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 December 31, 2018
Major holdings represent 17.4% of the fund.
View all holdings
Total # of
Equity Holdings
1549
Total # of
Fixed Income Holdings
1594
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 3.50% 06-01-2020
Canada | Federal Government
2.9%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
2.8%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Pooled Funds
2.8%
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
1.9%
Mackenzie US Investment Grade Corporate Bond Index ETF
Canada | Exchange Traded Funds
1.1%
Royal Bank of Canada
Canada | Diversified Banks
1.0%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.8%
Bank of Montreal
Canada | Diversified Banks
0.7%
Suncor Energy Inc
Canada | Integrated Oil & Gas
0.5%

Complete Fund Holdings Help Full holdings list

As of November 30, 2018
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 172,780 229 0.0%
21Vianet Group Inc. ADR 8 0.0%
3SBio Inc. 165 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 2,063,202 2,030 0.2%
407 International Inc. 3.60% 05-21-2047 Callable 419,282 401 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,491,593 1,455 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 1,639,630 2,112 0.2%
407 International Inc. 6.75% 07-27-2039 Callable 92,722 119 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 1,169,056 1,717 0.2%
58.Com Inc. ADR 733 58 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 95,561 127 0.0%
AbbVie Inc. 3,202 401 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 104,103 157 0.0%
Abcam PLC 5,840 113 0.0%
ABIOMED Inc. 2,594 1,147 0.1%
Absolute Software Corp. 1,169 10 0.0%
Acadian Timber Corp. 2,551 38 0.0%
Accenture PLC Class A 6,569 1,437 0.1%
Access Justice Durham 5.015% 08-31-2039 329,542 363 0.0%
Acer Inc. 12,433 11 0.0%
Acrisure LLC Term Loan B 1st Lien F/R 11-22-2023 2,014 3 0.0%
Acxiom Corp. 1,275 80 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 115,792 137 0.0%
Adcock Ingram Holdings Ltd. 263 1 0.0%
Addus HomeCare Inc. 415 41 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 18,663 25 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 19,015 26 0.0%
Admiral Group PLC 9,214 326 0.0%
Adtalem Global Education Inc. 7,252 557 0.0%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 15,070 20 0.0%
Advance Auto Parts Inc. 13,780 3,255 0.3%
Advanced Info Service PCL (Thailand) DR 2,775 20 0.0%
Advanced Medical Solutions Group PLC 88,222 115 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 849,875 1,233 0.1%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 217,924 291 0.0%
AECI Ltd. 3,219 28 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 205,117 249 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 143,362 192 0.0%
Aecon Group Inc. 8,219 154 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 86,812 113 0.0%
Aegon NV 118,307 876 0.1%
AEON Credit Service M Bhd 156 1 0.0%
AEON Thana Sinsap (Thailand) PCL 1,153 9 0.0%
AerCap Holdings NV 23,965 1,684 0.2%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 308,797 391 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 183,092 233 0.0%
Aeroflot - Russian Airlines OJSC 692 2 0.0%
Aetna Inc. 9,410 2,654 0.3%
Aflac Inc. 17,740 1,079 0.1%
African Development Bank F/R 02-24-2019 28,955 4 0.0%
African Oxygen Ltd. 461 1 0.0%
African Rainbow Minerals Ltd. 626 7 0.0%
AG Growth International Inc. 496 27 0.0%
AG Mortgage Investment Trust Inc. 317 8 0.0%
Agellan Commercial Real Estate Investment Trust 1,536 22 0.0%
AGF Management Ltd. Class B non-voting 14,131 71 0.0%
Aggreko PLC 11,082 140 0.0%
Agile Property Holdings Ltd. 12,350 22 0.0%
Agnico-Eagle Mines Ltd. 13,526 632 0.0%
Agricultural Bank of China Ltd. H 1,889,838 1,140 0.1%
Agritrade Resources Ltd. 4,663 58 0.0%
AGT Food and Ingredients Inc. 5,631 87 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 546,543 535 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 414,007 529 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 1,693 21 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 433,760 572 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 461,829 440 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 270,539 263 0.0%
Aimia Inc. 100,444 354 0.0%
Air Canada 114,870 3,331 0.3%
Air China Ltd. H 11,362 15 0.0%
Air Liquide SA 1,369 220 0.0%
Air Medical Group Holdings Inc. Term Loan B 1st Lien F/R 09-26-2024 1,762 2 0.0%
Air New Zealand Ltd. 2,882 8 0.0%
Air Newco LLC Term Loan B 1st Lien F/R 05-31-2024 1,684 2 0.0%
AirAsia BHD 22,865 22 0.0%
Airports of Thailand Public Co. Ltd. 2,149 6 0.0%
AK Holdings Inc 118 7 0.0%
Aker ASA 165 13 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 140,053 186 0.0%
Akzo Nobel NV 5,142 576 0.0%
AL Midcoast Holdings LLC B Term Loan 1st Lien F/R 06-28-2025 151,241 198 0.0%
Alam Sutera Realty TBK PT 930,310 30 0.0%
Alberta Powerline LP 4.06% 03-01-2054 405,808 412 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 273,987 365 0.0%
Alcanna Inc. 29,775 34 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 6,562 5 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 514,571 486 0.0%
Alfa SA Series A 28,524 38 0.0%
Algonquin Power & Utilities Corp. 28,669 404 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 920,926 913 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 336,124 347 0.0%
Algonquin Power Co. 4.82% 02-15-2021 218,617 225 0.0%
Alibaba Group Holding Ltd. ADR 848 181 0.0%
Alibaba Health Information Technology Ltd. 659 1 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 716,356 726 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 42,736 2,980 0.3%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 56,242 83 0.0%
Allergan PLC 14,436 3,005 0.3%
Alliance Data Systems Corp. 3,937 1,049 0.1%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 4,216 6 0.0%
Alliance Financial Group BHD 659 1 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 105,210 107 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 51,753 58 0.0%
Allianz SE Reg. 9,178 2,576 0.3%
Allied Properties Real Estate Investment Trust 7,969 359 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 213,152 205 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 363,451 366 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 267,806 269 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 789 1 0.0%
Ally Financial Inc. 209 7 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 4,758 6 0.0%
Ally Financial Inc. 8.00% 11-01-2031 15,235 24 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 06-13-2024 48,138 62 0.0%
Alpek SAB de CV 33,910 55 0.0%
Alphabet Inc. Class A 488 720 0.0%
Alphabet Inc. Class C 504 733 0.0%
Alstom SA 3,567 208 0.0%
Alta Mesa Holdings LP 7.88% 12-15-2024 Callable 2019 1,356 1 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 500,087 501 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 432,862 424 0.0%
AltaGas Ltd. 3.98% 10-04-2027 Callable 2027 201,443 193 0.0%
AltaGas Ltd. Pfd. Series K 19,789 363 0.0%
Altair Engineering Inc. 7,817 336 0.0%
AltaLink LP 2.98% 11-28-2022 726,903 727 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 399,523 388 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 721,711 746 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 418,483 532 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 431,787 548 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 1,300,773 1,281 0.1%
Altisource Portfolio Solutions SA 573 18 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 33,999 51 0.0%
Amata Corp. PCL 231 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 296,346 352 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 5,793 7 0.0%
Amcor Ltd. 46,481 608 0.0%
Amdocs Ltd. 5,706 492 0.0%
Amedisys Inc. 1,381 250 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1,528,455 87 0.0%
America Movil SAB de CV Series L ADR 2,289 41 0.0%
America's Car-Mart Inc. 268 26 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 131,564 172 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 10-10-2021 61,119 81 0.0%
American Dental Partners Inc. Term Loan 1st Lien F/R 08-30-2021 1,610 2 0.0%
American Express Co. 6,300 940 0.1%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 234,459 377 0.0%
American National Insurance Co. 2,425 411 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 96,433 117 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 88,222 114 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 178,483 237 0.0%
Amphenol Corp. Class A 950 111 0.0%
Anadolu Cam Sanayii AS 799 1 0.0%
Andrew Peller Ltd. 87 1 0.0%
Angang Steel Co. Ltd. H Shares 329 0.0%
Anglo American Platinum Ltd. 198 8 0.0%
Anglo American PLC 4,205 112 0.0%
AngloGold Ashanti Ltd. ADR 1,441 19 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 2,385,662 2,250 0.2%
Anhui Conch Cement Co. Ltd. H 18,346 127 0.0%
Anpec Electronics Corp. 19,811 55 0.0%
Ansell Ltd. 8,126 180 0.0%
Anta Sports Products Ltd. 1,729 10 0.0%
Antero Midstream 5.38% 09-15-2024 93,736 122 0.0%
Antero Resources Corp. 5.00% 03-01-2025 266,758 339 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 6,952 9 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 104,764 139 0.0%
Anthem Inc. 5,131 1,979 0.2%
Anthem Inc. 2.75% 10-15-2042 73,225 388 0.0%
APCO Holdings Inc. Term Loan B 1L F/R 06-06-2025 4,845 6 0.0%
Apex International Co. Ltd. 57,895 88 0.0%
Apollo Commercial Real Estate Finance Inc. 30,320 763 0.0%
Apple Inc. 15,249 3,620 0.3%
Apple Inc. 2.51% 08-19-2024 Callable 2024 10,644,753 10,223 0.7%
Apple Inc. 2.85% 08-28-2019 132,334 129 0.0%
Apple Inc. F/R 02-09-2022 130,128 175 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 110,278 146 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 97,045 130 0.0%
Aramark Services Inc. Term Loan 1L F/R 03-11-2025 42,169 56 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 117,127 155 0.0%
ARC Resources Ltd. 38,067 346 0.0%
Arcadyan Technology Corp. 3,129 9 0.0%
ArcelorMittal SA 7.00% 10-15-2039 1,405 2 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 1,113,103 1,316 0.1%
Archer-Daniels-Midland Co. 69,014 4,222 0.3%
Arcosa Inc. 137 5 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 2,222 3 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 4,438 6 0.0%
Ardonagh Midco 3 PLC 8.63% 07-15-2023 [144A] Callable 2020 620,191 744 0.0%
Argonaut Gold Inc. 419 1 0.0%
Aritzia Inc. 6,256 114 0.0%
Arkema Group 450,898 452 0.0%
ARMOUR Residential REIT Inc. 4,332 127 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 368,917 365 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 91,873 107 0.0%
Arrowhead Properties Ltd. 60,906 26 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 134,111 178 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 4,844 6 0.0%
Artis Real Estate Investment Trust 14,493 144 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 368,917 370 0.0%
Artis Real Estate Investment Trust F/R 02-07-2020 9,221 9 0.0%
Asanko Gold Inc. 52 0.0%
Ashland Global Holdings Inc. 2,109 230 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 2,367 3 0.0%
Asia Cement China Holdings Corp. 30,927 32 0.0%
Asia Cement Corp. 18,317 27 0.0%
Asia Paper Manufacturing Co. Ltd. 692 25 0.0%
Asian Development Bank 4.625% 03-06-2019 120,203 111 0.0%
Asian Development Bank 5.00% 03-09-2022 73,886 77 0.0%
Asian Development Bank 5.90% 12-20-2022 506,495 9 0.0%
Asian Development Bank 6.00% 02-24-2021 398,131 7 0.0%
Asian Development Bank 6.45% 08-08-2021 299,902 6 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 5,325 4 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 67,019 88 0.0%
Aspen Technology Inc. 1,342 154 0.0%
ASR Nederland NV 12,450 716 0.0%
Asseco Poland SA 124 2 0.0%
AssetMark Financial Holdings Inc. Term Loan 1st Lien F/R 11-08-2025 6,753 9 0.0%
Associated Capital Group Inc. Class A 2,441 138 0.0%
Assore Ltd. 206 5 0.0%
Assured Guaranty Ltd. 50,621 2,747 0.3%
Astral Foods Ltd. 5,279 89 0.0%
AT&T Inc. 8,168 339 0.0%
AT&T Inc. 2.35% 09-05-2029 Callable 2029 427,335 569 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 242,289 240 0.0%
AT&T Inc. 4.13% 02-17-2026 459,939 611 0.0%
AT&T Inc. 4.85% 05-25-2047 3,583,412 3,270 0.3%
AT&T Inc. 4.90% 08-14-2037 144A 2,048,033 2,694 0.3%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 298,686 282 0.0%
ATCO Ltd. Class I non-voting 9,353 380 0.0%
Athabasca Oil Corp. 99,729 103 0.0%
Atlantic Power Corp. 5,287 15 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 874,469 693 0.0%
ATS Automation Tooling Systems Inc. 46,610 793 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 30,683 42 0.0%
AU Optronics Corp. 197,569 107 0.0%
Austevoll Seafood ASA 1,772 33 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 97,486 146 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 546,543 527 0.0%
Automatic Data Processing Inc. 1,071 210 0.0%
Automotive Properties Real Estate Investment Trust 1,204 12 0.0%
Autostrada Torino-Milano SPA 4,814 122 0.0%
Avangrid Inc. 4,427 296 0.0%
Avaya Holdings Corp. 203 4 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 111,640 147 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 114,689 169 0.0%
Aveva Group PLC 2,102 91 0.0%
AVIC International Holdings Ltd. 659 0.0%
Aviva PLC 4.50% 05-10-2021 565,636 578 0.0%
Avolon Holdings Funding Ltd. 5.13% 10-01-2023 Callable 2023 144A 532,789 706 0.0%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 169,428 227 0.0%
AXA SA 11,655 378 0.0%
Axfood AB 5,026 116 0.0%
Axiomtek Co. Ltd. 3,443 8 0.0%
Ayala Corp. 48 1 0.0%
B2Gold Corp. 6,841 22 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 24,261 24 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 180,856 190 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 9,861 13 0.0%
Bahle-Metal Leve SA 181 2 0.0%
Baidu Inc. ADR 2,178 545 0.0%
Ball Corp. 4.00% 11-15-2023 152,184 198 0.0%
Ball Corp. 4.375% 12-15-2020 130,128 174 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 182,400 239 0.0%
Ball Corp. 5.25% 07-01-2025 173,137 234 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 214,984 286 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 25,180 34 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 59,550 74 0.0%
Banco Bradesco SA Pref. ADR 3,343 44 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2014 38,597 1 0.0%
Banco do Brasil SA 9,495 146 0.0%
Banco do Estado do Rio Grande do Sul SA 14,594 110 0.0%
Banco Macro SA ADR 1,446 85 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 95,942 121 0.0%
Banco Santander Brasil SA 2,437 36 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 5,499 45 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 103,661 130 0.0%
Bangkok Dusit Medical Services PCL 35,108 38 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 90,428 138 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 89,325 135 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 387,499 435 0.0%
Bank of America Corp. 38,845 1,466 0.1%
Bank of America Corp. 3.228% 06-22-2022 341,173 340 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 413,455 409 0.0%
Bank of America Corp. 3.95% 04-21-2025 106,576 137 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 5,547 8 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 7,963 12 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 840,037 819 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 37,495 57 0.0%
Bank of America Corp. F/R 07-23-2024 Callable 2023 64,749 86 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 2,432,118 2,390 0.2%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 69,475 93 0.0%
Bank of China Ltd. H 1,228,556 716 0.0%
Bank of Communications Co. Ltd. H 325,538 330 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 61,756 80 0.0%
Bank of Israel 0% 11-06-2019 52,091 19 0.0%
Bank of Montreal 132,955 13,179 0.9%
Bank of Montreal 2.27% 07-11-2022 1,049,363 1,022 0.1%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,874,644 1,829 0.2%
Bank of Montreal 2.89% 06-20-2023 2,213,501 2,192 0.2%
Bank of Montreal 3.19% 03-01-2028 901,797 893 0.1%
Bank of Montreal 3.25% 10-06-2022 136,745 134 0.0%
Bank of Montreal 3.32% 06-01-2026 538,345 538 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 2,322,810 2,329 0.2%
Bank of Montreal F/R 02-01-2023 5,964,155 5,942 0.4%
Bank of Montreal F/R 03-30-2020 2,230,505 2,233 0.2%
Bank of Montreal F/R 04-11-2019 273,272 274 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 412,640 501 0.0%
Bank Pekao SA 321 12 0.0%
Bankers Hall LP 4.377% 11-20-2013 497,477 502 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 130,128 176 0.0%
Baoye Group Co. Ltd. 20,025 14 0.0%
Barclays Africa Group Ltd. 1,005 15 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 90,428 120 0.0%
Barclays PLC 99,518 276 0.0%
Barrick Gold Corp. 168,936 2,860 0.3%
Barwa Real Estate Co. 856 12 0.0%
BASF SE 2,106 204 0.0%
Baxter International Inc. 32,458 2,958 0.3%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 132,334 159 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 6,213 8 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 873,135 1,006 0.1%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 16,024 16 0.0%
BCE Inc. 56,986 3,245 0.3%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 89,633 87 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 1,424,292 1,393 0.1%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 27,501 36 0.0%
Beach Petroleum Ltd. 56,200 83 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 438,934 530 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 3,451 5 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 20,268 27 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 3,876 5 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 39,905 55 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 9,232 12 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 4,545 6 0.0%
Beasley Mezzanine Holdings LLC Term Loan 1st Lien F/R 11-16-2023 425 1 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 98,148 107 0.0%
Becton, Dickinson and Co. 394 132 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 3,897 327 0.0%
Beijing Capital Land Ltd. 56,534 29 0.0%
Beijing Enterprises Holdings Ltd. 7,369 58 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,683,354 1,613 0.2%
Bell Canada 3.35% 03-22-2023 24,653 25 0.0%
Bell Canada 3.60% 09-29-2027 Callable MTN 477,248 463 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 1,259,873 1,230 0.1%
Bell Canada 4.35% 12-18-2045 Callable MTN 235,560 220 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,590,441 1,502 0.2%
Bell Canada 4.70% 09-11-2023 MTN 276,824 290 0.0%
Bell Canada 6.17% 02-26-2037 392,145 462 0.0%
Bell Canada 6.55% 05-01-2029 Callable 325,193 388 0.0%
Bell Canada 7.30% 02-23-2032 Callable 19,722 25 0.0%
Bellway PLC 3,517 152 0.0%
BenQ Materials Corp. 30,277 22 0.0%
Berkshire Hathaway Inc. Class B 172 50 0.0%
Berry Global Group Inc. 74 5 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 1,676 2 0.0%
Berry Global Inc. Term Loan Q 1st Lien F/R 10-01-2022 167,481 220 0.0%
Berry Global Inc. Term Loan S 1st Lien F/R 02-08-2022 85,218 113 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 94,839 126 0.0%
BHP Billiton PLC 9,384 239 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 9,763 13 0.0%
BIM Birlesik Magazalar AS 1,490 32 0.0%
Bioteque Corp. 11,291 43 0.0%
BJ's Restaurants Inc. 2,993 216 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 168,081 223 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 39,813 6 0.0%
BKW AG 1,394 126 0.0%
Black Diamond Group Ltd. 2,600 6 0.0%
Blackberry Ltd. 20,260 237 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 37,495 50 0.0%
Bloomberry Resorts Corp. 70,604 15 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 2017 144A 83,811 111 0.0%
BlueLinx Holdings Inc. 1,079 9 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 195,779 261 0.0%
BMW Canada Inc. F/R 06-14-2019 1,799,738 1,805 0.2%
BNK Financial Group Inc. 231 2 0.0%
BNP Paribas SA 5,555 372 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 365,782 490 0.0%
Boardwalk Real Estate Investment Trust 17,780 738 0.0%
BOC Aviation Ltd. 2,872 29 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 100,353 127 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 3,087 4 0.0%
Bolsa Mexicana de Valores SAB de CV 571 1 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 2017 144A 7,889 10 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 9,861 12 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 24,584 31 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 46,554 64 0.0%
Bombardier Inc. Class B Sub. voting 168,989 375 0.0%
Bonavista Energy Corp. 124,683 156 0.0%
Bonterra Energy Corp. 5,096 35 0.0%
Boot Barn Holdings Inc. 2,805 84 0.0%
Boralex Inc. Class A 4,171 75 0.0%
Bosideng International Holdings Ltd. 3,952 1 0.0%
Bottomline Technologies Inc. 15,834 1,159 0.1%
Boyne USA Inc. 7.25% 05-01-2025 Callable 2021 144A 2,145 3 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 952,507 945 0.1%
Brambles Ltd. 30,049 301 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 2,712 3 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 6,686 9 0.0%
Braskem SA 634 24 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 22,392 30 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 152,735 545 0.0%
Bridgestone Corp. 6,938 374 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 195,389 205 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 255,858 327 0.0%
Bright Horizons Family Solutions Inc. 1,758 284 0.0%
Brighthouse Financial Inc. 11,662 624 0.0%
British American Tobacco PLC 7,512 348 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 1,093,087 1,051 0.1%
Brookfield Asset Management Inc. 4.54% 03-31-2023 29,583 30 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 266,167 279 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 204,954 231 0.0%
Brookfield Asset Management Inc. Class A limited voting 29,429 1,714 0.2%
Brookfield Asset Management Inc. Pfd. Series 46 8,105 202 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 22,149 535 0.0%
Brookfield Business Partners LP 14,157 663 0.0%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 215,611 209 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2018 564,478 550 0.0%
Brookfield Infrastructure Partners LP 9,859 500 0.0%
Brookfield Property Finance ULC 4.12% 10-19-2021 766 6 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 341,590 340 0.0%
Brookfield Property Partners LP 2,111 49 0.0%
Brookfield Renewable Energy Partners LP 7,724 294 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 1,104,687 1,054 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 434,502 427 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 12,065 277 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 568,713 555 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 148,875 192 0.0%
Brown & Brown Inc. 2,548 98 0.0%
BRP Finance ULC 4.79% 02-07-2022 433,409 448 0.0%
BRP Inc. 13,053 618 0.0%
Bruce Power LP 2.84% 06-23-2021 1,016,571 1,008 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 1,127,635 1,095 0.1%
Bruce Power LP 3.97% 06-23-2026 413,599 416 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 683,179 663 0.0%
BTB Real Estate Investment Trust 2,094 9 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 3,131 4 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 3,303 4 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 8,776 11 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 95,803 126 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 176,071 233 0.0%
Bumrungrad Hospital Public Co. Ltd. NVDR 642 5 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 273,272 433 0.0%
Burger King France SAS F/R 05-01-2023 Callable 2018 4,719 7 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 224,613 293 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 683,179 871 0.1%
BWAY Holding Co. 7.25% 04-15-2025 144A 716,621 864 0.1%
BWAY Holding Co. Term Loan B 1st Lien F/R 04-03-2024 110,000 143 0.0%
BXP Trust 3.42% 06-13-2039 122,409 153 0.0%
C&G Hi Tech Co. Ltd. 918 11 0.0%
Cablevision Systems Corp. 5.875% 09-15-2022 48,522 65 0.0%
CACI International Inc. Class A 3,777 828 0.0%
CAE Inc. 124,816 3,368 0.3%
Caesars Entertainment Corp. 402 5 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 1,653 3 0.0%
Caisse Francaise de Financement Local 5.00% 03-09-2020 2,732,717 2,808 0.3%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 85,145 95 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 1,153,998 1,179 0.1%
Callaway Golf Co. 6,253 142 0.0%
Callon Petroleum Co. 7,874 89 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 757,777 942 0.1%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 9,072 11 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 2,983 4 0.0%
Cambrex Corp. 5,358 341 0.0%
Cameco Corp. 29,831 470 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 211,855 279 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 1,140,663 1,500 0.2%
Camsing International Holding Ltd. 38,113 50 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 48,610 65 0.0%
Canaccord Genuity Group Inc. 15,286 100 0.0%
Canada Goose Holdings Inc. 4,973 444 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 148,889 198 0.0%
Canada Housing Trust No 1 F/R 09-15-2023 14,685,696 14,695 1.0%
Canada Housing Trust No. 1 2.35% 06-15-2023 4,919,055 4,882 0.4%
Canadian Apartment Properties Real Estate Investment Trust 43,912 2,053 0.2%
Canadian Credit Card Trust II 1.829% 03-24-2020 794,515 786 0.0%
Canadian Imperial Bank of Commerce 61,388 6,845 0.5%
Canadian Imperial Bank of Commerce 2.30% 07-11-2022 DPNT 367,824 359 0.0%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 2,267,882 2,215 0.2%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 706,407 706 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 2,079,598 2,066 0.2%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 1,978,487 1,980 0.2%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,581,031 1,588 0.2%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 1,084,889 1,087 0.1%
Canadian Imperial Bank of Commerce F/R 01-17-2019 2,609,690 2,611 0.3%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 1,939,370 1,908 0.2%
Canadian Mortgage Pools 2.65% 10-01-2027 160,954 159 0.0%
Canadian National Railway Co. 90,241 10,301 0.7%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,810 2 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 696,571 666 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 347,055 332 0.0%
Canadian Natural Resources Ltd. 66,150 2,209 0.2%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 14,792 15 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 310,163 294 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 404,442 398 0.0%
Canadian Pacific Railway Ltd. 19,541 5,491 0.4%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2018 450,898 443 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 163,963 184 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 14,152 2,099 0.2%
Canadian Utilities Ltd. Class A non-voting 11,203 351 0.0%
Canadian Western Bank 24,183 697 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 251,410 245 0.0%
Canadian Western Bank 2.88% 03-01-2021 192,883 191 0.0%
Canadian Western Bank 2.92% 12-15-2022 446,754 436 0.0%
Canfor Corp. 8,987 164 0.0%
Canfor Pulp Products Inc. 31,995 614 0.0%
Canon Electronics Inc. 598 15 0.0%
Canopy Growth Corp. 13,812 624 0.0%
Cantel Medical Corp. 808 92 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 1,262,515 1,302 0.1%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 108,073 141 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 76,092 100 0.0%
Capital Power Corp. 64,981 1,773 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 1,173,702 1,163 0.1%
Capstone Mining Corp. 33,679 21 0.0%
Cardinal Health Inc. 292 21 0.0%
Cards II Trust 2.155% 10-15-2020 1,675,702 1,655 0.2%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 327,759 435 0.0%
Career Education Corp. 1,185 21 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 165,601 220 0.0%
Carlsberg Brewery Malaysia BHD 6,178 39 0.0%
Carnival PLC 51,229 3,968 0.3%
Carter's Inc. 6,100 750 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 431,949 557 0.0%
Cascades Inc. 29,273 366 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 12,326 13 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 9,861 13 0.0%
Cash & Equivalents** 171,052 10.0%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 8,316 11 0.0%
Caterpillar Inc. 1,102 199 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 311,412 334 0.0%
CBIZ Inc. 5,727 161 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 2,391 3 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 1,120,287 1,106 0.1%
CCL Industries Inc. Class B non-voting 24,007 1,323 0.1%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 828,230 1,050 0.1%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 137,848 172 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 5,226 7 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 773,798 979 0.1%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 3,082 4 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 117,777 158 0.0%
CCO Holdings LLC 5.75% 02-15-2026 13,165 18 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 132,253 178 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 3,476 5 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 192,838 255 0.0%
CD Projekt SA 140 7 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 524,682 640 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 95,942 127 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 119,100 155 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 6,508 8 0.0%
Celestica Inc. Sub. voting 52,386 716 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-21-2025 31,609 42 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 248,814 328 0.0%
Celltrion Inc. 2 1 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 3,328 4 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 142,259 170 0.0%
Cenovus Energy Inc. 58,841 578 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 6,508 9 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 6,114 8 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 345,145 430 0.0%
Centerra Gold Inc. 39,508 213 0.0%
Centrais Eletricas BR-SP ADR 156 1 0.0%
Central 1 Credit Union 2.60% 11-07-2022 615,314 598 0.0%
Central 1 Credit Union F/R 02-05-2021 1,968,724 1,963 0.2%
CenturyLink Inc. 4,910 123 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 317,117 410 0.0%
Cequel Communications Holdings I LLC 7.75% 07-15-2025 Callable 2020 126,820 176 0.0%
Cerner Corp. 3,551 273 0.0%
Cervus Equipment Corp. 209 3 0.0%
CES Energy Solutions Corp. 45,195 144 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 24,653 23 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 07-25-2025 182,212 243 0.0%
CEZ AS 930 29 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 23,158 31 0.0%
CGI Group Inc. Class A Sub. voting 88,660 7,536 0.5%
CGN New Energy Holdings Co. Ltd. 140,944 29 0.0%
Champion Real Estate Investment Trust 161,900 150 0.0%
Changyou.com Ltd. 247 6 0.0%
Charoen Pokphand Group Co. Ltd. 22,017 12 0.0%
Charter Communications Inc. Class A 16 7 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 327,926 433 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 230,645 304 0.0%
Chartwell Retirement Residences 8,306 125 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 629,991 628 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 181,590 182 0.0%
Chase Corp. 95 14 0.0%
Chase Issuance Trust 1.37% 06-15-2021 57,345 76 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 20,070 27 0.0%
CHC Group LLC 279 2 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 14,357 19 0.0%
Check Point Software Technologies Ltd. 1,102 164 0.0%
Cheetah Mobile Inc. ADR 486 4 0.0%
Chegg Inc. 3,881 144 0.0%
Cheil Communications Inc. 4,944 138 0.0%
Chemed Corp. 2,024 852 0.0%
Chemtrade Logistics Income Fund 7,845 91 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 394,897 336 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 5,621 7 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 6,533 9 0.0%
Cherrybro Co. Ltd. 5,684 18 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 1,159 2 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 7,396 10 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 96,128 122 0.0%
Chesswood Group Ltd. 157 2 0.0%
Chevron Corp. 6,620 1,047 0.1%
Chia Chang Co. Ltd. 14,540 24 0.0%
Chimera Investment Corp. 24,231 618 0.0%
China Agri-Industries Holdings Ltd. 2,552 1 0.0%
China Aircraft Leasing Group Holdings Ltd. 9,729 14 0.0%
China Aoyuan Property Group Ltd. 1,647 1 0.0%
China BlueChemical Ltd. H 93,690 40 0.0%
China CITIC Bank H 15,726 13 0.0%
China Coal Energy Co. Ltd. H 1,482 1 0.0%
China Communication Services Corp. Ltd. 61,591 69 0.0%
China Conch Venture Holdings Ltd. 37,185 153 0.0%
China Construction Bank Corp. H 429,290 488 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 165,850 28 0.0%
China Dongxiang Group Co. 2,141 0.0%
China Eastern Airlines Corp. Ltd. H Shares 1,647 1 0.0%
China Everbright Bank Co. Ltd. Class H 241,224 142 0.0%
China Everbright Ltd. 165 0.0%
China Longyuan Power Group Corp. H 1,976 2 0.0%
China Man-Made Fiber Corp. 5,261 2 0.0%
China Medical System Holdings Ltd. 2,635 4 0.0%
China Merchants Bank Co. Ltd. H 7,122 39 0.0%
China Merchants Land Ltd. 138,533 27 0.0%
China Minsheng Banking Corp. Ltd. 289,314 284 0.0%
China Mobile Ltd. 15,004 199 0.0%
China Mobile Ltd. ADR 4,615 305 0.0%
China National Building Material Co. Ltd. H 57,011 59 0.0%
China National Offshore Oil Corp. Ltd. ADR 148 33 0.0%
China Oriental Group Co. Ltd. 109,225 94 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 272 31 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 648,193 732 0.0%
China Railway Construction Corp. Ltd. H 9,181 16 0.0%
China Railway Group Ltd. 414,667 509 0.0%
China Resources Cement Holdings Limited 55,423 72 0.0%
China Resources Enterprise Ltd. 5,434 24 0.0%
China Resources Gas Group Ltd. 1,317 7 0.0%
China Resources Pharmaceutical Group Co. Ltd. 7,831 15 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 63,842 21 0.0%
China SCE Property Holdings Ltd. 177,189 85 0.0%
China Shenhua Energy Co. Ltd. H 224,715 666 0.0%
China Shineway Pharmaceutical Group Ltd. 11,398 19 0.0%
China South City Holdings Ltd. 178,344 36 0.0%
China Suntien Green Energy Corp. Ltd. 21,190 8 0.0%
China Taiping Insurance Holdings Co. Ltd. 560 2 0.0%
China Telecom Corp. Ltd. H ADR 222 16 0.0%
China Tian Lun Gas Holdings Ltd. 22,270 24 0.0%
China Vanke Co. Ltd. 2,314 11 0.0%
China Water Affairs Group Ltd. 59,250 89 0.0%
China XLX Fertiliser Ltd. 48,366 24 0.0%
China Zhongwang Holdings Ltd. 20,411 13 0.0%
ChipMOS Technologies Inc. 14,286 10 0.0%
Chlitina Holding Ltd. 1,400 15 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 90,052 120 0.0%
Choice Properties Real Estate Investment Trust 6,177 76 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 11,094 11 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 265,074 258 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 363,998 355 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 486,424 482 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 587,281 576 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 1,093,087 1,140 0.1%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 68,318 71 0.0%
Chong Kun Dang Holdings Corp. 204 15 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 20,584 16 0.0%
Chroma ATE Inc. 82 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 7,248 9 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 4,018 3 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 3,131 3 0.0%
Chudenko Corp. 299 9 0.0%
Chularat Hospital PCL 18,394 2 0.0%
Chungdahm Learning Inc. 1,180 28 0.0%
CI Financial Corp. 2.78% 11-25-2021 MTN 117,507 116 0.0%
CI Financial Corp. 3.52% 07-20-2023 Callable 2023 265,074 261 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 66 1 0.0%
Cia de Saneamento do Parana 472 9 0.0%
Cia de Transmissao de Energia Eletrica Paulista 247 6 0.0%
Cia Minera Autlan SAB de CV 231 0.0%
Cielo SA 33,025 108 0.0%
Ciena Corp. 105,259 4,564 0.4%
CIFI Holdings Group Co. Ltd. 5,928 4 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 92,634 121 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 912 1 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 2,663 4 0.0%
Cisco Systems Inc. 18,204 1,158 0.1%
CIT Group Inc. 2,031 125 0.0%
CIT Group Inc. 5.00% 08-01-2023 11,883 16 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 567 1 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 72,784 94 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,103 1 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 148,875 198 0.0%
CITIC Ltd. 272,458 581 0.0%
Citigroup Inc. 4.09% 06-09-2025 1,453,806 1,444 0.1%
Citigroup Inc. F/R 05-04-2021 111,381 110 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 99,250 124 0.0%
City of Oslo 2.35% 09-04-2024 188,208 29 0.0%
Citychamp Watch & Jewellery Group Ltd. 46,617 13 0.0%
CK Hutchison Holdings Ltd. 55,750 777 0.0%
CKD BiO Corp. 935 24 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 5,212 7 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 2,248 3 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 13,682 17 0.0%
CLI Funding LLC 4.03% 04-18-2043 74,574 98 0.0%
Clicks Group Ltd. 700 13 0.0%
CME Group Inc. 5,303 1,340 0.1%
CNA Financial Corp. 11,533 719 0.0%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 144,464 192 0.0%
CNOOC Ltd. 69,720 156 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 303,332 308 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 17 0.0%
Coca-Cola Femsa SAB de CV 49,967 400 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 148 12 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 5,067 7 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 651,815 799 0.0%
Coface SA 109,309 110 0.0%
Cogeco Communications Inc. 10,383 671 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,516,716 1,542 0.2%
Cogeco Communications Inc. 5.15% 11-16-2020 956,451 991 0.1%
Cogeco Inc. Sub. voting 3,263 203 0.0%
Cognex Corp. 3,049 178 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 177,057 237 0.0%
COL PCL 955 1 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 5,936 8 0.0%
Colgate Palmolive Co. 1,001 85 0.0%
Colliers International Group Inc. 2,932 257 0.0%
Colombia Government International Bond 4.00% 02-26-2024 95,942 126 0.0%
Colombia Government International Bond 4.50% 01-28-2026 123,511 164 0.0%
Colruyt SA 842 72 0.0%
Com7 Public Co. Ltd. 1,564 1 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 492,762 523 0.0%
Comcast Corp. Class A 10,325 535 0.0%
Comfort Holding LLC Term Loan 1st Lien F/R 02-05-2024 14,745 19 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 7,099 9 0.0%
Cominar Real Estate Investment Trust 16,623 176 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 67,270 90 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 50,728 68 0.0%
Commercial Bank of Qatar 692 11 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 50,728 68 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 14,640 20 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 273,670 368 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 144,826 205 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 817,082 963 0.1%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 140,735 174 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 428,195 530 0.0%
CommVault Systems Inc. 9,826 770 0.0%
Compagnie de Saint-Gobain 4,062 200 0.0%
Companhia Brasileira de Distrubuicao Grupo Pao de Acucar Pfd. A ADR 329 9 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. ADR 725 3 0.0%
Compania Cervecerias Unidas SA ADR 1,671 58 0.0%
Compass Group PLC 2,635 75 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 2,194 3 0.0%
Computer Engineering & Consulting Ltd. 1,102 32 0.0%
Computer Modelling Group Ltd. 40,892 271 0.0%
Comtech Telecommunications Corp. 1,126 38 0.0%
Concentradora Fibra Danhos SA de CV 49 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 141,156 184 0.0%
Concord New Energy Group Ltd. 248,904 12 0.0%
Concordia International Corp. 107 3 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 341,004 442 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 32,922 43 0.0%
ConocoPhillips 5,027 442 0.0%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 71,681 101 0.0%
Consorcio ARA SAB de CV 75,305 26 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 106,970 143 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 10,872 14 0.0%
Constellation Software Inc. 3,551 3,236 0.3%
Constellium NV 4.25% 02-15-2026 Callable 2020 191,290 270 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 778,824 947 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 112,041 143 0.0%
Construtora Tenda SA 6,264 66 0.0%
Consumers Gas 6.10% 05-19-28 94,005 112 0.0%
Consun Pharmaceutical Group Ltd. 87,564 86 0.0%
Continental Gold Inc. 3 0.0%
Continental Holdings Corp. 9,129 28 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 3,846 5 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 3,599 4 0.0%
Cook & Boardman Group LLC Term Loan 1st Lien F/R 10-12-2025 480,639,511 215 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 36,194 5 0.0%
Corby Spirit and Wine Ltd. 366 7 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 854,417 854 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 307,874 308 0.0%
Core Industrial Trust 3.85% 02-10-2034 46,317 61 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 266,406 355 0.0%
CoreLogic Inc. 6,200 333 0.0%
Coretronic Corp. 17,072 29 0.0%
Corning Inc. 54,705 2,343 0.2%
Corporacion Andina de Fomento 2.00% 05-10-2019 3,619 5 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 214 0.0%
Corus Entertainment Inc. Class B non-voting 63,701 315 0.0%
Cosco Pacific Ltd. 2,470 3 0.0%
CoStar Group Inc. 1,325 650 0.0%
Costco Wholesale Corp. 6,208 1,908 0.2%
Cott Corp. 29,026 573 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 114,689 148 0.0%
Country Garden Holdings Co. Ltd. 21,078 35 0.0%
Country Garden Services Holdings Co. Ltd. 743 2 0.0%
Coupa Software Inc. 22,381 30 0.0%
Covanta Holding Corp. 6.00% 01-01-2027 Callable 2022 177,627 179 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 2,391 3 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 1,060 1 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 9,516 12 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 4,536 6 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 2,638 3 0.0%
Credito Real SAB de CV SOFOM ER 22,562 30 0.0%
Crescent Point Energy Corp. 130,308 513 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 668,601 575 0.0%
CRH Medical Corp. 21,429 99 0.0%
Crius Energy Trust 3,019 16 0.0%
Crombie Real Estate Investment Trust 52 1 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 508,285 520 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 104,764 137 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 3,328 4 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 157 229 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 131,452 188 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 27,501 42 0.0%
Crown Holdings Inc. 63 4 0.0%
Crown Ltd. 31,167 355 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 6,286 8 0.0%
CryoLife Inc. Term Loan B 1st Lien F/R 11-15-2024 7,906 11 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 170,511 246 0.0%
CSC Holdings LLC 5.25% 06-01-2024 3,649 5 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 104,764 131 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 122,409 157 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 14,545 20 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 114,689 149 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 229,710 279 0.0%
CSM NV Term Loan B F/R 07-03-2020 284,946 359 0.0%
CSPC Pharmaceuticals Group Ltd. 1,317 4 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 364,314 474 0.0%
CSS Industries Inc. 832 12 0.0%
CT Real Estate Investment Trust 9,339 114 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 307,431 298 0.0%
CTBC Financial Holding Co. Ltd. 18,114 16 0.0%
CTI Foods Holding Co. LLC Term Loan 2nd Lien F/R 06-28-2021 1,299 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 1,621,868 1,580 0.2%
CU Inc. 3.95% 11-23-2048 Callable 2048 483,492 487 0.0%
CU Inc. 3.964% 07-27-2045 Callable 125,995 127 0.0%
Cuckoo Holdings Co. Ltd. 15 2 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 417,816 587 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 179,753 237 0.0%
Cyfrowy Polsat SA 214 2 0.0%
DACIN Construction Co. Ltd. 28,587 24 0.0%
Dae Han Flour Mills Co. Ltd. 8 2 0.0%
Daechang Co. Ltd. 21,529 24 0.0%
Daekyo Co. Ltd. 49 0.0%
Daelim Industrial Co. Ltd. 4,329 488 0.0%
Daesang Corp. 69 2 0.0%
Daihan Pharmaceutical Co. Ltd. 450 21 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 1,423,341 1,424 0.1%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 189 7 0.0%
Daishin Securities Co. Ltd. Pref. 178 2 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 4,413 6 0.0%
Dana Gas PJSC 67,672 23 0.0%
Danaher Corp. 7,450 1,085 0.1%
Danske Bank AS 2.80% 03-10-2021 144A 399,863 518 0.0%
Danske Bank AS F/R 05-22-2020 32,574 5 0.0%
Darfon Electronics Corp. 576 1 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 72,784 110 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 122,409 163 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 116,191 154 0.0%
Dave & Buster's Entertainment Inc. 10,377 784 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 1,380,022 1,730 0.2%
DB Insurance Co. Ltd. 188 15 0.0%
DB Master Finance LLC 3.63% 11-20-2047 86,249 112 0.0%
DB Master Finance LLC 3.98% 02-20-2022 189,995 254 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 03-04-2022 15,977 21 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 7,719 10 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 230,481 307 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 152,970 179 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 144,031 189 0.0%
Dell Technologies Inc. 8,589 1,204 0.1%
Delphi Energy Corp. 262 0.0%
Delta Air Lines Inc. 11,024 890 0.1%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 789 1 0.0%
Delta Property Fund Ltd. 47,533 21 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 4,408 6 0.0%
Dentsply Sirona Inc. 13,591 683 0.0%
Detour Gold Corp. 17 0.0%
Deutsch Motors Inc. 3,767 25 0.0%
Deutsche Bank AG 3.70% 05-30-2024 523,631 686 0.0%
Deutsche Boerse AG 1,262 214 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 100,977 195 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 464,723 802 0.0%
Deutsche Lufthansa AG Reg. 36,845 1,191 0.1%
DexCom Inc. 4,380 755 0.0%
DGB Financial Group Inc. 567 6 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 218,160 184 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 20,506 27 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 440,483 571 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 507 1 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,086 1 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 13,782 19 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 3,772 5 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 83,811 108 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 120,203 158 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 2020 144A 72,784 96 0.0%
Digicert Holdings Inc. Term Loan 1st Lien F/R 09-20-2024 1,754 2 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 64,776 85 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 68,372 90 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 59,550 74 0.0%
DISH DBS Corp. 5.875% 11-15-2024 1,158,672 1,312 0.1%
DISH Network Corp. 3.38% 08-15-2026 Conv. 46,317 54 0.0%
DMC Global Inc. 94 5 0.0%
DMCI Holdings Inc. 5,418 2 0.0%
DMG Mori AG 2,189 144 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 95,422 124 0.0%
Dolby Laboratories Inc. Class A 4,997 468 0.0%
Dollarama Inc. 66,894 2,349 0.2%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 8,913 23 0.0%
Dollarama Inc. F/R 03-16-2020 10,822 11 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3,229 208 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 189,237 256 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 198,197 264 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 116,958 151 0.0%
Dong-A Hwa Sung Co. Ltd. 5,356 21 0.0%
Dongfeng Motor Group Co. Ltd. 15,479 20 0.0%
DongKook Pharmaceutical Co. Ltd. 336 24 0.0%
Dongwon Development Co. Ltd. 282 1 0.0%
Dongyue Group Ltd. 1,235 1 0.0%
Dorel Industries Inc. Class B Sub. voting 5,287 96 0.0%
Dorman Products Inc. 2,131 249 0.0%
Douja Promotion Groupe Addoha SA 12,991 27 0.0%
Douzone Bizon Co. Ltd. 167 10 0.0%
Dr. Reddy's Laboratories Ltd. ADR 1,503 77 0.0%
Drax Group PLC 8,851 59 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 468,723 630 0.0%
DRB-Hicom BHD 25,527 15 0.0%
Dream Global Real Estate Investment Trust 48,743 657 0.0%
Dream Industrial Real Estate Investment Trust 14,048 142 0.0%
Dream Office Real Estate Investment Trust 46,906 1,140 0.1%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 01-03-2023 24,347 29 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 133,867 178 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 47,060 2 0.0%
DTE Energy Co. Conv. Pfd. 584 43 0.0%
DTR Automotive Corp. 597 22 0.0%
Dual Co. Ltd. 6,796 23 0.0%
Dundee Precious Metals Inc. 2,181 7 0.0%
DY Corp. 73 0.0%
DY POWER Corp. 2,367 40 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 03-06-2018 14,815 2 0.0%
Dynegy Inc. 7.625% 11-01-2024 2,071 3 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 3,624 5 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 144,464 186 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 344,322 340 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 184,902 182 0.0%
Eagle Credit Card Trust 3.04% 07-17-2023 185,825 185 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 463,191 613 0.0%
Eastern Media International Corp. 38,997 23 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 162,523 215 0.0%
Eastman Chemical Co. 2,773 291 0.0%
Eaton Corp. PLC 7,874 805 0.0%
Ebro Foods SA 7,733 210 0.0%
ECN Capital Corp. 133,910 473 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 36,392 55 0.0%
Ecopetrol SA Sponsored ADR 7,563 193 0.0%
Edelman Financial Holdings II Inc. B Term Loan 1st Lien F/R 06-26-2025 82,709 109 0.0%
EDP - Energias do Brasil SA 799 4 0.0%
EFG Eurobank Ergasias 1,704 1 0.0%
Elan Microelectronics Corp. 37,188 114 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 333,915 439 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 58,594 74 0.0%
Element Fleet Management Corp. 142,150 1,002 0.1%
Elo Touch Solutions Inc. Term Loan B 1st Lien F/R 10-25-2023 111,014 148 0.0%
Emera Inc. 227 10 0.0%
Emera Inc. 2.90% 06-16-2023 575,617 561 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 230,481 310 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 4,411 6 0.0%
Emirates NBD PJSC 1,663 6 0.0%
Empire Co. Ltd. Class A non-voting 84,429 2,125 0.2%
Empresa de Energia de Bogota SA ESP 8,958 7 0.0%
Empresas CMPC SA 650 3 0.0%
Enagas SA 1,764 64 0.0%
Enanta Pharmaceuticals Inc. 268 28 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 501,180 501 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 961,916 886 0.1%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 288,848 353 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 68,318 87 0.0%
Enbridge Inc. 150,591 6,575 0.5%
Enbridge Inc. 3.19% 12-05-2022 24,653 24 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 344,919 323 0.0%
Enbridge Inc. 3.70% 07-15-2027 Callable 2027 1,954 2 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 788,662 800 0.0%
Enbridge Inc. 4.24% 08-27-2042 773,359 698 0.0%
Enbridge Inc. 4.57% 03-11-2044 5,017,328 4,749 0.4%
Enbridge Inc. 4.77% 09-02-2019 Callable 7,239 7 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 6,531 158 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 4,608,275 4,230 0.3%
Enbridge Inc. 5.75% 09-02-2039 Callable 396,244 434 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 136,524 164 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,402,780 1,399 0.1%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 36,979 38 0.0%
Enbridge Pipelines Inc. 3.00% 08-10-2026 Callable 117,780 113 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 1,013,838 940 0.1%
Enbridge Southern Lights LP 4.014% 06-30-2040 150,438 147 0.0%
ENC Holding Corp. Delayed Draw Term Loan 1st Lien F/R 05-30-2025 7,023 9 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 115,587 154 0.0%
EnCana Corp. 127,526 1,141 0.1%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 7,593 8 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 542 1 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 502,784 497 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 375,776 371 0.0%
Enerflex Ltd. 750 12 0.0%
Energa SA 82 0.0%
Energisa SA 1,303 17 0.0%
Energisa SA Rights Exp. 12-13-2018 45 0.0%
Energizer Gamma Acquisition Inc. 6.38% 07-15-2026 Callable 2021 144A 1,676 2 0.0%
Energizer Holdings Inc. Bridge Loan Exp. 05-18-2019 9,450,000 0.0%
Energy Recovery Inc. 117,426 159 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 2,810 4 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 1,750 2 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 144,928 192 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 11,242 13 0.0%
Enerplus Corp. 90,454 1,156 0.1%
Enersis SA ADR 33 0.0%
Eneva SA 123,291 158 0.0%
Enghouse Systems Ltd. 6,551 447 0.0%
Engie Brasil Energia SA 3,014 45 0.0%
Eni SPA 8,741 187 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 448,712 456 0.0%
ENN Energy Holdings Ltd. 708 8 0.0%
EnPro Industries Inc. 1,144 107 0.0%
Ensco PLC 7.75% 02-01-2026 4,561 5 0.0%
Ensco PLC Class A 23,999 181 0.0%
Ensign Energy Services Inc. 1,396 7 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 266,491 356 0.0%
Enterprise Merger Sub Inc. Term Loan 1st Lien F/R 09-28-2025 19,956 26 0.0%
Entertainment One Ltd. 7,984 50 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 1,716 2 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 407,700 384 0.0%
ePlus Inc. 2,449 266 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 259,192 336 0.0%
Equifax Inc. 3,624 495 0.0%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 78,297 119 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 116,895 153 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 338,098 447 0.0%
Equitable Group Inc. 157 11 0.0%
Equity Commonwealth 4,857 205 0.0%
Erajaya Swasembada Tbk PT 49,838 10 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 2,890 6 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 104,033 132 0.0%
Estacio Participacoes SA 914 8 0.0%
Etsy Inc. 4,118 296 0.0%
Eugene Investment & Securities 333 1 0.0%
Eurazeo SA 1,798 179 0.0%
EUROFIMA 4.55% 03-30-2027 1,426,478 1,575 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 149,753 154 0.0%
Euronet Worldwide Inc. 945 148 0.0%
European Investment Bank 1.50% 05-12-2022 891,047 138 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 4,004 3 0.0%
Evertz Technologies Ltd. 506 8 0.0%
Evolent Health Inc. Class A 2,797 96 0.0%
Evonik Industries AG 10,551 377 0.0%
Evraz PLC 15,277 118 0.0%
Excelsior Biopharma Inc. 10,250 19 0.0%
Exco Technologies Ltd. 1,885 18 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 407,044 546 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 120,817 161 0.0%
Exelon Corp. 28,014 1,728 0.2%
ExlService Holdings Inc. 12,735 981 0.1%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 114,910 139 0.0%
Expedia Inc. 5.00% 02-15-2026 157,698 211 0.0%
Export Development Canada 0.88% 12-07-2021 90,428 152 0.0%
Export Development Canada 2.40% 06-07-2021 99,250 97 0.0%
Export Development Canada 4.875% 01-24-2019 65,064 60 0.0%
Extendicare Inc. 23,924 165 0.0%
Exxaro Resources Ltd. 16 0.0%
Exxon Mobil Corp. 7,606 804 0.0%
F&F Co. Ltd. 35 2 0.0%
F5 Networks Inc. 9,179 2,098 0.2%
Facebook Inc. 3,859 721 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 926,391 1,073 0.1%
Fair Hydro Trust 3.36% 05-15-2033 Callable 2032 230,915 232 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 273,272 278 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 120,620 118 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,738,281 1,788 0.2%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 144A 3,156 4 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 174,894 188 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 510,403 816 0.0%
Fairfax Financial Holdings Ltd. Sub. voting 32 20 0.0%
Fairfax India Holdings Corp. 2,530 44 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 58,378 78 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 47,420 69 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 93,348 125 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 88,045 117 0.0%
Fannie Mae Strip 4.00% 01-25-2041 15,530 5 0.0%
Fannie Mae Strip 4.00% 11-25-2039 39,853 11 0.0%
Fannie Mae Strip 4.50% 03-25-2041 18,846 6 0.0%
Fantasia Holdings Group Co. Ltd. 2,470 0.0%
Far Eastern Department Stores Ltd. 36,195 25 0.0%
Far Eastern New Century Corp. 55,267 68 0.0%
Fastener Acquisition Inc. Term Loan 1st Lien F/R 03-28-2025 11,156 15 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 187,473 182 0.0%
Federal Grid Co. Unified Energy System PJSC 4,228,519 13 0.0%
Federal Republic of Germany 1.25% 08-15-2048 11,582 19 0.0%
Federal Republic of Germany 1.94% 04-15-2020 270,801 481 0.0%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 1,098,552 1,069 0.1%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 2,016,745 2,010 0.2%
Federative Republic of Brazil 10.00% 01-01-2023 230,592 818 0.0%
FedEx Corp. 311 95 0.0%
Feng Hsin Steel Co. Ltd. 9,419 24 0.0%
Feng TAY Enterprise Co. Ltd. 14,219 120 0.0%
Fevertree Drinks PLC 1,370 56 0.0%
Fiat Chrysler Automobiles NV 6,071 134 0.0%
Fibria Celulose SA ADR 222 6 0.0%
Fiera Capital Corp. 105 1 0.0%
Fifth Avenue LP 4.71% 08-05-2021 290,627 297 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 160,124 196 0.0%
Fila Korea Ltd. 2,980 180 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 259,229 328 0.0%
Financial & Risk US Holdings Inc. Term Loan B 1st Lien F/R 10-01-2025 283,313 368 0.0%
Fine Semitech Corp. 4,459 23 0.0%
Finning International Inc. 3,124 86 0.0%
Finning International Inc. 2.84% 09-29-2021 385,313 382 0.0%
First Capital Realty Inc. 20,120 397 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 354,433 357 0.0%
First Capital Realty Inc. 4.79% 08-30-2024 746,032 776 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 122,409 164 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 11,981 16 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 171,244 225 0.0%
First Hi-Tec Enterprise Co. Ltd. 15,615 25 0.0%
First Majestic Silver Corp. 1 0.0%
First Nations ETF LP 4.14% 12-31-2041 170,333 174 0.0%
First Philippine Holdings Corp. 10,252 16 0.0%
First Quantum Minerals Ltd. 15,707 192 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 5,572 6 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 532,880 655 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 6,952 8 0.0%
First Republic Bank 581 77 0.0%
First Tennessee Bank NA 76 78 0.0%
FirstRand Ltd. 25,378 163 0.0%
FirstService Corp. 1,797 181 0.0%
Flex Acquisition Co. Inc. 7.88% 07-15-2026 Callable 2021 144A 2,169 3 0.0%
Flughafen Wien AG 384 20 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 96,675 128 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 38,597 39 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 40,840 54 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 9,861 9 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 332,025 316 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 319,728 315 0.0%
Ford Motor Co. 18,899 236 0.0%
Ford Motor Co. 6.625% 10-01-2028 26,246 35 0.0%
Ford Otomotiv Sanayi AS 148 2 0.0%
Forestar Group Inc. 476 10 0.0%
Formetal Inc. 4,600 18 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 387,989 513 0.0%
Formosa Chemicals & Fibre Corp. 5,892 27 0.0%
Formosa International Hotels Corp. 247 2 0.0%
Formosa Petrochemical Corp. 1,647 8 0.0%
Formosa Plastics Corp. 17,481 75 0.0%
Formosa Taffeta Co. Ltd. 1,235 2 0.0%
Fortified Trust 1.67% 07-23-2021 609,396 590 0.0%
Fortified Trust 2.16% 10-23-2020 1,049,363 1,037 0.1%
Fortinet Inc. 12,091 1,187 0.1%
Fortis Inc. 34,140 1,576 0.2%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 92,912 89 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 415,373 404 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 446,799 473 0.0%
Fortive Corp. 1,982 267 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 903,554 1,165 0.1%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 772,747 1,046 0.1%
Fosun International Ltd. 1,729 4 0.0%
Fosun International Ltd. Rights Exp. 12-13-2018 52 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 154,461 202 0.0%
Franco-Nevada Corp. 5,881 541 0.0%
Fraser & Neave Holdings Bhd 12,079 128 0.0%
Freddie Mac Strips 3.50% 11-15-2027 26,858 4 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 2,406 3 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 58,035 77 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 14,113 19 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 39,735 53 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 93,947 126 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 45,520 61 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 15,318 21 0.0%
Freeport-McMoRan Inc. 5,838 93 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 526,048 666 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 5,399 7 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 203,101 364 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 321,290 664 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 136,636 183 0.0%
Freshpet Inc. 9,337 410 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 284,376 377 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 2,613 3 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 2,071 2 0.0%
Frontken Corp. BHD 108,712 28 0.0%
FTI Consulting Inc. 16,067 1,500 0.2%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 71,681 90 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 2,187 3 0.0%
Fubon Financial Holding Co. Ltd. 18,618 39 0.0%
Fufeng Group Ltd. 1,400 1 0.0%
Fukuda Denshi Co. Ltd. 157 12 0.0%
Funai Electric Co. Ltd. 6,599 58 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 120,602 151 0.0%
Futaba Corp. 3,370 70 0.0%
Futures Contracts 1,476 0.1%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 546,249 656 0.0%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 12-01-2022 12,504 17 0.0%
Galp Energia SGPS SA 2,835 62 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 500,385 653 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 466,174 465 0.0%
Gartner Inc. 1,959 399 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 798,060 1,103 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 277,865 368 0.0%
GATX Corp. 21,237 2,358 0.2%
Gaz Metro Inc. 1.52% 05-25-2020 213,152 210 0.0%
Gazprom Neft PJSC 3,244 23 0.0%
Gazprom PJSC 45,494 145 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 172,034 241 0.0%
GCI Liberty Inc. Class A 3,675 234 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 701,215 667 0.0%
Gear Energy Ltd. 174 0.0%
GEK TERNA Holdings Real Estate Construction SA 700 5 0.0%
Gemdale Properties and Investment Corp. Ltd. 6,587 1 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,832,287 1,708 0.2%
General Electric Capital Corp. 4.60% 01-26-2022 2,397,413 2,376 0.2%
General Electric Capital Corp. F/R 07-30-2019 79,626 12 0.0%
General Electric Co. 8,819 88 0.0%
General Electric Co. 6.88% 01-10-2039 575,510 785 0.0%
General Electric Co. 8.35% 09-03-2022 137,536 8 0.0%
General Electric Co. F/R 05-05-2026 51,648 56 0.0%
General Electric Co. F/R 12-08-2021 36,194 5 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 3,619 5 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 628,525 620 0.0%
Genesco Inc. 10,075 559 0.0%
Genesis Trust II 1.699% 04-15-2020 710,507 701 0.0%
Genesis Trust II 2.43% 05-15-2019 3,127,456 3,129 0.3%
Genomic Health Inc. 313 33 0.0%
Genomma Lab Internacional SAB de CV 403 0.0%
Genting BHD 11,908 24 0.0%
Gentiva Health Services Inc. Term Loan 1st Lien F/R 06-21-2025 117,479 156 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 260,614 353 0.0%
Genworth MI Canada Inc. 30,280 1,320 0.1%
Genworth MI Canada Inc. 4.242% 04-01-2024 478,225 478 0.0%
George Kent (Malaysia) BHD 4,561 1 0.0%
George Weston Ltd. 3,327 320 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 803,441 972 0.1%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 759,096 909 0.1%
GFL Environmental Inc. Delay Draw Term Loan 1st Lien F/R 05-31-2025 1,471 2 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 654,050 934 0.0%
GHL Systems Bhd 1,795 1 0.0%
Gibson Energy Inc. 23,017 491 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 399,523 439 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 2,245,021 2,210 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 16,665 17 0.0%
Gildan Activewear Inc. 18,899 825 0.0%
Gilead Sciences Inc. 3,150 301 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 800,686 770 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 1,229,723 1,216 0.1%
Glacier Credit Card Trust 3.14% 09-20-2023 316,507 315 0.0%
Glanbia PLC 16,834 402 0.0%
GlaxoSmithKline PLC 71,397 1,964 0.2%
Glencore PLC 41,632 205 0.0%
Global Business Travel Holdings Ltd. Term B 1st Lien F/R 07-20-2025 4,978 7 0.0%
Global Standard Technology Co. Ltd. 1,502 9 0.0%
Global X MLP ETF 1,053 1 0.0%
Globant SA 1,494 117 0.0%
Globe Telecom Inc. 750 38 0.0%
GLP Capital LP / GLP Financing II Inc. 5.25% 06-01-2025 4,438 6 0.0%
GLP Capital LP / GLP Financing II Inc. 5.375% 04-15-2026 87,120 116 0.0%
GMP Capital Inc. 87 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 14,013 19 0.0%
Goldcorp Inc. 54,388 670 0.0%
Government of Aruba 4.625% 09-14-2023 1,810 2 0.0%
Government of Aruba 6.50% 01-31-2029 14,839 20 0.0%
Government of Australia 2.25% 05-21-2028 28,955 27 0.0%
Government of Australia 5.75% 07-15-2022 143,362 157 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 27,001 34 0.0%
Government of Bermuda 4.75% 02-15-2029 Callable 2028 6,370 9 0.0%
Government of Bermuda 4.854% 02-06-2024 7,572 10 0.0%
Government of Canada 0.75% 09-01-2021 991,976 954 0.1%
Government of Canada 1.00% 06-01-2027 8,465,958 7,646 0.5%
Government of Canada 1.00% 09-01-2022 191,290 183 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 6,104,870 7,346 0.5%
Government of Canada 1.50% 06-01-2023 3,749,288 3,637 0.3%
Government of Canada 1.50% 06-01-2026 699,576 664 0.0%
Government of Canada 1.75% 03-01-2023 798,413 784 0.0%
Government of Canada 1.75% 05-01-2020 819,815 816 0.0%
Government of Canada 2.00% 06-01-2028 36,978,245 36,126 2.2%
Government of Canada 2.00% 12-01-2041 Real Return 0 0.0%
Government of Canada 2.25% 06-01-2025 1,000,781 1,002 0.1%
Government of Canada 2.25% 06-01-2029 5,740,619 5,723 0.4%
Government of Canada 2.50% 06-01-2024 2,376,704 2,411 0.2%
Government of Canada 2.75% 06-01-2022 674,121 687 0.0%
Government of Canada 2.75% 12-01-2048 21,276,805 22,893 1.4%
Government of Canada 3.00% 12-01-2036 Real Return 251,410 444 0.0%
Government of Canada 3.50% 06-01-2020 953,719 973 0.1%
Government of Canada 4.00% 12-01-2031 Real Return 812,983 1,664 0.2%
Government of Canada 4.25% 12-01-2021 Real Return 256,875 456 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 2,056,518 3,990 0.3%
Government of Cayman Islands 5.95% 11-24-2019 144A 6,877 9 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 81,606 120 0.0%
Government of France 4.32% 07-25-2029 146,875 410 0.0%
Government of Germany 0.25% 08-15-2028 595,070 890 0.1%
Government of Germany 0.50% 02-15-2028 7,022 10 0.0%
Government of Hungary 6.38% 03-29-2021 339,215 477 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 968,958,842 83 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 3,892,884,060 321 0.0%
Government of Indonesia 6.63% 05-15-2033 2,576,607,500 208 0.0%
Government of Indonesia 7.00% 05-15-2022 4,001,754,002 363 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 2,016,350,361 176 0.0%
Government of Indonesia 7.50% 08-15-2032 1,003,978,136 88 0.0%
Government of Indonesia 8.25% 07-15-2021 2,483,482,828 234 0.0%
Government of Indonesia 8.38% 03-15-2024 1,575,777,677 150 0.0%
Government of Indonesia 8.38% 09-15-2026 2,991,241,048 284 0.0%
Government of Ireland 1.00% 05-15-2026 7,239 11 0.0%
Government of Ireland 3.40% 03-18-2024 365,462 643 0.0%
Government of Italy 1.30% 05-15-2028 5,791 8 0.0%
Government of Jamaica 8.00% 06-24-2019 2,461 3 0.0%
Government of Japan 0.10% 02-15-2019 3,619,378 42 0.0%
Government of Japan 0.10% 09-20-2019 14,792 20 0.0%
Government of Malaysia 3.62% 11-30-2021 229,378 73 0.0%
Government of Malaysia 3.73% 06-15-2028 212,837 66 0.0%
Government of Malaysia 3.84% 04-15-2033 601,677 178 0.0%
Government of Malaysia 3.88% 03-14-2025 313,190 99 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 372,078 115 0.0%
Government of Malaysia 4.06% 09-30-2024 1,161,228 370 0.0%
Government of Malaysia 4.16% 07-15-2021 662,551 213 0.0%
Government of Mexico 10.00% 12-05-2024 4,550,847 311 0.0%
Government of Mexico 4.60% 01-23-2046 83,811 96 0.0%
Government of Mexico 6.50% 06-10-2021 5,293,129 329 0.0%
Government of New Zealand 3.00% 04-15-2020 344,068 320 0.0%
Government of New Zealand 5.50% 04-15-2023 123,511 126 0.0%
Government of New Zealand 6.00% 05-15-2021 327,526 329 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,124,837 178 0.0%
Government of Norway 4.50% 05-22-2019 2,924,575 460 0.0%
Government of Philippines 3.50% 03-20-2021 11,682,867 277 0.0%
Government of Philippines 3.50% 04-21-2023 7,490,090 166 0.0%
Government of Philippines 4.625% 09-09-2040 1,119,544 20 0.0%
Government of Philippines 4.95% 01-15-2021 3,947,958 99 0.0%
Government of Philippines 6.25% 01-14-2036 5,955,019 146 0.0%
Government of Philippines 7.375% 03-03-2021 4,124,401 106 0.0%
Government of Philippines 8.00% 07-19-2031 5,241,520 144 0.0%
Government of Philippines 8.125% 12-16-2035 2,646,675 73 0.0%
Government of Portugal 5.13% 10-15-2024 144A 157,698 218 0.0%
Government of Qatar 6.55% 04-09-2019 20,269 27 0.0%
Government of Russia 7.05% 01-19-2028 1,027,903 19 0.0%
Government of Singapore 2.50% 06-01-2019 374,946 364 0.0%
Government of Singapore 3.25% 09-01-2020 531,540 526 0.0%
Government of United Kingdom 1.50% 07-22-2047 5,791,806 8,598 0.6%
Government of United Kingdom 1.63% 10-22-2028 512,963 891 0.1%
Grafton Group PLC 5,221 63 0.0%
Graham Holdings Co. 329 288 0.0%
Gran Tierra Energy Inc. 106,517 377 0.0%
Grand Canyon Education Inc. 3,158 514 0.0%
Grand Ocean Retail Group Ltd. 3,123 4 0.0%
Grand Pacific Petrochemical Corp. 988 1 0.0%
Granite Real Estate Investment Trust 28,037 1,537 0.2%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 81,982 82 0.0%
Gray Escrow Inc. 7.00% 05-15-2027 [144A] Callable 2022 388,046 524 0.0%
Great Canadian Gaming Corp. 10,016 516 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 144A 53,916 55 0.0%
Great Eagle Holdings Ltd. 12,914 70 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 7,741 11 0.0%
Great-West Lifeco Inc.* 7,172 219 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 537,142 634 0.0%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 273,272 378 0.0%
Green Cross Holdings Corp. 89 3 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 243,631 325 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 76,092 91 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 17,475 23 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 144,403 191 0.0%
Grupa Lotos SA 115 3 0.0%
Grupo Aeroportuario del Centro Norte SAB de CV (OMA) 18,490 109 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 8 0.0%
Grupo Comercial Chedraui SA de CV 568 1 0.0%
Grupo Financiero Banorte SAB de CV Series O 29,337 178 0.0%
Grupo Herdez SAB de CV 272 1 0.0%
Grupo Mexico SAB de CV Series B 8 0.0%
Grupo Simec SA de CV 20,647 83 0.0%
GS Engineering & Construction Corp. 2,224 115 0.0%
GS Holdings Corp. 13 1 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 29,775 40 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 25,364 34 0.0%
GS Retail Co. Ltd. 28 1 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 6,114 8 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 33,837 44 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 7,140 9 0.0%
Guangzhou Automobile Group Co. Ltd. 11,033 15 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 165 1 0.0%
Guangzhou R&F Properties Co. Ltd. H 53,623 111 0.0%
Guardian Capital Group Ltd. 35 1 0.0%
Gulf Keystone Petroleum Ltd. 11,355 36 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 7,371 9 0.0%
H&R Real Estate Investment Trust 18,864 397 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 366,184 356 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 727,500 702 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 223,377 219 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 94,839 127 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 1,202,077 1,484 0.2%
Haemonetics Corp. 28,174 4,018 0.3%
Halcon Resources Corp. 302 1 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 82 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 43,548 57 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 103,407 136 0.0%
Hana Financial Group Inc. 3,391 152 0.0%
Handsome Co. 683 31 0.0%
Hang Lung Development Co. 52,037 192 0.0%
Hanil Hyundai Cement Co. Ltd. 26 1 0.0%
Hanjaya Mandala Sampoerna TBK PT 47,722 16 0.0%
Hannover Rueckversicherung SE Reg. 11,999 2,215 0.2%
HannStar Display Corp. 1,400 0.0%
Hansol Paper Co. Ltd. 1,452 29 0.0%
Hanwha General Insurance Co. Ltd. 107 1 0.0%
HAP Seng Consolidated BHD 29,372 92 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 58,112 76 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 104,172 5 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 31,804 42 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 513,751 529 0.0%
Hartalega Holdings Bhd 20,133 41 0.0%
Harum Energy TBK PT 112,912 14 0.0%
Haseko Corp. 3,126 50 0.0%
Hawaiian Electric Industries Inc. 9,588 488 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 [144A] Callable 2020 80,503 101 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 381,951 512 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 121,968 167 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 1,060,112 1,355 0.1%
HCA Inc. 5.00% 03-15-2024 122,409 164 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 89,325 120 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 15,408 20 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 12,326 17 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 131,231 188 0.0%
HCA Inc. Term Loan B11 1st Lien F/R 03-18-2023 96,922 128 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 361,539 363 0.0%
HDFC Bank Ltd. ADR 601 81 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 224,083 287 0.0%
HealthSouth Corp. 1,784 178 0.0%
Hearthside Group Holdings LLC 1st Lien F/R 05-17-2025 3,474 5 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 37,454 49 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04/17/2025 249,068 327 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,881,476 1,876 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 2,296,029 2,273 0.2%
Heathrow Funding Ltd. 3.40% 03-08-2028 638,696 622 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 893,834 879 0.1%
Heidrick & Struggles International Inc. 748 36 0.0%
Helen of Troy Ltd. 634 120 0.0%
Hellenic Telecommunications Organization SA (OTE) 255 4 0.0%
Henkel AG & Co. KGaA 2,242 307 0.0%
Henkel AG & Co. KGaA Pfd. 4,313 661 0.0%
Hennes & Mauritz AB B 22,748 558 0.0%
Henry Schein Inc. 6,942 823 0.0%
Herbalife Ltd. 868 66 0.0%
Hermes International 21 15 0.0%
Heroux-Devtek Inc. 17 0.0%
Hess Corp. Pfd. Conv. 2,856 228 0.0%
Hexindai Inc. 1,688 10 0.0%
High Arctic Energy Services Inc. 35 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 187,873 242 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 144A 25,364 32 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 90,258 119 0.0%
Hitachi Ltd. 11,502 443 0.0%
HKBN Ltd. 4,856 25 0.0%
HKC Holdings Ltd. 13,068 14 0.0%
HMC Investment Securities Co. Ltd. 35 0.0%
HMS Holdings Corp. 5,248 249 0.0%
Holiday Entertainment Co. Ltd. 659 2 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 3,467,818 3,432 0.3%
HollyFrontier Corp. 34,529 2,867 0.3%
Holy Stone Enterprise Co. Ltd. 82 0.0%
Home Capital Group Inc. 1,518 27 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 6,765 9 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 11,469 15 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 759,766 761 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 508,834 511 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 139,407 139 0.0%
Honda Motor Co. Ltd. 5,764 216 0.0%
Hong Kong Aircraft Engineering Co. Ltd. 70,178 9 0.0%
Hong Leong Financial Group BHD 790 5 0.0%
Hongkong Land Holdings Ltd. 127,236 1,102 0.1%
Hopewell Holdings Ltd. 63,862 287 0.0%
Horizon North Logistics Inc. 4,694 10 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 268,054 354 0.0%
Host Hotels & Resorts Inc. 13,072 330 0.0%
Hotel Shilla Co. Ltd. 9 1 0.0%
House Foods Corp. 5,323 252 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 8,555 11 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 84,942 111 0.0%
HP Inc. 2,236 68 0.0%
HSBC Bank Canada 2.17% 06-29-2022 1,155,939 1,116 0.1%
HSBC Bank Canada 2.54% 01-31-2023 549,276 534 0.0%
HSBC Bank Canada 3.25% 09-15-2023 2,214,315 2,205 0.2%
HSBC Bank Canada F/R 07-10-2019 3,156,164 3,158 0.3%
HSBC Holdings PLC 29,191 329 0.0%
HSBC Holdings PLC 0.45% 09-24-2021 1,447,751 17 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 726,903 710 0.0%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 142,259 172 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 250,464 328 0.0%
HUBER+SUHNER AG 244 23 0.0%
Huchems Fine Chemical Corp. 170 5 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 14,594 20 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 9,763 13 0.0%
Hudson Ltd. 3,915 108 0.0%
Huishang Bank Corp. Ltd. 5,335 3 0.0%
Hungary Government International Bond 6.25% 01-29-2020 221,659 303 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 87,120 111 0.0%
Huntington Ingalls Industries Inc. 3,166 907 0.1%
Huntsman Corp. 5,239 141 0.0%
Husky Energy Inc. 72,026 1,188 0.1%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 362,085 345 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 37,206 532 0.0%
Husky Energy Inc. 7.25% 12-15-2019 6,780 9 0.0%
Huvis Corp. 2,262 21 0.0%
Hwail Pharmaceutical Co. Ltd. 2,533 21 0.0%
Hydro One Inc. 34,953 687 0.0%
Hydro One Inc. 2.97% 06-26-2025 Callable 2025 1,580,958 1,549 0.2%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 321,094 298 0.0%
Hydro One Inc. 3.72% 11-18-2047 977,752 926 0.1%
Hydro-Quebec Interest Strip 0% 02-15-2025 483,691 404 0.0%
Hypermarcas SA 3,796 42 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 23,067 31 0.0%
Hyundai Development Co. 961 19 0.0%
Hyundai Engineering & Construction Co. Ltd. 58 4 0.0%
Hyundai Heavy Industries Co. Ltd. 18 8 0.0%
Hyundai Hy Communications & Network Co. Ltd. 177,177 47 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 465 22 0.0%
Hyundai Mipo Dockyard Co. Ltd. 4 0.0%
Hyundai Telecommunication Co. Ltd. 1,964 25 0.0%
IAMGOLD Corp. 37,012 149 0.0%
IBERIABANK Corp. 177 18 0.0%
IBI Group Inc. 3,228 14 0.0%
ICA Gruppen AB 12,872 620 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 2,667 4 0.0%
ICICI Bank Ltd. ADR 3,409 46 0.0%
IDEX Corp. 61 11 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 510,017 659 0.0%
IGB Real Estate Investment Trust 2,602 1 0.0%
IGG Inc. 10,539 17 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 7,692 7 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 1,455 2 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 100,353 131 0.0%
Ildong Pharmaceutical Co. Ltd. 709 19 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 7,720 10 0.0%
Immunomedics Inc. 1,947 52 0.0%
Imperial Oil Ltd. 26,577 1,052 0.1%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 5,202 6 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 145,562 190 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,291,423,980 126 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 827,551,304 82 0.0%
Industrial Alliance Insurance and Financial Services Inc. 30,617 1,487 0.2%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 628,525 629 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 683,179 679 0.0%
Industrial and Commercial Bank of China Ltd. H 697,311 661 0.0%
Industrial Bank of Korea 293 5 0.0%
Industrias CH SAB de CV 2,677 15 0.0%
Industries Qatar QSC 165 8 0.0%
Infigen Energy 140 0.0%
Infomart Corp. 288 3 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 6,040 8 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 6,385 8 0.0%
Infosys Ltd. ADR 17,144 225 0.0%
ING Groep NV 23,780 385 0.0%
Ingersoll-Rand PLC 819 113 0.0%
Innovative Industrial Properties Inc. 1,168 77 0.0%
Inovalis Real Estate Investment Trust 436 4 0.0%
InPower BC General Partnership 4.471% 03-31-2033 489,976 506 0.0%
Insperity Inc. 15,202 2,022 0.2%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 441,607 456 0.0%
Instructure Inc. 5,796 291 0.0%
Intact Financial Corp. 11,666 1,241 0.1%
Intact Financial Corp. 3.77% 03-02-2026 MTN 709,140 718 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 71,996 96 0.0%
Integrys Energy Group Inc. Pfd. 728 24 0.0%
Intel Corp. 857 56 0.0%
Intel Corp. 4.00% 12-01-2022 114,689 115 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 11,035 15 0.0%
Intelsat SA 391,726 522 0.0%
Inter Pipeline Ltd. 35,607 761 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 857,874 810 0.0%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 743,299 710 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 508,014 484 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 24,653 25 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 513,751 480 0.0%
Inter RAO UES PJSC 460,964 38 0.0%
Inter-American Development Bank 3.50% 05-15-2021 120,203 113 0.0%
Inter-M Corp. 6,727 22 0.0%
Interfor Corp. 11,814 177 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 175,229 232 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 16,525 22 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 92,634 91 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 112,484 105 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 5,524,936 104 0.0%
International Business Machines Corp. 2.625% 08-05-2022 38,597 68 0.0%
International Business Machines Corp. 2.75% 12-21-2020 39,700 69 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 15,630 21 0.0%
International Finance Corp. 3.625% 05-20-2020 462,841 432 0.0%
International Finance Corp. 7.00% 07-20-2027 1,047,230 58 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 54,036 74 0.0%
International Paper Co. 1,656 102 0.0%
International Seaways Inc. 9,977 256 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 13,470 18 0.0%
International Textile Group Inc. Term Loan 2nd Lien F/R 04-19-2025 2,900 4 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 80,615 98 0.0%
InterRent Real Estate Investment Trust 58,607 762 0.0%
Intuitive Surgical Inc. 2,655 1,874 0.2%
Invenergy Thermal Operating I LLC Term Loan 1st Lien F/R 06-25-2025 137,193 183 0.0%
Investec Ltd. 51,296 411 0.0%
Investec PLC 91 1 0.0%
Investor AB B 333 19 0.0%
Invitation Homes Inc. 1,234 35 0.0%
IPL Plastics Inc. 69,801 722 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 160,418 163 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 260,040 327 0.0%
IRB Brasil Resseguros SA 1,054 27 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 24,140 32 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 1,434,735 1,442 0.1%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 451,932 589 0.0%
iShares Floating Rate Bond ETF 66,378 30 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 43 13 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 01-18-19 4 1 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Written Put Option @ $79.00 Exp. 04-18-2019 -21 -3 0.0%
iShares MSCI EAFE ETF 4,784 399 0.0%
iShares MSCI EAFE Small Cap Index Fund ETF 35 3 0.0%
iShares MSCI India ETF 31,359 1,393 0.1%
iShares MSCI Thailand ETF 3,291 377 0.0%
Itau Unibanco Holding SA 2,809 35 0.0%
Itau Unibanco Holding SA Pref. ADR 758 9 0.0%
Itausa- Investimentos Itau SA 30,219 128 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 478,391 592 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 481,329 477 0.0%
J Sainsbury PLC 124,189 642 0.0%
J.B. Hunt Transport Services Inc. 5,944 840 0.0%
Jack Henry & Associates Inc. 12,157 2,258 0.2%
Jamieson Wellness Inc. 58,381 1,270 0.1%
Japan Petroleum Exploration Co. Ltd. 1,858 51 0.0%
Japan Post Holdings Co. Ltd. 116,669 1,889 0.2%
Japfa Comfeed Indonesia Tbk 182,761 34 0.0%
JB Financial Group Co. Ltd. 704 5 0.0%
JBS SA 2,931 12 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 18,304 24 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 199,488 265 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 2,120 3 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 3,353 4 0.0%
Jiayuan International Group Ltd. 1,153 3 0.0%
JNBY Design Ltd. 63 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 543,685 544 0.0%
John Laing Group PLC 73,191 406 0.0%
Johnson & Johnson 3,440 672 0.0%
JPMorgan Chase & Co. 17,574 2,598 0.3%
JPMorgan Chase & Co. 2.75% 08-24-2022 59,550 97 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 571,138 573 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 33,083 45 0.0%
JPMorgan Chase & Co. F/R 05-15-2047 Callable 2017 185,267 203 0.0%
JPMorgan Chase Commercial Morgage Secutities 3.66% 06-15-2023 144A 49,625 66 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 46,317 63 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 26,238 35 0.0%
JSE Ltd. 1,202 19 0.0%
Just Energy Group Inc. 121,123 687 0.0%
Kamei 1,559 25 0.0%
Kardex AG 110 17 0.0%
KB Financial Group Inc. 2,144 120 0.0%
KB Financial Group Inc. ADR 1,515 85 0.0%
KC Co. Ltd. 1,325 20 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 252,400 321 0.0%
Kelly Services Inc. Class A 5,630 172 0.0%
Kelt Exploration Ltd. 17 0.0%
Kenedix Residential Next Investment Corp. 29,949 26 0.0%
Kennedy-Wilson Holdings Inc. 16,395 427 0.0%
Kering 1,102 642 0.0%
Kerry Properties Ltd. 21,891 100 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 410,238 542 0.0%
Keyera Corp. 7,067 206 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 388,046 379 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 95,637 127 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 232,728 311 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 3,747 5 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 147,110 193 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 145,068 189 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 194,611 257 0.0%
Kforce Inc. 2,798 118 0.0%
KFW 3.375% 02-15-2021 125,717 117 0.0%
KFW 3.75% 05-29-2020 185,267 173 0.0%
KG Chemical Corp. 807 18 0.0%
Kia Motors Corp. 3,175 115 0.0%
Kiatnakin Bank PCL 766 2 0.0%
Killam Apartment Real Estate Investment Trust 37,937 625 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 2 0.0%
Kinaxis Inc. 2,249 167 0.0%
Kinden Corp. 7,056 163 0.0%
Kinder Morgan Canada Ltd. 9,676 150 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 216,361 282 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 937 1 0.0%
King's Town Bank Co. Ltd. 906 1 0.0%
Kingboard Chemical Holdings Ltd. 11,071 42 0.0%
Kingboard Laminates Holdings Ltd. 371 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 222,762 338 0.0%
Kinross Gold Corp. 139,214 501 0.0%
Kirkland Lake Gold Ltd. 43,031 1,185 0.1%
KLX Energy Services Holdings Inc. 991 27 0.0%
KM Corp. 1,196 11 0.0%
Knorr-Bremse AG 186,809 246 0.0%
Koc Holding AS 189 1 0.0%
Kohl's Corp. 1,013 90 0.0%
Kolmar BNH Co. Ltd. 78 2 0.0%
Komatsu Ltd. 7,139 254 0.0%
Kommunalbanken AS F/R 05-26-2021 12,306 11 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 43,433 7 0.0%
Koninklijke Ahold Delhaize NV 31,498 1,080 0.1%
Korea Investment Holdings Co. Ltd. 110 9 0.0%
Kossan Rubber Industries 1,564 2 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 2,026,310 2,018 0.2%
Kraft Canada Inc. F/R 07-06-2020 1,576,231 1,591 0.2%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 9,048 11 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 45,214 68 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 91,531 140 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 211,734 351 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 834,299 942 0.1%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 71,391 82 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 767,153 746 0.0%
Krungthai Card PCL 8,604 12 0.0%
KSB SE & Co. KGaA 195,464 260 0.0%
KT Corp. ADR 58 1 0.0%
KT Skylife Co. Ltd. 1,848 25 0.0%
Kuehne + Nagel International AG 4,195 786 0.0%
Kumba Iron Ore Ltd. 3,121 74 0.0%
Kumho Industrial Co. Ltd. 1,710 24 0.0%
Kumho Petrochemical Co. Ltd. 583 64 0.0%
Kunlun Energy Co. Ltd. 5,599 9 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 2,164 18 0.0%
KWG Property Holding Ltd. 1,140 1 0.0%
Kyobo Securities Co. Ltd. 41 0.0%
L E Lundbergforetagen AB Class B 9,552 381 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 113,221 149 0.0%
L'Oréal SA 789 248 0.0%
La Comer SAB de CV 42,869 58 0.0%
Labrador Iron Ore Royalty Corp. 36,825 979 0.1%
Lai Sun Development Co. Ltd. 4,536 10 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 17,424 23 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 1,874 2 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,335,842 1,732 0.2%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2017 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 180,856 177 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 122,409 113 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 184,164 188 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 17,622 19 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 2,612 3 0.0%
Lar Espana Real Estate SOCIMI SA 1,252 16 0.0%
Largo Resources Ltd. 19,841 73 0.0%
Larsen & Toubro Ltd. 82 2 0.0%
Lassonde Industries Inc. Class A Sub. voting 130 26 0.0%
Laurentian Bank of Canada 3,864 161 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 516,484 503 0.0%
Laurentian Bank of Canada F/R 10-22-2019 101,907 102 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 22,761 29 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-09-2022 9,398 11 0.0%
Learning Technologies Group PLC 24,348 40 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 824,279 1,129 0.1%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 4,980 7 0.0%
Lenovo Group Ltd. 91,796 89 0.0%
Leon's Furniture Ltd. 87 1 0.0%
Leroy Seafood Group ASA 8,536 97 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 751,497 994 0.1%
LF Corp. 1,050 30 0.0%
LG Corp. 622 53 0.0%
LG Electronics Inc. 12 1 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 57,967 77 0.0%
LG Uplus Corp. 440 9 0.0%
Li Ning Co. Ltd. 12,005 17 0.0%
Liberty Expedia Holdings Inc. 283 16 0.0%
Liberty Global PLC Class A 10,564 349 0.0%
Liberty Holdings Ltd. 9,544 98 0.0%
Liberty Latin America Ltd.- Class A 991 24 0.0%
Lien Hwa Industrial Corp. 1,317 2 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 111,336 149 0.0%
LifeScan Global Corp. Term Loan 1L F/R 06-19-2024 317,377 406 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 152,015 192 0.0%
Lifetime Brands Inc. Term Loan B 1st Lien F/R 03-31-2025 3,274 4 0.0%
Lilang China Co. Ltd. 35,923 39 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 84,032 114 0.0%
Linamar Corp. 1,339 64 0.0%
Linde PLC 276,385 368 0.0%
Lion Travel Service Co. Ltd. 5,846 23 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 36,210 48 0.0%
Lite-On Technology Corp. 29,089 51 0.0%
LivaNova PLC 843 113 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 37,495 50 0.0%
Liverty Latin America Ltd.-Class C 2,648 65 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 57,590 56 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-17-2020 6,564 8 0.0%
Lloyds Bank PLC F/R 07-11-2023 4,831,171 4,740 0.4%
Lloyds Banking Group PLC 3.50% 02-03-2025 797,680 768 0.0%
LMBE-MC HoldCo II LLC Term Loan B 1st Lien F/R 11-15-2025 16,796 22 0.0%
Loblaw Companies Ltd. 31,707 1,943 0.2%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 232,281 233 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 596,279 601 0.0%
Loblaw Companies Ltd. 4.86% 09-12-2023 Callable 109,035 114 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,948,055 3,306 0.3%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 76,018 72 0.0%
Longfor Properties Co. Ltd. 4,323 16 0.0%
Loral Space & Communications Inc. 1,840 104 0.0%
Lotte Food Co. Ltd. 29 23 0.0%
Lotte Himart Co. Ltd. 23 1 0.0%
Lotte Non-Life Insurance Co. Ltd. 580 2 0.0%
Lotus Pharmaceutical Co. Ltd. 494 2 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 3,698 5 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 427,124 400 0.0%
Lower Mattagami Energy LP 4.176% 02-23-2046 177,627 186 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 7,322 9 0.0%
LS Corp. 112 7 0.0%
LS Industrial Systems Co. Ltd. 15 1 0.0%
LSR Group OJSC-GDR Regs 11,195 29 0.0%
LT Group Inc. 2,602 1 0.0%
Lucara Diamond Corp. 20,644 39 0.0%
Lukoil 255 25 0.0%
Lukoil PJSC - Sponsored ADR 898 88 0.0%
Lululemon Athletica Inc. 10,015 1,765 0.2%
Lundin Mining Corp. 158,334 917 0.1%
Luye Pharma Group Ltd. 184,726 197 0.0%
LVMH Moet Hennessy Louis Vuitton SE 945 361 0.0%
LyondellBasell Industries NV Class A 8,330 1,033 0.1%
M&T Bank Corp. 5.00% 11-15-2018 Pfd. Series C 7 9 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 100,353 130 0.0%
M&T Bank Corp. Pfd. Series A 112 151 0.0%
Maanshan Iron and Steel Co. Ltd. H 167,511 102 0.0%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 36,590 46 0.0%
Machvision Inc. 165 3 0.0%
Mackenzie Global High Yield Fixed Income ETF 3,257 61 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 298,100 6,308 0.5%
Mackenzie Maximum Diversification Canada Index ETF 469,300 10,066 0.7%
Mackenzie Multi-Strategy Absolute Return Fund Series R 4,774,304 46,554 2.8%
Mackenzie Unconstrained Fixed Income Fund Series R 1,224 12 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 81,695 7,705 0.5%
Mackenzie US TIPS Index ETF (CAD-Hedged) 24,286 2,313 0.2%
Macquarie Mexico Real Estate Management SA de CV 55,371 64 0.0%
Macy's Inc. 20,296 923 0.1%
Maeil Dairies Co. Ltd. 448 41 0.0%
Magellan Aerospace Corp. 1,405 23 0.0%
Magna International Inc. 12,383 821 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 2,911,983 2,881 0.3%
Magna International Inc. Class A 4,390 291 0.0%
Magnitogorsk Iron & Steel Work 21,547 20 0.0%
Mahindra & Mahindra Ltd. 3,106 48 0.0%
Mainstreet Equity Corp. 70 3 0.0%
Makalot Industrial Co. Ltd. 1,041 8 0.0%
Malayan Banking BHD 91 0.0%
Malaysia Airports Holdings BHD 4,600 11 0.0%
Malaysia Steel Works (KL) BHD 179,877 23 0.0%
Mallinckrodt PLC 18,827 595 0.0%
Manhattan Associates Inc. 2,520 166 0.0%
Manila Water Co. 1,227 1 0.0%
Manpower Inc. 1,575 170 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 598,465 580 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 858,073 827 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 392,453 387 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,475,667 1,541 0.2%
Manulife Financial Corp. 175,521 3,856 0.3%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 585,317 580 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,486,598 1,440 0.1%
Maple Leaf Foods Inc. 38,417 1,135 0.1%
Marcopolo SA Pfd. 25,969 37 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 4,572 3 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 10,630 11 0.0%
Markel Corp. 404 615 0.0%
Marriott Ownership Resorts Inc. Term Loan B 1st Lien F/R 08-09-2025 162,109 215 0.0%
Martinrea International Inc. 65,491 703 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 986 1 0.0%
Mastronardi Produce Ltd. Term Loan B 1st Lien F/R 04-18-2025 199,863 266 0.0%
Matrix Service Co. 583 16 0.0%
Matson Inc. 2,662 139 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 1,928,188 1,838 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 5,153 6 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 10,330 13 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 1,029,277 1,206 0.1%
Maxar Technologies Ltd. 803 18 0.0%
MAXIMUS Inc. 13,689 1,294 0.1%
Mayne Pharma Group Ltd. 34,356 33 0.0%
MBK PCL 10,951 10 0.0%
McAfee LLC Term Loan 2nd Lien F/R 09-29-2025 12,626 17 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 218,984 214 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 467,533 461 0.0%
MCAP Service Corp. 1.08% 05-01-2022 343,532 345 0.0%
MCAP Service Corp. 1.13% 10-01-2021 646,743 646 0.0%
MCAP Service Corp. 1.24% 09-01-2021 504,636 507 0.0%
MCAP Service Corp. 1.386% 04-01-2021 483,655 487 0.0%
McCormick & Co. Inc. non-voting 236 47 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 165,402 187 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 31,105 40 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 1,037,340 1,014 0.1%
McGrath RentCorp. 12,838 912 0.1%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 35,839 44 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 144,464 164 0.0%
Medical Facilities Corp. 15,862 255 0.0%
Medicare Group 74 2 0.0%
Medifast Inc. 2,234 441 0.0%
Medtronic PLC 9,244 1,198 0.1%
MEG Energy Corp. 33,348 277 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 18,569 23 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 20,945 29 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 1,139,718 1,420 0.1%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 3,916 5 0.0%
Megacable Holdings SAB de CV 58 0.0%
MegaStudyEdu Co. Ltd. 222 8 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 476,068 475 0.0%
Mellanox Technologies Ltd. 4,953 611 0.0%
MercadoLibre Inc. 46 21 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 3,846 5 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 1,800 2 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 359,288 481 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 6,873 9 0.0%
Merck & Co. Inc. 4,467 471 0.0%
Mercuries & Associates Holding Ltd. 6,225 5 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 957,146 1,303 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 336,063 445 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 425 11 0.0%
Meritz Securities Co. Ltd. 17,276 91 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 211,448 212 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 880,754 883 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 108,073 135 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 5,149 7 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 11,938 16 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 7,125 9 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 63,985 84 0.0%
Mesa Laboratories Inc. 189 56 0.0%
Metair Investments Ltd. 14,645 27 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 102,541 136 0.0%
Methanex Corp. 25,617 1,886 0.2%
Metlifecare Ltd. 47,019 239 0.0%
Metro Inc. 37,198 1,704 0.2%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,515,565 1,377 0.1%
Metro-Goldwyn-Mayer Inc. Term Loan B 2nd Lien F/R 06-29-2026 114,689 151 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 1,543,985 1,524 0.2%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,799,494 1,804 0.2%
Mexican Bonos 7.75% 05-29-2031 4,771,514 275 0.0%
Mexican Bonos 8.00% 06-11-2020 2,595,175 168 0.0%
Mexican Bonos 8.00% 12-07-2023 7,054,381 443 0.0%
Mexichem SAB de CV 3 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 9,772 10 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 288,929 300 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 302,162 330 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 583,371 583 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 164,314 163 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 2,367 3 0.0%
Micro Focus International PLC ADR 2,395 62 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 99,728 131 0.0%
Micron Technology Inc. 3,066 157 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 124,869 166 0.0%
Microsoft Corp. 33,618 4,956 0.4%
Middleby Corp. 1,589 255 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 303,107 307 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 263,769 256 0.0%
MINDBODY Inc. Class A 9,252 341 0.0%
Mining and Metallurgical Co. Norilsk Nickel PJSC 82 21 0.0%
Minmetals Land Ltd. 40,955 9 0.0%
MIP IV Boomerang MergerSub LP Term Loan B 1st Lien F/R 10-01-2025 6,667 8 0.0%
Mirae Asset Life Insurance Co. 4,112 21 0.0%
Mirati Therapeutics Inc. 154,389 208 0.0%
Mirle Automation Corp. 12,564 24 0.0%
Mission Broadcasting Inc. Term Loan B3 1st Lien F/R 01-17-2024 11,095 226 0.0%
Mitel Networks Corp. 6,090 90 0.0%
Mitsubishi Electric Corp. 19,687 346 0.0%
Mitsuboshi Belting Ltd. 1,248 36 0.0%
Mitsui & Co. Ltd. 8,221 172 0.0%
MiX Telematics Ltd. ADR 1,580 38 0.0%
MK Restaurants Group PCL 255 1 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 13,720 19 0.0%
Mobile TeleSystems ADR 1,219 12 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 1,405 2 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 4,265 6 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 79,400 118 0.0%
Momo Inc. 3,194 133 0.0%
Monarch Casino & Resort Inc. 499 27 0.0%
Mondi Ltd. 22,821 669 0.0%
Moorim P&P Co. Ltd. 4,907 36 0.0%
Moorim Paper Co. Ltd. 6,042 21 0.0%
Morgan Stanley 3.00% 02-07-2024 1,191,465 1,156 0.1%
Morgan Stanley 3.59% 07-22-2028 1,891 97 0.0%
Morgan Stanley Capital 4.295% 09-09-2024 48,522 62 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 89,325 119 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 70,578 94 0.0%
Morguard North American Residential Real Estate Investment Trust 4,694 82 0.0%
Morguard Real Estate Investment Trust 105 1 0.0%
Morneau Shepell Inc. 47,706 1,246 0.1%
Mosenergo PJSC 86,050 3 0.0%
Motor Oil (Hellas) Corinth Refineries SA 1,817 55 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 24,482 31 0.0%
Mountain Province Diamonds Inc. 8.00% 12-15-2022 Callable 2019 144A 49,189 66 0.0%
Mpact Ltd. 12,166 26 0.0%
Mr. Price Group Ltd. 354 8 0.0%
MTY Food Group Inc. 3,124 205 0.0%
Muhibbah Engineering (M) Bhd 30,884 27 0.0%
Mullen Group Ltd. 1,815 22 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 187,473 255 0.0%
Murray & Roberts Holdings Ltd. 469 1 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 189,377 228 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 78,106 104 0.0%
Nan Ya Plastic Corp. 20,474 66 0.0%
Nanya Technology Corp. 65,548 172 0.0%
Naspers Ltd. 346 92 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 3,619 5 0.0%
National Bank of Canada 45,685 2,769 0.3%
National Bank of Canada 1.96% 06-30-2022 5,689,517 5,480 0.4%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 695,477 677 0.0%
National Bank of Canada F/R 06-11-2019 2,933,114 2,935 0.3%
National Oilwell Varco Inc. 5,648 241 0.0%
National Presto Industries Inc. 228 39 0.0%
National Western Life Group Inc. 315 129 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 57,645 76 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 147,773 193 0.0%
Natural Grocers by Vitamin Cottage Inc. 346 9 0.0%
Natural Health Trends Corp. 224 6 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 1,196,110 1,146 0.1%
NAV CANADA 7.40% 06-01-2027 658,858 866 0.1%
NAV CANADA 7.56% 03-01-2027 Callable 2017 498,447 584 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 102,559 134 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 12,968 17 0.0%
NCR Corp. 4,725 174 0.0%
NCsoft Corp. 218 132 0.0%
Nedbank Group Ltd. 49 1 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 189,799 251 0.0%
Nemak SAB de CV 51,696 49 0.0%
Neo Performance Materials Inc. 803 12 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 3,673 6 0.0%
Neste Oil OYJ 5,347 556 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 50,728 87 0.0%
Nestle Malaysia BHD 132 6 0.0%
Nestlé SA Reg. 4,328 491 0.0%
Netflix Inc. 3.63% 05-15-2027 144A 133,437 195 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 5,251 6 0.0%
Netflix Inc. 5.88% 11-15-2028 144A 151,081 199 0.0%
Nevsun Resources Ltd. 18,305 109 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 75,730 100 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,845,588 2,133 0.2%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 20,809 28 0.0%
New Flyer Industries Inc. 27,105 1,025 0.1%
New Gold Inc. 301 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 7,544 9 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 4,955 5 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 1,116,689 1,407 0.1%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,645,234 2,043 0.2%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 61,684 84 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 71,901 78 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 53,154 49 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 151,081 136 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 1,245,124 1,577 0.2%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 81,606 108 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 226,000 308 0.0%
NewOcean Energy Holdings Ltd. 45,987 23 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 112,484 145 0.0%
NextEra Energy Inc. Conv. Pfd. 4,671 369 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 94,178 118 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 89,766 110 0.0%
NextEra Energy Partners LP 1.50% 09-15-2020 Conv. 67,270 88 0.0%
NH Investment & Securities Co. Ltd. 109 2 0.0%
Nickel Asia Corp. 187,427 11 0.0%
Nielsen Holdings PLC 11,782 426 0.0%
Nike Inc. Class B 2,243 224 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 2,810 3 0.0%
Nine Point Energy Holdings Inc. 103 2 0.0%
Nine Point Energy Holdings Inc. Pfd. 3 4 0.0%
Nippo Corp. 6,725 153 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 1,246,119 1,226 0.1%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 35,728 47 0.0%
NMN Holdings III Corp. Term Loan Delayed Draw 1st Lien F/R 10-26-2025 1,060 3 0.0%
NN Group NV 17,686 1,001 0.1%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 2,391 3 0.0%
Noevir Holdings Co. Ltd. 945 59 0.0%
Nokia OYJ 3.38% 06-12-2022 683,179 866 0.1%
Nomura Holdings Inc. 2.10% 11-27-2019 456,364 602 0.0%
Norbord Inc. 15,461 574 0.0%
Nordic Investment Bank 1.375% 07-15-2020 811,647 126 0.0%
Nordic Investment Bank 4.13% 03-19-2020 163,212 153 0.0%
Nordic Investment Bank 5.00% 04-19-2022 93,736 98 0.0%
Norfolk Southern Corp. 6,287 1,427 0.1%
NOROO Paint & Coatings Co. Ltd. 1,255 13 0.0%
North Battleford Power LP 4.958% 12-31-2032 828,918 893 0.1%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 641,266 602 0.0%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 332,298 330 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 342,956 326 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 815,716 835 0.0%
Northland Power Inc. 37,859 846 0.0%
Northrop Grumman Corp. 441 152 0.0%
Northview Apartment Real Estate Investment Trust 32,642 860 0.1%
NorthWest Healthcare Properties Real Estate Investment Trust 2,725 29 0.0%
Norwegian Finans Holding ASA 6,567 73 0.0%
Norwegian Government 3.75% 05-25-2021 2,635,647 433 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 163,963 166 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 308,526 310 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 248,677 250 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 4,255 5 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 11,671 14 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 14,989 19 0.0%
Novanta Inc. 3,181 275 0.0%
Novartis AG Reg. 8,396 1,019 0.1%
Novatek Microelectronics Corp. 17,829 100 0.0%
Novatek OAO 58 13 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 3,353 4 0.0%
Novellus Systems Inc. 2.625% 05-15-2041 Conv. 23,158 144 0.0%
Novolipetsk Steel PJSC 5,533 17 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 115,792 165 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 144A 2,391 3 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 131,231 178 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 9,861 14 0.0%
NTPC Ltd. 4.38% 11-26-2024 88,884 115 0.0%
NTT DoCoMo Inc. 630 19 0.0%
Nucor Corp. 1,220 98 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 617,031 789 0.0%
Nutrien Ltd. 140,110 4,292 0.3%
NuVista Energy Ltd. 12,791 49 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 559,137 541 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 180,359 229 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 70,971 72 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 119,100 155 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 6,388 8 0.0%
O-TA Precision Industry Co. Ltd. 28,450 23 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 104,764 135 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 5,685 7 0.0%
OBIC Business Consultants Co. Ltd. 205 24 0.0%
Obsidian Energy Ltd. 171,380 115 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 168,726 220 0.0%
OceanaGold Corp. 24,779 96 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 315,712 423 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 141,552 191 0.0%
OFG Bancorp 123,059 26 0.0%
Oi SA 2,758 1 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 180,359 215 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 58,447 76 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 43,008 53 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 87,836 113 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 155,765 201 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 7,692 10 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 323,280 319 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 3,577,947 3,550 0.3%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 956,451 967 0.1%
Omnicom Group Inc. 7,077 724 0.0%
Onex Corp. Sub. voting 2,827 233 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 1,060,294 1,008 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 579,609 783 0.0%
Ontario Hydro 0% 05-26-2025 434,502 358 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 1,257,050 1,239 0.1%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 295,133 280 0.0%
OPB Finance Trust 2.98% 01-25-2027 478,226 474 0.0%
Open Text Corp. 34,421 1,567 0.2%
Oppenheimer Holdings Inc. Class A non-voting 8,388 318 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 6,640 9 0.0%
Oracle Corp. 11,321 734 0.0%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 911 0.0%
Orior AG 315 35 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 1,060,183 1,203 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 9,294 12 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 4,980 7 0.0%
Osisko Mining Inc. 2 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 203,278 270 0.0%
OTP Bank NYRT 535 28 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 567 1 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 390,810 429 0.0%
Oxbow Carbon LLC Term Loan B 1st Lien F/R 12-18-2022 8,500 11 0.0%
Oxbow Carbon LLC Term Loan B 2nd Lien F/R 12-18-2023 7,749 10 0.0%
OZ Management LP Term Loan 1st Lien F/R 04-04-2023 182,514 240 0.0%
Packaging Corp. of America 570 74 0.0%
Padini Holdings BHD 3,433 5 0.0%
Pan American Silver Corp. 41,776 714 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 24,653 33 0.0%
Parex Resources Inc. 83,954 1,378 0.1%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 273,272 353 0.0%
Park Hotels & Resorts Inc. 111,289 4,559 0.4%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 1,800 2 0.0%
Parkland Fuel Corp. 47,062 1,842 0.2%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 10,601 10 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 1,557,440 1,549 0.2%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 1,393,376 1,801 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 46,456 47 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 4,931 5 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 89,325 114 0.0%
Partners Group Holding AG 1,154 1,008 0.1%
Pason Systems Inc. 60,343 1,203 0.1%
Patterson Companies Inc. 14,962 505 0.0%
PayPal Holdings Inc. 19 2 0.0%
PBF Energy Inc. 701 36 0.0%
Pearson PLC 62,996 1,029 0.1%
Pembina Pipeline Corp. 54,079 2,423 0.2%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 476,586 460 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 337,217 331 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 1,022,036 1,004 0.1%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 2,097,634 1,981 0.2%
Pembina Pipeline Corp. 4.75% 04-30-2043 430,403 408 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 856,707 819 0.0%
Pengrowth Energy Corp. 17,450 12 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 7,642 10 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 2,934 4 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 906 1 0.0%
People's United Financial Inc. Pfd. Series A 6,259 199 0.0%
PepsiCo Inc. 4,164 675 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 2,522,571 2,396 0.2%
PepsiCo Inc. 2.50% 11-01-2022 1,086 2 0.0%
Peregrine Holdings Ltd. 13,836 26 0.0%
Perficient Inc. 1,201 40 0.0%
PerkinElmer Inc. 16 2 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 70,578 92 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 109,175 144 0.0%
PetroChina Co. Ltd. ADR 49 5 0.0%
PetroChina Co. Ltd. H 152,539 141 0.0%
Petroleo Brasileiro SA - Petrobras ADR 10,601 205 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 16,230 142 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 780,322 165 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 144,464 179 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 35,289 47 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,882 2 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 1,398,327 72 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1,428,212 86 0.0%
Petron Corp. 10,185 2 0.0%
Petron Malaysia Refining & Marketing Bhd 1,515 3 0.0%
Petronas Chemicals Group BHD 197,526 578 0.0%
Petronas Gas BHD 601 4 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 1,073,607 1,199 0.1%
Pfizer Inc. 71,786 4,412 0.4%
PGE Polska Grupa Energetyczna SA 2,256 9 0.0%
Pharmally International Holding Co. Ltd. 1,281 9 0.0%
Pharmicell Co. Ltd. 160 3 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 3,619 5 0.0%
Phillips 66 4,913 611 0.0%
Phoenix Group Holdings 2,972 30 0.0%
PHX Energy Services Corp. 768 2 0.0%
PICC Property & Casualty Co. Ltd. H 6,587 9 0.0%
Pick n Pay Stores Ltd. 1,960 14 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 467,295 590 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 18,177 234 0.0%
Piraeus Bank SA 18,510 24 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 294,682 375 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 4,171 5 0.0%
Pixelle Specialty Solutions LLC B 1st Lien F/R 10-23-2024 1,219,807 1,220 0.1%
Pizza Pizza Royalty Corp. 70 1 0.0%
Plaza Retail REIT 35 0.0%
Plaza Trust F/R 04-02-2019 25 1 0.0%
PLDT Inc. 422 12 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 1,421,185 1,812 0.2%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 260,474 344 0.0%
PM Merger Sub Inc. Term Loan B 1st Lien F/R 03-07-2025 9,433 12 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 14,777 19 0.0%
Polar US Borrower LLC Term Loan 1st Lien F/R 08-21-2025 353,272 463 0.0%
Polaris Infrastructure Inc. 419 4 0.0%
Polo Ralph Lauren Corp. Class A 2,651 393 0.0%
Porsche Automobil Holding SE Pfd. 55,476 4,718 0.4%
Porto Seguro SA 66 1 0.0%
POSCO 282 83 0.0%
POSCO ADR 362 27 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 545,550 666 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 44,111 55 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 129,025 162 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 121,719 161 0.0%
Postal Savings Bank of China Co. Ltd. 2,470 2 0.0%
Power Corp. of Canada Sub. Voting* 16,334 433 0.0%
Powerlong Real Estate Holdings Ltd. 129,290 70 0.0%
Powszechna Kasa Oszczednosci Bank Polski 3,121 45 0.0%
Powszechny Zaklad Ubezpieczen SA 478 7 0.0%
PPB Group BHD 97,045 543 0.0%
PrairieSky Royalty Ltd. 403 7 0.0%
Precision Drilling Corp. 41,305 126 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 12,010 16 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 15,211 20 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 448,166 762 0.0%
Premier Inc. Class A 645 34 0.0%
Premium Brands Holdings Corp. 9,458 734 0.0%
President Chain Store Corp. 4,328 60 0.0%
Press Metal Aluminium Holdings BHD 112,259 170 0.0%
Pretium Resources Inc. 70 1 0.0%
Principal Financial Group Inc. 6,300 413 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 83,392 110 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 07-13-2021 12,560 17 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 293,954 393 0.0%
Prosperity Real Estate Investment Trust 99,219 50 0.0%
Proto Labs Inc. 1,520 260 0.0%
Province of Alberta 0.63% 04-18-2025 127,923 194 0.0%
Province of Alberta 1.00% 11-15-2021 151,081 253 0.0%
Province of Alberta 2.90% 12-01-2028 3,465 437 0.0%
Province of Alberta 3.05% 12-01-2048 1,150,474 1,089 0.1%
Province of Alberta 3.10% 06-01-2024 808,884 822 0.0%
Province of Alberta 3.40% 12-01-2023 122,409 126 0.0%
Province of British Columbia 2.70% 12-18-2022 841,677 846 0.0%
Province of British Columbia 3.25% 12-18-2021 584,801 598 0.0%
Province of British Columbia 3.30% 12-18-2023 314,262 324 0.0%
Province of British Columbia 3.70% 12-18-2020 543,811 559 0.0%
Province of British Columbia 6.35% 06-18-2031 1,418,280 1,910 0.2%
Province of British Columbia 6.60% 01-09-2020 3,705,345 70 0.0%
Province of Manitoba 1.738% 12-01-2018 Real Return 0 0.0%
Province of Manitoba 2.45% 06-02-2025 849,602 830 0.0%
Province of Manitoba 2.55% 06-02-2023 285,569 284 0.0%
Province of Manitoba 3.30% 06-02-2024 516,210 530 0.0%
Province of Manitoba 6.30% 03-05-2031 601,198 790 0.0%
Province of New Brunswick 3.35% 12-03-2021 81,982 84 0.0%
Province of New Brunswick 3.65% 06-03-2024 784,563 818 0.0%
Province of New Brunswick 4.50% 06-02-2020 174,894 181 0.0%
Province of New Brunswick 4.55% 03-26-2037 140,735 162 0.0%
Province of Newfoundland 3.00% 06-02-2026 1,124,333 1,123 0.1%
Province of Newfoundland 3.70% 10-17-2048 1,826,034 1,890 0.2%
Province of Ontario 0% 06-02-2024 2,593,349 2,218 0.2%
Province of Ontario 0% 06-02-2026 513,751 410 0.0%
Province of Ontario 0% 07-13-2022 500,087 453 0.0%
Province of Ontario 2.60% 06-02-2025 483,691 478 0.0%
Province of Ontario 2.60% 09-08-2023 7,124,281 7,100 0.5%
Province of Ontario 2.85% 06-02-2023 471,940 476 0.0%
Province of Ontario 2.90% 06-02-2049 16,336,184 15,279 1.0%
Province of Ontario 3.15% 06-02-2022 1,199,663 1,222 0.1%
Province of Ontario 3.50% 06-02-2024 273,272 284 0.0%
Province of Ontario 4.20% 06-02-2020 239,113 246 0.0%
Province of Ontario 4.60% 06-02-2039 1,065,760 1,281 0.1%
Province of Ontario 5.60% 06-02-2035 460,190 600 0.0%
Province of Ontario 6.20% 06-02-2031 1,065,760 1,407 0.1%
Province of Ontario 6.50% 03-08-2029 1,190,098 1,548 0.2%
Province of Ontario Canada 2.90% 06-02-2028 16,691,437 16,562 1.1%
Province of Ontario F/R 08-21-2023 14,268 1,682 0.2%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 970,115 844 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 571,138 458 0.0%
Province of Quebec 2.50% 09-01-2026 1,079,423 1,052 0.1%
Province of Quebec 2.75% 09-01-2025 2,803,768 2,795 0.3%
Province Of Quebec 2.75% 09-01-2028 1,423,746 1,399 0.1%
Province of Quebec 3.00% 09-01-2023 1,733,464 1,760 0.2%
Province of Quebec 3.50% 12-01-2048 6,022,909 6,357 0.5%
Province of Quebec 3.75% 09-01-2024 724,170 763 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 68,318 126 0.0%
Province of Quebec 4.50% 12-01-2020 731,002 762 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 30,060 46 0.0%
Province of Quebec F/R 12-19-2018 627,329 628 0.0%
Province of Saskatchewan 3.30% 06-02-2048 625,792 625 0.0%
Prudential Financial Inc. 3,027 377 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 171,458 227 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 117,150 155 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 419,626 559 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 1,158,139 1,153 0.1%
PT Astra International TBK 170,694 136 0.0%
PT Bank Pembangunan Daerah Jawa TBK 28,892 2 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 46,961 16 0.0%
PT Gudang Garam TBK 10,791 82 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 22,980 23 0.0%
PT Indiak Energy TBK 341,739 57 0.0%
PT Indo Tambangraya Megah TBK 5,624 11 0.0%
PT Medco Energi Internasional Tbk 86,305 6 0.0%
PT Mitra Adiperkasa TBK 394,229 32 0.0%
PT Modernland Realty TBK 850,848 16 0.0%
PT Panin Financial TBK 44,553 1 0.0%
PT Perusahaan Gas Negara 44,207 8 0.0%
PT Perusahaan Perkebunan London Sumatra Indonesia Tbk 10,193 1 0.0%
PT Ramayana Lestari Sentosa TBK 208,177 23 0.0%
PT Salim Ivomas Pratama TBK 19,819 1 0.0%
PT Surya Semesta Internusa TBK 593,836 25 0.0%
PT Tambang Batubara Bukit Asam TBK 23,474 9 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 95,942 119 0.0%
PTC Thetapeutics Inc. 524 25 0.0%
PTT Exploration and Production PCL 263 1 0.0%
Public Bank BHD 148 1 0.0%
Publicis Groupe SA 2,667 210 0.0%
PulteGroup Inc. 7.875% 06-15-2032 9,220 13 0.0%
PW Medtech Group Ltd. 2,635 1 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-17-2021 5,648 8 0.0%
QAD Inc. Class A 378 21 0.0%
Qatar Islamic Bank 519 29 0.0%
QGEP Participacoes SA 15,636 56 0.0%
QinetiQ Group PLC 16,497 83 0.0%
Qinhuangdao Port Co. Ltd. 576 0.0%
Quad Graphics Inc. 5 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 682,871 895 0.1%
Qualitas Controladora SAB de CV 453 1 0.0%
Quarterhill Inc. 93,255 130 0.0%
Quebecor Inc. Class B Sub. voting 108,498 3,111 0.3%
Quebecor Media Inc. 6.625% 01-15-2023 144A 1,080,295 1,131 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 49,224 47 0.0%
Queensland Treasury Corp. 3.25% 08-21-2029 6,667 9 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 336,348 368 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 78,297 80 0.0%
QuinStreet Inc. 13,229 284 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 258,109 342 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,810 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,418,254 1,596 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 156,026 191 0.0%
Radiant Opto-Electronics Corp. 31,237 114 0.0%
Radware Ltd. 5,033 153 0.0%
RAKUS Co. Ltd. 835 21 0.0%
Rallye SA 961 14 0.0%
Randon SA Implementos e Participacoes 24,367 74 0.0%
Raspadskaya 4,257 11 0.0%
Rayonier Advanced Materials Inc. 181 4 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 365,755 365 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 464,562 466 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 117,025 152 0.0%
Realtek Semiconductor Corp. 5,914 36 0.0%
Rebosis Property Fund Ltd. 659 0.0%
Recipe Unlimited Corp. 35 1 0.0%
Reckitt Benckiser Group PLC 6,401 708 0.0%
Redwood Trust Inc. 5.63% 07-15-2024 Conv. 2024 72,784 95 0.0%
Regional SAB de CV 6,598 38 0.0%
RegionalCare Hospital Partners Holdings Term Loan 1st Lien F/R 11-16-2025 36,623 48 0.0%
Regions Bank 6.45% 06-26-2037 79,400 121 0.0%
Regions Financial Corp. 7.375% 12-10-2037 45,214 75 0.0%
Reinsurance Group of America Inc. 11,325 2,249 0.2%
Reitmans (Canada) Ltd. Class A non-voting 262 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 2,948 130 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 1,011,760 1,392 0.1%
Reliance LP 3.813% 09-15-2020 566,212 571 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 806,966 784 0.0%
Reliance Steel & Aluminum Co. 1,713 183 0.0%
Renesas Electronics Corp. 34,268 217 0.0%
Renewable Energy Group Inc. 5,623 201 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 31,968 42 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 01-02-2025 18,135 24 0.0%
Repsol SA 13,175 303 0.0%
Republic of Argentina 5.88% 01-11-2028 13,464 13 0.0%
Republic of Argentina 6.88% 01-11-2048 2,606 3 0.0%
Republic of Austria 0.00% 07-15-2023 184,164 279 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 22,049 272 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 742,132,741 316 0.0%
Republic of Colombia 7.00% 09-11-2019 349,670,513 146 0.0%
Republic of Finland 1.50% 04-15-2023 101,456 164 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 73,886 112 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 44,111 62 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,294,828,299 200 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 505,074 888 0.1%
Republic of Portugal 3.85% 04-15-2021 99,250 163 0.0%
Republic of Serbia 5.88% 12-03-2018 7,239 10 0.0%
Republic of the Philippines 4.00% 01-26-2022 4,666,971 109 0.0%
Republic Services Inc. 10,505 1,080 0.1%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 31,674 42 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 127,566 165 0.0%
Resolute Forest Products Inc. 15,749 230 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 76,689 102 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 14,178 19 0.0%
Restaurant Brands International Inc. 15,810 1,226 0.1%
Restaurant Technologies Inc. Term Loan 2nd Lien F/R 09-24-2026 2,121 3 0.0%
Retail Value Inc. 2,653 102 0.0%
Reunert Ltd. 6,287 44 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 3,717 4 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 409,908 532 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 521,217 693 0.0%
Rezidor Hotel Group AB 3,843 21 0.0%
RHB Capital BHD 1,424 2 0.0%
RingCentral Inc. Class A 1,622 179 0.0%
Rio Tinto Ltd. 59,460 4,239 0.3%
Rio Tinto PLC 9,449 570 0.0%
RioCan Real Estate Investment Trust 18,195 450 0.0%
Ritchie Bros. Auctioneers Inc. 14,439 667 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 21,892 29 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 167,392 192 0.0%
Rite Aid Corp. 7.70% 02-15-2027 1,140,887 1,082 0.1%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 8,924 12 0.0%
Road King Infrastructure Ltd. 1,153 3 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 11,129 14 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 4,142 5 0.0%
Robinson PCL NVDR 659 2 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 8,283 12 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 6,952 10 0.0%
Roche Holding AG Genusscheine 906 313 0.0%
Rockwool International AS Class B 339 118 0.0%
Rocky Mountain Dealerships Inc. 174 2 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 39,445 40 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 36,486 38 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 1,907,983 2,384 0.2%
Rogers Communications Inc. Class B non-voting 30,990 2,196 0.2%
Rogers Sugar Inc. 5,619 32 0.0%
Rollins Inc. 263 22 0.0%
Rolls-Royce Holdings PLC 11,607 168 0.0%
Rolls-Royce Holdings PLC - C Shares 4,004 24 0.0%
Rosneft Oil Co. 2,758 23 0.0%
Rosneft Oil Co. GDR 2,891 24 0.0%
Rostelecom 9,115 13 0.0%
Rowan Companies Inc. 16,498 304 0.0%
Royal Bank of Canada 192,016 18,705 1.2%
Royal Bank of Canada 2.36% 12-05-2022 880,481 858 0.0%
Royal Bank of Canada 2.95% 05-01-2023 4,623,211 4,595 0.4%
Royal Bank of Canada 3.30% 09-26-2023 3,593,523 3,580 0.3%
Royal Bank of Canada 3.31% 01-20-2026 2,246,293 2,250 0.2%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 1,061,661 1,064 0.1%
Royal Bank of Canada F/R 02-11-2020 1,082,429 1,088 0.1%
Royal Bank of Canada F/R 03-23-2020 Covered 4,402,134 4,420 0.4%
Royal Bank of Canada F/R 08-01-2019 6,027,939 6,031 0.5%
Royal Dutch Shell PLC A 51,914 2,092 0.2%
RS PCL 1,424 1 0.0%
Ruentex Development Co. Ltd. 2,783 6 0.0%
Ruentex Industries Ltd. 28,379 111 0.0%
Russel Metals Inc. 14,999 347 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 582,557 578 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 168,717 222 0.0%
Sabina Gold & Silver Corp. 35,746 49 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 124,614 165 0.0%
Salmar ASA 4,158 312 0.0%
Sam Young Electronics Co. Ltd. 1,589 24 0.0%
Samebest Co. Ltd. 4,324 28 0.0%
Samjin Pharmaceutical Co. Ltd. 778 40 0.0%
Samsonite International SA 51,082 205 0.0%
Samsung Biologics Co. Ltd. 20 8 0.0%
Samsung C&T Corp. 15 2 0.0%
Samsung Electro-Mechanics Co. 983 142 0.0%
Samsung Electronics Co. Ltd. 15,354 767 0.0%
Samsung Electronics Co. Ltd. GDR 8 10 0.0%
Samsung SDI Co. Ltd. 347 86 0.0%
Samsung SDS Co. Ltd. 3 1 0.0%
San Miguel Corp. 3,796 17 0.0%
San Miguel Food and Beverage Inc. 4,408 9 0.0%
Sandvik AB 5,355 106 0.0%
Sangsangin Co. Ltd. 125 3 0.0%
Sanofi 3,113 374 0.0%
Santander Consumer Bank AS F/R 03-30-2020 79,626 12 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 90,122 39 0.0%
Sao Martinho SA 2,297 14 0.0%
Sappi Ltd. 8,062 59 0.0%
Saputo Inc. 70 3 0.0%
Saputo Inc. 3.61% 08-14-2025 Callable 2025 330,387 326 0.0%
Sarantis SA 313 3 0.0%
Sartorius Stedim Biotech SA 1,591 215 0.0%
Sasol Ltd. 2,217 87 0.0%
Sasol Ltd. ADR 1,449 57 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 303,249 405 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 255,845 331 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 147,685 195 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 97,045 127 0.0%
Sberbank of Russia PJSC 8,333 22 0.0%
Schaeffler AG 11,738 134 0.0%
Schindler Holding AG 9 2 0.0%
Schindler Holding AG PC 8 2 0.0%
Schneider Electric SE 1,890 183 0.0%
Schneider National Inc. 2,670 79 0.0%
Schnitzer Steel Industries Inc. Class A 698 26 0.0%
Schouw & Co. 8 1 0.0%
SCI Pharmtech Inc. 9,449 29 0.0%
Scientex BHD 1,021 6 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 13,658 19 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 333,391 438 0.0%
Scientific Games International Inc. Term Loan B5 1st Lien F/R 08-14-2024 3,747 5 0.0%
SciQuest Inc. Term Loan 1st Lien F/R 12-29-2024 9,109 12 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 520,989 500 0.0%
SEACOR Marine Holdings Inc. 91 2 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 61,756 82 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 127,923 167 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 159,462 210 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 116,895 162 0.0%
SeaWorld Entertainment Inc. 4,581 173 0.0%
Secure Energy Services Inc. 13,925 100 0.0%
Securus Technologies Holdings Inc. Delayed Draw Term Loan 1st Lien F/R 11-01-2024 13,402 18 0.0%
Securus Technologies Holdings Inc. Term Loan 1st Lien F/R 11-01-2024 3,334 4 0.0%
Segro PLC 7,988 82 0.0%
Semirara Mining & Power Corp. 2,174 1 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,810 2 0.0%
Seohan Co. Ltd. 10,650 23 0.0%
Seoul Auction Co. Ltd. 2,039 27 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 149,325 193 0.0%
Service Corp. International 1,062 65 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 37,212 46 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 3,328 4 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 11,365 15 0.0%
Seven & i Holdings Co. Ltd. 10,829 628 0.0%
Seven Generations Energy Ltd. 387 4 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 6,148 8 0.0%
Severstal PAO 4,588 91 0.0%
SEWOON MEDICAL Co. Ltd. 5,516 23 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 54,036 58 0.0%
SFS Group AG 575 74 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 2,635 3 0.0%
Shanghai Prime Machinery Co. Ltd. 4,282 1 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 396,244 395 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 409,908 399 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 1,079,423 1,105 0.1%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 168,430 224 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 5,629,944 6,685 0.5%
Shaw Communications Inc. Class B non-voting 14,658 367 0.0%
Shaw Communications Inc. Pfd Series A 14,593 236 0.0%
ShawCor Ltd. 11,531 225 0.0%
Sheng Ye Capital Ltd. 9,985 11 0.0%
Shenzhen Expressway Co. Ltd. 15,644 21 0.0%
Sherritt International Corp. 21,255 10 0.0%
Shimao Property Holdings Ltd. 27,328 90 0.0%
Shin Kong Financial Holding Co. Ltd. 41,427 19 0.0%
Shinhan Financial Group Co. Ltd. ADR 725 36 0.0%
Shinkong Synthetic Fibers Corp. 61,659 29 0.0%
Shinsegae Co. Ltd. 28 10 0.0%
Shinyoung Securities Co. Ltd. 48 3 0.0%
Shopify Inc. 2,530 512 0.0%
Shun Tak Holdings Ltd. 330,099 144 0.0%
Shuttefly Inc. Term Loan B2 1st Lien F/R 08-17-2024 9,457 12 0.0%
Siam Commercial Bank PCL 22,420 86 0.0%
Siegfried Holding AG 205 97 0.0%
Siemens AG 1,781 274 0.0%
Siemens Healthineers AG 2,844 164 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 478,225 483 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 314,916 468 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 206,233 270 0.0%
Signature Bank 3,610 592 0.0%
Sigurd Microelectronics Corp. 40,359 52 0.0%
Sika AG 945 156 0.0%
Silicon Laboratories Inc. 864 102 0.0%
Sime Darby BHD 13,355 10 0.0%
Sime Darby Plantation BHD 43,955 66 0.0%
SIMMTECH Co. Ltd. 867 8 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 143,726 182 0.0%
Sinil Pharmaceutical Co. Ltd. 1,493 17 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 247 15 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 1,270,789 774 0.0%
Sinopharm Group Co. H 6,290 41 0.0%
Sinotruk Hong Kong Ltd. 35,699 79 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 118,185 148 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 93,736 121 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 300,536 398 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 185,618 244 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 6,434 8 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 7,593 10 0.0%
SK Holdings Co. Ltd. 240 80 0.0%
SK Hynix Inc. 18,369 1,528 0.2%
SK Telecom Co. Ltd. ADR 1,103 42 0.0%
SkyWest Inc. 851 65 0.0%
Slate Office REIT 15,164 109 0.0%
SLC Agricola SA 5,783 92 0.0%
Smart Real Estate Investment Trust 17 1 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 230,095 223 0.0%
SmarTone Telecommunications Holdings Ltd. 596,474 594 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 150,622 191 0.0%
SMI Acquisition Inc. Term Loan 2nd Lien F/R 10-27-2025 2,035 2 0.0%
Snap-On Inc. 501 111 0.0%
SNC-Lavalin Group Inc. 10,458 507 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 381,866 374 0.0%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 546,543 557 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 130,273 164 0.0%
Sociedad Quimica y Minera de Chile SA ADR B 181 11 0.0%
Soda Sanayii AS 2,447 4 0.0%
Sofina SA 709 190 0.0%
Soft-World International Corp. 11,451 8 0.0%
SoftBank Group Corp. 2,075 231 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 819,815 1,099 0.1%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 90,180 119 0.0%
Softcat PLC 3,260 33 0.0%
SOHO China Ltd. 19,686 10 0.0%
Sohu.com Ltd. ADR 91 3 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 3,476 5 0.0%
Solium Capital Inc. 1,204 15 0.0%
Somboon Advance Technology PCL 1,540 1 0.0%
Sonae Sierra Brasil SA 629 5 0.0%
Sonic Healthcare Ltd. 10,945 243 0.0%
Sonova Holding AG 1,725 372 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,704,506 1,790 0.2%
Source Energy Services Ltd. 2,126 3 0.0%
Southern California Edison Co. 4.13% 03-01-2048 Callable 2047 382,580 380 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 11,028 20 0.0%
Southwest Airlines Co. 3.45% 11-16-2027 Callable 2027 8,806 221 0.0%
SP LP 3.21% 06-15-2019 1,177,732 1,178 0.1%
Sparebank 1 Nord-Norge 6,937 68 0.0%
SPDR S&P 500 ETF Trust 3,009 1,102 0.1%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 740 1 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 6,040 8 0.0%
Spigen Korea Corp. 161 9 0.0%
Spin Master Corp. 13,921 571 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 201,153 266 0.0%
Spirit Airlines Inc. 28,824 2,457 0.2%
Springland International Holdings Ltd. 74,043 18 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 7,001 9 0.0%
Springs Window Fashion Holdings Inc. Term Loan 2nd Lien F/R 05-24-2026 1,082 1 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 322,011 414 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 502,979 663 0.0%
Sprint Corp. 7.125% 06-15-2024 224,602 303 0.0%
Sprint Corp. 7.25% 09-15-2021 9,639 13 0.0%
Sprint Corp. 7.875% 09-15-2023 1,008,561 1,412 0.1%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 3,532 5 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 226,110 299 0.0%
SPS Commerce Inc. 462 52 0.0%
Spy Hill Power LP 4.14% 03-31-2036 216,620 220 0.0%
Square Inc. Class A 2,676 248 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 382,323 477 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 26,202 34 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 28,689 37 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 75,813 99 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 348,817 453 0.0%
SSR Mining Inc. 3,874 55 0.0%
SSY Group Ltd. 3,458 5 0.0%
St Clair Holding ULC 4.88% 08-31-2031 129,773 131 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 273,262 365 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 59,109 68 0.0%
STAAR Surgical Co. 389 20 0.0%
Standard Bank Group Ltd. 708 12 0.0%
Standard Chartered PLC 29,016 300 0.0%
Standard Industries Inc. 4.75% 01-15-2028 Callable 2023 144A 468 1 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 844 110 0.0%
Stantec Inc. 54,309 1,719 0.2%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 253,429 332 0.0%
Star Petroleum Refining PCL 2,157 1 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 419,408 545 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 112,571 143 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 395,124 530 0.0%
Starwood Property Trust Inc. 67,110 1,996 0.2%
State Bank of India GDR 66 4 0.0%
Statoil ASA 4,331 134 0.0%
Steel Dynamics Inc. 2,285 107 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 1,972 2 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 10,280 13 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 814 1 0.0%
Stella-Jones Inc. 18,032 724 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 129,025 170 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 116,895 155 0.0%
Storebrand ASA 18,899 198 0.0%
Storm King Funding F/R 03-18-2019 2,238,869 2,239 0.2%
Storm Resources Ltd. 140 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 459,678 496 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 37,152 50 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 21,473 28 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 18,309 24 0.0%
Stuart Olson Inc. 1,658 8 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 5,670 7 0.0%
Suheung Co. Ltd. 526 15 0.0%
Sul America SA 2,133 20 0.0%
Sumitomo Mitsui Construction Co. Ltd. 11,235 93 0.0%
Summerset Group Holdings Ltd. 12,552 76 0.0%
Summit Industrial Income Real Estate Investment Trust 64,619 602 0.0%
Sun Art Retail Group Ltd. 2,223 3 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 972,847 1,001 0.1%
Sun Life Financial Inc. 82,669 4,051 0.3%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 1,020,670 1,020 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,504,361 1,477 0.1%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 333,771 326 0.0%
Suncor Energy Inc. 261,024 11,181 0.8%
Sungdo Engineering & Construction Co. Ltd. 2,586 15 0.0%
Sunrise Communications Group AG 898 105 0.0%
Sunrun Inc. 186,607 247 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 72,342 76 0.0%
Sunway Real Estate Investment Trust 3,590 2 0.0%
Superior Industries International Inc. Term Loan B 1st Lien F/R 03-22-2024 16,374 21 0.0%
Superior Plus Corp. 36,593 381 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,997,616 1,906 0.2%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 1,095,321 1,450 0.1%
Supermax Corp. BHD 36,907 40 0.0%
Surge Energy Inc. 80,341 121 0.0%
Surgutneftegas OAO 29,773 16 0.0%
SurModics Inc. 5,173 417 0.0%
Suzano Papel e Celulose SA 165 2 0.0%
Svenska Cellulosa AB (SCA) B 55,854 598 0.0%
Swire Pacific Ltd. Class A 26,222 385 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,322,235 454 0.0%
Swiss Life Holding AG Reg. 1,110 579 0.0%
Swiss Re Ltd. 57 7 0.0%
Swisscom AG Reg. 150 95 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 720,333 913 0.1%
Syneos Health Inc. 14,799 1,017 0.1%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 174,867 223 0.0%
Synnex Technology International Corp. 16,714 26 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 116,895 147 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 131,231 176 0.0%
Synthomer PLC 4,764 33 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 437,615 434 0.0%
Systemax Inc. 623 23 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 2,416 3 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 5,769 7 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 3,451 4 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 478,225 657 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 373,814 517 0.0%
TA Enterprise BHD 4,051 1 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 209,644 284 0.0%
Tactile Systems Technology Inc. 8,185 11 0.0%
Taekwang Industrial Co. Ltd. 8 13 0.0%
Taeyoung Engineering & Construction Co. Ltd. 174 2 0.0%
TaiDoc Technology Corp. 13,228 90 0.0%
Taiwan Cement Corp. 9,880 15 0.0%
Taiwan Cement Corp. Rights Exp. 12-05-2018 3,758 0.0%
Taiwan High Speed Rail Corp. 16,879 22 0.0%
Taiwan Hon Chuan Enterprise Co. Ltd 12,172 24 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 6,248 312 0.0%
Taiwan Styrene Monomer Corp. 53,812 56 0.0%
Taiwan Takisawa Technology Co. Ltd. 20,761 26 0.0%
Takara Bio Inc. 2,504 84 0.0%
Takuma Co. Ltd. 18,614 77 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 212,065 245 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 935,944 1,265 0.1%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 4,783 6 0.0%
Tamarack Valley Energy Ltd. 64,165 141 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 639,371 862 0.1%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 3,230 4 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 92,634 123 0.0%
Target Corp. 7,769 733 0.0%
Taseko Mines Ltd. 35 0.0%
Tatneft PJSC 3,146 94 0.0%
Tauron Polska Energia SA 6,027 5 0.0%
TCI Co. Ltd. 539 12 0.0%
TCL Electronics Holdings Ltd. 46,846 26 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 284,203 307 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 871,255 957 0.1%
Technimark LLC Term Loan 1st Lien F/R 08-08-2025 11,602 15 0.0%
Technovator International Ltd 1,153 0.0%
Techtronic Industries Co. Ltd. 41,019 295 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 32,611 42 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 148 1 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 1,183 2 0.0%
Teck Resources Ltd. Class B 99,247 2,671 0.3%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 89,325 116 0.0%
Tegma Gestao Logistica SA 3,491 29 0.0%
Tego Science Inc. 9 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 14,792 19 0.0%
Tekfen Holding AS 379 2 0.0%
Telefonaktiebolaget LM Ericsson B 98,329 1,093 0.1%
Telefonica Brasil SA 2,804 44 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 2,172 4 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,448 3 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 273,272 335 0.0%
Telkom SA SOC Ltd. 16,481 90 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 88,222 86 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 99,250 104 0.0%
TELUS Corp. 80,245 3,827 0.3%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 24,653 25 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 81,982 81 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 1,700,427 1,647 0.2%
TELUS Corp. 3.75% 01-17-2025 Callable 623,059 625 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 707,774 685 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 956,451 935 0.1%
TELUS Corp. 5.05% 07-23-2020 9,861 10 0.0%
TELUS Corp. 5.15% 11-26-2043 415,920 429 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 55,139 54 0.0%
Tenaga Nasional BHD 163,317 739 0.0%
Tenaris SA 12,909 207 0.0%
Tencent Holdings Ltd. 4,553 243 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 6,927 9 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 848,565 1,116 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 17,174 21 0.0%
Teradyne Inc. 12,907 613 0.0%
Teranga Gold Corp. 50,711 163 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-31-2024 2,558 3 0.0%
Terna Energy SA 1,913 17 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 1,163,034 1,387 0.1%
Tervita Corp. 414 3 0.0%
Tervita Corp. Class A Voting 47 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 24,653 32 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 93,736 144 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 249,635 269 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 4,536 6 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2018 6,853 9 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 765,216 896 0.1%
Texas Pacific Land Trust 378 291 0.0%
Texhong Textile Group Ltd. 16,576 27 0.0%
Textron Inc. 7,874 588 0.0%
TFI International Inc. 19,152 846 0.0%
Thales SA 1,191 195 0.0%
The a2 Milk Co. Ltd. 9,158 87 0.0%
The ADT Corp. 3.50% 07-15-2022 157,698 197 0.0%
The AES Corp. 36,170 745 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 394 1 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 2,909 4 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 16,764 22 0.0%
The Allstate Corp. 196 23 0.0%
The Bank of Nova Scotia 106,750 7,718 0.5%
The Bank of Nova Scotia 1.83% 04-27-2022 669,516 644 0.0%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 3,210,943 3,112 0.3%
The Bank of Nova Scotia 2.29% 06-28-2024 1,337,665 1,278 0.1%
The Bank of Nova Scotia 2.36% 11-08-2022 778,824 758 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 2,095,994 2,083 0.2%
The Bank of Nova Scotia 3.10% 02-02-2028 546,543 537 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 22,188 29 0.0%
The Bank of Nova Scotia 6.45% 01-01-2025 0 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 571,102 689 0.0%
The Bank of Nova Scotia F/R 08-27-2019 5,407,580 5,410 0.4%
The Basic House Co. Ltd. 45 0.0%
The Boeing Co. 11,687 5,387 0.4%
The Boston Beer Co. Inc. 189 69 0.0%
The British Land Co. PLC 43,674 418 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 262,780 293 0.0%
The Chefs' Warehouse Inc. 182 9 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 1,997 2 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 2,958 4 0.0%
The Descartes Systems Group Inc. 8,603 337 0.0%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 884,453,080 81 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 148,875 224 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 105,867 163 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 110,278 180 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 1,384,121 1,351 0.1%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 107,190 161 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 1,166,870 1,122 0.1%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 1,492,064 1,439 0.1%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 30,548 29 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 213,940 279 0.0%
The Hershey Co. 4,725 680 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,398,685 1,309 0.1%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 258,051 41 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 153,287 148 0.0%
The Keg Royalties Income Fund 87 1 0.0%
The Link Real Estate Investment Trust 7,874 100 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 1,833,653 1,809 0.2%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 327,926 327 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 342,136 341 0.0%
The Marcus Corp. 2,150 121 0.0%
The Mosaic Co. 878 42 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 4,709 3 0.0%
The North West Co. Inc. 8,463 249 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 282,020 379 0.0%
The Procter & Gamble Co. 5,689 715 0.0%
The Progressive Corp. 17,595 1,550 0.2%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 49,582 66 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 7,239 10 0.0%
The SPAR Group Ltd. 16 0.0%
The Stars Group Inc. 6,561 171 0.0%
The TJX Companies Inc. 56,232 3,652 0.3%
The Toronto-Dominion Bank 237,016 17,434 1.1%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 6,985,098 6,809 0.5%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 4,544,509 4,316 0.4%
The Toronto-Dominion Bank 2.05% 12-01-2022 118,886 117 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 2,062,382 2,050 0.2%
The Toronto-Dominion Bank 3.01% 05-30-2023 2,502,858 2,497 0.2%
The Toronto-Dominion Bank 3.226% 07-24-2024 402,256 404 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 650,387 687 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 535,275 601 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 88,465 98 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 429,378 490 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 2,729,984 2,741 0.3%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,851,887 1,791 0.2%
The Toronto-Dominion Bank F/R 07-31-2019 738,855 739 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 1,321,842 1,309 0.1%
The Towa Bank Ltd. 2,000 22 0.0%
The Unite Group PLC 4,747 67 0.0%
The Walt Disney Co. 2,914 447 0.0%
The Walt Disney Co. 2.76% 10-07-2024 5,888,459 5,723 0.4%
The Wharf Holdings Ltd. 46,775 167 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 153,287 205 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 838 1 0.0%
Thermaltake Technology Co. Ltd. 11,531 13 0.0%
Thermo Fisher Scientific Inc. 775 257 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 34,848 51 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 33,525 49 0.0%
Thomson Reuters Corp. 23,228 1,559 0.2%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 367,277 370 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 661,725 870 0.1%
Tianjin Development Holdings Ltd. 3,129 1 0.0%
Tianjin Port Development Holdings Ltd. 2,964 0.0%
Tianneng Power International Ltd. 1,976 2 0.0%
Tianyun International Holdings Ltd. 107,143 21 0.0%
Tim Participacoes SA ADR 1,576 32 0.0%
Tingyi (Cayman Islands) Holding Corp. 7,246 13 0.0%
Tisco Financial Group PCL NVDR 296 1 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 480,383 527 0.0%
Titan Acquisition Ltd. Term Loan 1st Lien F/R 03-16-2025 42,883 54 0.0%
TMX Group Ltd. 13,053 1,029 0.1%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 931,480 910 0.1%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 1,069,064 1,068 0.1%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 642,189 674 0.0%
Toho Holdings Co. Ltd. 4,520 160 0.0%
Tokyo Electric Power Co. Holdings Inc. 478,061 3,858 0.3%
Tomony Holdings Inc. 3,024 17 0.0%
Top Glove Corp. BHD 121,893 231 0.0%
Torchmark Corp. 8,861 1,018 0.1%
Torex Gold Resources Inc. 35 0.0%
Toromont Industries Ltd. 6,649 386 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 409,908 410 0.0%
Toronto Hospital 5.64% 12-08-22 419,931 441 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 230,724 307 0.0%
Total Access Communication PCL NVDR 6,044 12 0.0%
Total Return Swap LQD 11-26-18 8,248 26 0.0%
Total SA 6,930 513 0.0%
Total System Services Inc. 1,212 141 0.0%
TOTVS SA 354 4 0.0%
Tourmaline Oil Corp. 9,693 178 0.0%
Towa Pharmaceutical Co. Ltd. 43,241 26 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 75,071 98 0.0%
Towd Point Mortgage Trust 2018-3 3.75% 05-25-2058 144A 79,990 105 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 178,984 229 0.0%
Toyo Seikan Kaisha Ltd. 5,150 156 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 411,249 410 0.0%
TPK Holding Co. Ltd. 82 0.0%
TransAlta Corp. 61,916 441 0.0%
TransAlta Corp. Pfd. Series A 36,090 481 0.0%
TransAlta Renewables Inc. 17 0.0%
Transat A.T. Inc. Class B 8,655 61 0.0%
TransCanada Corp. 96,998 5,282 0.4%
TransCanada Corp. Pfd. Series 15 19,492 484 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 765,161 888 0.1%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 2,244 3 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 593,380 571 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 3,619 5 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 270,539 247 0.0%
TransCanada PipeLines Ltd. 4.33% 09-16-2047 Callable 2047 478,225 449 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 507,192 496 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 193,203 226 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 741,113 902 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 315,629 446 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 3,121,559 2,845 0.3%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 164,314 262 0.0%
Transcontinental Inc. Class A Sub. voting 30,914 620 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 7,149 9 0.0%
TransDigm Inc. Term Loan F 1st Lien F/R 06-09-2023 143,002 186 0.0%
TransGlobe Energy Corp. 54,218 157 0.0%
Transmissora Alianca de Energia Eletrica SA 1,070 8 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 352,521 353 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 846,527 864 0.1%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 99,912 132 0.0%
Travelsky Technology Ltd. 165 1 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 112,910 150 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 36,013 35 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 1,440 108 0.0%
Trencor Ltd. 519 1 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 3,180 4 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 81,606 110 0.0%
Tribune Media Co. Class A 509 27 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 14,197 19 0.0%
Tricon Capital Group Inc. 28,688 295 0.0%
Trillium Windpower LP 5.80% 02-15-2033 227,904 254 0.0%
TriMark USA LLC Term Loan 1st Lien F/R 09-15-2024 17,662 22 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 34,627 45 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 22,286 30 0.0%
Triple-S Management Corp. 459 12 0.0%
Trisura Group Ltd. 17 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 94,692 125 0.0%
Triton Solar US Acquisition Co. Term Loan B 1st Lien F/R 10-12-2024 76,291 100 0.0%
True North Commercial Real Estate Investment Trust 116,895 114 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 74,989 97 0.0%
Truworths International Ltd. 6,149 52 0.0%
TTEC Holdings Inc. 2,835 110 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 403 13 0.0%
Tupy SA 8,444 57 0.0%
Turk Hava Yollari AO 3,969 17 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 716 6 0.0%
Turkiye Sise ve Cam Fabrikalari AS 972 1 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 78,297 103 0.0%
U.S. Bancorp 5,202 377 0.0%
U.S. Bancorp 0.85% 06-07-2024 76,092 114 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 3,579 125 0.0%
U.S. Bancorp Pfd. Security Series A 315 377 0.0%
U.S. Renal Care Inc. Term Loan 1st Lien F/R 12-31-2022 5,250 7 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 8,398 11 0.0%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 100,586 132 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 37,884 50 0.0%
UBS Group AG 22,461 405 0.0%
Uchi Technologies Bhd 3,804 3 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 545,810 709 0.0%
Ultra Resources Inc. 7.13% 04-15-2025 Callable 2020 144A 1,657,495 2,164 0.2%
Uni-President China Holdings Ltd. 6,175 8 0.0%
Uni-President Enterprises Corp. 55,236 172 0.0%
Unid Co. Ltd. 7 0.0%
Unilever NV CVA 12,949 956 0.1%
Unimicron Technology Corp. 130,717 119 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 148,127 159 0.0%
Union Gas Ltd. 2.81% 06-01-2026 Callable 72,690 70 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 378,563 353 0.0%
Union Gas Ltd. 8.65% 11-10-2025 51,922 68 0.0%
Union Pacific Corp. 8,843 1,808 0.2%
Unipar Carbocloro SA 338 5 0.0%
Uniper SE 56,523 1,931 0.2%
Unipro PJSC 8,851 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 103,342 137 0.0%
United Engineers Ltd. 3,402 9 0.0%
United Kingdom Treasury 3.75% 09-07-2020 28,672 51 0.0%
United Kingdom Treasury 4.25% 12-07-2027 21,716 46 0.0%
United Parcel Service Inc. (UPS) Class B 2,027 311 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 887,860 841 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 164,314 217 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 100,353 121 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 79,400 100 0.0%
United States Oil Fund LP 778,824 1,043 0.1%
United States Treasury 2.75% 02-15-2028 593,000 773 0.0%
United States Treasury 2.75% 08-15-2047 11,210,872 13,343 0.9%
United States Treasury 2.88% 10-31-2023 88,098 117 0.0%
United States Treasury 3.00% 02-15-2048 2,648,003 3,326 0.3%
United States Treasury 3.13% 11-15-2028 631,258 849 0.0%
United States Treasury Inflation Indexed 0.50% 01-15-2028 22,078 29 0.0%
United States Treasury Inflation Indexed 0.75% 02-15-2042 51,292 68 0.0%
United States Treasury Inflation Indexed 0.75% 07-15-2028 65,750 85 0.0%
United States Treasury Inflation Indexed 1.01% 02-15-2048 27,652 35 0.0%
United Technologies Corp. 1,127 183 0.0%
UnitedHealth Group Inc. 843 315 0.0%
Universal Corp. 414 35 0.0%
Universal Insurance Holdings Inc. 3,033 177 0.0%
Universal Vision Biotechnology Co. Ltd. 20,179 23 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 266,317 309 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 67,270 82 0.0%
UPM-Kymmene OYJ 2,505 89 0.0%
Uralkali 2,742 5 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 165,417 222 0.0%
US Bancorp Pfd. Series K Callable 2023 4,885 158 0.0%
US Foods Inc. Term Loan B 1st Lien F/R 06-27-2023 121,673 160 0.0%
USANA Health Sciences Inc. 3,581 583 0.0%
USB Capital IX 3.50% 10-29-2049 332,599 356 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 222 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 1,676 2 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 92,799 121 0.0%
Vale SA ADR 10,316 188 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 5,596 8 0.0%
Valeant Pharmaceuticals International Inc. 96,948 3,130 0.3%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 1,849 2 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 1,408,210 1,872 0.2%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 1,849 3 0.0%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 4,931 7 0.0%
Valeant Pharmaceuticals International Inc. Term Loan B 1st Lien F/R 05-28-2025 177,886 234 0.0%
Valener Inc. 13,330 269 0.0%
Valero Energy Corp. 6,610 702 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 445,234 445 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 409,908 427 0.0%
Vanguard International Semiconductor Corp. 329 1 0.0%
Vanguard Value ETF 8,696 1,255 0.1%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 35,024 47 0.0%
Vantiv LLC Term Loan B4 1st Lien F/R 08-20-2024 148,164 196 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 144,464 177 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 636,723 611 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 39,445 40 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 259,608 330 0.0%
Veresen Inc. 3.06% 06-13-2019 419,472 421 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 224,454 296 0.0%
Verisk Analytics Inc. 4,323 709 0.0%
Verizon Communications Inc. 12,877 1,032 0.1%
Verizon Communications Inc. 3.50% 02-17-2023 92,634 91 0.0%
Verizon Owner Trust 1.42% 01-20-2021 36,039 48 0.0%
Vermilion Energy Inc. 4,815 159 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 16,517 21 0.0%
Verso Corp. Class A 29,846 1,001 0.1%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 178,588 238 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 540,293 510 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 204,954 255 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 9,196 12 0.0%
Videotron Ltee 5.00% 07-15-2022 15,433 21 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 76,950 78 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 1,959,358 1,991 0.2%
ViewRay Inc. 1,938 16 0.0%
Village Super Market Inc. 913 33 0.0%
Vinci SA 3,435 400 0.0%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 21,548 28 0.0%
Visa Inc. Class A 17,123 3,226 0.3%
Vishay Intertechnology Inc. 362,818 463 0.0%
Vishay Precision Group Inc. 244 11 0.0%
Vissem Electronics Co. Ltd. 3,320 22 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 107,967 143 0.0%
Vistra Energy Corp. 21,935 685 0.0%
Vistra Energy Corp. 5.50% 09-01-2026 Callable 2021 144A 1,948 3 0.0%
Vital KSK Holdings Inc. 6,473 92 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 39,445 54 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 88,222 112 0.0%
Vodafone Group PLC 3.75% 01-16-2024 159,801 207 0.0%
Voya Financial Inc. 32,437 1,938 0.2%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 10,157 13 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 18,095 23 0.0%
Vukile Property Fund Ltd. 21,937 45 0.0%
VVC Holding Corp. Term Loan 1st Lien F/R 07-03-2025 207,580 274 0.0%
VW Credit Canada Inc. 3.70% 11-14-2022 261,128 262 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 163,979 206 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 1,183 2 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 2,071 3 0.0%
W.W. Grainger Inc. 888 371 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 1,201,701 1,628 0.2%
Wabtec Corp. 3,662 461 0.0%
Wachovia Capital Trust III F/R 03-15-2066 496,472 635 0.0%
Wajax Corp. 2,652 51 0.0%
Wal-Mart de Mexico SAB de CV Series V 34,217 112 0.0%
Wal-Mart Stores Inc. 15,345 1,992 0.2%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 91,531 120 0.0%
Walsin Technology Corp. 659 5 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 32,354 43 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 31,204 41 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 17,184 23 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 38,556 51 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 13,349 18 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 14,187 19 0.0%
Wand Merger Corp. 8.13% 07-15-2023 Callable 2020 144A 104,764 141 0.0%
Warrior Met Coal Inc. 57,113 1,799 0.2%
Washington H. Soul Pattison & Co. Ltd. 3,378 87 0.0%
Wasion Group Holdings Ltd. 38,917 27 0.0%
Waste Connections Inc. 24,733 2,579 0.3%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 5,083 7 0.0%
Waters Corp. 1,047 276 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 2,884 3 0.0%
Weatherford International PLC 38,743 29 0.0%
Weiqiao Textile Co. Ltd. 27,954 12 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 549,231 719 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 3,734 123 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 1,818,897 1,736 0.2%
Wells Fargo & Co. 2.98% 05-19-2026 1,226,990 1,160 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 680,447 674 0.0%
Wells Fargo & Co. F/R 07-27-2021 77,195 76 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 14,000 19 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 19,109 27 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 204,031 263 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 154,036 206 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 56,915 73 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 7,618 9 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 290,567 375 0.0%
Wesdome Gold Mines Ltd. 2,635 10 0.0%
West China Cement Ltd. 248,238 52 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 273,272 276 0.0%
West Fraser Timber Co. Ltd. 5,270 365 0.0%
Westcoast Energy Inc. 3.12% 12-05-2022 72,144 72 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 532,880 545 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 10,672 267 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 201,809 194 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 190,781 187 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 354,080 471 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 116,941 142 0.0%
Western Forest Products Inc. 58,633 115 0.0%
WestJet Airlines Ltd. 12,560 259 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 11,028 19 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 132,334 136 0.0%
Westrock Co. 4,972 311 0.0%
Westshore Terminals Investment Corp. 21,167 504 0.0%
Wheelock and Co. Ltd. 4,882 37 0.0%
Whitecap Resources Inc. 7,469 35 0.0%
Whitehaven Coal Ltd. 57,980 241 0.0%
Wholetech System Hitech Ltd. 8,889 11 0.0%
William Morrison Supermarkets PLC 131,221 529 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 162,109 200 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 1,142,373 1,539 0.2%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 70,047 93 0.0%
Wilson Bayly Holmes-Ovcon Ltd. 189 3 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 142,534 158 0.0%
Windstream Holdings Inc. 9.00% 06-30-2025 Callable 2021 611 1 0.0%
Winpak Ltd. 13,535 636 0.0%
Winstek Semiconductor Co. Ltd. 22,582 24 0.0%
Wipro Ltd. ADR 12,397 86 0.0%
Wirecard AG 2,433 489 0.0%
Wirepath Home Systems LLC Term Loan 1st Lien F/R 07-27-2024 6,017 8 0.0%
Wisdom Marine Lines Co. Ltd. 20,660 26 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 16,900 661 0.0%
Wistron Information Technology & Services Corp. Rights Exp. 12-06-2018 643 1 0.0%
Wiz Solucoes e Corretagem de Seguros SA 9,385 23 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 1,652 2 0.0%
WMG Acquisition Corp. Term Loan F 1st Lien F/R 11-01-2023 126,820 166 0.0%
WNS (Holdings) Ltd. 2,217 144 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 4,635 6 0.0%
Wonderful Hi-Tech Co. Ltd. 32,751 24 0.0%
Woongjin Thinkbig Co. Ltd. 4,021 19 0.0%
Woori Bank 214 12 0.0%
World Wrestling Entertainment Inc. Class A 2,520 248 0.0%
Worldpay Inc. 6,027 688 0.0%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 113,586 145 0.0%
WPX Energy Inc. 6.00% 01-15-2022 Callable 2021 9,263 12 0.0%
WSP Global Inc. 6,797 445 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 1,198,296 1,183 0.1%
Wuestenrot & Wuerttembergische AG 5,386 142 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 4,462 6 0.0%
Wyndham Hotels and Resorts LLC Term Loan B 1st Lien F/R 03-29-2025 145,567 192 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 41,906 55 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 11,439 14 0.0%
Xiamen International Port Co. Ltd. H 4,117 1 0.0%
Xingda International Holdings Ltd. 741 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 412 0.0%
Xinyuan Real Estate Co. Ltd. 4,356 24 0.0%
Xiwang Special Steel Co. Ltd. 95,852 24 0.0%
XO Group Inc. Term Loan 1st Lien F/R 11-08-2025 16,883 22 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 242,530 323 0.0%
XPO Logistics Inc. Term Loan B 1st Lien F/R 02-24-2025 142,259 188 0.0%
Xtep International Holdings Ltd. 77,234 55 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 472,730 578 0.0%
Yak Access LLC Term Loan B 2nd Lien F/R 06-29-2026 4,069 5 0.0%
Yamaguchi Financial Group Inc. 57,116 68 0.0%
Yamana Gold Inc. 203,753 564 0.0%
Yangarra Resources Ltd. 6,020 16 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 124 0.0%
Yanzhou Coal Mining Co. Ltd. H 1,317 2 0.0%
YeaRimDang Publishing Co. Ltd. 4,734 34 0.0%
Yellow Pages Ltd. 2,443 15 0.0%
Yi Jinn Industrial Co. Ltd. 35,314 19 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 17,065 83 0.0%
Yihai International Holding Ltd. 28,033 100 0.0%
Youngone Holdings Co. Ltd. 8 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 113,878 151 0.0%
Yuanta Financial Holding Co. Ltd. 9,633 7 0.0%
Yuasa Trading Co. Ltd. 1,226 55 0.0%
Yuen Foong Yu Paper Manufacturing Co. Ltd. 3,952 2 0.0%
Yuexiu Property Co. Ltd. 8,069 2 0.0%
Yuexiu Transport Infrastructure Ltd. 40,281 40 0.0%
Yum China Holdings Inc. 889 42 0.0%
Yurtec Corp. 1,339 15 0.0%
Yuzhou Properties Co. Ltd. 6,999 4 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 54,999 73 0.0%
Zenith Bank Ltd. 258,367 22 0.0%
Zhen Ding Technology Holding Ltd. 70,412 239 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 66,167 86 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 334,646 445 0.0%
ZTE Corp. H Shares 461 1 0.0%
ZTO Express (Cayman) Inc. 734 17 0.0%
Zurich Insurance Group AG 301 125 0.0%
Total Investments -- 1,706,397 99.4%
Currency Hedge Contracts -- -7,253 -0.4%
Other Assets (Liabilities) -- 17,560 1.0%
Total Net Assets -- 1,716,704 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of January 31, 2019
  • Regional Allocation
      Canada
    EQ : 17.6% | FI : 39.4%
    57.0%
      United States
    EQ : 11.1% | FI : 10.5%
    21.6%
      Other
    EQ : 5.6% | FI : 2.5%
    8.1%
      United Kingdom
    EQ : 1.1% | FI : 0.9%
    2.0%
      China
    EQ : 0.9%
    0.9%
      Germany
    FI : 0.5%
    0.5%
      Cash & Equivalents 9.9%
  • Sector Allocation
      Fixed Income 53.7%
      Cash & Equivalents 9.9%
      Other 7.4%
      Financials 7.4%
      Industrials 4.3%
      Information Technology 3.7%
      Energy 3.4%
      Materials 2.8%
      Health Care 2.6%
      Consumer Discretionary 2.5%
      Consumer Staples 2.3%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Multi-Asset Strategies Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

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

USD option is capped to new purchases.

In early January 2017 Symmetry purchased a small allocation to Mackenzie Maximum Diversification All-World Ex-North America ETF.  In addition to being attracted to the TOBAM investment philosophy, the investment results in an improvement to the overall portfolio characteristics of the Symmetry portfolios.

The Series G versions of this fund are closed to new investments.

The Series B, E, I, J and LM versions of this fund are closed to new investments.

Also available in class version for non-registered accounts (Symmetry Conservative Portfolio Class).

Fund Risk Measures:
  • Annualized Standard Deviation: A measure of how widely returns varied over a period. A lower standard deviation means the returns of the fund have historically been less volatile and vice-versa. Standard deviation is a measure of historical risk; future risk may be different.
  • Annualized Standard Deviation Benchmark: A measure of how widely returns varied over a period. A lower standard deviation means the returns of the benchmark have historically been less volatile, and vice-versa.
  • Alpha: A measure of the difference between a portfolio's actual return and its expected return given its level of risk. Risk is measured by beta. A positive number indicates that it has performed better than beta would predict.
  • Beta: A measure of the tendency of the value of the fund and the value of the benchmark to move together. The market has a beta of 1. If beta of a fund is higher than 1, the movement in value compared to the benchmark tends to be amplified. A beta less than 1 means the movement in value tends to be dampened.
  • R2: A measure that represents the percentage of a fund's movements that can be attributed to movements of a benchmark index.
  • Sharpe Ratio: A measure of how much of a fund's excess return is achieved for a certain level of risk. The greater a fund's Sharpe Ratio, the higher the risk-adjusted returns.

Commissions, trailing commissions, management fees, brokerage fees and expenses may be associated with investment funds. Please read the prospectus before investing. The indicated rates of return are the historical annual compounded total returns including changes in unit value and reinvestment of all distributions and does not take into account sales, redemption, distribution, or optional charges or income taxes payable by any security holder that would have reduced returns. Investment funds are not guaranteed, their values change frequently and past performance may not be repeated.

For changes in the business, operations or affairs of an investment fund, and reorganization or acquisition of assets in an investment fund during the most recent 10 years that could have materially affected the performance of the investment fund, please refer to the "Major Changes During the Last 10 Years” section in the most recent Annual Information Form.

Mutual Fund US Dollar Settlement Option details.

Index performance does not include the impact of fees, commissions, and expenses that would be payable by investors in the investment products that seek to track an index.

The rate of return is used only to illustrate the effects of the compound growth rate and is not intended to reflect future values of the investment fund or asset allocation service or returns on investment in the investment fund or from the use of the asset allocation service.

* The blended index is composed of 55% FTSE TMX 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.