Corp. Ltd. 419 1 0.0%
Allied Properties Real Estate Investment Trust 7,745 376 0.0%
Alpargatas SA 524 3 0.0%
Alpek SAB de CV 53 0.0%
Alphabet Inc. Class C 805 1,201 0.2%
ALSO Holding AG 30 5 0.0%
Alstom SA 3,948 244 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 400,918 418 0.0%
AltaGas Ltd. Pfd. Series K 18,155 368 0.0%
Altair Engineering Inc. 4,697 242 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 370,039 404 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 430,278 493 0.0%
Alteryx Inc. 6,794 797 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 250,111 330 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 895,991 1,233 0.2%
Altium Ltd. 672 19 0.0%
Altria Group Inc. 2,531 168 0.0%
Amata Corp. PCL 510 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 158,516 218 0.0%
Ambev SA 3,132 19 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 273,353 326 0.0%
Amcor Ltd. 42,094 650 0.0%
Amdocs Ltd. 4,296 345 0.0%
Amedisys Inc. 4,289 651 0.0%
Amer Sports Oyj A 429 26 0.0%
America's Car-Mart Inc. 22 3 0.0%
American Electric Power Co. Inc. 6.13% Conv. Pfd. 3,125 222 0.0%
American Express Credit Account Master Trust 2.87% 10-15-2024 Callable 2022 101,403 139 0.0%
American International Group Inc. 8.18% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 237,774 400 0.0%
American National Insurance Co. 2,283 350 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 74,709 65 0.0%
American Tower Corp. 1.95% 05-22-2026 Callable 2026 38,463 62 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 93,245 131 0.0%
American Tower Corp. 4.70% 03-15-2022 59,443 84 0.0%
American Tower Corp. 5.00% 02-15-2024 181,827 268 0.0%
AmerisourceBergen Corp. 488 51 0.0%
AMMB Holdings BHD 31,065 44 0.0%
Amphenol Corp. Class A 870 102 0.0%
Anadolu Cam Sanayii AS 1,766 1 0.0%
Angang Steel Co. Ltd. H Shares 947 1 0.0%
Anglo American Platinum Ltd. 12,653 860 0.0%
Anglo American PLC 4,653 151 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 2,225,462 2,220 0.2%
Anheuser-Busch InBev Worldwide Inc. 4.75% 01-23-2029 Callable 2028 60,745 90 0.0%
Anhui Conch Cement Co. Ltd. H 39,523 312 0.0%
Anhui Gujing Distillery Co. Ltd. 1,690 17 0.0%
Anpec Electronics Corp. 7,944 19 0.0%
Ansell Ltd. 7,385 175 0.0%
Anta Sports Products Ltd. 19,015 157 0.0%
Antero Resources Corp. 5.00% 03-01-2025 184,766 237 0.0%
Anthem Inc. 2,353 884 0.1%
Anthem Inc. 2.75% 10-15-2042 45,923 239 0.0%
Apex Biotechnology Corp. 8,626 12 0.0%
APFS Staffing Holdings Inc. Term Loan 1st Lien F/R 04-10-2026 195,531 261 0.0%
Appen Ltd. 16,194 395 0.0%
Apple Inc. 4,702 1,112 0.1%
Apple Inc. 0.88% 05-24-2025 Callable 2025 83,920 132 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 2,284,479 2,313 0.2%
Apple Inc. 2.85% 08-28-2019 139,867 131 0.0%
Apple Inc. 3.25% 02-23-2026 158,516 219 0.0%
Apple Inc. F/R 02-09-2022 137,536 188 0.0%
Applebees/IHOP Funding LLC 4.12% 06-07-2049 Callable 2022 144A 108,397 148 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 116,556 159 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 102,569 141 0.0%
ARC Resources Ltd. 3,197 24 0.0%
Arcadyan Technology Corp. 31,163 118 0.0%
Archer-Daniels-Midland Co. 61,602 3,190 0.3%
Argonaut Gold Inc. 16,537 28 0.0%
Argosy Research Inc. 1,867 4 0.0%
Aritzia Inc. 15,485 275 0.0%
Arkema 70 8 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 341,691 357 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 84,116 103 0.0%
Arrowhead Properties Ltd. 59,558 20 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 127,378 173 0.0%
Artis Real Estate Investment Trust 2,403 28 0.0%
Artis Real Estate Investment Trust 3.68% 02-22-2021 169,580 172 0.0%
Asanko Gold Inc. 50 0.0%
Ascopiave SpA 1,041 6 0.0%
Ashland Global Holdings Inc. 485 49 0.0%
Asia Cement China Holdings Corp. 31,144 57 0.0%
Asia Cement Corp. 59,184 114 0.0%
Asia Paper Manufacturing Co. Ltd. 468 19 0.0%
Asian Development Bank 2.00% 02-16-2022 61,775 84 0.0%
Asian Development Bank 2.63% 01-30-2024 130,542 181 0.0%
Asian Development Bank 5.00% 03-09-2022 78,092 80 0.0%
Asian Development Bank 5.90% 12-20-2022 497,967 9 0.0%
Asian Development Bank 6.00% 02-24-2021 391,427 7 0.0%
Asian Development Bank 6.45% 08-08-2021 294,852 6 0.0%
Asian Seafoods Coldstorage PCL 59,035 18 0.0%
ASR Nederland NV 6,614 339 0.0%
Asseco Poland SA 273 5 0.0%
Assicurazioni Generali SPA 2,299 55 0.0%
Associated Capital Group Inc. Class A 2,327 117 0.0%
Assore Ltd. 656 23 0.0%
Assured Guaranty Ltd. 54,536 3,012 0.3%
Astral Foods Ltd. 1,839 28 0.0%
AT&T Inc. 2,248 93 0.0%
AT&T Inc. 2.85% 05-25-2024 666,520 669 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 294,954 310 0.0%
AT&T Inc. 4.10% 02-15-2028 Callable 2027 126,552 176 0.0%
AT&T Inc. 4.35% 03-01-2029 Callable 2028 142,664 202 0.0%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 3,163,809 3,352 0.3%
Atacadao Distribuicao Comercio e Industria Ltda 1,348 11 0.0%
ATCO Ltd. Class I non-voting 14,847 690 0.0%
ATCO Ltd. F/R 11-01-2078 Callable 2028 417,623 445 0.0%
Athabasca Oil Corp. 92,545 75 0.0%
Atlantic Power Corp. 11,649 36 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 809,935 676 0.0%
Atlas Copco AB A 3,577 130 0.0%
AtlasBX Co. Ltd. 18 1 0.0%
ATS Automation Tooling Systems Inc. 65,108 1,326 0.2%
Aurora Cannabis Inc. 25,684 264 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 103,035 159 0.0%
Autech Corp. 1,257 17 0.0%
Auto Trader Group PLC 78,500 804 0.0%
AutoCanada Income Fund 5.63% 05-25-2021 506,209 493 0.0%
Autohome Inc. ADR 109 13 0.0%
Automatic Data Processing Inc. 1,185 256 0.0%
Autostrada Torino-Milano SPA 4,621 170 0.0%
Avangrid Inc. 3,285 222 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 121,218 187 0.0%
Aveva Group PLC 4,978 314 0.0%
AVIC International Holdings Ltd. 1,457 1 0.0%
Avis Budget Rental Car Funding LLC 3.45% 03-20-2023 Callable 2022 144A 55,947 77 0.0%
Avolon TLB Borrower 1 US LLC Term Loan B3 1st Lien F/R 01-15-2025 98,782 133 0.0%
AXA SA 15,038 501 0.0%
Axfood AB 9,231 240 0.0%
Ayala Corp. 107 3 0.0%
B2Gold Corp. 25,303 93 0.0%
B2W Companhia Global do Varejo 36 0.0%
B3 SA- Brasil Bolsa Balcao 11,376 143 0.0%
Badger Daylighting Inc. 66 3 0.0%
Baidu Inc. ADR 897 133 0.0%
Baiksan Co. Ltd. 1,509 17 0.0%
Baker Hughes a GE Co. 3,654 106 0.0%
Ball Corp. 4.00% 11-15-2023 208,635 285 0.0%
Ball Corp. 4.375% 12-15-2020 137,536 189 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 192,783 268 0.0%
Ball Corp. 5.25% 07-01-2025 213,297 305 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 184,158 250 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 0 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 62,940 84 0.0%
Banco Bradesco SA 830 9 0.0%
Banco Bradesco SA Pfd. 732 9 0.0%
Banco Bradesco SA Pref. ADR 25,200 319 0.0%
Banco BTG Pactual SA - Unit 10,690 172 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2012 40,795 1 0.0%
Banco Del Bajio SA 23,143 60 0.0%
Banco do Brasil SA 6,437 114 0.0%
Banco do Estado do Rio Grande do Sul SA 18,269 149 0.0%
Banco Macro SA ADR 1,448 98 0.0%
Banco Pan SA 856 2 0.0%
Banco Santander Brasil SA 73 1 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 3,442 34 0.0%
Bancolombia SA 237 15 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 109,562 140 0.0%
Bangkok Aviation Fuel Services PCL 2,185 3 0.0%
Bangkok Dusit Medical Services PCL 28,281 31 0.0%
Bangkok Expressway & Metro PCL 8,869 4 0.0%
Bank Millennium SA 546 2 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 95,576 148 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 152,688 236 0.0%
Bank of America Corp F/R 04-23-2027 Callable 2026 163,178 225 0.0%
Bank of America Corp. 5,304 191 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 296,133 304 0.0%
Bank of America Corp. 3.95% 04-21-2025 98,711 137 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 7,829 12 0.0%
Bank of America Corp. F/R 03-15-2025 Callable 2024 79,258 109 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 39,629 60 0.0%
Bank of America Corp. F/R 04-25-2025 Callable 2024 700,918 709 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,655,305 1,708 0.2%
Bank of America Corp. F/R 12-20-2023 Callable 2022 258,520 353 0.0%
Bank of America Credit Card Trust 2.70% 07-17-2023 Callable 2021 257,588 350 0.0%
Bank of America Merrill Lynch F/R 09-15-2020 144A 73,430 100 0.0%
Bank of Ayudhya PCL NVDR 4,862 8 0.0%
Bank of China Ltd. H 1,430,297 801 0.0%
Bank of Chongqing Co. Ltd. 2,094 2 0.0%
Bank of Communications Co. Ltd. H 597,888 633 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 65,271 91 0.0%
Bank of Israel 0% 11-06-2019 51,214 19 0.0%
Bank of Montreal 121,294 11,901 0.8%
Bank of Montreal 2.27% 07-11-2022 971,922 978 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,490,787 1,530 0.2%
Bank of Montreal 2.85% 03-06-2024 523,927 534 0.0%
Bank of Montreal 2.89% 06-20-2023 1,052,916 1,084 0.1%
Bank of Montreal 3.19% 03-01-2028 455,589 483 0.0%
Bank of Montreal 3.25% 10-06-2022 144,529 141 0.0%
Bank of Montreal 3.32% 06-01-2026 498,616 509 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 1,927,393 1,958 0.2%
Bank of Montreal F/R 02-01-2023 5,343,041 5,359 0.4%
Bank of Montreal F/R 03-30-2020 2,648,342 2,652 0.3%
Bankers Hall LP 4.38% 11-20-2023 455,598 471 0.0%
Baoye Group Co. Ltd. 23,253 19 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 95,576 129 0.0%
Barclays PLC 107,094 273 0.0%
Barratt Developments PLC 3,747 36 0.0%
Barrick Gold Corp. 55,279 929 0.1%
Barwa Real Estate Co. 1,894 25 0.0%
Basso Industry Corp. 6,695 16 0.0%
Bausch Health Cos Inc. 61,229 1,718 0.2%
Bausch Health Cos Inc. 5.75% 08-15-2027 Callable 2022 144A 215,139 294 0.0%
Bausch Health Cos Inc. 8.50% 01-31-2027 Callable 2022 144A 215,139 307 0.0%
Bausch Health Cos Inc. Term Loan B 1st Lien F/R 05-24-2025 143,473 194 0.0%
Baxter International Inc. 645 64 0.0%
Bayer AG 4,150 331 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 139,867 144 0.0%
Baytex Energy Corp. 5.63% 06-01-2024 Callable 2019 144A 863,087 1,113 0.1%
BBVA Frances SA ADR 2,274 27 0.0%
BCE Inc. 64,477 3,924 0.3%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,319,182 1,373 0.2%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 458,760 587 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 33,240 47 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 0 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 103,735 116 0.0%
Becton Dickinson Euro Finance SARL 1.21% 06-04-2026 Callable 2026 103,735 157 0.0%
Becton, Dickinson and Co. 1,657 523 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 4,119 324 0.0%
Beijing Capital Land Ltd. 63,885 27 0.0%
Beijing Enterprises Holdings Ltd. 14,204 96 0.0%
Beijing North Star Co. Ltd. 8,741 4 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,559,125 1,574 0.2%
Bell Canada 3.80% 08-21-2028 Callable 2028 126,552 134 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 218,176 229 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,247,806 1,331 0.2%
Bell Canada 4.70% 09-11-2023 MTN 256,395 279 0.0%
Bell Canada 6.17% 02-26-2037 363,205 465 0.0%
Bell Canada 6.55% 05-01-2029 Callable 301,195 384 0.0%
Bellway PLC 3,892 182 0.0%
BenQ Materials Corp. 41,849 40 0.0%
Berkshire Hathaway Inc. Class B 139 37 0.0%
Bermaz Auto BHD 38,867 29 0.0%
Berry Global Escrow Corp. 4.88% 07-15-2026 Callable 2022 144A 242,981 328 0.0%
Berry Global Escrow Corp. 5.63% 07-15-2027 Callable 2022 144A 121,490 166 0.0%
Best World International Ltd. 747 1 0.0%
BGF Retail Co. Ltd. 325 69 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 100,238 136 0.0%
BHP Billiton Ltd. 8,199 290 0.0%
BHP Group PLC 9,051 276 0.0%
BIM Birlesik Magazalar AS 3,223 60 0.0%
BIMB Holdings BHD 2,841 4 0.0%
Binggrae Co. Ltd. 18 2 0.0%
Bioteque Corp. 6,051 30 0.0%
BKW AG 1,542 138 0.0%
Black Diamond Group Ltd. 4,308 9 0.0%
Blackberry Ltd. 17 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 39,629 54 0.0%
Bloomberry Resorts Corp. 57,017 17 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 172,459 232 0.0%
BMW Canada Inc. F/R 06-14-2019 2,136,881 2,137 0.2%
BMW Finance NV 1.00% 11-14-2024 52,450 81 0.0%
BNK Financial Group Inc. 510 4 0.0%
BNP Paribas SA 2,000 123 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 280,396 374 0.0%
Boardwalk Real Estate Investment Trust 4,939 201 0.0%
BOC Aviation Ltd. 7,139 80 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 106,066 142 0.0%
Bolsa Mexicana de Valores SAB de CV 374 1 0.0%
Bombardier Inc. Class B Sub. voting 17 0.0%
Bonavista Energy Corp. 109,662 66 0.0%
Borussia Dortmund GmbH & Co. KGaA 813 10 0.0%
Boryung Pharmaceutical Co. Ltd. 1,856 25 0.0%
Bosideng International Holdings Ltd. 168,839 57 0.0%
Boston Pizza Royalties Income Fund 215 4 0.0%
Boston Scientific Corp. 3.45% 03-01-2024 Callable 2024 216,794 301 0.0%
Bottomline Technologies Inc. 1,067 63 0.0%
Boyd Group Income Fund 878 145 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 1,027,858 1,083 0.1%
BP PLC 640 6 0.0%
Brambles Ltd. 27,249 309 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 20,976 28 0.0%
BRAVO Residential Funding Trust 3.50% 03-25-2058 144A 53,631 73 0.0%
Bravura Solutions Ltd. 2,657 14 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 126,696 458 0.0%
Brenntag AG 2,705 170 0.0%
Bridgestone Corp. 6,079 308 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 180,970 207 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 207,042 213 0.0%
Bright Horizons Family Solutions Inc. 247 46 0.0%
Brighthouse Financial Inc. 4,409 211 0.0%
British American Tobacco PLC 9,649 455 0.0%
Britvic PLC 12,140 185 0.0%
Broadcom Inc. 628 214 0.0%
Broadcom Inc. 4.75% 04-15-2029 Callable 2029 144A 176,698 236 0.0%
Broadridge Financial Solutions Inc. 120 20 0.0%
Brogent Technologies Inc. 546 4 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 170,593 187 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 189,829 229 0.0%
Brookfield Asset Management Inc. Class A limited voting 20,806 1,290 0.2%
Brookfield Asset Management Inc. Pfd. Series 46 4,267 102 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 14,728 331 0.0%
Brookfield Business Partners LP 10,434 524 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 199,700 204 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2028 1,092,549 1,142 0.1%
Brookfield Infrastructure Partners LP 2,320 129 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 410,030 424 0.0%
Brookfield Property Partners LP 5,021 126 0.0%
Brookfield Property REIT Inc. 27,136 676 0.0%
Brookfield Property REIT Inc. 5.75% 05-15-2026 Callable 2022 144A 199,310 275 0.0%
Brookfield Renewable Energy Partners LP 3,266 142 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 1,023,357 1,054 0.1%
Brookfield Renewable Energy Partners ULC 3.75% 06-02-2025 Callable 2025 402,437 420 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 10,927 233 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 400,364 424 0.0%
Brown & Brown Inc. 899 38 0.0%
BRP Finance ULC 4.79% 02-07-2022 211,596 224 0.0%
BRP Inc. 9,611 389 0.0%
Bruce Power LP 2.84% 06-23-2021 941,550 951 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 839,658 852 0.0%
Bruce Power LP 3.97% 06-23-2026 255,524 271 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 506,209 529 0.0%
BTB Real Estate Investment Trust 2,684 12 0.0%
Builders FirstSource Inc. 6.75% 06-01-2027 Callable 2022 144A 111,366 153 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 8,906 12 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 476,222 639 0.0%
Bure Equity AB 2,546 57 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 300,570 402 0.0%
BWAY Corp. Term Loan B 1st Lien F/R 04-03-2024 506,209 668 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 523,927 683 0.0%
BXP Trust 3.42% 06-13-2039 129,377 177 0.0%
C&D Technologies Inc. Term Loan B 1st Lien F/R 12-13-2025 187,610 239 0.0%
Cablevision Systems 5.88% 09-15-2022 51,284 72 0.0%
Cabot Oil & Gas Corp. 2,352 80 0.0%
CACI International Inc. Class A 1,508 415 0.0%
CAE Inc. 109,649 3,780 0.3%
Calceus Acquisition Inc. Term Loan B1 1st Lien F/R 02-08-2025 272,706 367 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 220,201 217 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2019 144A 794,749 755 0.0%
Camb Commercial Mortgage Trust 4.25% 12-09-2020 36,132 49 0.0%
Camb Commercial Mortgage Trust F/R 12-09-2020 139,867 190 0.0%
Cambrex Corp. 2,269 122 0.0%
Cameco Corp. 25,676 350 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 112,224 152 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 863,087 1,213 0.2%
Camsing International Holding Ltd. 23,006 32 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 5,054 7 0.0%
Canaccord Genuity Group Inc. 14,549 72 0.0%
Canada Goose Holdings Inc. 1,292 59 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-02-2024 89,620 121 0.0%
Canada Housing Trust 2.65% 12-15-2028 5,599,942 5,947 0.4%
Canada Housing Trust 2.90% 06-15-2024 4,064,862 4,300 0.3%
Canada Housing Trust F/R 03-15-2024 6,580,723 6,579 0.5%
Canada Housing Trust No. 1 1.08% 09-15-2021 1,655,214 1,669 0.2%
Canada Housing Trust No. 1 1.25% 06-15-2021 2,288,826 2,274 0.2%
Canada Housing Trust No. 1 2.35% 06-15-2023 4,798,479 4,927 0.4%
Canada Housing Trust No. 1 F/R 09-15-2023 6,843,952 6,848 0.5%
Canadian Apartment Properties Real Estate Investment Trust 40,672 1,992 0.2%
Canadian Credit Card Trust II 1.83% 03-24-2020 734,004 733 0.0%
Canadian Imperial Bank of Commerce 38,678 3,964 0.3%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 774,247 784 0.0%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 191,094 195 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 1,926,127 1,988 0.2%
Canadian Imperial Bank of Commerce 3.29% 01-15-2024 453,058 470 0.0%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,462,945 1,549 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 644,152 660 0.0%
Canadian Imperial Bank of Commerce F/R 07-22-2019 7,556,052 7,558 0.5%
Canadian Mortgage Pools 2.65% 10-01-2027 141,770 145 0.0%
Canadian National Railway Co. 74,045 8,872 0.6%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,779 2 0.0%
Canadian National Railway Co. 3.00% 02-08-2029 Callable 2028 525,192 544 0.0%
Canadian National Railway Co. 3.60% 02-08-2049 Callable 2048 316,381 339 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 533,940 571 0.0%
Canadian Natural Resources Ltd. 24,148 882 0.1%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 260,698 271 0.0%
Canadian Pacific Railway Ltd. 21,130 6,260 0.5%
Canadian Pacific Railway Ltd. 3.15% 03-13-2029 Callable 2028 252,282 259 0.0%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2023 126,552 130 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 151,863 182 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 6,218 841 0.0%
Canadian Utilities Ltd. Class A non-voting 11,682 445 0.0%
Canadian Western Bank 11,932 338 0.0%
Canfor Corp. 1,607 14 0.0%
Canfor Pulp Products Inc. 25,233 282 0.0%
Canopy Growth Corp. 7,415 404 0.0%
Cantel Medical Corp. 1,510 140 0.0%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 114,225 163 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 65,271 88 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 80,423 108 0.0%
Capital Power Corp. 49,630 1,504 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 269,557 280 0.0%
Capital Power Corp. 4.99% 01-23-2026 Callable 2025 0 0.0%
Capitec Bank Holdings Ltd. 7,021 859 0.0%
Capstone Mining Corp. 31,981 17 0.0%
Carabao Group PCL 2,021 6 0.0%
Cards II Trust 2.16% 10-15-2020 881,311 883 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 278,346 376 0.0%
Carlsberg AS B 47 8 0.0%
Carlsberg Brewery Malaysia BHD 13,709 108 0.0%
Carnival PLC 34,985 2,336 0.2%
Carter's Inc. 2,153 245 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 362,749 482 0.0%
Cascades Inc. 28,029 247 0.0%
Cash & Equivalents** 181,834 10.5%
Castellum AB 2,095 54 0.0%
Caterpillar Inc. 139 23 0.0%
Cathay Real Estate Development Co. Ltd. 20,032 25 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 274,424 304 0.0%
CBIZ Inc. 4,741 127 0.0%
CBS Corp. 2.90% 01-15-2027 Callable 2026 126,552 161 0.0%
CBS Corp. 4.20% 06-01-2029 Callable 2029 422,685 586 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 734,035 776 0.0%
CCL Industries Inc. Class B non-voting 31,350 1,930 0.2%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 387,250 519 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 145,695 196 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 234,277 318 0.0%
CCO Holdings LLC 5.88% 04-01-2024 Callable 2019 144A 121,490 170 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 164,675 218 0.0%
CD Projekt SA 947 69 0.0%
CDK Global Inc. 2,406 157 0.0%
CDK Global Inc. 5.25% 05-15-2029 Callable 2024 144A 79,025 107 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 125,880 172 0.0%
Cebu Air Inc. 9,626 22 0.0%
Celestica Inc. Sub. voting 4,789 41 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 93,699 124 0.0%
Celgene Corp. 1,394 177 0.0%
CellaVision AB 140 6 0.0%
Cemtas Celik Makina Sanayi Ve Ticaret AS 15,512 17 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 66,555 86 0.0%
Cenovus Energy Inc. 42,596 472 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 445,464 580 0.0%
Centennial Resource Production LLC 6.88% 04-01-2027 Callable 2022 144A 685,914 923 0.1%
Centerra Gold Inc. 56,654 438 0.0%
Central 1 Credit Union F/R 02-05-2021 2,618,614 2,616 0.3%
Central Puerto SA 721 8 0.0%
Ceridian HCM Holding Inc. 431 28 0.0%
Cerner Corp. 2,475 234 0.0%
Cervus Equipment Corp. 33 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 08-03-2025 246,366 322 0.0%
CEZ AS 364 11 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 24,477 33 0.0%
CGI Inc. 69,870 6,884 0.5%
CGN New Energy Holdings Co. Ltd. 108,026 20 0.0%
Chailease Holding Co. Ltd. 14,654 73 0.0%
Champion Real Estate Investment Trust 290,605 320 0.0%
Chang Wah Electromaterials Inc. 1,457 9 0.0%
Changyou.com Ltd. 656 16 0.0%
Charoen Pokphand Foods PCL 2,950 4 0.0%
Charoen Pokphand Indonesia TBK 62,425 29 0.0%
Charter Communications Inc. Class A 349 177 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 430,278 608 0.0%
Charter Communications Operating LLC 5.05% 03-30-2029 Callable 2028 561,158 808 0.0%
Charter Communications Operating LLC 5.75% 04-01-2048 Callable 2047 160,847 230 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 383,748 518 0.0%
Charter Hall Group 19,268 187 0.0%
Chartwell Retirement Residences 1,806 26 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 579,610 602 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 168,259 178 0.0%
Chase Issuance Trust 1.37% 06-15-2021 60,609 82 0.0%
CHC Healthcare Group 5,281 9 0.0%
Check Point Software Technologies Ltd. 331 49 0.0%
Cheetah Mobile Inc. ADR 1,038 6 0.0%
Chegg Inc. 314 16 0.0%
Cheil Communications Inc. 5,425 163 0.0%
Chemed Corp. 314 139 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 363,965 314 0.0%
Chenbro Micom Co. Ltd. 3,605 10 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 75,994 84 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 210,966 253 0.0%
Chevron Corp. 2,469 380 0.0%
Chia Chang Co. Ltd. 11,173 18 0.0%
Chicony Electronics Co. Ltd. 2,248 7 0.0%
Chicony Power Technology Co. Ltd. 6,437 13 0.0%
Chimera Investment Corp. 23,624 582 0.0%
China Agri-Industries Holdings Ltd. 728 0.0%
China Aircraft Leasing Group Holdings Ltd. 9,144 13 0.0%
China Aoyuan Property Group Ltd. 4,553 7 0.0%
China CITIC Bank H 69,297 53 0.0%
China Communication Services Corp. Ltd. 26,587 27 0.0%
China Conch Venture Holdings Ltd. 54,756 240 0.0%
China Construction Bank Corp. H 2,270,677 2,427 0.2%
China Datang Corp. Renewable Power Co. Ltd. Class H 7,284 1 0.0%
China Everbright Bank Co. Ltd. Class H 344,602 210 0.0%
China Everbright Ltd. 3,642 8 0.0%
China Evergrande Group 5,463 20 0.0%
China Galaxy Securities Co. Ltd. 6,556 5 0.0%
China International Marine Containers Group Co. Ltd. 3,059 5 0.0%
China Lesso Group Holdings Ltd. 24,584 21 0.0%
China Life Insurance Co. Ltd. H 46,619 146 0.0%
China Man-Made Fiber Corp. 11,637 5 0.0%
China Medical System Holdings Ltd. 4,006 5 0.0%
China Merchants Bank Co. Ltd. H 41,975 273 0.0%
China Merchants Holdings International Co. Ltd. 728 2 0.0%
China Merchants Land Ltd. 106,216 20 0.0%
China Merchants Securities Co. Ltd. 2,768 4 0.0%
China Minsheng Banking Corp. Ltd. 274,176 269 0.0%
China Mobile Ltd. 2,382 28 0.0%
China Mobile Ltd. ADR 13,824 819 0.0%
China Motor Corp. 4,917 6 0.0%
China National Building Material Co. Ltd. H 6,920 7 0.0%
China National Offshore Oil Corp. Ltd. ADR 1,184 260 0.0%
China Oriental Group Co. Ltd. 9,272 7 0.0%
China Overseas Grand Oceans Group Ltd. 21,488 13 0.0%
China Overseas Land & Investment Ltd. 3,278 15 0.0%
China Pacific Insurance (Group) Co. Ltd. 2,549 13 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 219 20 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 316,056 284 0.0%
China Railway Construction Corp. Ltd. H 27,316 43 0.0%
China Railway Group Ltd. 384,709 389 0.0%
China Resources Cement Holdings Limited 61,240 72 0.0%
China Resources Pharmaceutical Group Ltd. 2,272 4 0.0%
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. 14,645 79 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 79,714 23 0.0%
China SCE Property Holdings Ltd. 17,664 11 0.0%
China Shenhua Energy Co. Ltd. H 249,064 691 0.0%
China South City Holdings Ltd. 3,642 1 0.0%
China Suntien Green Energy Corp. Ltd. 26,537 10 0.0%
China Telecom Corp. Ltd. H 149,236 101 0.0%
China Tian Lun Gas Holdings Ltd. 16,319 22 0.0%
China Tower Corp. Ltd. 24,017 7 0.0%
China Unicom (Hong Kong) Ltd. ADR 2,040 29 0.0%
China Vanke Co. Ltd. 1,673 8 0.0%
China Water Affairs Group Ltd. 19,827 26 0.0%
China XLX Fertiliser Ltd. 43,130 18 0.0%
China Yuchai International Ltd. 1,138 21 0.0%
China Zhongwang Holdings Ltd. 25,592 17 0.0%
Chipotle Mexican Grill Inc. 956 853 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 72,666 98 0.0%
Choice Properties Real Estate Investment Trust 13,607 183 0.0%
Choice Properties Real Estate Investment Trust 3.54% 06-11-2029 Callable 2029 774,532 778 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 245,512 254 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 337,136 349 0.0%
Choice Properties Real Estate Investment Trust 4.06% 11-24-2025 Callable 450,526 477 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 539,113 574 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 632,762 685 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 63,276 72 0.0%
Chong Kun Dang Holdings Corp. 185 25 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 58,820 41 0.0%
Chubb INA Holdings Inc. 3.35% 05-15-2024 171,337 240 0.0%
CI Financial Corp. 3,264 66 0.0%
CI Financial Corp. 3.90% 09-27-2027 Callable 177,173 183 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 146 1 0.0%
Cia de Locacao das Americas 565 9 0.0%
Cia de Saneamento do Parana 3,774 82 0.0%
Cia de Transmissao de Energia Eletrica Paulista 9,836 77 0.0%
Cia Minera Autlan SAB de CV 346 0.0%
CIECH SA 979 15 0.0%
Ciena Corp. 84,503 3,990 0.3%
CIFI Holdings Group Co. Ltd. 12,383 10 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 97,907 131 0.0%
Cisco Systems Inc. 9,412 662 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 76,927 104 0.0%
Citadel LLC Term Loan B 1st Lien F/R 02-22-2026 703,164 953 0.1%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 1,166 2 0.0%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 162,012 219 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 157,350 213 0.0%
CITIC Ltd. 611,019 1,121 0.1%
CITIC Securities Co. Ltd. 4,371 11 0.0%
Citigroup Inc. F/R 05-04-2021 117,721 112 0.0%
Citizen Watch Co. Ltd. 661 4 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 104,900 145 0.0%
City of Oslo F/R 05-06-2026 78,285 12 0.0%
Citychamp Watch & Jewellery Group Ltd. 75,640 23 0.0%
Civitas Solutions Inc. Term Loan 1st Lien F/R 02-05-2026 96,180 131 0.0%
CK Hutchison Holdings Ltd. 40,563 518 0.0%
CKD BiO Corp. 716 20 0.0%
CLI Funding LLC 4.03% 04-18-2043 74,521 103 0.0%
CME Group Inc. 1,150 298 0.0%
CNA Financial Corp. 10,361 630 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 280,946 294 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 164,518 175 0.0%
Coca-Cola Bottling Co. Consolidated 690 282 0.0%
Coca-Cola Femsa SAB de CV 55,296 466 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 1,220 103 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 4,982 7 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 496,085 588 0.0%
Cofinimmo 202 34 0.0%
Cogeco Communications Inc. 9,644 894 0.1%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,381,952 1,446 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 885,867 919 0.1%
Cogeco Inc. Sub. voting 3,447 291 0.0%
Cognex Corp. 2,450 134 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 186,186 258 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 1,708 2 0.0%
Colgate Palmolive Co. 1,963 185 0.0%
Colliers International Group Inc. 3,405 284 0.0%
Colombia Government International Bond 4.00% 02-26-2024 101,403 142 0.0%
Colombia Government International Bond 4.50% 01-28-2026 194,648 278 0.0%
Coloplast AS 942 136 0.0%
Colruyt SA 14,935 1,500 0.2%
Com7 Public Co. Ltd. 3,460 3 0.0%
Comber Wind Financial Corp. 5.13% 11-15-2030 446,309 494 0.0%
Comcast Corp. Class A 9,778 542 0.0%
Cominar Real Estate Investment Trust 149 2 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 53,616 73 0.0%
Commercial Bank of Qatar 1,530 26 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 257,966 368 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 134,026 201 0.0%
CommScope Inc. Term Loan B2 1st Lien F/R 02-07-2026 185,478 250 0.0%
CommScope Technologies Finance LLC 6.00% 03-01-2026 Callable 2022 144A 114,225 155 0.0%
CommScope Technologies Finance LLC 8.25% 03-01-2027 Callable 2022 144A 549,451 738 0.0%
CommScope Technologies LLC 5.00% 03-15-2027 Callable 2022 144A 413,173 475 0.0%
CommVault Systems Inc. 2,899 180 0.0%
Compagnie Financière Richemont SA 4,244 422 0.0%
Compagnie Generale des Etablissements Michelin B 366 57 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) 575 9 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo ADR (SABESP) 10,198 155 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. 11,677 59 0.0%
Companhia Paranaense de Energia-Copel ADR 801 13 0.0%
Companhia Siderurgica Nacional SA (CSN) ADR 18,562 105 0.0%
Compania Cervecerias Unidas SA ADR 3,096 112 0.0%
Compania de Distribucion Integral Logista SA 2,841 85 0.0%
Compass Group PLC 6,016 184 0.0%
Concentradora Fibra Danhos SA de CV 3,418 6 0.0%
Concho Resources Inc. 4.30% 08-15-2028 Callable 2028 208,635 297 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 341,640 452 0.0%
Consorcio ARA SAB de CV 43,099 12 0.0%
Constellation Brands Inc. Class A 832 198 0.0%
Constellation Software Inc. 2,709 3,171 0.3%
Constellium NV 4.25% 02-15-2026 Callable 2020 177,173 272 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 784,625 1,056 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 103,773 144 0.0%
Construtora Tenda SA 8,359 58 0.0%
Consumers Gas 6.10% 05-19-28 87,068 109 0.0%
Conterra Ultra Broadband Holdings Inc. Term Loan B 1st Lien F/R 04-26-2026 182,805 248 0.0%
Continental Gold Inc. 3 0.0%
Continental Resources Inc. 4.38% 01-15-2028 Callable 2027 198,145 277 0.0%
Controladora Vuela Compania de Aviacion SAB de CV 2,114 24 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 35,584 5 0.0%
Corby Spirit and Wine Ltd. 795 15 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 664,914 706 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 273,620 290 0.0%
Core Industrial Trust 3.85% 02-10-2034 48,953 67 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 107,779 146 0.0%
CoreLogic Inc. 1,567 83 0.0%
Coretronic Corp. 1,275 2 0.0%
Corning Inc. 55,785 2,174 0.2%
Corporacion Andina de Fomento 3.25% 02-11-2022 1,139 2 0.0%
Corporacion Andina de Fomento 4.375% 06-15-2022 3,345 5 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 473 1 0.0%
Corus Entertainment Inc. Class B non-voting 97,135 627 0.0%
Cosan Logistica SA 1,165 6 0.0%
Cosan SA Industria e Comercio 5,883 95 0.0%
Cosco Capital Inc. 37,962 7 0.0%
Cosco Shipping Ports Ltd. 15,297 20 0.0%
CoStar Group Inc. 379 261 0.0%
Costco Wholesale Corp. 1,688 546 0.0%
Cott Corp. 9,213 162 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 121,218 163 0.0%
Country Garden Holdings Co. Ltd. 5,463 10 0.0%
COWELL FASHION Co. Ltd. 1,985 16 0.0%
CP All PCL 528 2 0.0%
CPFL Energia SA ADR 312 7 0.0%
CPN Retail Growth Leasehold Property Fund 27,862 33 0.0%
Credit Acceptance Corp. 6.63% 03-15-2026 Callable 2022 235,387 332 0.0%
Credit Bank of Moscow 36,822 5 0.0%
Credit Suisse Mortgage Trust F/R 05-15-2036 144A 117,721 159 0.0%
Credito Real SAB de CV SOFOM ER 15,769 25 0.0%
Crescent Point Energy Corp. 73,154 331 0.0%
Crew Energy Inc. 199 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 369,533 327 0.0%
CRH Medical Corp. 22,072 81 0.0%
Crombie Real Estate Investment Trust 4,573 68 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 164,518 174 0.0%
Crosslinx Transit Solutions General Partnership 4.65% 09-30-2046 470,775 511 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 110,728 152 0.0%
Crown Castle International Corp. 3.65% 09-01-2027 Callable 2027 171,337 232 0.0%
Crown Castle International Corp. 4.30% 02-15-2029 Callable 2028 101,403 142 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 160 256 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 138,934 214 0.0%
Crown Ltd. 34,491 405 0.0%
Crown Subsea Communications Holding Inc. Term Loan 1st Lien F/R 11-02-2025 1,265 2 0.0%
CS Wind Corp. 495 20 0.0%
CSC Financial Co. Ltd. 29,319 28 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 110,728 150 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 129,377 178 0.0%
CSC Holdings LLC 6.50% 02-01-2029 Callable 2024 144A 491,286 705 0.0%
CSC Holdings LLC 7.50% 04-01-2028 Callable 2023 144A 37,298 54 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 121,218 161 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 207,546 254 0.0%
CSX Corp. 1,655 167 0.0%
CT Real Estate Investment Trust 21,394 295 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 284,743 295 0.0%
Ctrip.com International Ltd. ADR 1,147 54 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 1,059,243 1,150 0.1%
CU Inc. 3.95% 11-23-2048 Callable 2048 445,464 502 0.0%
CU Inc. 3.96% 07-27-2045 Callable 116,713 131 0.0%
Cuckoo Holdings Co. Ltd. 32 5 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 383,454 535 0.0%
CVS Health Corp. 8,724 617 0.0%
CyberArk Software Ltd. 410 73 0.0%
Cyfrowy Polsat SA 856 8 0.0%
Dae Won Kang Up Co. Ltd. 172 1 0.0%
Daeduck Electronics Co. Ltd. 2,081 27 0.0%
Daekyo Co. Ltd. 108 1 0.0%
Daelim Industrial Co. Ltd. 747 88 0.0%
Daesang Corp. 152 4 0.0%
Daewon Pharmaceutical Co. Ltd. 1,005 18 0.0%
Dai Nippon Printing Co. Ltd. 8,684 255 0.0%
Daihan Pharmaceutical Co. Ltd. 435 17 0.0%
Daishin Securities Co. Ltd. Pref. 581 6 0.0%
DAMAC Properties Dubai Co. PJSC 55,014 17 0.0%
Danaher Corp. 3,347 597 0.0%
Dassault Systemes SA 296 59 0.0%
DataTec Ltd. 889 3 0.0%
Dave & Buster's Entertainment Inc. 3,663 246 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,404,731 1,800 0.2%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 331,803 434 0.0%
DB HiTek Co. Ltd. 154 3 0.0%
DB Insurance Co. Ltd. 266 19 0.0%
DB Master Finance LLC 3.63% 11-20-2047 90,698 125 0.0%
DB Master Finance LLC 3.79% 05-20-2049 121,218 168 0.0%
DB Master Finance LLC 4.02% 05-20-2049 65,271 91 0.0%
DCP Midstream LP 5.13% 05-15-2029 Callable 2029 138,701 190 0.0%
DCP Midstream LP F/R 06-15-2167 Perp. Callable 2022 324,025 426 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 8,159 11 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 243,601 343 0.0%
Dell International LLC 5.30% 10-01-2029 Callable 2029 144A 178,330 247 0.0%
Dell International LLC 8.10% 07-15-2036 Callable 2036 144A 208,635 338 0.0%
Delta Air Lines Inc. 2,283 159 0.0%
Delta Electronics Inc. 6,715 41 0.0%
Delta Property Fund Ltd. 50,218 9 0.0%
Deluxe Corp. 146 7 0.0%
DeNA Co. Ltd. 4,985 136 0.0%
Dentsply Sirona Inc. 8,353 608 0.0%
Deutsch Motors Inc. 2,884 33 0.0%
Deutsche Boerse AG 3,095 578 0.0%
Deutsche Bundesrepublik 0.10% 04-15-2023 Inflation Indexed 102,595 176 0.0%
Deutsche Bundesrepublik 0.10% 04-15-2026 Inflation Indexed 412,621 720 0.0%
Deutsche Bundesrepublik 0.10% 04-15-2046 Inflation Indexed 107,485 221 0.0%
Deutsche Bundesrepublik 0.50% 04-15-2030 Inflation Indexed 95,463 181 0.0%
Deutsche Bundesrepublik 1.94% 04-15-2020 213,340 373 0.0%
Deutsche Lufthansa AG Reg. 24,627 634 0.0%
Deutsche Telekom AG 9,582 219 0.0%
DexCom Inc. 2,033 333 0.0%
DGB Financial Group Inc. 7,253 67 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 201,218 151 0.0%
Diageo PLC 2,844 162 0.0%
Dialog Semiconductor PLC 646 28 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 498 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,068 2 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 1,068 2 0.0%
Diamond 1 Finance Corp. 8.35% 07-15-2046 Callable 2046 144A 248,030 407 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 88,582 122 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 203,972 287 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 54,671 74 0.0%
Digital Arts Inc. 1,133 126 0.0%
Dino Polska SA 255 11 0.0%
Dios Fastigheter AB 4,692 46 0.0%
Direcional Engenharia SA 7,957 27 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 72,265 97 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 62,940 87 0.0%
Discovery Card Execution Note Trust 3.04% 07-15-2024 127,046 175 0.0%
DISH DBS Corp. 5.88% 11-15-2024 820,059 995 0.1%
DISH Network Corp. 3.38% 08-15-2026 Conv. 48,953 60 0.0%
Diversified Royalty Corp. 66 0.0%
DMC Global Inc. 105 10 0.0%
DMCI Holdings Inc. 11,983 3 0.0%
DMG Mori AG 2,423 156 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 80,392 106 0.0%
DNO International ASA 59,904 141 0.0%
Dolby Laboratories Inc. Class A 2,262 189 0.0%
Dollarama Inc. 54,825 2,340 0.2%
Dominion Energy Inc. Conv. Pfd. Series A 3,413 228 0.0%
Domino's Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2020 122,990 166 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 198,984 282 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2019 208,419 282 0.0%
Dong Yang P&F Co. Ltd. 552 5 0.0%
Dongfang Electric Corp. Ltd. Class H 15,479 14 0.0%
Dongfeng Motor Group Co. Ltd. 52,446 58 0.0%
Dongwon Development Co. Ltd. 5,045 27 0.0%
Dongyue Group Ltd. 35,927 33 0.0%
Doosan Corp. 9 1 0.0%
Dorel Industries Inc. Class B Sub. voting 2,643 28 0.0%
Dorman Products Inc. 2,017 223 0.0%
DoubleUGames Co. Ltd. 18 1 0.0%
Douja Promotion Groupe Addoha SA 4,486 6 0.0%
Douzone Bizon Co. Ltd. 40 3 0.0%
Dr. Reddy's Laboratories Ltd. ADR 3,424 176 0.0%
Drax Group PLC 26,227 132 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 673,259 924 0.1%
DRB-Hicom BHD 23,912 16 0.0%
Dream Global Real Estate Investment Trust 52,908 715 0.0%
Dream Industrial Real Estate Investment Trust 35,841 415 0.0%
Dream Office Real Estate Investment Trust 37,567 885 0.1%
Drive Chassis Holdco LLC. Term Loan 2nd Lien F/R 04-12-2026 113,897 149 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 140,776 198 0.0%
DTE Energy Co. Conv. Pfd. 618 47 0.0%
DTR Automotive Corp. 540 21 0.0%
Dual Co. Ltd. 5,463 20 0.0%
Dundee Precious Metals Inc. 56,090 210 0.0%
Dunelm Group PLC 318 5 0.0%
DY Corp. 161 1 0.0%
Eagle Credit Card Trust 2.15% 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 383,139 513 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 135,441 183 0.0%
Eastman Chemical Co. 89 8 0.0%
Eaton Corp. PLC 244 25 0.0%
Ebro Foods SA 8,558 243 0.0%
Echo Marketing Inc. 206 10 0.0%
ECN Capital Corp. 46,807 198 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 38,463 60 0.0%
Ecopetrol SA Sponsored ADR 8,938 198 0.0%
EcoSynthetix Inc. 249 1 0.0%
ECOVE Environment Corp. 728 6 0.0%
EFG Eurobank Ergasias 7,266 10 0.0%
eG Global Finance PLC 6.75% 02-07-2025 Callable 2021 144A 1,045,323 1,409 0.2%
EGE Endustri VE Ticaret AS 18 2 0.0%
Egis Technology Inc. 182 2 0.0%
eHealth Inc. 56 5 0.0%
EI Group PLC 16,660 60 0.0%
Elanco Animal Health Inc. 1,943 82 0.0%
Eldorado Gold Corp. 27,412 138 0.0%
ELECOM Co. Ltd. 1,077 47 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 287,576 371 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 50,621 66 0.0%
Element Fleet Management Corp. 90,830 888 0.1%
EM-Tech Co. Ltd. 93 2 0.0%
Emera Inc. 8,053 419 0.0%
Emera Inc. 2.90% 06-16-2023 430,807 436 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 226,118 329 0.0%
Emira Property Fund Ltd. 1,002 1 0.0%
Emirates Development Bank PJSC 3.52% 03-06-2024 51,284 70 0.0%
Emirates NBD PJSC 3,679 15 0.0%
Emperador Inc. 29,283 6 0.0%
Emperor International Holdings Ltd. 11,762 4 0.0%
Empire Co. Ltd. Class A non-voting 63,468 1,978 0.2%
Empresa de Energia de Bogota SA ESP 19,813 17 0.0%
Enagas SA 227 8 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 1,065,571 1,123 0.1%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 723,880 751 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 267,532 345 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 63,276 84 0.0%
Enbridge Inc. 144,016 7,166 0.5%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 316,381 322 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 130,309 180 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 502,666 530 0.0%
Enbridge Inc. 4.24% 08-27-2042 323,974 327 0.0%
Enbridge Inc. 4.57% 03-11-2044 4,898,659 5,201 0.4%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 2,339 57 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 4,547,671 4,487 0.4%
Enbridge Inc. 5.75% 09-02-2039 Callable 367,002 445 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 197,912 268 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,486,229 1,585 0.2%
Enbridge Pipelines Inc. 3.52% 02-22-2029 Callable 2028 117,694 124 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 584,672 611 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 134,869 137 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 106,047 142 0.0%
EnCana Corp. 9,028 64 0.0%
Enel SPA 25,252 212 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 465,988 474 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 348,279 360 0.0%
Enerflex Ltd. 13,521 221 0.0%
Energa SA 182 0.0%
Energisa SA 1,035 16 0.0%
Enerplus Corp. 56,836 560 0.0%
Enersis SA ADR 2,094 23 0.0%
Eneva SA 3,132 24 0.0%
Enghouse Systems Ltd. 10,646 358 0.0%
Engie Brasil Energia SA 13,900 221 0.0%
Engie SA 3,638 68 0.0%
Eni SPA 1,931 40 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 289,046 305 0.0%
EnPro Industries Inc. 1,054 79 0.0%
Ensco Rowan PLC 5,917 67 0.0%
Ensign Energy Services Inc. 2,916 15 0.0%
Ensign Group Inc. 2,649 191 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 226,933 307 0.0%
Entercom Communications Corp. 6.50% 05-01-2027 Callable 2022 144A 174,642 241 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 284,037 380 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 377,798 399 0.0%
ePlus Inc. 2,710 259 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 237,918 343 0.0%
Equifax Inc. 3,004 491 0.0%
Equinor ASA 296 8 0.0%
Equitable Group Inc. 771 52 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 14,750 25 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 104,900 143 0.0%
Estacio Participacoes SA 182 2 0.0%
eTEC E&C Ltd. 50 6 0.0%
Etsy Inc. 4,844 408 0.0%
Eugene Corp. 183 1 0.0%
Eugene Investment & Securities 738 2 0.0%
Eurazeo SA 1,751 166 0.0%
Eurocharm Holdings Co. Ltd. 7,637 46 0.0%
EUROFIMA 4.55% 03-30-2027 1,321,207 1,531 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 138,701 141 0.0%
Eurofins Scientific 270 166 0.0%
Euronet Worldwide Inc. 4,603 964 0.1%
European Investment Bank 1.50% 05-12-2022 2,207,565 341 0.0%
Evertz Technologies Ltd. 978 17 0.0%
Evotec AG 889 29 0.0%
Evraz PLC 24,418 245 0.0%
Exact Sciences Corp. 915 128 0.0%
Excelsior Biopharma Inc. 6,309 13 0.0%
Exco Technologies Ltd. 17 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 506,881 547 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 115,678 134 0.0%
Exelon Corp. 4,070 264 0.0%
ExlService Holdings Inc. 3,759 301 0.0%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 154,087 208 0.0%
Expedia Inc. 5.00% 02-15-2026 166,675 243 0.0%
Export Development Canada 0.88% 12-07-2021 95,576 163 0.0%
Export Development Canada 2.40% 06-07-2021 104,900 100 0.0%
Export-Import Bank of Korea 1.93% 02-24-2020 144A 5,409 5 0.0%
Extendicare Inc. 3,314 27 0.0%
Exxaro Resources Ltd. 1,348 21 0.0%
Exxon Mobil Corp. 3,604 345 0.0%
F5 Networks Inc. 1,267 226 0.0%
Fabrinet 4,802 277 0.0%
Facebook Inc. 42 10 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.63% 08-15-2026 Callable 2021 144A 921,301 1,041 0.1%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 253,105 277 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 175,171 180 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,475,854 1,564 0.2%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 161,987 178 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 473,012 770 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 40,643 55 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 74,504 101 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 76,660 104 0.0%
Fantasia Holdings Group Co. Ltd. 5,463 1 0.0%
Far East Horizon Ltd. 8,900 13 0.0%
Farglory Land Development Co. Ltd. 2,185 4 0.0%
Fastighets AB Balder 1,603 70 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 198,145 192 0.0%
Federal Grid Co. Unified Energy System PJSC 9,934,626 35 0.0%
Fédération des Caisses Desjardins du Québec 2.09% 01-17-2022 0 0.0%
Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 825,122 833 0.0%
Fédération des Caisses Desjardins du Québec 3.06% 09-11-2023 1,867,913 1,938 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 313,884 1,162 0.1%
Federative Republic of Brazil 10.00% 01-01-2029 2,064 8 0.0%
Federative Republic of Brazil 4.50% 05-30-209 Callable 2029 240,105 321 0.0%
Feng TAY Enterprise Co. Ltd. 29,648 304 0.0%
Ferrari NV 314 60 0.0%
Ferrovial SA 8,998 291 0.0%
Ferrovial SA Rights 05-29-2019 8,998 4 0.0%
Fiat Chrysler Automobiles NV 11,884 205 0.0%
Fibra Uno Administration SA 70,524 122 0.0%
Fidelity National Information Services Inc. 1.50% 05-21-2027 Callable 2027 114,225 176 0.0%
Fiera Capital Corp. 33 0.0%
Fifth Avenue LP 4.71% 08-05-2021 264,346 273 0.0%
FII BTG Pactual Corporate Office Fund 36 1 0.0%
Fila Korea Ltd. 2,403 213 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 141,032 190 0.0%
First Capital Realty Inc. 36,297 755 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 331,803 448 0.0%
First Gen Corp. 45,790 27 0.0%
First Majestic Silver Corp. 0 0.0%
First Nations ETF LP 4.14% 12-31-2041 237,840 255 0.0%
First Philippine Holdings Corp. 10,545 21 0.0%
First Quantum Minerals Ltd. 1,178 12 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 1,014,950 1,264 0.2%
First Republic Bank 205 27 0.0%
First Tennessee Bank NA 80 79 0.0%
FirstRand Ltd. 30,193 187 0.0%
FirstService Corp. 3,355 411 0.0%
Flexium Interconnect Inc. 546 2 0.0%
Flughafen Wien AG 425 24 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 101,660 143 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 40,794 41 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 23,757 32 0.0%
Ford Credit Canada Co. 2.92% 09-16-2020 296,133 297 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 307,522 306 0.0%
Ford Motor Co. 1,377 18 0.0%
Ford Motor Co. 6.625% 10-01-2028 22,612 34 0.0%
Ford Otomotiv Sanayi AS 983 13 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 40,892 52 0.0%
Formosa International Hotels Corp. 1,093 8 0.0%
Formosa Taffeta Co. Ltd. 2,732 5 0.0%
Fortified Trust 1.67% 07-23-2021 564,424 561 0.0%
Fortified Trust 2.56% 03-23-2024 359,409 365 0.0%
Fortinet Inc. 10,391 1,018 0.1%
Fortis Inc. 18,039 921 0.1%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 86,056 92 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 96,180 104 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 413,826 486 0.0%
Fortive Corp. 1,770 182 0.0%
Fortive Corp. Conv. Pfd. Series A 57 76 0.0%
Fortnox AB 262 5 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 959,979 1,320 0.2%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 1,004,826 1,386 0.2%
Fortum OYJ 296 9 0.0%
Fosun International Ltd. 40,336 70 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 134,378 180 0.0%
Fox Factory Holding Corp. 384 35 0.0%
Franco-Nevada Corp. 2,684 280 0.0%
Fraser & Neave Holdings Bhd 11,433 126 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 59,056 80 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 1,946 3 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 34,221 46 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 139,264 190 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 37,279 50 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 9,000 12 0.0%
Freddie Mac Structured Agency Credit Risk F/R 02-25-2049 Callable 2029 144A 75,761 103 0.0%
Freeport-McMoRan Inc. 552 7 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 487,227 647 0.0%
French Republic Government Bond OAT 0.10% 03-01-2028 46,254 78 0.0%
French Republic Government Bond OAT 0.10% 07-25-2047 62,861 107 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 142,227 262 0.0%
French Republic Government Bond OAT 1.10% 07-25-2022 25,470 47 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 146,710 307 0.0%
French Republic Government Bond OAT 2.80% 07-25-2020 138,865 278 0.0%
French Republic Government Bond OAT 3.15% 07-25-2032 37,391 111 0.0%
French Republic Government Bond OAT 4.32% 07-25-2029 31,176 88 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 126,552 175 0.0%
Freshpet Inc. 6,449 405 0.0%
Frontera Generation Holdings LLC Term Loan B 1st Lien F/R 04-25-2025 229,445 308 0.0%
Frontken Corp. BHD 63,937 26 0.0%
FTI Consulting Inc. 16,192 1,836 0.2%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 75,761 97 0.0%
Fufeng Group Ltd. 4,553 3 0.0%
FUJIFILM Holdings Corp. 107 7 0.0%
Fujitsu Ltd. 137 13 0.0%
Fulgent Sun International (Holding) Co. Ltd. 13,207 39 0.0%
Funai Electric Co. Ltd. 4,444 39 0.0%
Fusion Connect Inc. Term Loan 1st Lien F/R 06-03/2019 2,480 3 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 95,197 89 0.0%
Futaba Corp. 1,987 34 0.0%
Future Land Development Holdings Ltd. 18,575 27 0.0%
Future PLC 124 2 0.0%
Futures Contracts -2,218 -0.1%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 501,147 617 0.0%
GAIL India Ltd. 109 5 0.0%
Galenica AG 1,569 102 0.0%
Gamania Digital Entertainment Co. Ltd. 1,273 4 0.0%
Games Workshop Group PLC 710 54 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 460,651 621 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 422,605 420 0.0%
Garmin Ltd. 217 22 0.0%
Gartner Inc. 692 141 0.0%
Garuda Indonesia Persero Tbk PT 167,008 7 0.0%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 600,594 813 0.0%
GATX Corp. 3,254 307 0.0%
Gaz Metro Inc. 1.52% 05-25-2020 197,422 196 0.0%
Gazprom Neft PJSC 13,294 102 0.0%
Gazprom PJSC 31,343 137 0.0%
Gaztransport Et Technigaz SA 1,887 232 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 181,827 278 0.0%
GCI Liberty Inc. Class A 1,734 136 0.0%
Gear Energy Ltd. 166 0.0%
GEK TERNA Holdings Real Estate Construction SA 1,548 12 0.0%
Gemdale Properties and Investment Corp. Ltd. 14,568 2 0.0%
General Electric Capital Corp. F/R 07-30-2019 78,285 11 0.0%
General Electric Co. 8.35% 09-03-2022 135,220 9 0.0%
General Electric Co. F/R 12-08-2021 28,467 4 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 582,141 587 0.0%
Genesco Inc. 810 49 0.0%
Genesis Trust II 1.70% 04-15-2020 658,072 656 0.0%
Genomic Health Inc. 6,298 445 0.0%
Genomma Lab Internacional SAB de CV 892 1 0.0%
Genworth MI Canada Inc. 23,107 951 0.1%
Genworth MI Canada Inc. 4.242% 04-01-2024 303,726 317 0.0%
GeoPark Ltd. 560 12 0.0%
George Weston Ltd. 496 50 0.0%
Getinge AB 2,312 42 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 410,539 543 0.0%
GFL Environmental Inc. 5.63% 05-01-2022 Callable 2019 144A 199,870 271 0.0%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 691,332 901 0.1%
GFL Environmental Inc. 8.50% 05-01-2027 Callable 2022 144A 422,685 586 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 230,364 305 0.0%
GFPT PCL 44,882 31 0.0%
Giant Manufacturing Co. Ltd. 8,103 78 0.0%
Gibson Energy Inc. 28,849 636 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,649,745 1,725 0.2%
Gildan Activewear Inc. 15,725 767 0.0%
Gimv NV 90 7 0.0%
Ginko International Co. Ltd. 4,184 35 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 632,762 634 0.0%
Glanbia PLC 5,942 134 0.0%
GlaxoSmithKline PLC 10,297 269 0.0%
Glencore PLC 1,716 7 0.0%
GLOBALFOUNDRIES Inc. Term Loan B 1st Lien F/R 05/24/2026 677,996 912 0.1%
Globe Telecom Inc. 1,726 97 0.0%
GLP Capital LP/GLP Financing II Inc. 5.38% 04-15-2026 92,079 132 0.0%
GMK Norilsk Nickel 55 15 0.0%
GMP Capital Inc. 83 0.0%
Go Daddy Operating Co. LLC 5.25% 12-01-2027 Callable 2022 144A 57,112 78 0.0%
Golden Entertainment Inc. 7.63% 04-15-2026 Callable 2022 144A 240,450 326 0.0%
Golden Ventures Leasehold Real Estate Investment Trust 3,132 2 0.0%
GOLFZON Co. Ltd. 40 3 0.0%
Goodman Property Trust 14,049 23 0.0%
Government of Argentina 6.88% 04-22-2021 4,768 5 0.0%
Government of Argentina 8.75% 05-07-2024 0 0.0%
Government of Aruba 4.63% 09-14-2023 1,779 2 0.0%
Government of Aruba 6.50% 01-31-2029 5,622 9 0.0%
Government of Australia 3.25% 04-21-2029 1,366,510 1,491 0.2%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 4,555 6 0.0%
Government of Bermuda 4.85% 02-06-2024 15,700 23 0.0%
Government of Canada 0.50% 12-01-2050 Real Return 458,672 498 0.0%
Government of Canada 0.75% 03-01-2021 9,404,178 9,291 0.6%
Government of Canada 0.75% 09-01-2020 1,809,179 1,791 0.2%
Government of Canada 0.75% 09-01-2021 33,465,465 32,987 2.0%
Government of Canada 1.00% 06-01-2027 6,167,869 5,959 0.4%
Government of Canada 1.00% 09-01-2022 369,533 365 0.0%
Government of Canada 1.25% 11-01-2019 705,162 704 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 4,342,314 5,887 0.4%
Government of Canada 1.50% 03-01-2020 502,355 502 0.0%
Government of Canada 1.50% 06-01-2026 71,510 72 0.0%
Government of Canada 1.50% 09-01-2024 14,739,246 14,837 1.0%
Government of Canada 1.50% 12-01-2044 Real Return 225,057 333 0.0%
Government of Canada 1.75% 05-01-2021 19,127,487 19,244 1.2%
Government of Canada 1.75% 08-01-2020 54,518,450 54,624 3.3%
Government of Canada 2.00% 09-01-2023 394,519 405 0.0%
Government of Canada 2.00% 11-01-2020 429,013 432 0.0%
Government of Canada 2.00% 12-01-2041 Real Return 167,596 274 0.0%
Government of Canada 2.25% 02-01-2021 8,733,284 8,846 0.6%
Government of Canada 2.25% 03-01-2024 337,312 351 0.0%
Government of Canada 2.25% 06-01-2029 41,139,179 44,045 2.7%
Government of Canada 2.75% 12-01-2048 22,312,449 27,334 1.7%
Government of Canada 3.00% 12-01-2036 Real Return 1,386,988 2,644 0.3%
Government of Canada 3.25% 06-01-2021 48,895,804 50,646 3.0%
Government of Canada 3.50% 06-01-2020 8,069,096 8,218 0.6%
Government of Canada 4.00% 12-01-2031 Real Return 768,554 1,668 0.2%
Government of Canada 4.25% 12-01-2021 Real Return 600,080 1,079 0.1%
Government of Canada 4.25% 12-01-2026 Real Return 948,856 1,919 0.2%
Government of Canada 5.75% 06-01-2033 300,942 457 0.0%
Government of Cayman Islands 5.95% 11-24-2019 3,558 5 0.0%
Government of Cayman Islands 5.95% 11-24-2019 144A 6,761 9 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 86,251 137 0.0%
Government of Chile 4.00% 03-01-2023 1,992,724 4 0.0%
Government of Chile 4.50% 03-01-2021 3,558,432 7 0.0%
Government of Dominican Republic 7.45% 04-30-2044 6,903 11 0.0%
Government of Dominican Republic 7.50% 05-06-2021 4,507 6 0.0%
Government of El Salvador 7.38% 12-01-2019 7,615 10 0.0%
Government of France 2.10% 07-25-2023 Inflation-Linked 127,760 251 0.0%
Government of Germany 0.25% 02-15-2029 1,869,862 2,952 0.3%
Government of Hungary 6.38% 03-29-2021 358,525 517 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 288,611,595 26 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 2,475,830,737 207 0.0%
Government of Indonesia 6.63% 05-15-2033 687,988,832 56 0.0%
Government of Indonesia 7.00% 05-15-2022 2,390,146,034 225 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 1,128,371,855 101 0.0%
Government of Indonesia 7.50% 08-15-2032 311,923,957 28 0.0%
Government of Indonesia 8.25% 05-15-2029 642,500,541 62 0.0%
Government of Indonesia 8.25% 07-15-2021 1,043,176,407 101 0.0%
Government of Indonesia 8.38% 03-15-2024 2,329,722,162 227 0.0%
Government of Indonesia 8.38% 09-15-2026 2,892,609,396 281 0.0%
Government of Ireland 1.00% 05-15-2026 7,117 11 0.0%
Government of Ireland 3.40% 03-18-2024 366,451 651 0.0%
Government of Jamaica 8.00% 06-24-2019 2,420 3 0.0%
Government of Japan 0% 08-13-2019 3,558,430 44 0.0%
Government of Japan 0.10% 12-20-2023 71,600,196 905 0.1%
Government of Malaysia 3.62% 11-30-2021 242,436 79 0.0%
Government of Malaysia 3.73% 06-15-2028 224,952 72 0.0%
Government of Malaysia 3.84% 04-15-2033 635,928 201 0.0%
Government of Malaysia 3.88% 03-14-2025 331,018 108 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 654,344 212 0.0%
Government of Malaysia 4.06% 09-30-2024 414,938 137 0.0%
Government of Malaysia 4.16% 07-15-2021 700,266 230 0.0%
Government of Mexico 7.50% 06-03-2027 319,405 21 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,614,296 256 0.0%
Government of Philippines 3.38% 01-12-2020 1,387,013 36 0.0%
Government of Philippines 3.38% 08-20-2020 983,730 25 0.0%
Government of Philippines 3.50% 03-20-2021 9,765,035 245 0.0%
Government of Philippines 3.50% 04-21-2023 9,858,282 238 0.0%
Government of Philippines 4.625% 09-09-2040 1,183,273 26 0.0%
Government of Philippines 4.95% 01-15-2021 3,007,137 78 0.0%
Government of Philippines 6.25% 01-14-2036 6,294,007 184 0.0%
Government of Philippines 6.25% 03-12-2024 4,992,080 134 0.0%
Government of Philippines 6.50% 04-28-2021 745,956 20 0.0%
Government of Philippines 7.375% 03-03-2021 4,359,182 117 0.0%
Government of Philippines 8.00% 07-19-2031 8,520,221 270 0.0%
Government of Philippines 8.125% 12-16-2035 2,797,336 91 0.0%
Government of Portugal 5.13% 10-15-2024 144A 166,675 249 0.0%
Government of Qatar 4.00% 03-14-2029 144A 141,032 201 0.0%
Government of Qatar 4.50% 01-20-2022 5,409 8 0.0%
Government of Qatar 4.82% 03-14-2049 144A 170,171 254 0.0%
Government of Singapore 2.50% 06-01-2019 396,289 390 0.0%
Government of Singapore 3.25% 09-01-2020 643,387 643 0.0%
Government of Sweden 0.13% 04-24-2023 144A 235,442 363 0.0%
Government of United Kingdom 1.63% 10-22-2028 1,612,274 2,940 0.3%
Grafton Group PLC 5,778 84 0.0%
Graham Holdings Co. 508 468 0.0%
Gran Tierra Energy Inc. 99,455 262 0.0%
Grand Canyon Education Inc. 1,847 299 0.0%
Granite Real Estate Investment Trust 38,320 2,315 0.2%
Gray Escrow Inc. 7.00% 05-15-2027 Callable 2022 144A 101,242 145 0.0%
Gray Television Inc. 9,154 213 0.0%
Great Canadian Gaming Corp. 4,805 204 0.0%
Great Eagle Holdings Ltd. 14,291 86 0.0%
Great-West Lifeco Inc.* 5,634 172 0.0%
Greater Toronto Airports Authority 2.73% 04-03-2029 Callable 2029 253,959 261 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 497,502 603 0.0%
Greatview Aseptic Packaging Co. Ltd. 16,158 12 0.0%
Greene King PLC 75 1 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 04-05-2024 113,897 153 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 80,423 104 0.0%
Greenland (Hong Kong) Holdings Ltd. 1,639 1 0.0%
Greggs PLC 2,132 79 0.0%
Growthpoint Properties Australia Ltd. 7,186 28 0.0%
Growthpoint Properties Ltd. 2,659 6 0.0%
Grupa Azoty SA 1,914 27 0.0%
Grupa Lotos SA 2,131 66 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 73 5 0.0%
Grupo Aval Acciones y Valores SA 692 6 0.0%
Grupo Bimbo SAB de CV Series A 6,106 17 0.0%
Grupo Comercial Chedraui SA de CV 2 0.0%
Grupo Financiero Banorte SAB de CV Series O 14,922 110 0.0%
Grupo Herdez SAB de CV 947 3 0.0%
Grupo Lala SAB de CV 3,232 5 0.0%
Grupo Mexico SAB de CV Series B 17 0.0%
Grupo Simec SA de CV 21,298 77 0.0%
GS Engineering & Construction Corp. 240 11 0.0%
GS Holdings Corp. 29 2 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 26,808 37 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 28,658 39 0.0%
GSD Holding AS 55,130 10 0.0%
Guangdong Investment Ltd. 3,224 9 0.0%
Guangzhou R&F Properties Co. Ltd. H 47,882 122 0.0%
Guaranty Trust Bank PLC 227,779 27 0.0%
Guardian Capital Group Ltd. 66 2 0.0%
Gulf Keystone Petroleum Ltd. 12,566 49 0.0%
Guotai Junan Securities Co. Ltd. 328 1 0.0%
H&R Real Estate Investment Trust 19,702 449 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 339,160 342 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 670,728 682 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 205,015 209 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 100,238 140 0.0%
Haci Omer Sabanci Holding AS 105,430 190 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 852,329 1,098 0.1%
Haemonetics Corp. 10,492 1,375 0.2%
Haitian International Holdings Ltd. 2,549 7 0.0%
Haitong Securities Co. Ltd. 1,238 2 0.0%
Halma PLC 281 9 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 126,104 170 0.0%
Hamburger Hafen und Logistik AG (HHLA) 148 5 0.0%
Hana Financial Group Inc. 4,047 167 0.0%
Handsome Co. Ltd. 63 3 0.0%
Hang Lung Development Co. 68,471 247 0.0%
Hanjaya Mandala Sampoerna TBK PT 220,055 70 0.0%
Hannover Rueckversicherung SE Reg. 459 93 0.0%
Hanpin Electron Co. Ltd. 10,750 17 0.0%
Hansol Chemical Co. Ltd. 73 7 0.0%
Hanyang Eng Co. Ltd. 215 3 0.0%
HAP Seng Consolidated BHD 32,504 104 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 58,407 79 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 29,494 40 0.0%
Hawaiian Electric Industries Inc. 7,457 419 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 Callable 2020 144A 85,086 100 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 346,753 505 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 128,911 182 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 632,762 886 0.1%
HCA Inc. 5.00% 03-15-2024 129,377 187 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 181,827 265 0.0%
HCA Inc. 5.375% 02-01-2025 104,900 148 0.0%
HCA Inc. 5.88% 02-01-2029 Callable 2028 298,664 427 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 406,779 603 0.0%
HD Supply Holdings Inc. 2,813 158 0.0%
HDFC Bank Ltd. ADR 1,730 290 0.0%
Health Montreal Collective LP 6.72% 09-30-2049 207,546 277 0.0%
Healthcare Services Group Inc. 7,037 301 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,382,458 1,405 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,663,404 1,721 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 490,587 507 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 828,039 871 0.1%
Heidrick & Struggles International Inc. 828 34 0.0%
Heineken Holding NV A 1,866 250 0.0%
Heineken Malaysia Bhd 601 5 0.0%
Helen of Troy Ltd. 24 4 0.0%
Hellenic Petroleum SA 554 7 0.0%
Hellenic Telecommunications Organization SA (OTE) 2,222 41 0.0%
Henkel AG & Co. KGaA 2,085 244 0.0%
Henkel AG & Co. KGaA Pfd. 4,434 548 0.0%
Hennes & Mauritz AB B 12,326 249 0.0%
Henry Schein Inc. 5,905 514 0.0%
Herbalife Nutrition Ltd. 7,512 424 0.0%
Hermes International 40 36 0.0%
Heroux-Devtek Inc. 33 1 0.0%
Hexindai Inc. 2,660 10 0.0%
Hi Sun Technology (China) Ltd. 28,389 6 0.0%
High Arctic Energy Services Inc. 33 0.0%
Highwealth Construction Corp. 16,207 34 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 26,808 36 0.0%
Hisense Kelon Electrical Holdings Co. Ltd. 32,773 52 0.0%
Hitachi Ltd. 6,483 298 0.0%
HKC Holdings Ltd. 3,968 4 0.0%
HMS Holdings Corp. 7,250 298 0.0%
Hokuhoku Financial Group Inc. 2,194 32 0.0%
Hollis Receivables Term Trust II 1.79% 02-26-2020 3,211,899 3,207 0.3%
HollyFrontier Corp. 6,832 351 0.0%
Holy Stone Enterprise Co. Ltd. 182 1 0.0%
Home Capital Group Inc. 3,231 58 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 0 0.0%
HomeServe PLC 3,190 66 0.0%
Hon Hai Precision Industry Co. Ltd. 1,169 4 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 1,514,521 1,520 0.2%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 304,559 305 0.0%
Honda Canada Finance Inc. F/R 09-13-2021 827,607 827 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 165,521 166 0.0%
Honda Motor Co. Ltd. 4,587 152 0.0%
Honeywell International Inc. 1,109 246 0.0%
Hong Leong Financial Group BHD 182 1 0.0%
Hongkong Land Holdings Ltd. 94,201 830 0.0%
Hopson Development Holdings Ltd. 9,105 12 0.0%
Horizon North Logistics Inc. 4,955 9 0.0%
Horizon Pharma Financing Inc. 6.63% 05-01-2023 Callable 2020 144A 168,062 233 0.0%
Hormel Foods Corp. 18,248 974 0.1%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 389,105 526 0.0%
Host Hotels & Resorts Inc. 993 24 0.0%
Hotai Motor Co. Ltd. 5,463 118 0.0%
HP Inc. 2,475 62 0.0%
HS Industries Co. Ltd. 2,785 31 0.0%
HSBC Bank Canada 2.17% 06-29-2022 1,070,633 1,069 0.1%
HSBC Bank Canada 2.54% 01-31-2023 508,741 514 0.0%
HSBC Bank Canada 3.25% 09-15-2023 2,047,617 2,125 0.2%
HSBC Bank Canada F/R 07-10-2019 3,747,405 3,748 0.3%
HSBC Holdings PLC 47,918 528 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,423,372 18 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 673,259 690 0.0%
Huadian Power International Corp. Ltd. 16,400 9 0.0%
Huaxin Cement Co. Ltd. 17,227 91 0.0%
HUBER+SUHNER AG 526 55 0.0%
Huchems Fine Chemical Corp. 375 9 0.0%
HudBay Minerals Inc. 1,698 11 0.0%
Hudson Ltd. 1,382 25 0.0%
Hugo Boss AG 87 7 0.0%
Huishang Bank Corp. Ltd. 10,161 5 0.0%
Humedix Co. Ltd. 641 19 0.0%
Hungary Government International Bond 6.25% 01-29-2020 327,521 453 0.0%
Huntington Ingalls Industries Inc. 600 166 0.0%
Huntsman Corp. 307 7 0.0%
Husky Energy Inc. 32,536 413 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 335,364 346 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 68,629 858 0.0%
Hwail Pharmaceutical Co. Ltd. 2,189 16 0.0%
Hydro One Inc. 18,923 433 0.0%
Hydro One Inc. 2.54% 04-05-2024 Callable 2024 584,062 592 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 545,441 568 0.0%
Hydro One Inc. 3.72% 11-18-2047 905,719 957 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 447,995 400 0.0%
Hyosung ITX Co. Ltd. 75 1 0.0%
Hyprop Investments Ltd. 4,661 31 0.0%
Hyundai Glovis Co. Ltd. 91 17 0.0%
Hyundai Hy Communications & Network Co. Ltd. 1,748 8 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 483 17 0.0%
Hyundai Motor Co. 745 114 0.0%
Hyundai Motor Securities Co. Ltd. 78 1 0.0%
Hyundai Telecommunication Co. Ltd. 1,505 16 0.0%
i-SENS Inc. 815 23 0.0%
IA Financial Corporate Inc. 24,765 1,256 0.2%
Iberdrola SA 25,272 317 0.0%
IBI Group Inc. 4,027 21 0.0%
ICA Gruppen AB 15,846 854 0.0%
ICICI Bank Ltd. ADR 19,833 322 0.0%
IDGC of Centre and Volga Region PJSC 12,460,089 72 0.0%
IDGC of Volga PJSC 7,966,287 17 0.0%
IDP Education Ltd. 5,456 87 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 09-25-2024 425,775 547 0.0%
IG Design Group PLC 191 2 0.0%
IGG Inc. 63,395 102 0.0%
IHH Healthcare BHD 5,773 10 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 141,032 202 0.0%
II-VI Inc. Term Loan B 1st Lien F/R 05-08-2026 411,382 553 0.0%
Ildong Pharmaceutical Co. Ltd. 857 19 0.0%
IMCD Group NV 1,232 136 0.0%
IMPACT Growth Real Estate Investment Trust 3,952 4 0.0%
Impala Platinum Holdings Ltd. 15,162 82 0.0%
Imperial Oil Ltd. 22,204 802 0.0%
Indofood CBP Sukses Makmur TBK PT 12,256 11 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,364,878,551 133 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 708,028,544 71 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 632,762 654 0.0%
Industrial and Commercial Bank of China Ltd. H 541,657 523 0.0%
Industrial Bank of Korea 648 10 0.0%
Industrias CH SAB de CV 2,318 10 0.0%
Indutrade AB 1,208 48 0.0%
Infosys Ltd. ADR 37,796 535 0.0%
Infratil Ltd. 12,466 47 0.0%
Infratil Ltd. Rights Exp. 06-18-2019 21,185 0.0%
ING Groep NV 13,747 201 0.0%
Ingersoll-Rand PLC 52 8 0.0%
Inner Mongolia Eerduosi Resources Co. Ltd. 1,764 2 0.0%
Innocean Worldwide Inc. 177 14 0.0%
Innovative Industrial Properties Inc. 122 14 0.0%
Innovative Water Care Global Corp. Term Loan 1st Lien F/R 02-27-2026 287,005 369 0.0%
Inovalis Real Estate Investment Trust 7,506 75 0.0%
Insight Enterprises Inc. 1,830 127 0.0%
Insperity Inc. 13,926 2,143 0.2%
Inspur International Ltd. 25,097 15 0.0%
Institutional Shareholder Services Inc. Term Loan 1st Lien F/R 02-26-2026 246,366 328 0.0%
Instructure Inc. 2,046 115 0.0%
Intact Financial Corp. 3,248 377 0.0%
Intact Financial Corp. 3.77% 03-02-2026 MTN 823,856 881 0.1%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 51,429 68 0.0%
Integrys Energy Group Inc. Pfd. 769 28 0.0%
Intel Corp. 4.00% 12-01-2022 121,218 121 0.0%
Inter Pipeline Ltd. 30,580 630 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 794,709 797 0.0%
Inter Pipeline Ltd. 3.17% 03-24-2025 Callable 2024 MTN 688,445 701 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 597,216 615 0.0%
Inter Pipeline Ltd. F/R 03-26-2079 Callable 2029 1,344,911 1,386 0.2%
Inter RAO UES PJSC 55,649 5 0.0%
Inter-American Development Bank 3.50% 05-15-2021 127,046 116 0.0%
Inter-American Development Bank 7.88% 03-14-2023 64,412,961 6 0.0%
Interconexion Electrica SA ESP 3,933 25 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 135,174 181 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 923 1 0.0%
International Business Machines Corp. 2.625% 08-05-2022 40,794 73 0.0%
International Business Machines Corp. 2.75% 12-21-2020 41,960 73 0.0%
International Container Terminal Services Inc. 18,154 64 0.0%
International Finance Corp. 2.88% 07-31-2023 125,880 176 0.0%
International Finance Corp. 3.63% 05-20-2020 435,604 392 0.0%
International Finance Corp. 7.00% 07-20-2027 524,513 33 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 57,112 82 0.0%
International Games System Co. Ltd. 4,735 54 0.0%
International Meal Co. Alimentacao SA 933 2 0.0%
International Paper Co. 1,832 103 0.0%
International Seaways Inc. 10,719 258 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1,254 2 0.0%
Interparfums SA 67 4 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 74,666 93 0.0%
InterRent Real Estate Investment Trust 56,894 805 0.0%
INTOPS Co. Ltd. 1,172 21 0.0%
Investec Ltd. 39,580 315 0.0%
Investec Property Fund Ltd. 1,420 2 0.0%
Investor AB 368 22 0.0%
IOI Properties Group BHD 12,620 5 0.0%
IPH Ltd. 698 4 0.0%
IPL Plastics Inc. 66,281 689 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 134,146 147 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 115,018 150 0.0%
IQVIA Holdings Inc. 5.00% 05-15-2027 Callable 2022 144A 516,334 710 0.0%
IRB Brasil Resseguros SA 3,984 140 0.0%
Irish Residential Properties REIT PLC 8,070 19 0.0%
iRobot Corp. 7,056 831 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 1,052,916 1,075 0.1%
IS Dongseo Co. Ltd. 104 4 0.0%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 388,852 419 0.0%
iShares Barclays Capital TB ETF Put Option @ $116.00 Exp. 09-20-2019 2 0.0%
iShares Barclays Capital TB ETF Put Option @ $117.00 Exp. 06-21-2019 5 0.0%
iShares Barclays Capital TB ETF Put Option @ $117.00 Exp. 09-20-2019 2 0.0%
iShares Core MSCI EAFE ETF 33,898 2,721 0.3%
iShares Core S&P 500 ETF 11,154 4,180 0.3%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $82.00 Exp. 07-19-2019 368 13 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 06-21-2019 4 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 07-19-2019 4 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 11-15-2019 368 107 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 406 66 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 57 8 0.0%
iShares MSCI EAFE ETF 2,346 201 0.0%
iShares MSCI India ETF 30,043 1,461 0.2%
iShares S&P/TSX 60 Index ETF 66,617 1,607 0.2%
iShares TIPS Bond ETF 423 66 0.0%
Israel Chemicals Ltd. 25,100 172 0.0%
Israel Electric Corp. Ltd. 5.00% 11-12-2024 46,622 68 0.0%
Israel Electric Corporation Ltd. 6.88% 06-21-2023 144A 52,450 81 0.0%
Itausa- Investimentos Itau SA 4,596 20 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 206,723 213 0.0%
J Sainsbury PLC 94,742 324 0.0%
J.B. Hunt Transport Services Inc. 60 7 0.0%
Jabil Inc. 3.95% 01-12-2028 Callable 2027 8,159 11 0.0%
Jack Henry & Associates Inc. 11,062 1,962 0.2%
Jamieson Wellness Inc. 49,405 924 0.1%
Jane Street Group LLC. Term Loan B 1st Lien F/R 08-25-2022 304,722 411 0.0%
Janus International Group LLC Term Loan 1st Lien F/R 02-15-2025 162,556 220 0.0%
Japan Elevator Service Holdings Co. Ltd. 228 6 0.0%
Japan Exchange Group Inc. 9,331 196 0.0%
Japan Petroleum Exploration Co. Ltd. 261 7 0.0%
Japan Post Holdings Co. Ltd. 134,107 2,010 0.2%
Japfa Comfeed Indonesia Tbk 59,002 8 0.0%
JARLLYTEC Co. Ltd. 9,785 27 0.0%
Jastrzebska Spolka Weglowa SA 91 2 0.0%
JB Financial Group Co. Ltd. 1,856 12 0.0%
JBS SA 12,747 95 0.0%
JBS USA Lux SA 5.88% 07-15-2024 Callable 2019 144A 263,229 365 0.0%
JD.com Inc. ADR 2,495 87 0.0%
Jean Co. Ltd. 4,635 3 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 184,766 254 0.0%
Jefferies Finance LLC Term Loan 1st Lien F/R 05-21-2026 118,959 161 0.0%
Jetway Information Co. Ltd. 10,969 10 0.0%
Jiangsu Expressway Co. Ltd. H 2,185 4 0.0%
JMT Network Services PCL 4,571 3 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 645,533 646 0.0%
John Deere Financial Inc. 2.99% 01-14-2022 77,956 80 0.0%
John Laing Group PLC 105,364 700 0.0%
Johnson & Johnson 4,654 825 0.0%
Johnson Health Tech Co. Ltd. 2,367 6 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 156,025 191 0.0%
JPMorgan Chase & Co. 7,897 1,131 0.1%
JPMorgan Chase & Co. 2.75% 08-24-2022 62,940 103 0.0%
JPMorgan Chase & Co. 2.95% 10-01-2026 166,675 222 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 528,989 539 0.0%
JPMorgan Chase & Co. 3.63% 12-01-2027 Callable 2026 37,298 51 0.0%
JPMorgan Chase & Co. 4.40% 07-22-2020 95,576 132 0.0%
JPMorgan Chase & Co. F/R 01-23-2029 Callable 2028 162,012 221 0.0%
JPMorgan Chase Commercial Morgage Securities 3.66% 06-15-2023 144A 52,450 71 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 48,953 69 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 25,330 34 0.0%
JSL SA 219 1 0.0%
Just Energy Group Inc. 118,825 528 0.0%
K12 Inc. 10,000 413 0.0%
Kalbe Farma Tbk PT 35,988 5 0.0%
Kamei 1,255 18 0.0%
Kao Corp. 1,760 186 0.0%
Kardex AG 122 25 0.0%
Karo Pharma AB 1,975 11 0.0%
Kasen International Holdings Ltd. 14,814 15 0.0%
KB Financial Group Inc. 1,073 53 0.0%
KB Financial Group Inc. ADR 2,495 124 0.0%
KC Co. Ltd. 131 2 0.0%
KC Tech Co. Ltd. 98 1 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 206,908 275 0.0%
Kelly Services Inc. Class A 6,231 198 0.0%
Kelt Exploration Ltd. 17 0.0%
Kennedy-Wilson Holdings Inc. 5,980 166 0.0%
KEPCO Plant Service & Engineering Co. Ltd. 30 1 0.0%
Kering 244 172 0.0%
Kestra Advisor Services Holdings A Inc. Term Loan 1st Lien F/R 04-29-2026 187,298 253 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 1,273 2 0.0%
Keyence Corp. 180 138 0.0%
Keyera Corp. 1,210 39 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 511,272 536 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 79,779 106 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 80,423 107 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 70,866 97 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 146,161 200 0.0%
Kforce Inc. 2,442 115 0.0%
KFW 3.375% 02-15-2021 132,873 121 0.0%
KGHM Polska Miedz SA 419 14 0.0%
KGInicis Co. Ltd. 126 2 0.0%
Kia Motors Corp. 3,252 145 0.0%
Killam Apartment Real Estate Investment Trust 42,619 808 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 4 0.0%
Kinaxis Inc. 213 17 0.0%
Kinden Corp. 8,100 169 0.0%
Kinder Morgan Canada Ltd. 7,396 88 0.0%
Kinder Morgan Inc. 24,908 672 0.0%
Kindom Construction Corp. 4,553 6 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 192,177 257 0.0%
King Yuan Electronics Co. Ltd. 27,373 31 0.0%
Kingboard Holdings Ltd. 13,799 49 0.0%
Kingboard Laminates Holdings Ltd. 911 1 0.0%
Kinross Gold Corp. 83,295 368 0.0%
Kirin Holdings Co. Ltd. 5,937 174 0.0%
Kirkland Lake Gold Ltd. 51,782 2,421 0.2%
KITZ Corp. 738 7 0.0%
KLCCP Stapled Group 1,238 3 0.0%
KM Corp. 14 0.0%
KNDL Mortgage Trust F/R 05-15-2021 144A 57,112 77 0.0%
KNDL Mortgage Trust F/R 05-15-2026 144A 53,616 73 0.0%
Knight Therapeutics Inc. 4,167 31 0.0%
Kobe Steel Ltd. 296 2 0.0%
Koc Holding AS 419 2 0.0%
Koentec Co. Ltd. 219 3 0.0%
Kolmar BNH Co. Ltd. 31 1 0.0%
Kolon Global Corp. 145 2 0.0%
Komatsu Ltd. 5,245 158 0.0%
Kommunalbanken AS 1.13% 12-15-2021 73,430 126 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 42,701 6 0.0%
Koninklijke Ahold Delhaize NV 3,423 104 0.0%
Koninklijke Philips NV 5,469 293 0.0%
Kordsa Teknik Tekstil AS 3,715 10 0.0%
Korea Alcohol Industrial Co. Ltd. 1,532 17 0.0%
Korea Autoglass Corp. 303 7 0.0%
Korea Electric Power Corp. 279 8 0.0%
Korea Investment Holdings Co. Ltd. 1,298 107 0.0%
Korea Real Estate Investment & Trust Co. Ltd. 7,901 21 0.0%
Korea United Pharm Inc. 809 22 0.0%
Korea Zinc Co. Ltd. 163 81 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 47,788 73 0.0%
Kreditanstalt Fuer Wiederaufbau 0.13% 06-07-2023 157,350 242 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 96,741 150 0.0%
Kreditanstalt Fuer Wiederaufbau 1.13% 05-12-2022 841,532 128 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 223,787 374 0.0%
Kreditanstalt für Wiederaufbau 2.75% 09-08-2020 318,197 433 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 825,833 795 0.0%
KTCS Corp. 4,534 12 0.0%
Kuehne + Nagel International AG 41 7 0.0%
Kumba Iron Ore Ltd. 5,400 221 0.0%
Kumho Petrochemical Co. Ltd. 460 50 0.0%
Kungthai Card PCL 18,138 31 0.0%
Kunlun Energy Co. Ltd. 19,303 24 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 2,324 18 0.0%
Kweichow Moutai Co. Ltd. Class A 1,170 204 0.0%
KWG Property Holding Ltd. 883 1 0.0%
KYB Corp. 64 2 0.0%
Kyobo Securities Co. Ltd. 375 5 0.0%
Kyushu Railway Co. 365 15 0.0%
L E Lundbergforetagen AB Class B 11,174 497 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 81,007 108 0.0%
L'Oréal 1,710 621 0.0%
L.P.N. Development PCL Foreign 85,250 25 0.0%
La Comer SAB de CV 47,440 69 0.0%
Labrador Iron Ore Royalty Corp. 32,949 1,039 0.1%
Lai Sun Development Co. Ltd. 9,720 20 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 455,589 617 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,293,365 1,761 0.2%
Lancaster Colony Corp. 575 112 0.0%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2040 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 191,151 186 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 194,648 199 0.0%
Lar Espana Real Estate SOCIMI SA 1,386 14 0.0%
Largo Resources Ltd. 28,236 47 0.0%
Larsen & Toubro Ltd. 182 5 0.0%
Lassonde Industries Inc. Class A Sub. voting 99 19 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2020 144A 825,121 1,137 0.1%
Legal & General Group PLC 11,094 49 0.0%
Lenovo Group Ltd. 164,959 155 0.0%
Leon's Furniture Ltd. 83 1 0.0%
Leroy Seafood Group ASA 3,887 36 0.0%
LF Corp. 216 5 0.0%
LG Chem Ltd. 159 60 0.0%
LG Corp. 1,543 129 0.0%
LG Display Co. Ltd. 1,439 28 0.0%
LG Electronics Inc. 145 13 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 49,653 69 0.0%
LG Household & Health Care Ltd. 18 26 0.0%
LG Uplus Corp. 522 8 0.0%
Liberty Global PLC Class A 7,614 253 0.0%
Liberty Latin America Ltd. Class C 744 17 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 89,895 121 0.0%
LifeScan Global Corp. Term Loan 1st Lien F/R 06-19-2024 243,942 320 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 131,614 164 0.0%
Lilang China Co. Ltd. 15,661 19 0.0%
Linamar Corp. 409 18 0.0%
Lindab International AB 1,432 20 0.0%
Linde PLC 575 140 0.0%
Lions Gate Capital Holdings LLC 6.38% 02-01-2024 Callable 2021 144A 334,098 467 0.0%
Lite-On Technology Corp. 57,809 112 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 39,629 55 0.0%
LivePerson Inc. 5,534 208 0.0%
LiveRamp Holdings Inc. 11,807 820 0.0%
Loblaw Companies Ltd. 7,327 508 0.0%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 215,139 228 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 552,275 612 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,730,494 3,387 0.3%
Localiza Rent a Car SA 291 4 0.0%
Lockheed Martin Corp. 552 252 0.0%
Logan Property Holdings Co. Ltd. 6,039 12 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 01-15-2020 54,179 51 0.0%
Lojas Renner SA 12,210 185 0.0%
London Stock Exchange Group PLC 2,093 189 0.0%
Longfor Group Holdings Ltd. 16,663 83 0.0%
Lonking Holdings Ltd. 135,313 49 0.0%
Loral Space & Communications Inc. 74 3 0.0%
Lotte Chilsung Beverage Co. Ltd. 188 36 0.0%
LOTTE Fine Chemical Co. Ltd. 735 42 0.0%
Lotte Non-Life Insurance Co. Ltd. 1,284 3 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 395,603 393 0.0%
LS Cable & System Asia Ltd. 215 2 0.0%
LS Corp. 20 1 0.0%
LSR Group OJSC-GDR Regs 9,293 26 0.0%
LT Group Inc. 28,734 11 0.0%
Lucara Diamond Corp. 13,306 20 0.0%
Lukoil 983 107 0.0%
Lululemon Athletica Inc. 7,904 1,769 0.2%
Lumax International Corp. Ltd. 1,821 6 0.0%
Lundin Gold Inc. 17 0.0%
Lundin Mining Corp. 135,512 818 0.0%
LVMH Moet Hennessy Louis Vuitton SE 401 205 0.0%
LyondellBasell Industries NV Class A 1,551 156 0.0%
Mackenzie Enhanced Equity Risk Premia Fund Series R 309,250 2,998 0.3%
Mackenzie Enhanced Fixed Income Risk Premia Fund Series R 480,980 4,943 0.4%
Mackenzie Floating Rate Income ETF 337 7 0.0%
Mackenzie Global High Yield Fixed Income ETF 1,987 38 0.0%
Mackenzie International Dividend Fund Series R 10,297 122 0.0%
Mackenzie Multi-Strategy Absolute Return Fund Series R 4,119,457 40,387 2.4%
Mackenzie Unconstrained Fixed Income Fund Series R 1,209 12 0.0%
Mackenzie US High Yield Bond Index ETF (CAD-Hedged) 123 12 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 184,437 18,457 1.2%
Mackenzie US Large Cap Equity Index ETF 2,800 300 0.0%
Mackenzie US TIPS Index ETF (CAD-Hedged) 28,064 2,794 0.3%
Macquarie Group Ltd. 81 9 0.0%
Macquarie Korea Infrastructure Fund 6,525 89 0.0%
Macquarie Mexico Real Estate Management SA de CV 55,787 79 0.0%
Maeil Dairies Co. Ltd. 232 24 0.0%
Magazine Luiza SA 139 9 0.0%
Magellan Aerospace Corp. 1,988 34 0.0%
Magellan Financial Group Ltd. 18,736 763 0.0%
Magna International Inc. 9,466 548 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 542,910 555 0.0%
Magna International Inc. Class A 4,858 282 0.0%
Magnit PJSC GDR 2,440 46 0.0%
Magnum BHD 25,505 20 0.0%
Mahindra & Mahindra Ltd. 3,723 47 0.0%
Mahle-Metal Leve SA 401 3 0.0%
Mainstreet Equity Corp. 66 4 0.0%
Major Cineplex Group PCL 23,950 29 0.0%
Makalot Industrial Co. Ltd. 11,529 103 0.0%
Malayan Banking BHD 200 1 0.0%
Manhattan Associates Inc. 1,900 168 0.0%
Manila Water Co. 2,713 2 0.0%
Manpower Inc. 1,342 155 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 554,299 552 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 603,655 603 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 360,674 369 0.0%
Manulife Bank of Canada F/R 03-04-2021 1,125,546 1,133 0.1%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,366,766 1,405 0.2%
Manulife Financial Corp. 136,222 3,090 0.3%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 405,552 417 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,376,890 1,403 0.2%
Manulife Financial Corp. Pfd. Series 13 22,931 429 0.0%
Maple Leaf Foods Inc. 25,725 782 0.0%
Marathon Oil Corp. 4.40% 07-15-2027 Callable 2027 120,052 169 0.0%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 163,178 242 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 4,923 5 0.0%
Markel Corp. 144 205 0.0%
Martinrea International Inc. 63,588 622 0.0%
MatÄv Magyar TÄvkÎzlÅsi RT 3,806 7 0.0%
Matson Inc. 2,945 136 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 787,832 807 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 61,172 85 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 942,635 1,133 0.1%
Max's Group Inc. 5,099 2 0.0%
MAXIMUS Inc. 4,327 417 0.0%
MBK PCL 24,220 22 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 194,220 194 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 410,535 412 0.0%
MCAP Service Corp. 1.08% 05-01-2022 294,049 295 0.0%
MCAP Service Corp. 1.13% 10-01-2021 566,686 566 0.0%
MCAP Service Corp. 1.24% 09-01-2021 410,047 412 0.0%
MCAP Service Corp. 1.386% 04-01-2021 419,030 421 0.0%
McCormick & Co. Inc. non-voting 828 175 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 908 1 0.0%
McDonald's Corp. 627 168 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 840,308 867 0.1%
McDonald's Corp. 3.80% 04-01-2028 Callable 2028 126,552 180 0.0%
McGrath RentCorp. 9,559 726 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 152,688 189 0.0%
Medtronic PLC 1,267 158 0.0%
MEG Energy Corp. 44,624 195 0.0%
MEG Energy Corp. 6.38% 01-30-2023 Callable 144A 270,822 325 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2019 144A 348,272 423 0.0%
Megacable Holdings SAB de CV 19,142 107 0.0%
MegaStudyEdu Co. Ltd. 998 41 0.0%
Megaworld Corp. 47,639 7 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 418,253 431 0.0%
MercadoLibre Inc. 356 275 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 326,505 466 0.0%
Merck & Co. Inc. 6,413 686 0.0%
Merck KGaA 4,449 581 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 1,189,592 1,664 0.2%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 735,645 994 0.1%
Meridian Energy Ltd. 217 1 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 1,479 37 0.0%
Meritz Securities Co. Ltd. 41,302 221 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 174,547 175 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 731,156 732 0.0%
Merrill Lynch & Co. Inc. F/R 09-15-2026 41,261 53 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 10,735 15 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 57,073 77 0.0%
Merry Electronics Co. Ltd. 4,957 33 0.0%
Mesa Laboratories Inc. 2,030 685 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 101,704 138 0.0%
Methanex Corp. 16,620 935 0.1%
MetLife Inc. 122 8 0.0%
Metlifecare Ltd. 52,033 206 0.0%
Metro Inc. 48,791 2,407 0.2%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,403,719 1,473 0.2%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,666,695 1,682 0.2%
Mexichem SAB de CV 7 0.0%
Micro Focus International PLC 37,587 1,231 0.2%
Microchip Technology Inc. 4.33% 06-01-2023 Callable 2023 259,919 360 0.0%
Micron Technology Inc. 333 15 0.0%
Micron Technology Inc. 5.33% 02-06-2029 Callable 2028 265,747 364 0.0%
Microsoft Corp. 5,865 980 0.1%
Microsoft Corp. 2.00% 08-08-2023 206,304 275 0.0%
Microsoft Corp. 2.40% 02-06-2022 Callable 2022 93,245 127 0.0%
Microsoft Corp. 2.40% 08-08-2026 134,039 178 0.0%
Middleby Corp. 561 99 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 142,266 143 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 242,981 248 0.0%
Mining and Metallurgical Co. Norilsk Nickel OJSC 382 108 0.0%
Minmetals Land Ltd. 25,106 5 0.0%
Minotaur Acquisition Inc. Term Loan 1st Lien F/R 02-27-2026 320,051 432 0.0%
Minto Apartment Real Estate Investment Trust 679 13 0.0%
Mirae Asset Life Insurance Co. 1,489 8 0.0%
Mirle Automation Corp. 11,653 23 0.0%
Mitac Holdings Corp. 3,460 4 0.0%
Mitchells & Butlers PLC 4,192 20 0.0%
Mitsubishi Corp. 537 19 0.0%
Mitsubishi Electric Corp. 16,535 280 0.0%
Mitsubishi Heavy Industries Ltd. 2,408 143 0.0%
Mitsubishi UFJ Financial Group Inc. 4,696 29 0.0%
Mitsuboshi Belting Ltd. 980 24 0.0%
MiX Telematics Ltd. ADR 1,144 25 0.0%
Mizuho Financial Group Inc. 226,870 435 0.0%
MK Restaurants Group PCL 6,938 21 0.0%
MMI Holdings Inc 21,923 38 0.0%
Mobile TeleSystems ADR 7,862 83 0.0%
MOL Magyar Olaj-es Gazipari RT 3,023 46 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 83,920 129 0.0%
Molson Coors Brewing Co. 3.00% 07-15-2026 103,268 135 0.0%
Moncler SPA 157 8 0.0%
Mondelez International Inc. 4.13% 05-07-2028 Callable 2028 126,552 182 0.0%
Mondi Ltd. 29,561 821 0.0%
Moody's Corp. 983 243 0.0%
Moorim Paper Co. Ltd. 5,205 18 0.0%
Morgan Stanley 3.00% 02-07-2024 1,103,537 1,120 0.1%
Morgan Stanley Capital 4.295% 09-09-2024 51,284 71 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 94,410 132 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 74,596 100 0.0%
Morguard North American Residential Real Estate Investment Trust 8,119 147 0.0%
Morguard Real Estate Investment Trust 1,243 15 0.0%
Morneau Shepell Inc. 50,571 1,516 0.2%
MOSA Industrial Corp. 3,862 9 0.0%
Mosenergo PJSC 248,900 12 0.0%
Motor Oil (Hellas) Corinth Refineries SA 364 13 0.0%
Movida Participacoes SA 1,220 5 0.0%
Mowi ASA 15,703 492 0.0%
Mpact Ltd. 8,767 19 0.0%
MPLX LP 4.80% 02-15-2029 Callable 2028 200,476 290 0.0%
MRV Engenharia e Participacoes SA 6,862 41 0.0%
MTN Group Ltd. 5,700 54 0.0%
MTY Food Group Inc. 1,955 118 0.0%
Muhibbah Engineering (M) Bhd 1,821 2 0.0%
Mullen Group Ltd. 1,723 17 0.0%
Multi-Color Corp. Bridge Loan Exp. 02-25-2020 8,770,000 0.0%
Multicampus Corp. 45 2 0.0%
MultiChoice Group Ltd. 1,669 19 0.0%
Murata Manufacturing Co. Ltd. 1,618 95 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 93,944 132 0.0%
Murray & Roberts Holdings Ltd. 1,038 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 175,402 225 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 74,051 102 0.0%
Namchow Chemical Industrial Co. Ltd. 3,605 8 0.0%
NanoString Technologies Inc. 880 34 0.0%
Nantex Industry Co. Ltd. 18,028 27 0.0%
Naspers Ltd. 1,748 531 0.0%
Natel Engineering Co. Inc. Term Loan B 1st Lien F/R 04-29-2026 180,274 243 0.0%
National Bank of Canada 44,607 2,708 0.3%
National Bank of Canada 1.96% 06-30-2022 4,897,577 4,881 0.4%
National Bank of Canada 2.98% 03-04-2024 245,512 252 0.0%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 442,933 448 0.0%
National Bank of Canada F/R 06-11-2019 3,482,570 3,483 0.3%
National Bank of Greece SA 2,604 9 0.0%
National Western Life Group Inc. 313 113 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 50,354 68 0.0%
Natura Cosmeticos SA 965 20 0.0%
NAV Canada 3.21% 09-29-2050 Callable 2050 27,842 30 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 275,884 296 0.0%
NAV CANADA 7.40% 06-01-2027 610,236 835 0.0%
NAV CANADA 7.56% 03-01-2027 410,367 496 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 108,397 149 0.0%
NCR Corp. 192 8 0.0%
NCsoft Corp. 78 42 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 146,235 196 0.0%
NeoGenomics Inc. 4,392 129 0.0%
Neste Oil OYJ 17,943 820 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 53,616 93 0.0%
Nestle Malaysia BHD 330 16 0.0%
Nestlé SA Reg. 7,462 1,003 0.1%
NetDragon Websoft Holdings Ltd. 6,888 25 0.0%
NetEase Inc. 18 6 0.0%
Netflix Inc. 3.88% 11-15-2029 321,443 501 0.0%
NetLink NBN Trust 50,759 41 0.0%
Neuca SA 18 2 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,642,850 1,941 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 14,425 20 0.0%
New China Life Insurance Co. Ltd. 9,488 60 0.0%
New Gold Inc. 100,333 86 0.0%
New Hope Corp. Ltd. 20,552 51 0.0%
New Oriental Education & Technology Group Inc. ADR 1,583 183 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 216,794 290 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,778,125 2,378 0.2%
New Residential Mortgage Loan Trust F/R 01-25-2048 144A 71,369 97 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 56,135 78 0.0%
New Zealand Local Government Funding Agency Ltd. 04-14-2022 56,180 51 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 159,681 147 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 524,781 691 0.0%
Newmont Goldcorp Corp. 1,773 79 0.0%
NewOcean Energy Holdings Ltd. 65,531 21 0.0%
Nexa Resources SA 966 13 0.0%
NEXEN TIRE Corp. 84 1 0.0%
Nexstar Media Group Inc. 24 3 0.0%
Nexstar Media Group Inc. Bridge Loan Exp. 11-30-2019 8,190,000 0.0%
NextEra Energy Inc. Conv. Pfd. 6,103 519 0.0%
NFI Group Inc. 19,834 667 0.0%
NH Investment & Securities Co. Ltd. 240 4 0.0%
NHN Entertainment Corp. 1,242 102 0.0%
Nibe Industrier AB 6,480 110 0.0%
NICE Holdings Co. Ltd. 100 2 0.0%
NICE Information Service Co. Ltd. 282 5 0.0%
Nickel Asia Corp. 297,772 17 0.0%
Nielsen Holdings PLC 3,927 121 0.0%
Nien Made Enterprise Co. Ltd. 911 9 0.0%
Nike Inc. Class B 2,490 260 0.0%
Nine Dragons Paper Holdings Ltd. 78,816 85 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 582,141 789 0.0%
Nippo Corp. 2,632 70 0.0%
Nippon Electric Glass Co. Ltd. 52 2 0.0%
NIPPON REIT Investment Corp. 4 23 0.0%
Nippon Steel Sumitomo Metal Corp. 2,078 47 0.0%
Nishi-Nippon Financial Holdings Inc. 502 5 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 544,175 547 0.0%
Nissan Motor Co. Ltd. 3,387 31 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 174,309 234 0.0%
NN Group NV 21,183 1,088 0.1%
Noble Energy Inc. 3.85% 01-15-2028 Callable 2027 102,569 140 0.0%
Nokia OYJ 22,668 153 0.0%
Nokia OYJ 3.38% 06-12-2022 506,209 684 0.0%
Nong Shim Holdings Co. Ltd. 18 2 0.0%
Noranda Income Fund 4,010 11 0.0%
Norbord Inc. 10,622 280 0.0%
NORDAM Group Inc. Term Loan B-Exit 1st Lien F/R 04-04-2026 113,897 154 0.0%
Nordea Eiendomskreditt AS F/R 06-19-2024 466,223 72 0.0%
Nordic Investment Bank 1.375% 07-15-2020 857,850 132 0.0%
Nordic Investment Bank 4.13% 03-19-2020 172,502 155 0.0%
Nordic Investment Bank 5.00% 04-19-2022 99,072 102 0.0%
Norfolk Southern Corp. 1,696 447 0.0%
NOROO Paint & Coatings Co. Ltd. 2,047 17 0.0%
North Battleford Power LP 4.96% 12-31-2032 752,976 851 0.0%
North Pacific Bank Ltd. 4,233 13 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 592,265 594 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 317,646 331 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 616,310 676 0.0%
Northam Platinum Ltd. 200 1 0.0%
Northern Trust Corp. 1,173 136 0.0%
Northland Power Inc. 14,824 370 0.0%
Northrop Grumman Corp. 29 12 0.0%
Northview Apartment Real Estate Investment Trust 34,717 925 0.1%
NorthWest Healthcare Properties Real Estate Investment Trust 5,020 61 0.0%
Norwegian Government 3.75% 05-25-2021 3,796,218 615 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 151,206 163 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 285,832 314 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 230,325 251 0.0%
Nova Measuring Instruments Ltd. 34 1 0.0%
Nova Scotia Power Inc. 3.57% 04-05-2049 Callable 2048 365,681 374 0.0%
Novanta Inc. 1,560 169 0.0%
Novartis AG Reg. 5,473 636 0.0%
Novatek Microelectronics Corp. 34,012 244 0.0%
Novatek OAO 73 20 0.0%
Novo Nordisk AS B 6,398 407 0.0%
Novolipetsk Steel PJSC 20,997 75 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 122,383 172 0.0%
NRG Energy Inc. 4.45% 06-15-2029 Callable 2029 144A 131,708 183 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 138,701 200 0.0%
NRG Yield Operating LLC 5.38% 08-15-2024 Callable 451,056 605 0.0%
NRW Holdings Ltd. 37,924 97 0.0%
NTPC Ltd. 4.38% 11-26-2024 93,944 132 0.0%
Nucor Corp. 1,350 88 0.0%
Nufarm Australia Ltd. 5.75% 04-30-2026 Callable 2021 144A 296,133 377 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 1,047,854 1,391 0.2%
Nutrien Ltd. 49,881 3,288 0.3%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 1,204,779 1,182 0.1%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 167,049 220 0.0%
NVE Corp. 42 4 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 184,158 260 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 61,205 13 0.0%
Oaktree Capital Group LLC 3,512 229 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 142,198 173 0.0%
Obsidian Energy Ltd. 149,016 43 0.0%
Ocado Group PLC 19 0.0%
Occidental Petroleum Corp. 2,331 157 0.0%
Ocean Yield ASA 4,685 43 0.0%
Oceana Group Ltd. 455 3 0.0%
OceanaGold Corp. 44,988 168 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 276,758 374 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 110,481 151 0.0%
OGK-2 JSC 3,530,723 33 0.0%
OGK-5 1,959,123 45 0.0%
Oil Refineries Ltd. 3,393 2 0.0%
Okta Inc. 227 35 0.0%
Ollie's Bargain Outlet Holding Inc. 3,490 466 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 61,775 87 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 45,457 63 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 144,270 201 0.0%
OMERS Finance Trust 2.60% 05-14-2029 832,959 850 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 299,423 308 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 3,060,796 3,232 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callable 2030 979,768 1,067 0.1%
Omnicell Inc. 5,534 594 0.0%
Omnicom Group Inc. 5,504 575 0.0%
Onex Corp. Sub. voting 116 9 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 982,046 953 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 493,807 688 0.0%
Ontario Hydro 0% 05-26-2025 402,437 354 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 1,164,282 1,212 0.2%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 273,353 285 0.0%
Ontario Power Generation Inc. 4.25% 01-18-2049 Callable 2048 165,692 185 0.0%
OPB Finance Trust 2.98% 01-25-2027 442,933 464 0.0%
Open Text Corp. 27,126 1,458 0.2%
Oppenheimer Holdings Inc. Class A non-voting 4,103 137 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 5,520 7 0.0%
OPTRON-TEC Inc. 2,571 21 0.0%
Oracle Corp. 9,268 634 0.0%
Orange Polska SA 7,211 13 0.0%
Orange SA 4,673 99 0.0%
Origin Property PCL Equity Uncovered Call Exp. 09-30-2020 2,015 0.0%
Orior AG 349 36 0.0%
Orsted A/S 87 9 0.0%
Osisko Mining Inc. 1 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 115,282 156 0.0%
OTP Bank NYRT 346 20 0.0%
Otsuka Corp. 1,864 98 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 326,568 375 0.0%
Packaging Corp. of America 56 7 0.0%
Pan-Pacific Co. Ltd. 1,087 3 0.0%
Pandox AB 131 3 0.0%
Panther BF Aggregator 2 LP 4.38% 05-15-2026 Callable 2022 103,773 157 0.0%
Panther BF Aggregator 2 LP 6.25% 05-15-2026 144A 1,308,552 1,806 0.2%
Panther BF Aggregator 2 LP 8.50% 05-15-2027 Callable 2022 144A 486,246 657 0.0%
Panther BF Aggregator 2 LP Term Loan B 1st Lien F/R 03-18-2026 253,959 341 0.0%
Par Pharmaceutical Inc. 7.50% 04-01-2027 Callable 2022 144A 202,484 264 0.0%
Parex Resources Inc. 73,689 1,507 0.2%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 Callable 2023 144A 253,105 347 0.0%
Park Aerospace Holdings Ltd. 5.25% 08-15-2022 144A 146,943 208 0.0%
Park Hotels & Resorts Inc. 104,864 3,914 0.3%
Park Lawn Corp. 597 18 0.0%
Parkland Fuel Corp. 24,692 1,025 0.1%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 987,108 1,006 0.1%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 1,147,988 1,584 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 43,028 44 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 156,185 211 0.0%
Partners Group Holding AG 422 400 0.0%
Partron Co. Ltd. 4,214 79 0.0%
Pason Systems Inc. 82,153 1,587 0.2%
Pattern Energy Group Inc. 165 5 0.0%
Patterson Companies Inc. 279 8 0.0%
Peab AB 3,728 40 0.0%
Pearson PLC 54,421 731 0.0%
Pembina Pipeline Corp. 43,580 2,101 0.2%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 312,331 325 0.0%
Pembina Pipeline Corp. 3.62% 04-03-2029 Callable 2029 631,725 648 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 693,507 737 0.0%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 1,942,832 2,074 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 398,640 422 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 223,998 238 0.0%
Pengrowth Energy Corp. 12,262 6 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 2,003 1 0.0%
PepsiCo Inc. 3,767 652 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 722,867 722 0.0%
PepsiCo Inc. 2.50% 11-01-2022 1,068 2 0.0%
Peregrine Holdings Ltd. 9,432 15 0.0%
Pernod Ricard SA* 561 134 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 74,596 104 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 115,390 170 0.0%
Petrobras Distribuidora SA 16,375 144 0.0%
Petrobras Global Finance BV 5.75% 02-01-2029 222,621 305 0.0%
Petrobras Global Finance BV 6.90% 03-19-2049 106,066 144 0.0%
Petrobras Global Finance BV 7.38% 01-17-2027 171,337 260 0.0%
Petrobras Global Finance BV 8.75% 05-23-2026 75,761 124 0.0%
PetroChina Co. Ltd. ADR 109 8 0.0%
PetroChina Co. Ltd. H 582,034 439 0.0%
Petróleo Brasileiro SA - Petrobras ADR 17,970 350 0.0%
Petróleo Brasileiro SA - Petrobras Pfd. 5,358 47 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 361,473 122 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,850 2 0.0%
Petron Malaysia Refining & Marketing Bhd 3,351 7 0.0%
Petronas Chemicals Group BHD 164,578 442 0.0%
Pfizer Inc. 45,067 2,529 0.2%
Philip Morris International Inc. 2,825 294 0.0%
Philippine National Bank 19,851 30 0.0%
Phillips 66 70 8 0.0%
Phoenix Group Holdings 3,289 38 0.0%
PHX Energy Services Corp. 381 1 0.0%
PICC Property & Casualty Co. Ltd. H 364 1 0.0%
PIK Group PJSC 3,296 25 0.0%
Pinduoduo Inc. 437 11 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 44,563 665 0.0%
Piraeus Bank SA 874 4 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 144A 440,544 540 0.0%
Pizza Pizza Royalty Corp. 3,132 31 0.0%
PKP Cargo SA 927 14 0.0%
PLA Administradora Industrial S de RL de CV 7,896 16 0.0%
Plaza Retail REIT 99 0.0%
Plaza Trust F/R 09-27-2019 2,731,103 2,731 0.3%
PLDT Inc. 1,128 39 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 2,794,312 3,794 0.3%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 149,750 200 0.0%
PNC Financial Services Group Inc. 3.50% 01-23-2024 Callable 2023 65,271 92 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 15,618 21 0.0%
Polaris Infrastructure Inc. 3,927 52 0.0%
Polo Ralph Lauren Corp. Class A 1,368 194 0.0%
Poly Property Group Co Ltd. 53,588 25 0.0%
Polymer Process Holdings Inc. Term Loan 1st Lien F/R 04-29-2026 274,278 365 0.0%
Porsche Automobil Holding SE Pfd. 54,882 4,623 0.4%
POSCO ADR 1,420 95 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 592,954 787 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 81,589 109 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 201,641 275 0.0%
Power Corp. of Canada Sub. Voting* 19,304 550 0.0%
Power Financial Corp.* 5,568 166 0.0%
Power Logics Co. Ltd. 2,892 36 0.0%
Power Wind Health Industry Inc. 1,639 17 0.0%
Powerlong Real Estate Holdings Ltd. 168,512 103 0.0%
Powszechna Kasa Oszczednosci Bank Polski 5,700 79 0.0%
Powszechny Zaklad Ubezpieczen SA 4,144 61 0.0%
PPB Group BHD 100,702 610 0.0%
Prairie ECI Acquiror LP Term Loan 1st Lien F/R 03-07-2026 66,021 90 0.0%
Precinct Properties New Zealand Ltd. 37,560 54 0.0%
Precision Drilling Corp. 66 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 415,092 734 0.0%
Premier Inc. Class A 2,391 119 0.0%
Premium Brands Holdings Corp. 20,732 1,702 0.2%
Press Metal Aluminium Holdings BHD 46,639 67 0.0%
Principal Financial Group Inc. 116 8 0.0%
Pro Medicus Ltd. 218 5 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 266,160 358 0.0%
Promate Electronic Co. Ltd. 5,827 8 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 2,323 3 0.0%
Prosperity Real Estate Investment Trust 109,800 63 0.0%
Province of Alberta 0.63% 04-18-2025 135,205 211 0.0%
Province of Alberta 1.00% 11-15-2021 159,681 272 0.0%
Province of Alberta 2.20% 06-01-2026 16,226 16 0.0%
Province of Alberta 2.55% 12-15-2022 242,981 250 0.0%
Province of Alberta 3.10% 06-01-2024 931,932 986 0.1%
Province of Alberta 3.40% 12-01-2023 129,377 138 0.0%
Province of British Columbia 2.70% 12-18-2022 779,563 806 0.0%
Province of British Columbia 3.25% 12-18-2021 254,370 265 0.0%
Province of British Columbia 3.30% 12-18-2023 291,070 310 0.0%
Province of British Columbia 3.70% 12-18-2020 503,678 519 0.0%
Province of British Columbia 6.35% 06-18-2031 1,102,271 1,572 0.2%
Province of British Columbia 6.60% 01-09-2020 3,916,271 76 0.0%
Province of Manitoba 2.55% 06-02-2023 264,494 272 0.0%
Province of Manitoba 3.30% 06-02-2024 326,252 348 0.0%
Province of Manitoba 6.30% 03-05-2031 523,927 729 0.0%
Province of New Brunswick 3.35% 12-03-2021 75,931 79 0.0%
Province of New Brunswick 3.65% 06-03-2024 726,664 787 0.0%
Province of New Brunswick 4.50% 06-02-2020 51,380 53 0.0%
Province of New Brunswick 4.55% 03-26-2037 365,736 456 0.0%
Province of Newfoundland 3.00% 06-02-2026 1,018,477 1,069 0.1%
Province of Newfoundland 3.70% 10-17-2048 1,590,067 1,829 0.2%
Province of Ontario 0% 06-02-2024 2,401,964 2,180 0.2%
Province of Ontario 0% 06-02-2026 475,837 409 0.0%
Province of Ontario 0% 07-13-2022 463,182 437 0.0%
Province of Ontario 2.20% 10-03-2022 163,178 221 0.0%
Province of Ontario 2.30% 09-08-2024 3,062,567 3,125 0.3%
Province of Ontario 2.65% 02-05-2025 697,065 724 0.0%
Province of Ontario 2.70% 06-02-2029 11,506,142 11,969 0.8%
Province of Ontario 2.90% 06-02-2028 11,620,039 12,273 0.8%
Province of Ontario 2.90% 06-02-2049 7,805,751 8,255 0.6%
Province of Ontario 2.90% 12-02-2046 483,430 508 0.0%
Province of Ontario 3.50% 06-02-2024 1,442,312 1,554 0.2%
Province of Ontario 4.60% 06-02-2039 987,109 1,294 0.2%
Province of Ontario 5.60% 06-02-2035 499,629 701 0.0%
Province of Ontario 6.20% 06-02-2031 665,665 933 0.1%
Province of Ontario 6.50% 03-08-2029 963,064 1,316 0.2%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 898,522 825 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 528,989 457 0.0%
Province of Quebec 2.50% 09-01-2026 999,764 1,030 0.1%
Province of Quebec 2.75% 09-01-2025 1,928,658 2,019 0.2%
Province Of Quebec 2.75% 09-01-2028 1,318,676 1,382 0.2%
Province of Quebec 3.00% 09-01-2023 1,619,351 1,700 0.2%
Province of Quebec 3.50% 12-01-2048 6,423,799 7,627 0.5%
Province of Quebec 3.75% 09-01-2024 670,728 734 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 63,276 123 0.0%
Province of Quebec 4.50% 12-01-2020 493,554 514 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 27,842 43 0.0%
Province of Saskatchewan 3.05% 12-02-2028 13,664 15 0.0%
Province of Saskatchewan 3.30% 06-02-2048 473,306 534 0.0%
Prudential Financial Inc. 3,282 410 0.0%
Pruksa Holding PCL 27,880 24 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 146,633 198 0.0%
PSA Peugeot Citroen 786 24 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 103,773 135 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 369,913 499 0.0%
PT Bank Central Asia TBK 33,708 93 0.0%
PT Bank Mandiri (Persero) TBK 19,922 14 0.0%
PT Bank Negara Indonesia (Persero) TBK 9,797 8 0.0%
PT Bank Pembangunan Daerah Jawa TBK 63,901 4 0.0%
PT Bank Permata TBK 78,834 6 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 5,518 2 0.0%
PT Gudang Garam TBK 6,958 53 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 13,458 10 0.0%
PT Indo Tambangraya Megah TBK 29,083 48 0.0%
PT Indocement Tunggal Prakarsa TBK 9,979 20 0.0%
PT Industri Jamu Dan Farmasi Sido Muncul Tbk 23,783 2 0.0%
PT Jasa Marga (Persero) TBK 24,985 13 0.0%
PT Malindo Feedmill TBK 100,294 10 0.0%
PT Mayora Indah TBK 15,643 4 0.0%
PT Media Nusantara Citra TBK 605,451 65 0.0%
PT Mitra Adiperkasa TBK 84,128 7 0.0%
PT Panin Financial TBK 98,537 3 0.0%
PT Perusahaan Gas Negara 113,761 22 0.0%
PT Puradelta Lestari TBK 120,148 3 0.0%
PT Ramayana Lestari Sentosa TBK 141,222 22 0.0%
PT Salim Ivomas Pratama TBK 198,847 6 0.0%
PT Sarana Menara Nusantara TBK 32,160 2 0.0%
PT Semen Indonesia (Persero) TBK 18,247 20 0.0%
PT Surya Semesta Internusa TBK 368,192 20 0.0%
PT Tambang Batubara Bukit Asam TBK 46,546 13 0.0%
PT Telekomunikasi Indonesia TBK ADR 146 5 0.0%
PT Wijaya Karya Bangunan Gedung TBK 555,775 17 0.0%
PT Wijaya Karya Beton TBK 405,714 20 0.0%
PT Wijaya Karya Persero Tbk 444,656 96 0.0%
PT XL Axiata TBK 11,017 3 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 101,403 139 0.0%
PTG Energy PCL 104,195 75 0.0%
Public Bank BHD 328 2 0.0%
Publicis Groupe SA 2,402 177 0.0%
PW Medtech Group Ltd. 5,827 1 0.0%
Pyeong Hwa Automotive Co. Ltd. 323 3 0.0%
Qatar Islamic Bank 1,147 71 0.0%
QGEP Participacoes SA 4,731 21 0.0%
Qiagen NV 2,919 151 0.0%
QinetiQ Group PLC 72,355 360 0.0%
Qinhuangdao Port Co. Ltd. 4,371 1 0.0%
Quad/Graphics Inc. 7.00% 05-01-2022 566,955 784 0.0%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 291,070 395 0.0%
Qualitas Controladora SAB de CV 1,002 4 0.0%
Quality Houses PCL 93,097 12 0.0%
Quang Viet Enterprise Co. Ltd. 2,003 13 0.0%
Quanta Storage Inc. 9,105 17 0.0%
Quarterhill Inc. 87,938 132 0.0%
Quebecor Inc. Class B Sub. voting 140,542 4,483 0.4%
Quebecor Media Inc. 6.63% 01-15-2023 144A 965,654 1,042 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 48,395 48 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 175,999 171 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 224,421 303 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,779 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,257,321 1,483 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 110,211 138 0.0%
Radiant Opto-Electronics Corp. 31,952 137 0.0%
Radware Ltd. 4,649 147 0.0%
Rallye SA 462 3 0.0%
Randon SA Implementos e Participacoes 21,507 62 0.0%
Raspadskaya 11,964 34 0.0%
Ratchaburi Electricity Generating Holding PCL 51,080 135 0.0%
Ratchthani Leasing PCL 6,629 2 0.0%
Rayonier AM Products Inc. 5.50% 06-01-2024 Callable 2019 144A 121,490 133 0.0%
Real Matters Inc. 3,032 19 0.0%
Realtek Semiconductor Corp. 34,765 298 0.0%
Reckitt Benckiser Group PLC 6,391 693 0.0%
Red Star Macalline Group Corp. Ltd. 4,334 5 0.0%
Regional SAB de CV 14 0.0%
Regions Bank 6.45% 06-26-2037 25,176 43 0.0%
Regions Financial Corp. 7.375% 12-10-2037 47,788 87 0.0%
Reitmans (Canada) Ltd. Class A non-voting 249 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 7,084 369 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2020 144A 745,160 1,038 0.1%
Reliance Steel & Aluminum Co. 605 68 0.0%
Renesas Electronics Corp. 21,416 132 0.0%
Renewable Energy Group Inc. 13,960 295 0.0%
Rent-A-Center Inc. 218 7 0.0%
Repsol SA 27,572 602 0.0%
Republic of Argentina 5.88% 01-11-2028 13,237 12 0.0%
Republic of Argentina 6.88% 01-11-2048 2,562 2 0.0%
Republic of Austria 0.00% 07-15-2023 52,450 81 0.0%
Republic of Austria 0.50% 02-20-2029 142,198 223 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 319,183,249 137 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 784,384,885 329 0.0%
Republic of Colombia 7.00% 09-11-2019 657,234,211 265 0.0%
Republic of Finland 0.50% 09-15-2028 139,867 221 0.0%
Republic of Finland 1.50% 04-15-2023 51,284 84 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 78,092 124 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 46,622 70 0.0%
Republic of Indonesia 7.50% 05-15-2038 1,754,965,482 152 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 397,455 698 0.0%
Republic of Portugal 3.85% 04-15-2021 104,900 171 0.0%
Republic of South Africa 8.00% 01-31-2030 215,783 19 0.0%
Republic of the Philippines 3.88% 11-22-2019 3,631,876 94 0.0%
Republic of the Philippines 4.00% 01-26-2022 4,932,636 124 0.0%
Republic of the Philippines 4.25% 04-11-2020 5,520,079 142 0.0%
Republic of the Philippines 5.50% 03-08-2023 1,892,865 49 0.0%
Republic Services Inc. 11,625 1,329 0.2%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 2,178 3 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 116,428 157 0.0%
Resolute Forest Products Inc. 5.88% 05-15-2023 70,869 96 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 10,124 14 0.0%
Resona Holdings Inc. 19,266 110 0.0%
Restaurant Brands International Inc. 14,068 1,252 0.2%
Retail Value Inc. 1,700 73 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 379,657 516 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 490,572 664 0.0%
RHB Capital BHD 62,389 117 0.0%
Rightmove PLC 63,525 628 0.0%
RingCentral Inc. Class A 1,795 291 0.0%
Rio Tinto Ltd. 53,669 5,046 0.4%
Rio Tinto PLC 331 26 0.0%
RioCan Real Estate Investment Trust 30,317 791 0.0%
RiseSun Real Estate Development Co. Ltd. 2,841 5 0.0%
Ritchie Bros. Auctioneers Inc. 21,376 964 0.1%
Rite Aid Corp. 6.13% 04-01-2023 Callable 2020 144A 878,273 982 0.1%
Rite Aid Corp. 7.70% 02-15-2027 803,605 648 0.0%
Road King Infrastructure Ltd. 2,549 7 0.0%
Robinsons Land Corp. 38,151 26 0.0%
Roche Holding AG Genusscheine 3,320 1,179 0.1%
Rogers Communications Inc. 3.25% 05-01-2029 Callable 2029 606,913 616 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 544,175 748 0.0%
Rogers Communications Inc. Class B non-voting 35,236 2,506 0.2%
Rogers Sugar Inc. 6,214 36 0.0%
Rollins Inc. 139 7 0.0%
Rolls-Royce Group PLC C Shares 202,430 0.0%
Roots Corp. 1,856 7 0.0%
Rosseti PJSC 1,546,221 40 0.0%
Rostelecom PJSC 3,816 6 0.0%
Roxgold Inc. 829 1 0.0%
Royal Bank of Canada 165,712 16,834 1.1%
Royal Bank of Canada 2.15% 10-26-2020 203,972 275 0.0%
Royal Bank of Canada 2.36% 12-05-2022 815,503 823 0.0%
Royal Bank of Canada 2.95% 05-01-2023 424,457 438 0.0%
Royal Bank of Canada 3.30% 09-26-2023 771,969 801 0.0%
Royal Bank of Canada 3.31% 01-20-2026 2,080,521 2,117 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 983,312 1,009 0.1%
Royal Bank of Canada F/R 03-23-2020 Covered 2,748,464 2,758 0.3%
Royal Bank of Canada F/R 08-01-2019 7,157,145 7,160 0.5%
Royal Dutch Shell PLC 2,100 88 0.0%
Royal Dutch Shell PLC Class A 44,290 1,862 0.2%
Royal Dutch Shell PLC Class B 657 28 0.0%
RS PCL 3,150 2 0.0%
Ruentex Industries Ltd. 12,201 36 0.0%
Russel Metals Inc. 12,759 272 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 528,989 541 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 82,030 110 0.0%
Russian Federal Loan Bond - OFZ 7.05% 01-19-2028 1,010,595 20 0.0%
S&T Motiv Co. Ltd 69 3 0.0%
Sabina Gold & Silver Corp. 11,043 13 0.0%
Sabre Corp. 4,853 133 0.0%
Sabre Industries Inc. Term Loan B 1st Lien F/R 04-09-2026 80,994 110 0.0%
Safran SA 2,511 446 0.0%
Salmar ASA 7,808 482 0.0%
Sam Young Electronics Co. Ltd. 910 12 0.0%
Sambo Corrugated Board Co. Ltd. 1,411 17 0.0%
Samsonite International SA 46,898 130 0.0%
Samsung C&T Corp. 34 4 0.0%
Samsung Electronics Co. Ltd. 24,970 1,206 0.2%
Samsung Electronics Co. Ltd. GDR 18 22 0.0%
Samsung Engineering Co. Ltd. 50 1 0.0%
Samsung Fire & Marine Insurance Co. Ltd. 37 11 0.0%
Samsung SDS Co. Ltd. 112 26 0.0%
Samui Airport Property Fund Leasehold 3,679 4 0.0%
Samyang Holdings Corp. 252 21 0.0%
San Miguel Corp. 7,907 38 0.0%
San Miguel Food and Beverage Inc. 19,977 56 0.0%
Sands China Ltd. 27,763 170 0.0%
Sandvik AB 5,926 124 0.0%
Sangsangin Co. Ltd. 31 1 0.0%
Sanofi 3,189 348 0.0%
Sansiri PCL 154,028 9 0.0%
Santander Consumer Bank AS F/R 03-30-2020 78,285 11 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 79,008 39 0.0%
Sany Heavy Industry Co. Ltd. Class A 3,911 9 0.0%
Sanyang Motor Co. Ltd. 4,371 4 0.0%
Sao Martinho SA 1,694 11 0.0%
SAP AG 1,595 266 0.0%
Sappi Ltd. 55 0.0%
Saputo Inc. 2,452 110 0.0%
Sarantis SA 692 8 0.0%
Sartorius Stedim Biotech SA 1,455 273 0.0%
Saudi Arabian Oil Co. 2.75% 04-16-2022 144A 1,423 2 0.0%
Saudi Arabian Oil Co. 2.88% 04-16-2024 144A 13,237 18 0.0%
Saudi Arabian Oil Co. 3.50% 04-16-2029 144A 71,099 96 0.0%
Saudi Arabian Oil Co. 4.25% 04-16-2039 144A 103,735 139 0.0%
Saudi Arabian Oil Co. 4.38% 04-16-2049 144A 156,185 208 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 247,258 336 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 317,031 425 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 187,655 257 0.0%
Sberbank of Russia PJSC 14,827 71 0.0%
Scatec Solar ASA 685 9 0.0%
Schibsted ASA Class B 923 31 0.0%
Schindler Holding AG 10 3 0.0%
Schindler Holding AG PC 9 3 0.0%
Schlumberger Ltd. 1,885 88 0.0%
Schlumberger Ltd. 4.30% 05-01-2029 Callable 2029 67,602 96 0.0%
Scholastic Corp. 1,420 64 0.0%
Schouw & Co. 9 1 0.0%
SCI Pharmtech Inc. 10,235 40 0.0%
Scientific Games International Inc. 3.38% 02-15-2026 Callable 2021 253,105 376 0.0%
Scientific Games International Inc. 6.63% 05-15-2021 Callable 2019 463,182 635 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 462,936 463 0.0%
SEAFCO PCL 60,628 20 0.0%
SeAH Steel Corp. 337 20 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 123,549 172 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 135,205 189 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 168,540 238 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 123,549 173 0.0%
Sebang Co. Ltd. 174 3 0.0%
Sebang Global Battery Co. Ltd. 159 8 0.0%
Secure Energy Services Inc. 1,690 12 0.0%
Segro PLC 8,840 105 0.0%
Selcuk Ecza Deposu Ticaret ve Sanayi AS 16,349 18 0.0%
Semafo Inc. 414 2 0.0%
Sempio Co. 71 4 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,779 2 0.0%
Seohan Co. Ltd. 8,159 15 0.0%
Seojin System Co. Ltd. 231 7 0.0%
Ser Educacional SA 1,894 15 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 37,298 51 0.0%
Service Corp. International 5.13% 06-01-2029 Callable 2024 346,753 478 0.0%
Seven & i Holdings Co. Ltd. 11,308 517 0.0%
Seven Generations Energy Ltd. 4,076 29 0.0%
SEWOON MEDICAL Co. Ltd. 3,610 14 0.0%
SFA Engineering Corp. 726 33 0.0%
SFA Semicon Co. Ltd. 306 1 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 57,112 69 0.0%
SFS Group AG 340 37 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 34,844 41 0.0%
Shanghai Industrial Holdings Ltd. 33,745 95 0.0%
Shanghai Prime Machinery Co. Ltd. 9,469 2 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 367,002 373 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 936,488 1,003 0.1%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 642,886 701 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 5,214,464 6,819 0.5%
Shaw Communications Inc. Class B non-voting 5,104 140 0.0%
Shaw Communications Inc. Pfd Series A 15,288 211 0.0%
ShawCor Ltd. 1 0.0%
Shenzhen Expressway Co. Ltd. 68,167 107 0.0%
Shenzhen International Holdings Ltd. 10,289 24 0.0%
Shenzhen Investment Ltd. 2,549 1 0.0%
Shenzhou International Group Holdings Ltd. 1,712 27 0.0%
Shimao Property Holdings Ltd. 17,573 68 0.0%
Shin Kong Financial Holding Co. Ltd. 126 0.0%
Shin Zu Shing Co. Ltd. 17,201 81 0.0%
Shinhan Financial Group Co. Ltd. ADR 401 20 0.0%
Shinkong Synthetic Fibers Corp. 40,105 23 0.0%
ShinMaywa Industries Ltd. 5,804 94 0.0%
Shinsegae Co. Ltd. 191 65 0.0%
Shinyoung Securities Co. Ltd. 106 7 0.0%
Shopify Inc. 3,372 1,254 0.2%
Shougang Concord International Enterprises Co. Ltd. 17,847 1 0.0%
Showa Denko K. K. 901 34 0.0%
Shun Tak Holdings Ltd. 365,303 198 0.0%
Shunfeng International Clean Energy Ltd. 3,642 0.0%
Siegfried Holding AG 227 110 0.0%
Siemens AG 1,095 168 0.0%
Sienna Senior Living Inc. 3.47% 02-03-2021 278,415 284 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 272,317 402 0.0%
Signature Bank 1,044 162 0.0%
Sika AG 2,162 434 0.0%
Silicon Laboratories Inc. 305 39 0.0%
Silvercorp Metals Inc. 5,071 15 0.0%
Sime Darby BHD 29,537 22 0.0%
Simplo Technology Co. Ltd. 728 8 0.0%
Sindoh Co. Ltd. 50 3 0.0%
Sinil Pharmaceutical Co. Ltd. 1,254 13 0.0%
Sino-Thai Engineering & Construction PCL 87,374 93 0.0%
Sinon Corp. 12,019 11 0.0%
Sinopec Kantons Holdings Ltd. 24,400 14 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 528 30 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 74,661 44 0.0%
Sinotruk Hong Kong Ltd. 64,661 166 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 182,992 245 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 169,006 231 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 268,192 358 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 156,454 204 0.0%
SK Discovery Co. Ltd. 125 3 0.0%
SK Gas Ltd. 53 5 0.0%
SK Holdings Co. Ltd. 133 35 0.0%
SK Hynix Inc. 3,402 253 0.0%
SKF AB B 1,369 29 0.0%
SKY Perfect JSAT Holdings Inc. 824 4 0.0%
Slate Office REIT 9,710 57 0.0%
Sleep Country Canada Holdings Inc. 431 8 0.0%
Smart Real Estate Investment Trust 1,624 53 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 132,469 162 0.0%
Smiles Fidelidade SA 273 4 0.0%
Snap-On Inc. 121 25 0.0%
SNC-Lavalin Group Inc. 1,840 44 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 119,694 160 0.0%
Soda Sanayii AS 12,948 21 0.0%
Sofina SA 999 261 0.0%
Soft-World International Corp. 6,373 19 0.0%
SoftBank Group Corp. 1,949 249 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 253,105 355 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 83,525 120 0.0%
Softcat PLC 3,608 56 0.0%
SOHO China Ltd. 6,192 3 0.0%
Sojitz Corp. 16,690 73 0.0%
Somboon Advance Technology PCL 27,925 22 0.0%
Sonic Healthcare Ltd. 12,420 304 0.0%
Sonova Holding AG 1,908 575 0.0%
Sony Corp. 2,647 174 0.0%
Sorenson Communications LLC Term Loan 1st Lien F/R 03-14-2024 136,677 185 0.0%
Soulbrain Co. Ltd. 73 4 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2019 144A 1,760,569 1,677 0.2%
Source Energy Services Ltd. 1,908 2 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 11,656 21 0.0%
SP LP 3.21% 06-15-2019 1,297,693 1,297 0.2%
Sparebank 1 Nord-Norge 9,830 101 0.0%
SpareBank 1 SMN 3,191 46 0.0%
SPCG PCL 16,189 12 0.0%
SPDR Bloomberg Barclays Capital High Yield Bond ETF 617 89 0.0%
Spigen Korea Corp. 12 1 0.0%
Spin Master Corp. 27,740 1,133 0.1%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 186,403 259 0.0%
Spirit Airlines Inc. 3,505 218 0.0%
Springland International Holdings Ltd. 73,800 20 0.0%
Sprint Corp. 7.13% 06-15-2024 207,546 292 0.0%
Sprint Corp. 7.88% 09-15-2023 987,109 1,431 0.2%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 209,539 290 0.0%
SPS Commerce Inc. 1,325 182 0.0%
Spy Hill Power LP 4.14% 03-31-2036 197,744 213 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 1,136 1 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 186,983 252 0.0%
SSI Group Inc. 101,798 8 0.0%
SSR Mining Inc. 20,075 317 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 228,087 309 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 62,474 76 0.0%
Standard Bank Group Ltd. 510 9 0.0%
Standard Chartered PLC 31,352 368 0.0%
Standard Foods Corp. 6,192 16 0.0%
Stantec Inc. 55,973 1,753 0.2%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 84,914 112 0.0%
Starbucks Corp. 3,204 329 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 144A 101,598 135 0.0%
Stars Group Holdings BV Term Loan B 1st Lien F/R 07-10-2025 344,278 466 0.0%
Starwood Property Trust Inc. 25,315 754 0.0%
State Bank of India GDR 219 15 0.0%
Steel Dynamics Inc. 2,180 74 0.0%
Stella-Jones Inc. 24,790 1,122 0.1%
Stifel Financial Corp. 3.50% 12-01-2020 136,370 186 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 123,549 173 0.0%
Storm King Funding F/R 09-19-2019 2,773,311 2,773 0.3%
Storm Resources Ltd. 381 1 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 416,398 462 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 30,827 42 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 18,754 25 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 0 0.0%
Suheung Co. Ltd. 193 7 0.0%
Sul America SA 7,011 84 0.0%
Sumitomo Chemical Co. Ltd. 10,960 64 0.0%
Sumitomo Mitsui Construction Co. Ltd. 7,937 61 0.0%
Sumitomo Mitsui Financial Group Inc. 9,976 471 0.0%
Summerset Group Holdings Ltd. 10,858 53 0.0%
Summit Industrial Income Real Estate Investment Trust 80,449 1,025 0.1%
Sun Art Retail Group Ltd. 4,917 6 0.0%
Sun Life Financial Inc. 46,967 2,464 0.2%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 692,241 703 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,393,342 1,427 0.2%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 306,257 310 0.0%
Suncor Energy Inc. 651,639 27,142 1.7%
Suncor Energy Inc. 3.10% 05-24-2029 Callable 2029 594,187 604 0.0%
Sungdo Engineering & Construction Co. Ltd. 2,878 17 0.0%
Sungwoo Hitech Co. Ltd. 661 3 0.0%
Sunlight Real Estate Investment Trust 4,507 4 0.0%
Sunrise Communications Group AG 993 93 0.0%
Sunway Real Estate Investment Trust 36,639 22 0.0%
Supalai PCL 28,845 28 0.0%
Super Group Ltd. 929 3 0.0%
Superior Plus Corp. 33,058 406 0.0%
Superior Plus LP 5.13% 08-27-2025 Callable 2021 506,209 498 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,913,472 1,892 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 757,708 1,043 0.1%
Supermax Corp. BHD 24,197 13 0.0%
Surgutneftegas OJSC-PFD-CLS 7,594 6 0.0%
SurModics Inc. 2,466 135 0.0%
Suzuken Co. Ltd. 167 14 0.0%
Suzuki Motor Corp. 1,943 125 0.0%
SVB Financial Group 23 6 0.0%
Svenska Cellulosa AB (SCA) B 6,867 71 0.0%
Swedbank AB 404 8 0.0%
Swire Pacific Ltd. Class A 31,573 505 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,135,252 407 0.0%
Swiss Life Holding AG Reg. 2,720 1,673 0.2%
Swiss Re Ltd. 136 17 0.0%
Swisscom AG Reg. 166 107 0.0%
Syarikat Takaful Malaysia Keluarga BHD 34,618 70 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.63% 04-28-2026 Callable 2026 144A 673,054 921 0.1%
Syncmold Enterprise Corp. 2,003 7 0.0%
Syneos Health Inc. 4,554 254 0.0%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 153,484 194 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 123,549 166 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 138,701 192 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 405,497 425 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 55,947 75 0.0%
T-Mobile USA Inc. 5.13% 04-15-2025 Callable 2020 12,821 18 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 442,933 620 0.0%
TA Enterprise BHD 8,960 2 0.0%
Tabcorp Holdings Ltd. 55,139 233 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 220,453 312 0.0%
Taekwang Industrial Co. Ltd. 18 27 0.0%
Taeyoung Engineering & Construction Co. Ltd. 136 2 0.0%
TAG Immobilien AG 2,430 77 0.0%
Taichung Commercial Bank Co. Ltd. 10,744 6 0.0%
Taiwan High Speed Rail Corp. 42,430 79 0.0%
Taiwan Land Development Corp. 9,105 4 0.0%
Taiwan Navigation Co. Ltd. 14,613 12 0.0%
Taiwan Paiho Ltd. 19,248 64 0.0%
Taiwan PCB Techvest Co. Ltd. 1,275 2 0.0%
Taiwan Sakura Corp. 4,917 9 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. 32,097 324 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 21,780 1,129 0.1%
Taiwan Takisawa Technology Co. Ltd. 15,917 23 0.0%
Taiyen Biotech Co. Ltd. 2,003 3 0.0%
Talen Energy Supply LLC 7.25% 05-15-2027 Callable 2022 144A 349,285 479 0.0%
Tamarack Valley Energy Ltd. 83 0.0%
TAMKO Building Products Inc. Term Loan B 1st Lien F/R 05-03-2026 177,173 239 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 97,907 137 0.0%
Taseko Mines Ltd. 33 0.0%
Tassal Group Ltd. 8,644 39 0.0%
Tata Motors Ltd. ADR 1,894 32 0.0%
Tate & Lyle PLC 5,806 72 0.0%
Tatneft 470 7 0.0%
Tatneft PJSC 5,099 79 0.0%
Tauron Polska Energia SA 4,662 3 0.0%
TAV Havalimanlari Holding AS 2,021 12 0.0%
TC Energy Corp. 67,372 4,439 0.4%
TC Energy Corp. Pfd. Series 15 8,955 220 0.0%
TCL Electronics Holdings Ltd. 32,040 19 0.0%
Technology One Ltd. 13,845 93 0.0%
Technovator International Ltd 2,549 0.0%
Techtronic Industries Co. Ltd. 26,738 230 0.0%
Teck Resources Ltd. Class B 63,756 1,751 0.2%
Tekfen Holding AS 838 5 0.0%
Telefonaktiebolaget LM Ericsson B 108,815 1,418 0.2%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,423 3 0.0%
Telekom Malaysia BHD 34,243 40 0.0%
Telephone and Data Systems Inc. 14,987 584 0.0%
TeliaSonera AB 5,014 28 0.0%
Telkom SA SOC Ltd. 23,608 201 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 93,245 89 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 104,900 105 0.0%
TELUS Corp. 62,654 3,128 0.3%
TELUS Corp. 3.30% 05-02-2029 Callable 2029 350,423 355 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 367,002 381 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 154,394 169 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 379,657 415 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 58,278 58 0.0%
Temenos AG 79 19 0.0%
Tenaga Nasional BHD 53,575 219 0.0%
Tenaris SA 12,837 205 0.0%
Tencent Holdings Ltd. 28,768 1,617 0.2%
Tenet Healthcare Corp. 6.25% 02-01-2027 Callable 2022 144A 361,940 501 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 845,370 1,140 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 12,626 15 0.0%
Teradyne Inc. 3,074 175 0.0%
Teranga Gold Corp. 45,618 143 0.0%
Terna Energy SA 546 6 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 1,201,069 1,563 0.2%
Tervita Corp. 613 4 0.0%
Tesco Lotus Retail Growth Freehold & Leasehold Property Fund 7,776 7 0.0%
Test Research Inc. 1,457 3 0.0%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 415,369 518 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 589,734 664 0.0%
Texas Instruments Inc. 1,185 167 0.0%
Textron Inc. 244 15 0.0%
TFI International Inc. 16,736 690 0.0%
Thai Beverage PCL 95,304 76 0.0%
Thai Union Group PCL 20,323 16 0.0%
Thales SA 821 122 0.0%
Thanachart Capital PCL 6,538 15 0.0%
The a2 Milk Co. Ltd. 3,015 42 0.0%
The AES Corp. 378 8 0.0%
The Allstate Corp. 217 28 0.0%
The Bank of Nova Scotia 57,149 3,918 0.3%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 1,716,050 1,711 0.2%
The Bank of Nova Scotia 2.29% 06-28-2024 1,238,948 1,246 0.2%
The Bank of Nova Scotia 2.36% 11-08-2022 721,349 727 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 1,738,830 1,793 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 506,209 533 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 253,105 264 0.0%
The Bank of Nova Scotia F/R 04-02-2020 2,671,515 2,681 0.3%
The Bank of Nova Scotia F/R 08-27-2019 3,749,060 3,751 0.3%
The Berkeley Group Holdings PLC 122 7 0.0%
The Boeing Co. 1,423 657 0.0%
The British Land Co. PLC 31,400 286 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 226,676 257 0.0%
The Descartes Systems Group Inc. 4,358 236 0.0%
The E.W. Scripps Co. Class A 20,243 417 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 157,350 243 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 111,893 175 0.0%
The European Financial Stability Facility 1.88% 05-23-2023 116,556 192 0.0%
The GEO Group Inc. 5.88% 01-15-2022 Callable 2020 134,146 180 0.0%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 113,292 176 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 1,080,757 1,076 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 759,314 772 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 30,033 27 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 226,118 304 0.0%
The Hachijuni Bank Ltd. 4,340 25 0.0%
The Hershey Co. 105 19 0.0%
The Hyakujushi Bank Ltd. 193 5 0.0%
The International Bank for Reconstruction and Development 2.80% 01-13-2021 97,907 94 0.0%
The International Bank for Reconstruction and Development 3.38% 01-25-2022 118,887 110 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,171,875 1,067 0.1%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 272,740 43 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 162,012 153 0.0%
The Israel Corp. Ltd. 92 28 0.0%
The Juroku Bank Ltd. 515 15 0.0%
The Keg Royalties Income Fund 729 12 0.0%
The KeyW Holding Corp. Term Loan 1st Lien F/R 05-04-2024 203,411 276 0.0%
The Leadcorp Inc. 333 2 0.0%
The Link Real Estate Investment Trust 42,321 684 0.0%
The Manufacturers Life Insurance Co. 2.39% 01-05-2026 Callable 2021 1,192,123 1,195 0.2%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 303,726 305 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 316,887 327 0.0%
The Marcus Corp. 4,578 216 0.0%
The Mosaic Co. 310 9 0.0%
The Musashino Bank Ltd. 249 6 0.0%
The Nanto Bank Ltd. 172 5 0.0%
The North West Co. Inc. 8,931 265 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 219,619 300 0.0%
The Procter & Gamble Co. 20,089 2,794 0.3%
The Progressive Corp. 4,513 484 0.0%
The Sage Group PLC 1,290 16 0.0%
The Sherwin-Williams Co. 499 283 0.0%
The Shiga Bank Ltd. 1,120 36 0.0%
The SPAR Group Ltd. 468 8 0.0%
The TJX Companies Inc. 48,059 3,266 0.3%
The Toronto-Dominion Bank 168,091 12,423 0.8%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 4,209,132 4,177 0.3%
The Toronto-Dominion Bank 2.05% 12-01-2022 105,118 105 0.0%
The Toronto-Dominion Bank 2.50% 12-02-2024 1,151,627 1,154 0.1%
The Toronto-Dominion Bank 2.85% 03-08-2024 799,811 817 0.0%
The Toronto-Dominion Bank 2.982% 09-30-2025 Callable 2020 556,830 562 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 2,030,912 2,101 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 258,673 272 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 161,987 181 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 476,422 549 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 78,736 89 0.0%
The Toronto-Dominion Bank 6.13% 12-01-2024 383,967 447 0.0%
The Toronto-Dominion Bank F/R 02-18-2020 1,075,889 1,081 0.1%
The Toronto-Dominion Bank F/R 06-28-2023 2,528,516 2,548 0.2%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,328,800 1,357 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 877,263 878 0.1%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 199,953 207 0.0%
The Towa Bank Ltd. 1,882 17 0.0%
The Trade Desk Inc. Class A 5,052 1,357 0.2%
The Unite Group PLC 5,253 85 0.0%
The Walt Disney Co. 9,307 1,661 0.2%
The Walt Disney Co. 2.76% 10-07-2024 4,291,644 4,415 0.4%
The Williams Companies Inc. 3.70% 01-15-2023 Callable 2022 73,430 101 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 162,012 232 0.0%
Thermo Fisher Scientific Inc. 857 309 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 36,832 56 0.0%
Thermo Fisher Scientific Inc. 1.38% 09-12-2028 Callable 2028 55,947 86 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 35,433 56 0.0%
Thomson Reuters Corp. 40,052 3,440 0.3%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 293,768 388 0.0%
Tianjin Capital Environmental Protection Group Co. Ltd. 1,821 1 0.0%
Tianjin Development Holdings Ltd. 6,920 3 0.0%
Tianjin Port Development Holdings Ltd. 6,556 1 0.0%
Tianneng Power International Ltd. 728 1 0.0%
Tianyun International Holdings Ltd. 18,411 3 0.0%
Tidewater Midstream and Infrastructure Ltd. 1,442 2 0.0%
Tim Participacoes SA ADR 1,189 22 0.0%
TIME dotCom BHD 3,697 11 0.0%
Times China Holdings Ltd. 42,122 94 0.0%
Tingyi (Cayman Islands) Holding Corp. 364 1 0.0%
Tipco Asphalt PCL 1,766 1 0.0%
Tisco Financial Group PCL NVDR 656 2 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 385,716 466 0.0%
TMX Group Ltd. 13,198 1,190 0.2%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 862,842 885 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 680,211 725 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 0 0.0%
Toho Holdings Co. Ltd. 3,887 118 0.0%
Tokai Carbon Co. Ltd. 1,348 18 0.0%
Tokyo Electric Power Co. Holdings Inc. 450,403 3,133 0.3%
Tomony Holdings Inc. 1,342 6 0.0%
Topco Scientific Co. Ltd. 5,463 19 0.0%
Topkey Corp. 4,139 26 0.0%
Toppan Printing Co. Ltd. 3,954 78 0.0%
Torchmark Corp. 1,295 150 0.0%
Torex Gold Resources Inc. 845 10 0.0%
Toromont Industries Ltd. 14,600 867 0.1%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 379,657 403 0.0%
Toronto Hospital 5.64% 12-08-22 350,374 369 0.0%
Toshiba Corp. 3,263 140 0.0%
Total SA 579 41 0.0%
TOTVS SA 11,382 155 0.0%
Tourmaline Oil Corp. 2,858 49 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 71,549 97 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 182,241 244 0.0%
Towd Point Mortgage Trust 3.75% 05-25-2058 78,953 109 0.0%
Towd Point Mortgage Trust F/R 07-25-2058 144A 74,725 101 0.0%
Toyo Seikan Kaisha Ltd. 7,808 200 0.0%
Toyota Credit Cabada Inc. F/R 10-13-2020 827,607 830 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 488,288 489 0.0%
Toyota Credit Canada Inc. F/R 09-27-2021 1,125,546 1,129 0.1%
TPI Polene PCL 236,313 20 0.0%
TPK Holding Co. Ltd. 33,463 72 0.0%
Transaction Capital Ltd. 911 2 0.0%
TransAlta Corp. 29,605 265 0.0%
TransAlta Corp. Pfd. Series A 36,256 444 0.0%
TransAlta Renewables Inc. 4,573 62 0.0%
Transat A.T. Inc. Class B 7,191 86 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 708,693 800 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 478,470 498 0.0%
TransCanada PipeLines Ltd. 3.69% 07-19-2023 114,609 120 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 3,558 5 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 178,945 222 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 686,420 884 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 292,336 445 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 991,663 945 0.1%
TransGlobe Energy Corp. 57,002 116 0.0%
Transmissora Alianca de Energia Eletrica SA 127 1 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 779,563 854 0.0%
Travelport Finance Luxembourg Sarl Term Loan 1st Lien F/R 03-18-2026 639,697 828 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 35,406 36 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 123,549 118 0.0%
Trencor Ltd. 1,384 3 0.0%
Trico Group LLC Term Loan 1st Lien F/R 02-02-2024 1,457 2 0.0%
Tricon Capital Group Inc. 47,316 490 0.0%
Trillium Windpower LP 5.80% 02-15-2033 207,161 243 0.0%
TriMark USA LLC Term Loan 1st Lien F/R 09-15-2024 146,801 169 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 36,598 51 0.0%
TrinityRail Leasing LP 3.82% 04-17-2049 Callable 2020 144A 62,940 86 0.0%
Trisura Group Ltd. 50 2 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 94,721 128 0.0%
True North Commercial Real Estate Investment Trust 7,208 47 0.0%
Tsingtao Brewery Co. Ltd. H 4,371 36 0.0%
Ttet Union Corp. 364 2 0.0%
TTFB Co. Ltd. 182 2 0.0%
TTW PCL 4,025 2 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 1,293 39 0.0%
Tupy SA 2,728 18 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 3,078 21 0.0%
Turkiye Is Bankasi Series C 21,962 26 0.0%
Turkiye Sise ve Cam Fabrikalari AS 5,372 6 0.0%
Twilio Inc. Class A 2,212 395 0.0%
TXC Corp. 1,275 2 0.0%
Tyler Technologies Inc. 120 35 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 82,755 117 0.0%
U.S. Bancorp 4,762 323 0.0%
U.S. Bancorp 0.85% 06-07-2024 80,423 125 0.0%
U.S. Bancorp 3.15% 04-27-2027 Callable 2027 123,549 172 0.0%
U.S. Bancorp Pfd. Security Series A 333 360 0.0%
UBCare Co. Ltd. 1,151 7 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 1,277,639 1,837 0.2%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 5,745 8 0.0%
Ubiquiti Networks Inc. 7,807 1,269 0.2%
Ubright Optronics Corp. 1,275 2 0.0%
UBS Group AG 21,546 336 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 1,616 2 0.0%
UMW Holdings BHD 8,140 13 0.0%
Uni-President Enterprises Corp. 28,948 101 0.0%
UniCredit SpA 3.75% 04-12-2022 144A 85,296 115 0.0%
Unid Co. Ltd. 15 1 0.0%
Unilever NV CVA 16,202 1,321 0.2%
Unilever PLC 592 49 0.0%
Unimicron Technology Corp. 118,355 152 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 350,571 408 0.0%
Union Bank Of Taiwan 17,118 9 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 350,708 370 0.0%
Union Gas Ltd. 8.65% 11-10-2025 48,090 65 0.0%
Union Pacific Corp. 1,167 263 0.0%
Unipar Carbocloro SA 650 8 0.0%
Uniper SE 62,551 2,372 0.2%
Unipro PJSC 65,595 3 0.0%
United Integrated Services Co. Ltd. 3,278 20 0.0%
United Kingdom Treasury 3.75% 09-07-2020 30,304 54 0.0%
United Microelectronics Corp. 49,446 27 0.0%
United Parcel Service Inc. (UPS) Class B 2,830 355 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 822,337 816 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2019 173,668 239 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 174,834 230 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 213,297 293 0.0%
United States Cellular Corp. 3,416 201 0.0%
United States Treasury 0.13% 07-15-2024 Inflation Indexed 9,110 13 0.0%
United States Treasury 0.75% 02-15-2042 Inflation Indexed 55,729 85 0.0%
United States Treasury 0.75% 07-15-2028 Inflation Indexed 91,644 130 0.0%
United States Treasury 0.87% 01-15-2029 Inflation Indexed 21,351 30 0.0%
United States Treasury 1.00% 02-15-2049 Inflation Indexed 15,936 23 0.0%
United States Treasury 1.01% 02-15-2048 Inflation Indexed 58,216 86 0.0%
United States Treasury 2.00% 11-15-2026 507,017 683 0.0%
United States Treasury 2.25% 04-30-2030 331,018 454 0.0%
United States Treasury 2.38% 02-29-2024 650,381 898 0.1%
United States Treasury 2.38% 04-30-2026 39,783 55 0.0%
United States Treasury 2.38% 05-15-2029 1,421,979 1,966 0.2%
United States Treasury 2.50% 01-31-2024 385,799 535 0.0%
United States Treasury 2.50% 02-15-2022 321,694 442 0.0%
United States Treasury 2.50% 03-31-2024 189,829 259 0.0%
United States Treasury 2.63% 02-15-2029 5,847,274 8,250 0.6%
United States Treasury 2.75% 02-15-2028 549,237 781 0.0%
United States Treasury 2.75% 11-15-2042 815,890 1,147 0.1%
United States Treasury 2.88% 08-15-2028 1,495 2 0.0%
United States Treasury 2.88% 09-30-2023 3,701 5 0.0%
United States Treasury 2.88% 10-31-2023 641 1 0.0%
United States Treasury 3.00% 02-15-2049 1,026,855 1,516 0.2%
United States Treasury 3.13% 02-15-2043 771,599 1,155 0.1%
United States Treasury 3.13% 11-15-2028 0 0.0%
United States Treasury 3.38% 04-15-2032 Inflation Indexed 8,558 23 0.0%
United States Treasury 4.38% 02-15-2038 567,626 1,005 0.1%
United Technologies Corp. 1,788 305 0.0%
United Utilities Group PLC 11,991 163 0.0%
UnitedHealth Group Inc. 513 167 0.0%
UnitedHealth Group Inc. 2.70% 07-15-2020 95,576 129 0.0%
UnitedHealth Group Inc. 3.50% 06-15-2023 158,516 222 0.0%
Universal Microwave Technology Inc. 8,111 32 0.0%
Universal Vision Biotechnology Co. Ltd. 15,514 21 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 242,107 296 0.0%
Unizyx Holding Corp. 3,642 3 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 71,099 95 0.0%
UPM-Kymmene OYJ 228 8 0.0%
Uralkali 3,056 6 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 227,284 314 0.0%
US Bancorp Pfd. Series K Callable 2023 5,163 182 0.0%
US Bank NA 2.65% 05-23-2023 Callable 2022 498,858 679 0.0%
USA Compression Partners LP 6.88% 09-01-2027 Callable 2022 298,664 415 0.0%
USB Capital IX 3.50% 10-29-2049 351,532 374 0.0%
Userjoy Technology Co. Ltd. 7,017 19 0.0%
Utechzone Co. Ltd. 17,767 53 0.0%
Vale SA ADR 3,351 56 0.0%
Value Added Technology Co. Ltd. 332 9 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 412,521 468 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 273 12 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 36,832 51 0.0%
Varonis Systems Inc. 653 55 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 589,734 590 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 240,450 336 0.0%
Verbund AG 39 3 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 184,551 247 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-20-2025 83,018 111 0.0%
Verisk Analytics Inc. 1,302 246 0.0%
Verizon Communications Inc. 986 72 0.0%
Verizon Communications Inc. 3.50% 02-17-2023 97,907 96 0.0%
Verizon Owner Trust 1.42% 01-20-2021 8,935 12 0.0%
Verso Corp. Class A 24,728 575 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 153,789 209 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 498,616 465 0.0%
Vestel Beyaz Esya Sanayi ve Ticaret AS 7,303 23 0.0%
Vestel Elektronik Sanayi ve Ticaret AS 637 1 0.0%
ViaSat Inc. 5.63% 04-15-2027 Callable 2022 144A 237,918 326 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 189,829 250 0.0%
Vidéotron Ltd./Vidéotron Ltée. 5.13% 04-15-2027 Callable 2022 144A 1,328,800 1,812 0.2%
Vidéotron Ltée 5.63% 06-15-2025 Callable 2025 27,842 30 0.0%
Vidéotron Ltée 5.75% 01-15-2026 Callable 2020 1,176,937 1,244 0.2%
Village Super Market Inc. 706 25 0.0%
Vinci SA 2,250 301 0.0%
Vinda International Holdings Ltd. 5,555 13 0.0%
Vipshop Holdings Ltd. 749 8 0.0%
Visa Inc. Class A 7,728 1,685 0.2%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 95,926 129 0.0%
Vistra Energy Corp. 3,636 116 0.0%
Vistra Operations Co. LLC 5.50% 09-01-2026 Callable 2021 144A 125,880 175 0.0%
Vistra Operations Co. LLC 5.63% 02-15-2027 Callable 2022 144A 156,185 218 0.0%
Vital KSK Holdings Inc. 7,163 93 0.0%
VNDO Trust 3.90% 01-10-2035 93,245 129 0.0%
Vodafone Group PLC 3.75% 01-16-2024 148,082 206 0.0%
Voya Financial Inc. 34,767 2,393 0.2%
VRX Escrow Corp. 6.13% 04-15-2025 Callable 2020 144A 522,408 690 0.0%
Vukile Property Fund Ltd. 19,010 37 0.0%
VVC Holding Corp. Term Loan B 1st Lien F/R 02-07-2026 416,729 564 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 134,270 163 0.0%
W.H. Smith PLC 2,655 89 0.0%
W.W. Grainger Inc. 1,451 513 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 1,168,450 1,713 0.2%
Wabtec Corp. 1,293 109 0.0%
Wachovia Capital Trust III F/R 03-15-2066 524,734 706 0.0%
Wal-Mart de Mexico SAB de CV Series V 44,355 169 0.0%
Wal-Mart Stores Inc. 3,752 514 0.0%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 96,741 133 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 30,986 41 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 30,195 41 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 0 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 37,373 51 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 12,939 18 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 13,728 19 0.0%
Warrior Met Coal Inc. 50,747 1,770 0.2%
Washington H. Soul Pattison & Co. Ltd. 3,738 78 0.0%
Waste Connections Inc. 19,724 2,522 0.2%
Waste Management Inc. 3,756 555 0.0%
Waste Pro USA Inc. 5.50% 02-15-2026 Callable 2021 144A 265,760 356 0.0%
Waters Corp. 514 139 0.0%
Wei Chuan Foods Corp. 15,297 19 0.0%
Weichai Power Co. Ltd. 79,896 164 0.0%
Weifu High-Technology Group Co. Ltd. 12,528 31 0.0%
Weiqiao Textile Co. Ltd. 58,503 28 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 494,847 664 0.0%
Wells Fargo & Co. 2,844 171 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 3,947 137 0.0%
Wells Fargo & Co. 2.98% 05-19-2026 545,441 549 0.0%
Wells Fargo & Co. 3.19% 02-08-2024 Callable 2024 979,404 1,005 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 630,231 659 0.0%
Wells Fargo & Co. F/R 07-27-2021 81,589 77 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 0 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 17,465 25 0.0%
Welltower Inc. 4.13% 03-15-2029 Callable 2028 249,680 351 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 187,298 267 0.0%
Wesdome Gold Mines Ltd. 11,781 55 0.0%
Wesfarmers Ltd. 648 23 0.0%
West Fraser Timber Co. Ltd. 3,231 170 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 440,402 508 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 9,826 250 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 201,641 197 0.0%
Western Forest Products Inc. 18,426 28 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 11,656 20 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 139,867 136 0.0%
Westports Holdings BHD 16,262 20 0.0%
Westshore Terminals Investment Corp. 14,035 311 0.0%
Wheaton Precious Metals Corp. 1,707 51 0.0%
Wheelock and Co. Ltd. 5,403 48 0.0%
Whitbread PLC 3,967 314 0.0%
Whitecap Resources Inc. 17 0.0%
Whitehaven Coal Ltd. 64,163 236 0.0%
Wihlborgs Fastigheter AB 1,870 37 0.0%
William Morrison Supermarkets PLC 145,215 488 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 467,388 638 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 865,669 1,216 0.2%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 72,353 100 0.0%
Winpak Ltd. 11,116 487 0.0%
Wipro Ltd. ADR 47,709 285 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 61,070 2,167 0.2%
WiseTech Global Ltd. 10,413 238 0.0%
Wistron Corp. 5,827 6 0.0%
Wiz Solucoes e Corretagem de Seguros SA 2,586 9 0.0%
WNS (Holdings) Ltd. 459 34 0.0%
Wolters Kluwer NV 421 40 0.0%
Wonderful Hi-Tech Co. Ltd. 22,338 19 0.0%
Woodside Petroleum Ltd. 7,701 256 0.0%
Woolworths Ltd. 208 6 0.0%
Woongjin Coway Co. Ltd. 151 14 0.0%
Woori Financial Group Inc. 1,942 31 0.0%
Woori Financial Group Inc. ADR 601 29 0.0%
World Fuel Services Corp. 6,614 260 0.0%
World Wrestling Entertainment Inc. Class A 16,799 1,651 0.2%
Wowprime Corp. 4,249 16 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 129,377 174 0.0%
WSP Global Inc. 5,559 396 0.0%
Wuestenrot & Wuerttembergische AG 5,961 169 0.0%
Xiamen C & D Inc. 3,030 5 0.0%
Xilinx Inc. 2,421 335 0.0%
Xingda International Holdings Ltd. 1,639 1 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 13,294 12 0.0%
Xinyuan Real Estate Co. Ltd. 3,377 19 0.0%
Xiwang Special Steel Co. Ltd. 58,258 14 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 527,636 739 0.0%
Xtep International Holdings Ltd. 31,686 22 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 404,373 516 0.0%
Yamana Gold Inc. 163,399 443 0.0%
Yangzijiang Shipbuilding Holdings Ltd. 13,823 19 0.0%
Yanzhou Coal Mining Co. Ltd. H 28,773 37 0.0%
YC INOX Co. Ltd. 9,463 11 0.0%
Yellow Pages Ltd. 3,364 27 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 14,214 95 0.0%
Yihai International Holding Ltd. 103,254 690 0.0%
YIK Corp. 213 1 0.0%
Youngone Corp. 75 3 0.0%
Youngone Holdings Co. Ltd. 55 4 0.0%
YPF SA ADR 4,720 95 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 91,476 122 0.0%
Yuasa Trading Co. Ltd. 1,183 43 0.0%
Yuexiu Property Co. Ltd. 190,544 58 0.0%
Yuexiu Transport Infrastructure Ltd. 31,284 33 0.0%
Yum China Holdings Inc. 2,824 153 0.0%
Yungshin Construction & Development Co. Ltd. 1,821 3 0.0%
YungShin Global Holding Corp. 2,003 4 0.0%
Yuyu Pharma Inc. 1,499 19 0.0%
Yuzhou Properties Co. Ltd. 16,936 10 0.0%
Zeng Hsing Industrial Co. Ltd. 6,325 40 0.0%
Zenith Bank Ltd. 235,150 18 0.0%
Zhejiang Expressway Co. Ltd. H 15,661 22 0.0%
Zhen Ding Technology Holding Ltd. 41,061 163 0.0%
Zions Bancorporation 3.35% 03-04-2022 Callable 2022 199,310 273 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 69,933 94 0.0%
Zoomlion Heavy Industry Science and Technology Co. Ltd. 123,642 98 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 1,665 2 0.0%
Zscaler Inc. 2,144 199 0.0%
Zurich Insurance Group AG 333 146 0.0%
Total Investments -- 1,719,770 99.6%
Currency Hedge Contracts -- -2,292 -0.1%
Other Assets (Liabilities) -- 9,071 0.5%
Total Net Assets -- 1,726,549 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of July 31, 2019
  • Regional Allocation
      Canada
    EQ : 16.2% | FI : 41.8%
    58.0%
      United States
    EQ : 7.9% | FI : 12.3%
    20.2%
      Other
    EQ : 6.3% | FI : 2.7%
    9.0%
      China
    EQ : 1.2%
    1.2%
      Japan
    EQ : 0.7%
    0.7%
      United Kingdom
    FI : 0.7%
    0.7%
      Australia
    FI : 0.3%
    0.3%
      Cash & Equivalents 9.9%
  • Sector Allocation
      Fixed Income 57.9%
      Cash & Equivalents 9.9%
      Financials 7.2%
      Other 4.1%
      Industrials 3.9%
      Information Technology 3.3%
      Pooled Funds 2.9%
      Materials 2.4%
      Consumer Discretionary 2.3%
      Consumer Staples 2.2%
      Energy 2.2%
      Communication Serv. 1.7%

Other Managed Assets Funds

Portfolio Managers

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

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.