Fund Portfolio – Symmetry Fixed Income Portfolio Series I MFC3043 | Mackenzie Investments

Symmetry Fixed Income Portfolio Series I

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of January 31, 2018
Major holdings represent 26.4% of the fund.
View all holdings
Total # of
Equity Holdings
961
Total # of
Fixed Income Holdings
1673
Holding name, country and sector Percentage of holding in fund
Government of Canada 1.00% 06-01-2027
Canada | Federal Government
16.2%
United States Treasury 2.25% 08-15-2027
United States | Foreign Governments
2.4%
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
1.5%
United Kingdom Treasury 4.25% 12-07-2027
United Kingdom | Foreign Governments
1.0%
Bundesrepublik Deutschland 0.50% 08-15-2027
Germany | Foreign Governments
1.0%
Apple Inc. 2.51% 08-19-2024 Callable 2025
United States | Corporate - Non Convertible
1.0%
Canada Housing Trust No. 1 2.35% 06-15-2027
Canada | Federal Government
0.9%
Vanguard Growth ETF
United States | Index Participation Units
0.8%
Province of Ontario 3.15% 06-02-2022
Canada | Provincial Governments
0.8%
Government of Canada 1.25% 12-01-2047 Real Return
Canada | Federal Government
0.8%

Complete Fund Holdings Help Full holdings list

As of November 30, 2017
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 8 0.0%
3M Co. 1 0.0%
3M Co. 3.00% 08-07-2025 1 0.0%
407 International Inc. 2.43% 05-04-2027 Callable MTN 75 0.0%
407 International Inc. 2.47% 09-08-2022 Callable 2022 211 0.1%
407 International Inc. 3.43% 06-01-2033 MTN 161 0.1%
407 International Inc. 3.60% 05-21-2047 Callable 79 0.0%
407 International Inc. 3.65% 09-08-2044 MTN Callable 16 0.0%
407 International Inc. 3.83% 05-11-2046 116 0.1%
407 International Inc. 5.96% 12-03-2035 Callable 416 0.3%
407 International Inc. 6.75% 07-27-2039 Callable 24 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 338 0.2%
A Schulman Inc. 6.88% 06-01-2023 Callable 1 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 35 0.0%
AbbVie Inc. 3.60% 05-14-2025 Callable 2025 1 0.0%
ABN AMRO Group NV 2 0.0%
Accenture PLC Class A 2 0.0%
Access Justice Durham 5.015% 08-31-2039 72 0.0%
ACE INA Holdings Inc. 3.35% 05-03-2026 Callable 2026 2 0.0%
Acrisure LLC Term Loan B 1st Lien F/R 11-22-2023 1 0.0%
Activision Blizzard Inc. 3.40% 09-15-2026 Callable 2026 1 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 1 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 178 0.1%
Advanced Semiconductor Engineering Inc. ADR 3 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 2 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 1 0.0%
AerCap Holdings NV 5 0.0%
Aeroflot - Russian Airlines OJSC 1 0.0%
Aetna Inc. 9 0.0%
Aetna Inc. 2.75% 11-15-2022 Callable 2022 54 0.0%
Aflac Inc. 1 0.0%
African Development Bank F/R 02-24-2019 1 0.0%
African Rainbow Minerals Ltd. 1 0.0%
Agile Property Holdings Ltd. 1 0.0%
Agricultural Bank of China Ltd. H 7 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 103 0.1%
AGT Ltd. 8.80% 09-22-2025 Callable 104 0.1%
AIA Group Ltd. 57 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 84 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 51 0.0%
Air Canada 2 0.0%
Air France-KLM 4 0.0%
Air Lease Corp. 3.00% 09-15-2023 Callable 2023 1 0.0%
Air Lease Corp. 3.875% 12-01-2018 2 0.0%
Air Medical Group Holdings Inc. Term Loan B 1st Lien F/R 09-26-2024 45 0.0%
Air Products and Chemicals Inc. 1 0.0%
AK Steel Corp. 6.38% 10-15-2025 Callable 2020 1 0.0%
Akzo Nobel NV 8 0.0%
Alberta Powerline LP 4.06% 03-01-2054 23 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 58 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 178 0.1%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 68 0.0%
Algonquin Power & Utilities Corp. 5.50% 07-25-2018 Callable 193 0.1%
Algonquin Power Co. 4.82% 02-15-2021 43 0.0%
Alibaba Group Holding Ltd. ADR 73 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 143 0.1%
Allergan PLC 26 0.0%
Allergan PLC 5.50% Pfd. Conv. Series A 1 0.0%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 1 0.0%
Alliance HealthCare Services Inc. Term Loan 1st Lien F/R 10-24-2023 39 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 20 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 12 0.0%
Allianz SE Reg. 10 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 104 0.1%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 69 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 67 0.0%
Ally Financial Inc. 3 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 1 0.0%
Ally Financial Inc. 8.00% 11-01-2031 6 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 06-13-2024 1 0.0%
Alpha 3 BV Term Loan B1 1st Lien F/R 01-31-2024 4 0.0%
Alphabet Inc. Class A 1 0.0%
Alphabet Inc. Class C 5 0.0%
AltaGas Ltd. 1 0.0%
AltaGas Ltd. 3.57% 06-12-2023 Callable 63 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 136 0.1%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 191 0.1%
AltaGas Ltd. 3.98% 10-04-2027 Callable 2027 53 0.0%
AltaGas Ltd. Pfd. Series K 202 0.1%
AltaLink Investments LP 3.674% 06-05-2019 Callable 52 0.0%
AltaLink LP 2.75% 05-29-2026 Callable 40 0.0%
AltaLink LP 2.98% 11-28-2022 158 0.1%
AltaLink LP 3.668% 11-06-2023 13 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 78 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 176 0.1%
Altice SA 7.75% 05-15-2022 Callable 144A 3 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 07-28-2025 1 0.0%
Altria Group Inc. 4 0.0%
AMAG Pharmaceuticals Inc. 7.875% 09-01-2023 Callable 2018 144A 2 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 2 0.0%
Amazon.com Inc. 3.80% 12-05-2024 Callable 2024 3 0.0%
Ambev SA 27 0.0%
AMC Entertainment Holdings Inc. 5.88% 02-15-2022 Callable 2018 2 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 142 0.1%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 1 0.0%
Amdocs Ltd. 2 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 2 0.0%
American Axle & Manufacturing Inc. 6.625% 10-15-2022 Callable 2017 1 0.0%
American Bath Group LLC Term Loan 1st Lien F/R 09-30-2023 7 0.0%
American Dental Partners Inc. Term Loan 1st Lien F/R 08-30-2021 1 0.0%
American Express Credit Account Master Trust 1.77% 11-15-2022 2017-3 1 0.0%
American International Group Inc. 8 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 6 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 30 0.0%
American Tire Distributors Inc. 10.25% 03-01-2022 Callable 2018 144A 1 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 1 0.0%
AmerisourceBergen Corp. 7 0.0%
Amgen Inc. 2.60% 08-19-2026 Callable 2026 1 0.0%
AMS FinCo SARL Term Loan 1st Lien F/R 05-27-2024 16 0.0%
Anglo American Platinum Ltd. 1 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 426 0.3%
Anheuser-Busch InBev Finance Inc. 2.65% 02-01-2021 Callable 2021 4 0.0%
Anheuser-Busch InBev Finance Inc. 3.30% 02-01-2023 Callable 2022 124 0.1%
Anheuser-Busch InBev Finance Inc. 3.65% 02-01-2026 Callable 2025 2 0.0%
Anheuser-Busch InBev Finance Inc. 4.32% 05-15-2047 Callable Series MPLE 61 0.0%
Anhui Expressway Co. Ltd. 1 0.0%
Anta Sports Products Ltd. 1 0.0%
Antero Midstream 5.38% 09-15-2024 1 0.0%
Antero Resources Corp. 5.00% 03-01-2025 257 0.1%
Antero Resources Corp. 5.125% 12-01-2022 Callable 2 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 1 0.0%
Anthem Inc. 17 0.0%
Anthem Inc. 2.75% 10-15-2042 2 0.0%
Anthem Inc. 3.30% 01-15-2023 30 0.0%
Anthem Inc. 3.50% 08-15-2024 Callable 2024 1 0.0%
Apple Inc. 13 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 1,892 1.1%
Apple Inc. 2.85% 08-28-2019 1 0.0%
Apple Inc. 3.20% 05-13-2025 1 0.0%
Apple Inc. F/R 02-09-2022 1 0.0%
Appvion Inc. 9.00% 06-01-2020 Callable 144A 17 0.0%
APT Pipelines Ltd. 4.20% 03-23-2025 Callable 2024 144A 133 0.1%
APT Pipelines Ltd. 4.245% 07-24-2019 68 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 1 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 1 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 1 0.0%
ArcelorMittal SA 7.00% 10-15-2039 1 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 303 0.2%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 3 0.0%
Argentine Bonos del Tesoro 21.20% 09-19-2018 2 0.0%
ARMOUR Residential REIT Inc. 1 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 21 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 8 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 69 0.0%
Ascent Resources-Utica Holdings LLC 10.00% 04-01-2022 Callable 2020 144A 115 0.1%
Ashmore Group PLC 3 0.0%
Ashtead Capital Inc. 4.13% 08-15-2025 Callable 2020 144A 2 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 2 0.0%
Ashtead Group PLC 5 0.0%
Asian Development Bank 4.625% 03-06-2019 1 0.0%
Asian Development Bank 5.00% 03-09-2022 1 0.0%
Asian Development Bank 5.90% 12-20-2022 1 0.0%
Asian Development Bank 6.00% 02-24-2021 1 0.0%
Asian Development Bank 6.45% 08-08-2021 2 0.0%
Asian Paints Ltd. 9 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 224 0.1%
ASP AMC Merger Sub Inc. Term Loan 1st Lien F/R 04-22-2024 2 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 12 0.0%
Aspen Pharmacare Holdings Ltd. 10 0.0%
ASR Nederland NV 1 0.0%
Assembly Biosciences Inc. 1 0.0%
Assured Guaranty Ltd. 10 0.0%
AT&T Inc. 2.30% 03-11-2019 1 0.0%
AT&T Inc. 2.85% 02-14-2023 Callable 2023 2 0.0%
AT&T Inc. 3.825% 11-25-2020 122 0.1%
AT&T Inc. 4.85% 05-25-2047 491 0.4%
Atlantic Power Corp. 5.95% 06-23-2036 135 0.1%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 10 0.0%
AU Optronics Corp. ADR 4 0.0%
Australia and New Zealand Banking Group Ltd. 2.00% 11-16-2018 1 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 104 0.1%
Autostrada Torino-Milano SPA 1 0.0%
Avangrid Inc. 3 0.0%
Avaya Inc. 7.00% 04-01-2019 Callable 144A 2 0.0%
Avaya Inc. Escrow 0.00% 05-15-2025 144A 1 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 1 0.0%
Aviva PLC 4.50% 05-10-2021 111 0.1%
AXA SA 26 0.0%
B&G Foods Inc. 4.625% 06-01-2021 Callable 1 0.0%
B&G Foods Inc. 5.25% 04-01-2025 Callable 2020 1 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 1 0.0%
BAE Systems Holdings Inc. 3.85% 12-15-2025 Callable 2025 144A 1 0.0%
Baidu Inc. ADR 61 0.0%
Ball Corp. 4.00% 11-15-2023 1 0.0%
Ball Corp. 4.375% 12-15-2020 1 0.0%
Ball Corp. 5.00% 03-15-2022 1 0.0%
Ball Corp. 5.25% 07-01-2025 2 0.0%
Banco Bilbao Vizcaya Argentaria SA 9.00% 05-29-2049 Callable 2018 1 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 1 0.0%
Banco Santander Brasil SA 4 0.0%
Banco Santander Chile ADR 10 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 36 0.0%
Bank of America Corp. 4 0.0%
Bank of America Corp. 3.95% 04-21-2025 26 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 2 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 2 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 183 0.1%
Bank of America Corp. F/R 09-20-2025 Callable 2024 244 0.1%
Bank of China Ltd. H 3 0.0%
Bank of Communications Co. Ltd. H 2 0.0%
Bank of Montreal 6 0.0%
Bank of Montreal 1.80% 07-31-2018 1 0.0%
Bank of Montreal 1.88% 03-31-2021 DPNT 138 0.1%
Bank of Montreal 2.27% 07-11-2022 443 0.3%
Bank of Montreal 2.70% 09-11-2024 DPNT 317 0.2%
Bank of Montreal 3.25% 10-06-2022 1 0.0%
Bank of Montreal 3.32% 06-01-2026 403 0.3%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 157 0.1%
Bank of Montreal F/R 04-11-2019 51 0.0%
Bank of Montreal F/R 06-01-2027 Callable 2022 322 0.2%
Bankers Hall LP 4.377% 11-20-2013 97 0.1%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 1 0.0%
Barclays PLC 19 0.0%
Barito Pacific Tbk PT 1 0.0%
Barloworld Ltd. 1 0.0%
Baxter International Inc. 12 0.0%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 1 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 2 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 2 0.0%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 3 0.0%
BCE Inc. 11 0.0%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 19 0.0%
bcIMC Realty Corp. 2.96% 03-07-2019 142 0.1%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 228 0.1%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 1 0.0%
Beasley Mezzanine Holdings LLC Term Loan 1st Lien F/R 11-16-2023 4 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 144A 1 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 2 0.0%
Beijing Capital International Airport Co. Ltd. H 1 0.0%
Belden Inc. 5.25% 07-15-2024 Callable 2019 144A 1 0.0%
Bell Canada 2.70% 02-27-2024 Callable 311 0.2%
Bell Canada 3.35% 03-22-2023 6 0.0%
Bell Canada 3.35% 06-18-2019 159 0.1%
Bell Canada 3.60% 09-29-2027 Callable MTN 343 0.2%
Bell Canada 4.35% 12-18-2045 Callable MTN 45 0.0%
Bell Canada 4.45% 02-27-2047 Callable 297 0.2%
Bell Canada 4.70% 09-11-2023 MTN 138 0.1%
Bell Canada 4.95% 05-19-2021 Callable 59 0.0%
Bell Canada 6.17% 02-26-2037 92 0.0%
Bell Canada 6.55% 05-01-2029 Callable 77 0.0%
Bell Canada 7.30% 02-23-2032 Callable 6 0.0%
Bellatrix Exploration Ltd. 6.75% 09-30-2021 Conv. Callable 2020 38 0.0%
Bellatrix Exploration Ltd. 8.50% 05-15-2020 Callable 144A 59 0.0%
Bellway PLC 1 0.0%
Berry Global Group Inc. 2 0.0%
Berry Global Inc. Term Loan O 1st Lien F/R 02-08-2020 1 0.0%
Berry Plastics Corp. Term Loan M 1st Lien F/R 10-01-2022 1 0.0%
BHP Billiton PLC 3 0.0%
Bid Corp. Ltd. 24 0.0%
Bidvest Group Ltd. 13 0.0%
Big Ass Fans LLC Term Loan 1st Lien F/R 05-07-2024 51 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 3 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 1 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 1 0.0%
BKW AG 1 0.0%
Bloomberry Resorts Corp. 1 0.0%
Blucora Inc. 1 0.0%
Blue Cube Spinco Inc. 9.75% 10-15-2023 Callable 2020 1 0.0%
BMW Canada Inc. 1.83% 06-15-2021 86 0.0%
BMW Canada Inc. F/R 06-14-2019 13 0.0%
BNP Paribas SA 40 0.0%
Boardwalk Pipelines LP 4.45% 07-15-2027 Callable 2027 1 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 1 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 1 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 2 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 15 0.0%
Boohoo.Com PLC 1 0.0%
BP PLC 1 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 2 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 3 0.0%
Bright Bidco BV Term Loan 1st Lien F/R 06-30-2024 41 0.0%
Brighthouse Financial Inc. 6 0.0%
Brilliance China Automotive Holdings Ltd. 1 0.0%
British American Tobacco PLC 4 0.0%
Broadcom Corp. 3.50% 01-15-2028 Callable 2027 144A 1 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 207 0.1%
Brookfield Asset Management Inc. 4.54% 03-31-2023 42 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 76 0.0%
Brookfield Asset Management Inc. 5.30% 03-01-2021 52 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 45 0.0%
Brookfield Asset Management Inc. Pfd. Series 46 67 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 121 0.1%
Brookfield Business Partners LP 1 0.0%
Brookfield Renewable Energy Partners LP 5.14% 10-13-2020 Callable 3 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 109 0.1%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 324 0.2%
Brookfield Renewable Partners LP Pfd. Series 11 102 0.1%
Brookfield Residential Properties Inc. 6.50% 12-15-2020 Callable 144A 12 0.0%
BRP Finance ULC 4.79% 02-07-2022 95 0.1%
BRP Inc. 1 0.0%
Bruce Power LP 2.84% 06-23-2021 238 0.1%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 165 0.1%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 1 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 1 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 3 0.0%
Bundesrepublik Deutschland 0.50% 08-15-2027 1,502 0.9%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 129 0.1%
Burger King France SAS F/R 05-01-2023 Callable 2018 3 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 2 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 180 0.1%
BXP Trust 3.42% 06-13-2039 1 0.0%
CAE Inc. 1 0.0%
Caisse Francaise de Financement Local 5.00% 03-09-2020 537 0.4%
Calfrac Well Services Ltd. 7.50% 12-01-2020 Callable 144A 5 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 252 0.1%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 2 0.0%
Calpine Corp. 5.50% 02-01-2024 Callable 2019 236 0.1%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 3 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 1 0.0%
Calpine Corp. 6.00% 01-15-2022 Callable 2017 144A 15 0.0%
Caltex Australia Ltd. 5 0.0%
Cameco Corp. 5.67% 09-02-2019 90 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 104 0.1%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 295 0.2%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 217 0.1%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 44 0.0%
Canada Housing Trust F/R 09-15-2022 1,433 0.9%
Canada Housing Trust No. 1 1.25% 12-15-2020 1 0.0%
Canada Housing Trust No. 1 1.70% 12-15-2017 1 0.0%
Canada Housing Trust No. 1 2.35% 06-15-2027 1,803 1.1%
Canada Housing Trust No. 1 2.35% 09-15-2023 452 0.3%
Canada Housing Trust No. 1 2.40% 12-15-2022 1,377 0.8%
Canada Housing Trust No. 1 3.35% 12-15-2020 1 0.0%
Canadian Apartment Properties Real Estate Investment Trust 1 0.0%
Canadian Commercial Mortgage Origination Trust 1 2.768% 11-12-2018 42 0.0%
Canadian Commercial Mortgage Origination Trust 2.658% 11-12-2017 5 0.0%
Canadian Credit Card Trust II 1.829% 03-24-2020 147 0.1%
Canadian Imperial Bank of Commerce 1.64% 07-12-2021 DPNT 12 0.0%
Canadian Imperial Bank of Commerce 1.66% 01-20-2020 DPNT 331 0.2%
Canadian Imperial Bank of Commerce 1.85% 07-14-2020 83 0.0%
Canadian Imperial Bank of Commerce 2.04% 03-21-2022 22 0.0%
Canadian Imperial Bank of Commerce 2.30% 07-11-2022 DPNT 925 0.6%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 463 0.3%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 400 0.3%
Canadian Imperial Bank of Commerce F/R 01-17-2019 19 0.0%
Canadian Mortgage Pools 2.65% 10-01-2027 33 0.0%
Canadian National Railway Co. 2.80% 09-22-2025 Callable 2025 70 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 113 0.1%
Canadian Natural Resources Ltd. 2.05% 06-01-2020 61 0.0%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 7 0.0%
Canadian Natural Resources Ltd. 3.31% 02-11-2022 39 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 19 0.0%
Canadian Real Estate Investment Trust 2.95% 01-18-2023 Callable 2022 69 0.0%
Canadian Real Estate Investment Trust 4.323% 01-15-2021 33 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 4 0.0%
Canadian Utilities Ltd. 3.122% 11-09-2022 135 0.1%
Canadian Utilities Ltd. Class A non-voting 1 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 47 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 251 0.1%
Capital One Financial Corp. 3.75% 07-28-2026 Callable 2026 1 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 1 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 1 0.0%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 224 0.1%
Capitec Bank Holdings Ltd. 11 0.0%
Cardinal Health Inc. 3 0.0%
Cards II Trust 2.155% 10-15-2020 177 0.1%
CareCentrix Inc. Term Loan B 1st Lien F/R 07-08-2021 63 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 209 0.1%
Carnival Corp. 2 0.0%
Carnival PLC 14 0.0%
Carter's Inc. 5 0.0%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-29-2024 123 0.1%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 3 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 3 0.0%
Cash & Equivalents* 17,685 9.5%
CBC Monetization Trust 4.688% 05-15-2027 Callable 70 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 1 0.0%
CBS Radio Inc. Term Loan B 1st Lien F/R 03-02-2024 1 0.0%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 213 0.1%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 2 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 165 0.1%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 1 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 1 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 1 0.0%
CCO Holdings LLC/CCO Holdings Capital Corp. 5.25% 09-30-2022 Callable 4 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 123 0.1%
CDW LLC 5.00% 09-01-2025 Callable 2020 1 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 2 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 1 0.0%
Cemex SAB de CV ADR 3 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 1 0.0%
Cenovus Energy Inc. 6.75% 11-15-2039 Callable 7 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 2 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 2 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 84 0.0%
Central 1 Credit Union 2.60% 11-07-2022 108 0.1%
Central 1 Credit Union F/R 11-21-2018 287 0.2%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 115 0.1%
Ceridian HCM Holding Inc. 11.00% 03-15-2021 Callable 2018 144A 2 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 6 0.0%
CEZ AS 1 0.0%
CGI Group Inc. Class A Sub. voting 4 0.0%
Changyou.com Ltd. 4 0.0%
Charter Communications Inc. Class A 2 0.0%
Charter Communications Operating LLC Term Loan I 1st Lien F/R 01-15-2024 2 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 118 0.1%
Chase Corp. 1 0.0%
Chase Issuance Trust 1.30% 02-18-2020 2013-A1 1 0.0%
Chase Issuance Trust 1.37% 06-15-2021 1 0.0%
Chase Issuance Trust 1.62% 07-15-2020 1 0.0%
Chassix Inc. Term Loan B 1st Lien F/R 11-10-2023 122 0.1%
CHC Group LLC 1 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 6 0.0%
Chemtrade Logistics Income Fund 1 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 74 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 144A 2 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 2 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2020 144A 2 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 2022 144A 1 0.0%
Chesapeake Energy Corp. 8.00% 12-15-2022 2 0.0%
Chevron Corp. 1 0.0%
Chimera Investment Corp. 2 0.0%
China CITIC Bank H 1 0.0%
China Conch Venture Holdings Ltd. 2 0.0%
China Construction Bank Corp. H 12 0.0%
China Everbright Bank Co. Ltd. Class H 1 0.0%
China Life Insurance Co., Limited 1 0.0%
China Minsheng Banking Corp. Ltd. 2,348 3 0.0%
China Mobile Ltd. 158 2 0.0%
China Mobile Ltd. ADR 320 21 0.0%
China Overseas Grand Oceans Group Ltd. 136 0.0%
China Overseas Land & Investment Ltd. 59 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 24 2 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 413 0.0%
China Railway Group Ltd. 616 1 0.0%
China Resources Cement Holdings Limited 1,002 1 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 289 0.0%
China SCE Property Holdings Ltd. 624 0.0%
China Shenhua Energy Co. Ltd. H 2,679 9 0.0%
China Shineway Pharmaceutical Group Ltd. 110 0.0%
China Suntien Green Energy Corp. Ltd. 93 0.0%
China Vanke Co. Ltd. 65 0.0%
China Yuchai International Ltd. 9 0.0%
CHIP Mortgage Trust 2.33% 04-29-2020 33,021 33 0.0%
CHIP Mortgage Trust 2.98% 11-15-2021 42,673 42 0.0%
ChipMOS Technologies Inc. 25 1 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 2,454 3 0.0%
Choice Properties Real Estate Investment Trust 3.554% 07-05-2018 10,363 10 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 90,427 95 0.1%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 106,683 117 0.1%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 55,882 63 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 908 1 0.0%
CHS/Community Health Systems Inc. 5.13% 08-01-2021 124,972 151 0.1%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 1,604 2 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 1,020 1 0.0%
Chubb INA Holdings Inc. 3.35% 05-15-2024 505 1 0.0%
Chubb Ltd. 3 0.0%
Chudenko Corp. 4 0.0%
Chunghwa Telecom Co. Ltd. ADR 110 5 0.0%
Church & Dwight Co. Inc. 155 9 0.0%
CI Financial Corp. 2.645% 12-07-2020 Callable 27,992 28 0.0%
CI Financial Corp. 2.78% 11-25-2021 MTN 21,845 22 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 17 0.0%
Cia Minera Autlan SAB de CV 12 0.0%
Cia. Hering 47 0.0%
Cielo SA 1,762 16 0.0%
CIFI Holdings Group Co. Ltd. 382 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 202 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 894 1 0.0%
Cintas Corp. No. 2 3.70% 04-01-2027 Callable 2027 375 1 0.0%
Cirtek Holdings Philippines Co. 62 0.0%
Cisco Systems Inc. 5 0.0%
CIT Group Inc. 204 13 0.0%
CIT Group Inc. 5.00% 08-01-2023 3,305 5 0.0%
CIT Group Inc. 5.50% 02-15-2019 144A 1,212 2 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 476 1 0.0%
Citibank Credit Card Issuance Trust 1.80% 09-20-2021 750 1 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 801 1 0.0%
Citibank Credit Card Issuance Trust 5.35% 02-07-2020 714 1 0.0%
CITIC Ltd. 725 1 0.0%
Citigroup Inc. 52 5 0.0%
Citigroup Inc. 3.39% 11-18-2021 102,873 107 0.1%
Citigroup Inc. 4.09% 06-09-2025 168,661 176 0.1%
Citigroup Inc. 5.90% 12-29-2049 Callable 2023 628 1 0.0%
Citigroup Inc. 5.95% 12-29-2049 Callable 2023 555 1 0.0%
Citigroup Inc. 8.40% 04-29-2049 Callable 2018 339 0.0%
Citigroup Inc. F/R 05-04-2021 729 1 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 671 1 0.0%
City of Oslo 2.35% 09-04-2024 25,486 4 0.0%
Civitas Social Housing PLC 46 0.0%
Civitas Social Housing PLC C share 68 0.0%
CK Hutchison Holdings Ltd. 1,919 31 0.0%
CKE Restaurant Holdings Inc. 4.474% 03-20-2020 1,040 1 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 1,153 2 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 972 1 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 3,027 4 0.0%
CME Group Inc. 21 4 0.0%
CNA Financial Corp. 35 2 0.0%
CNOOC Ltd. 6,391 11 0.0%
Coca-Cola Femsa SAB de CV 77 1 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 12 1 0.0%
Coca-Cola Femsa SAB de CV 2.375% 11-26-2018 765 1 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 686 1 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 121,485 156 0.1%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 282,831 300 0.2%
Cogeco Communications Inc. 4.88% 05-01-2020 Callable 144A 635 1 0.0%
Cogeco Communications Inc. 5.15% 11-16-2020 177,806 191 0.1%
Cogeco Communications USA II LP Term Loan B 1st Lien F/R 08-11-2024 772 1 0.0%
Cognex Corp. 27 5 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 1,033 1 0.0%
COL PCL 25 0.0%
Colombia Government International Bond 4.50% 01-28-2026 808 1 0.0%
Colruyt SA 3 0.0%
Com7 Public Co. Ltd. 174 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 96,551 104 0.1%
Cominar Real Estate Investment Trust 38 1 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 440 1 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 332 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 332 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 7,844 10 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 83,634 112 0.1%
Commonwealth of Bahamas 6.00% 11-21-2028 Callable 2028 2,108 3 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 89,538 125 0.1%
Commonwealth of Bahamas 7.125% 04-02-2038 490 1 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 209,303 245 0.1%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 26,163 32 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 81,879 102 0.1%
Community Health Systems Inc. 7.13% 07-15-2020 Callable 2018 594 1 0.0%
Compagnie de Saint-Gobain 317 23 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo ADR (SABESP) 57 1 0.0%
Compania Cervecerias Unidas SA ADR 47 2 0.0%
Compania de Minas Buenaventura SA ADR 7 0.0%
Compania Sud Americana de Vapores SA 121,384 7 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 485 1 0.0%
Computershare Ltd. 346 6 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 1,320 2 0.0%
Concordia Healthcare Corp. 7.00% 04-15-2023 144A 6,578 1 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 210,264 272 0.1%
Consorcio ARA SAB de CV 67 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 1,096 2 0.0%
Constellation Brands Inc. Class A 2 1 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 3,851 5 0.0%
Constellium NV 4.25% 02-15-2026 Callable 2020 35,561 55 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 90,427 121 0.1%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 20,829 29 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 851 1 0.0%
Continental Resources Inc. 4.50% 04-15-2023 Callable 2023 530 1 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 1,516 2 0.0%
ConvergeOne Holdings Corp. Term Loan B 1st Lien F/R 06-20-2024 141,416 183 0.1%
Conviviality PLC 26 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 4,901 1 0.0%
Coral-US Co-Borrower LLC Term Loan B3 1st Lien F/R 01-31-2025 368 0.0%
Core Industrial Trust 3.85% 02-10-2034 303 0.0%
CorEnergy Infrastructure Trust Inc. 1 0.0%
Corning Inc. 358 15 0.0%
Coronation Fund Managers Ltd. 104 1 0.0%
Corp Nacional del Cobre de Chile 4.50% 09-16-2025 912 1 0.0%
Corporacion Andina de Fomento 2.00% 05-10-2019 490 1 0.0%
COSCO SHIPPING Holdings Co. Ltd. 599 0.0%
Cosmo Energy Holdings Co. Ltd. 8 0.0%
Costco Wholesale Corp. 14 3 0.0%
Cott Beverages Inc. 5.375% 07-01-2022 Callable 2017 721 1 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 750 1 0.0%
CP All PCL 61 0.0%
CPFL Energia SA ADR 4 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 235 0.0%
CPN Retail Growth Leasehold Property Fund 74 0.0%
CPPIB Capital Inc. 1.40% 06-04-2020 25,401 25 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 2,105 3 0.0%
Credicorp Ltd. 68 18 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 1,004 1 0.0%
Credit Agricole SA 48 1 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 584 1 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 160,311 156 0.1%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 94,491 99 0.1%
Crown Americas LLC 4.50% 01-15-2023 144A 1,082 1 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 2 4 0.0%
Crown Castle Towers LLC 3.663% 05-15-2025 Callable 2023 144A 390 1 0.0%
Crown Cork & Seal Co. Inc. 7.375% 12-15-2026 860 1 0.0%
Crown Ltd. 74 1 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 1,391 2 0.0%
CryoLife Inc. Term Loan B 1st Lien F/R 11-15-2024 3,220 4 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 802 1 0.0%
CSC Holdings LLC 5.25% 06-01-2024 807 1 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 3,136 4 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 78,231 96 0.1%
CSM NV Term Loan B F/R 07-03-2020 142,953 182 0.1%
CSP Technologies North America LLC Term Loan B 1st Lien F/R 01-29-2022 5,718 7 0.0%
CSR Corp. Ltd. H 1,074 1 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 60,079 82 0.0%
CSS Industries Inc. 2 0.0%
CT Real Estate Investment Trust 3.47% 06-16-2027 Callable 22,353 22 0.0%
CTI Foods Holding Co. LLC Term Loan 1st Lien F/R 06-29-2020 491 1 0.0%
CTI Foods Holding Co. LLC Term Loan 2nd Lien F/R 06-28-2021 525 1 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 238,260 251 0.1%
CU Inc. 3.964% 07-27-2045 Callable 23,408 25 0.0%
CU Inc. 5.432% 01-23-2019 128,630 134 0.1%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 78,505 107 0.1%
CyrusOne LP 5.38% 03-15-2027 Callable 2022 144A 195 0.0%
D.R. Horton Inc. 5.75% 08-15-2023 Callable 2023 664 1 0.0%
Dae Han Flour Mills Co. Ltd. 0 0.0%
Daeduck GDS Co. Ltd. 3 0.0%
Daekyo Co. Ltd. 3 0.0%
Daelim Industrial Co. Ltd. 0 0.0%
Daewoo Engineering & Construction Co. Ltd. 47 0.0%
Daimler Canada Finance Inc. 1.57% 05-25-2020 47,500 47 0.0%
Daimler Canada Finance Inc. 2.57% 11-22-2022 35,561 36 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 5,845 6 0.0%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 4 0.0%
Daishin Securities Co. Ltd. Pref. 7 0.0%
Dakota Merger Sub Inc. 10.75% 09-01-2024 Callable 2019 144A 1,085 1 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 2,700 4 0.0%
Dana Gas PJSC 4,076 1 0.0%
Dana Holding Corp. 214 9 0.0%
Danske Bank AS 2.75% 09-17-2020 144A 34,037 44 0.0%
Danske Bank AS 2.80% 03-10-2021 144A 74,152 97 0.1%
Danske Bank AS F/R 05-22-2020 4,411 1 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 967 1 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-03-2024 68,604 89 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 17,925 23 0.0%
Datang International Power Generation Co. Ltd. H 603 0.0%
DataTec Ltd. 115 1 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 307,350 398 0.3%
DB Insurance Co. Ltd. 6 1 0.0%
DB Master Finance LLC 3.63% 11-20-2047 570 1 0.0%
DB Master Finance LLC 3.98% 02-20-2022 1,677 2 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 03-04-2022 5,778 7 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 2,827 4 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 911 1 0.0%
Dell Technologies Inc. 131 13 0.0%
Delta Air Lines Inc. 112 8 0.0%
Delta Electronics Inc. 2,473 15 0.0%
Deluxe Corp. 6 1 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 964 1 0.0%
Deutsche Boerse AG 163 24 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 39,358 74 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 175,932 307 0.2%
Deutsche Lufthansa AG Reg. 222 10 0.0%
DGB Financial Group Inc. 10 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 71,052 67 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 161,465 209 0.1%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 78,234 101 0.1%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 69 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,265 2 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 147 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 3,834 5 0.0%
Digicel Group Ltd. 8.25% 09-30-2020 Callable 144A 764 1 0.0%
Digicert Holdings Inc. Term Loan 1st Lien F/R 09-20-2024 44,524 58 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 15,082 20 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 808 1 0.0%
Discovery Holdings Ltd. 22 0.0%
DISH DBS Corp. 5.875% 11-15-2024 291,601 380 0.2%
DIXY Group PJSC 20 0.0%
DMCI Holdings Inc. 606 0.0%
DMG Mori AG 10 1 0.0%
Dole Food Co. Inc. Term Loan B 1st Lien F/R 04-06-2024 1,531 2 0.0%
Dollar Tree Inc. 5.75% 03-01-2023 139,704 190 0.1%
Dollarama Inc. F/R 03-16-2020 4,376 4 0.0%
Dominion Energy Inc. 3.90% 10-01-2025 Callable 2025 382 1 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 21 1 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 1,250 2 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 1,309 2 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 773 1 0.0%
Dongfeng Motor Group Co. Ltd. 8,084 13 0.0%
Dongwon Development Co. Ltd. 15 0.0%
Downer EDI Ltd. 81 1 0.0%
Dr. Reddy's Laboratories Ltd. ADR 9 0.0%
Drax Group PLC 46 0.0%
DRB-Hicom BHD 358 0.0%
Dream Global Real Estate Investment Trust 17 0.0%
Dream Office Real Estate Investment Trust 21 0.0%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 01-03-2023 118,297 139 0.1%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 346 0.0%
DTE Energy Co. Conv. Pfd. 13 1 0.0%
Duff & Phelps Corp. Term Loan B 1st Lien F/R 10-12-2024 2,503 3 0.0%
Durban Roodeport Deep Ltd. ADR 3 0.0%
DY Corp. 4 0.0%
DY POWER Corp. 3 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 03-06-2018 5,204 2 0.0%
Dynegy Inc. 7.38% 11-01-2022 Callable 2018 1,931 3 0.0%
Dynegy Inc. 7.625% 11-01-2024 469 1 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 802 1 0.0%
E*TRADE Financial Corp. F/R 09-15-2066 Perpetual Callable 2023 590 1 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 64,010 64 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 34,282 35 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 122,995 160 0.1%
East West Banking Corp. 336 0.0%
Eaton Corp. PLC 65 7 0.0%
eBay Inc. 157 7 0.0%
Ebro Foods SA 31 1 0.0%
Ecopetrol SA Sponsored ADR 146 2 0.0%
EFG International AG 18 0.0%
EI Group PLC 23 0.0%
Eldorado Resorts Inc. 31 1 0.0%
Electrical Components International Inc. Term Loan B 1st Lien F/R 05-28-2021 13,551 18 0.0%
Electrocomponents PLC 61 1 0.0%
Electronic Arts Inc. 4.80% 03-01-2026 Callable 2025 1,040 1 0.0%
Eli Lilly and Co. 2.75% 06-01-2025 Callable 2025 772 1 0.0%
Elo Touch Solutions Inc. Term Loan B 1st Lien F/R 10-25-2023 74,042 95 0.1%
Emera Inc. 48 2 0.0%
Emera Inc. 2.90% 06-16-2023 20,321 20 0.0%
Emera Inc. 4.83% 12-02-2019 84,127 89 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 1,868 3 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 29 0.0%
Empresa de Energia de Bogota SA ESP 462 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 124,464 125 0.1%
Enbridge Gas Distribution Inc. 4.04% 11-23-2020 Callable 57,457 61 0.0%
Enbridge Inc. 3.19% 12-05-2022 5,454 6 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 63,953 62 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 156,723 165 0.1%
Enbridge Inc. 4.00% 10-01-2023 Callable 2023 1,031 1 0.0%
Enbridge Inc. 4.24% 08-27-2042 191,268 184 0.1%
Enbridge Inc. 4.57% 03-11-2044 741,579 749 0.5%
Enbridge Inc. 4.77% 09-02-2019 Callable 980 1 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 6,070 158 0.1%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 391,415 397 0.2%
Enbridge Income Fund Holdings Inc. 97 3 0.0%
Enbridge Income Fund Holdings Inc. 2.92% 12-14-2017 2,182 2 0.0%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 8,181 9 0.0%
Enbridge Pipelines Inc. 3.79% 08-17-2023 Callable 111,002 118 0.1%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 63,248 65 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 18,194 18 0.0%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 1,680 2 0.0%
Endo Finance LLC 6.00% 07-15-2023 Callable 2018 144A 289 0.0%
Endo Finance LLC 7.25% 01-15-2022 Callable 2018 144A 152,405 173 0.1%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 1,729 2 0.0%
Enea SA 53 0.0%
Enel Chile SA 51 0.0%
Enel Russia PJSC 9,619 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 93,194 95 0.1%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 92,178 95 0.1%
Energa SA 110 0.0%
Energy Solutions LLC Term Loan B 1st Lien F/R 05-29-2020 4,444 6 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 1,357 2 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 742 1 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 639 1 0.0%
Energy Transfer Partners LP 4.20% 04-15-2027 Callable 2027 296 0.0%
Energy Transfer Partners LP 4.75% 01-15-2026 Callable 2025 426 1 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 3,283 4 0.0%
EnLink Midstream Partners LP 4.85% 07-15-2026 Callable 2026 923 1 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 59,692 61 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 1,265 1 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 64,451 65 0.0%
ePlus Inc. 10 1 0.0%
Equity Residential 199 17 0.0%
Erajaya Swasembada Tbk PT 2,140 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 394 1 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 1,707 2 0.0%
Eugene Investment & Securities 17 0.0%
Euler Hermes Group SA 2 0.0%
Eurazeo SA 13 1 0.0%
EUROFIMA 4.55% 03-30-2027 265,184 303 0.2%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 27,839 29 0.0%
Euronext NV 66 5 0.0%
European Bank for Reconstruction & Development 6.00% 05-04-2020 102,925 2 0.0%
European Investment Bank 1.50% 05-12-2022 5,828 1 0.0%
Everest Re Group Ltd. 29 8 0.0%
Evonik Industries AG 91 4 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 129,045 157 0.1%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 923 1 0.0%
Expedia Inc. 5.00% 02-15-2026 1,031 1 0.0%
Export Development Canada 0.88% 12-07-2021 591 1 0.0%
Export Development Canada 2.40% 06-07-2021 1,176 1 0.0%
Export Development Canada 4.875% 01-24-2019 1,003 1 0.0%
Exxon Mobil Corp. 43 5 0.0%
F&F Co. Ltd. 3 0.0%
Facebook Inc. 31 7 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 127,004 164 0.1%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 22,266 22 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 323,149 340 0.2%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 32,513 36 0.0%
Fairfax Financial Holdings Ltd. 7.38% 04-15-2018 11,345 15 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 94,640 152 0.1%
Fairmount Santrol Term Loan B 1st Lien F/R 11-01-2022 273,229 354 0.2%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 1,650 2 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 960 1 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 807 1 0.0%
Fannie Mae Strip 4.00% 01-25-2041 114 0.0%
Fannie Mae Strip 4.00% 11-25-2039 307 0.0%
Fannie Mae Strip 4.50% 03-25-2041 146 0.0%
Fantasia Holdings Group Co. Ltd. 127 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 1,226 1 0.0%
Federal Grid Co. Unified Energy System PJSC 342,009 1 0.0%
Federal Realty Investment Trust 2.75% 06-01-2023 Callable 2023 23,166 30 0.0%
Federal Republic of Germany 1.94% 04-15-2020 141,957 262 0.1%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 423,238 420 0.3%
Federative Republic of Brazil 10.00% 01-01-2023 322 1 0.0%
Federative Republic of Brazil 5.63% 02-21-2047 1,911 3 0.0%
Fevertree Drinks PLC 67 2 0.0%
Fiat Chrysler Automobiles NV 1,055 23 0.0%
Fiat Chrysler Automobiles NV 5.25% 04-15-2023 101,603 139 0.1%
Fibria Celulose SA ADR 26 0.0%
Fidelity National Information Services Inc. 37 5 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 1,176 2 0.0%
Fifth Third Bancorp 8.25% 03-01-2038 433 1 0.0%
FinCo I LLC Term Loan B 1st Lien F/R 07-14-2022 130 0.0%
Finning International Inc. 2.84% 09-29-2021 71,630 72 0.0%
First Capital Realty Inc. 4.43% 01-31-2022 92,256 98 0.1%
First Capital Realty Inc. 4.79% 08-30-2024 138,688 151 0.1%
First Data Corp. 5.00% 01-15-2024 Callable 2019 144A 1,104 1 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 440 1 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 2,651 4 0.0%
First Data Corp. 7.00% 12-01-2023 Callable 2018 144A 128,253 176 0.1%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 1,540 2 0.0%
First Nations ETF LP 4.14% 12-31-2041 33,021 33 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 86,745 119 0.1%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 3,611 5 0.0%
First Tennessee Bank NA 0 1 0.0%
FirstRand Ltd. 4,120 22 0.0%
Flughafen Wien AG 2 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 388 1 0.0%
Fomento Economico Mexicano SAB de CV (FEMSA) ADR 75 9 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 339 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 2,182 2 0.0%
Ford Motor Co. 6.625% 10-01-2028 835 1 0.0%
Forest Laboratories Inc. 5.00% 12-15-2021 144A 772 1 0.0%
ForFarmers BV 14 0.0%
Fortified Trust 1.67% 07-23-2021 114,062 112 0.1%
Fortified Trust 2.16% 10-23-2020 181,092 182 0.1%
Fortis Inc. 33 2 0.0%
Fortis Inc. 2.85% 12-12-2023 Callable 2023 35,053 35 0.0%
Fortis Inc. 3.06% 10-04-2026 144A 779 1 0.0%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 21,845 23 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 62,740 72 0.0%
FortisBC Energy Inc. 2.58% 04-08-2026 Callable MTN 38,101 38 0.0%
FortisBC Energy Inc. 3.69% 10-30-2047 27,941 29 0.0%
FR Dixie Acquisition Corp. Term Loan B 1st Lien F/R 12-18-2020 14,799 12 0.0%
Freddie Mac Strips 3.50% 11-15-2027 219 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 224 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 407 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 305 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 323 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 657 1 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 385 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 1.5458% 12-25-2028 Callable 2026 183 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 577 1 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 139,704 178 0.1%
Freeport-McMoRan Inc. 6.88% 02-15-2023 1,194 2 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 25,401 34 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 660 1 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 458 0.0%
Frontier Communications Corp. 6.25% 09-15-2021 Callable 2021 87,816 84 0.0%
Frontier Communications Corp. 9.25% 07-01-2021 263,306 274 0.1%
Frontier Communications Corp. Term Loan B 1st Lien F/R 06-15-2024 163,797 201 0.1%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 1,724 2 0.0%
Fufeng Group Ltd. 72 0.0%
Fukuda Denshi Co. Ltd. 1 0.0%
Funai Electric Co. Ltd. 16 0.0%
Futaba Corp. 33 1 0.0%
Futures Contracts 130 0.1%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 230,547 298 0.2%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 12-01-2022 5,056 7 0.0%
G-Tekt Corp. 1 0.0%
Gaming and Leisure Properties Inc. 44 2 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 77,428 103 0.1%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-24-2024 113,838 121 0.0%
Gartner Inc. Term Loan B 1st Lien F/R 04-05-2024 704 1 0.0%
Gates Global LLC 6.00% 07-15-2022 Callable 144A 1,800 2 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 99,343 139 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B1 1st Lien F/R 02-22-2023 63,029 82 0.0%
GATX Corp. 62 5 0.0%
Gavilan Resources LLC Term Loan 2nd Lien F/R 02-23-2024 156,693 199 0.1%
Gaz Metro Inc. 1.52% 05-25-2020 39,900 40 0.0%
Gazprom Neft PJSC 129 1 0.0%
GCP Applied Technologies Inc. 9.50% 02-01-2023 Callable 2019 144A 1,909 3 0.0%
Geely Automobile Holdings Ltd. 331 1 0.0%
GEK TERNA Holdings Real Estate Construction SA 49 0.0%
Gemdale Properties and Investment Corp. Ltd. 340 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 143,819 144 0.1%
General Electric Capital Corp. 4.25% 01-17-2018 454 0.0%
General Electric Capital Corp. 4.60% 01-26-2022 76,202 83 0.0%
General Electric Capital Corp. 6.25% 09-29-2020 188 0.0%
General Electric Capital Corp. F/R 07-30-2019 15,684 2 0.0%
General Electric Co. 5.00% 12-15-2049 Callable 2021 1,379 2 0.0%
General Electric Co. 8.35% 09-03-2022 18,625 1 0.0%
General Electric Co. F/R 01-16-2018 7,842 1 0.0%
General Motors Co. 303 17 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 490 1 0.0%
General Motors Financial Co. Inc. 4.38% 09-25-2021 815 1 0.0%
General Motors Financial of Canada Ltd. 2.60% 06-01-2022 87,488 87 0.0%
General Motors Financial of Canada Ltd. 3.08% 05-22-2020 83,823 85 0.0%
Genesis Trust II 1.675% 09-17-2018 58,422 58 0.0%
Genesis Trust II 1.699% 04-15-2020 132,506 132 0.1%
Genesis Trust II 2.43% 05-15-2019 265,743 268 0.1%
Genomma Lab Internacional SAB de CV 74 0.0%
Genworth Mortgage Insurance Australia Ltd. 100 0.0%
Georg Fischer AG 2 4 0.0%
George Kent (Malaysia) BHD 235 0.0%
GFL Environmental Inc. 5.63% 05-01-2022 Callable 2019 144A 1,364 2 0.0%
GFL Environmental Inc. 9.875% 02-01-2021 Callable 2018 144A 2,727 4 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 09-29-2023 1,442 2 0.0%
GFPT PCL 275 0.0%
GHL Systems Bhd 93 0.0%
Gibson Energy Inc. 73 1 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 103,229 108 0.1%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 523,132 527 0.4%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 259,596 262 0.1%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 4,505 5 0.0%
Gilead Sciences Inc. 102 10 0.0%
Givaudan SA 1 4 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 148,849 146 0.1%
Glacier Credit Card Trust 2.237% 09-20-2020 162,565 163 0.1%
GlaxoSmithKline PLC 769 17 0.0%
Glencore PLC 807 5 0.0%
Global Tel Link Corp. Term Loan 1st Lien F/R 05-23-2020 2,042 3 0.0%
GLP Capital LP 4.875% 11-01-2020 1,167 2 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 3,100 4 0.0%
Golden Agri-Resources Ltd. 431 0.0%
Government of Australia 5.75% 07-15-2022 433 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 2,500 3 0.0%
Government of Canada 0.50% 03-01-2022 32,767 31 0.0%
Government of Canada 0.75% 03-01-2021 17,087 17 0.0%
Government of Canada 0.75% 05-01-2019 12,700 13 0.0%
Government of Canada 0.75% 08-01-2019 970,768 961 0.6%
Government of Canada 0.75% 09-01-2020 276,107 271 0.1%
Government of Canada 0.75% 09-01-2021 247,048 240 0.1%
Government of Canada 1.00% 06-01-2027 25,590,492 23,630 12.8%
Government of Canada 1.00% 09-01-2022 540,783 525 0.4%
Government of Canada 1.25% 03-01-2018 2,532 3 0.0%
Government of Canada 1.25% 09-01-2018 57,203 57 0.0%
Government of Canada 1.25% 11-01-2019 5,662 6 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 1,346,473 1,686 1.0%
Government of Canada 1.50% 03-01-2020 358,151 359 0.2%
Government of Canada 1.50% 06-01-2023 25,909 26 0.0%
Government of Canada 1.50% 06-01-2026 117,758 115 0.1%
Government of Canada 1.75% 03-01-2019 268,131 270 0.1%
Government of Canada 1.75% 09-01-2019 256,010 258 0.1%
Government of Canada 2.25% 06-01-2025 50,802 52 0.0%
Government of Canada 2.50% 06-01-2024 39,727 42 0.0%
Government of Canada 2.75% 12-01-2048 301,527 337 0.2%
Government of Canada 3.50% 12-01-2045 244,864 308 0.2%
Government of Canada 4.00% 12-01-2031 Real Return 45,467 97 0.1%
Government of Canada 4.25% 12-01-2021 Real Return 208,642 383 0.2%
Government of Canada 4.25% 12-01-2026 Real Return 652,598 1,315 0.8%
Government of Canada 5.75% 06-01-2033 30,481 45 0.0%
Government of Cayman Islands 5.95% 11-24-2019 144A 490 1 0.0%
Government of Dominican Republic 7.50% 05-06-2021 1,176 2 0.0%
Government of France 1.41% 07-25-2019 88,134 154 0.1%
Government of France 4.32% 07-25-2029 151,039 444 0.3%
Government of Indonesia 7.00% 05-15-2022 26,172,065 3 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 18,960,218 2 0.0%
Government of Indonesia 7.50% 08-15-2032 6,567,023 1 0.0%
Government of Indonesia 8.25% 07-15-2021 16,244,855 2 0.0%
Government of Indonesia 8.38% 03-15-2024 10,306,024 1 0.0%
Government of Indonesia 8.38% 09-15-2026 21,395,480 2 0.0%
Government of Ireland 1.00% 05-15-2026 3,186 5 0.0%
Government of Malaysia 3.84% 04-15-2033 2,525 1 0.0%
Government of Malaysia 4.06% 09-30-2024 9,153 3 0.0%
Government of Mexico 10.00% 12-05-2024 172,670 14 0.0%
Government of Mexico 4.60% 01-23-2046 548 1 0.0%
Government of Mexico 4.75% 06-14-2018 31,067 2 0.0%
Government of Mexico 6.50% 06-10-2021 34,621 2 0.0%
Government of Mexico 8.50% 12-13-2018 24,370 2 0.0%
Government of New Zealand 3.00% 04-15-2020 2,474 2 0.0%
Government of New Zealand 5.00% 03-15-2019 5,157 5 0.0%
Government of New Zealand 5.50% 04-15-2023 3,347 3 0.0%
Government of New Zealand 6.00% 05-15-2021 3,744 4 0.0%
Government of New Zealand 6.00% 12-15-2017 371 0.0%
Government of Norway 4.50% 05-22-2019 19,129 3 0.0%
Government of Philippines 3.50% 03-20-2021 65,379 2 0.0%
Government of Philippines 3.50% 04-21-2023 71,784 2 0.0%
Government of Philippines 4.125% 08-20-2024 27,987 1 0.0%
Government of Philippines 4.625% 09-09-2040 7,323 0.0%
Government of Philippines 4.95% 01-15-2021 25,823 1 0.0%
Government of Philippines 6.25% 01-14-2036 67,803 2 0.0%
Government of Philippines 7.375% 03-03-2021 26,977 1 0.0%
Government of Philippines 8.00% 07-19-2031 13,366 0.0%
Government of Philippines 8.125% 12-16-2035 17,311 1 0.0%
Government of Portugal 5.125% 10-15-2024 128,486 177 0.1%
Government of Portugal 5.13% 10-15-2024 144A 599 1 0.0%
Government of Romania 2.875% 10-28-2024 1,774 3 0.0%
Government of Romania 3.625% 04-24-2024 735 1 0.0%
Government of Singapore 2.50% 06-01-2019 5,540 5 0.0%
Government of Singapore 3.25% 09-01-2020 5,662 6 0.0%
Government of Turkey 11.00% 02-24-2027 10,342 3 0.0%
Government of Turkey 9.40% 07-08-2020 8,332 3 0.0%
Government of United Kingdom 1.50% 07-22-2047 49,005 78 0.0%
Graham Holdings Co. 1 1 0.0%
Grand Canyon Education Inc. 7 1 0.0%
Grand Korea Leisure Co. Ltd. 7 0.0%
Granite Real Estate Investment Trust 26 1 0.0%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 15,240 16 0.0%
Granite REIT Holdings LP 3.87% 11-30-2023 Callable 2023 67,312 68 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 144A 253,874 264 0.1%
Great Eagle Holdings Ltd. 51 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 2,329 3 0.0%
Greater Toronto Airports Authority 5.26% 04-17-2018 Callable 12,182 12 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 69,259 86 0.0%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 25,401 38 0.0%
Green Cross Holdings Corp. 5 0.0%
Green Plains Inc. Term Loan B 1st Lien F/R 08-29-2023 76,781 100 0.1%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 49,526 64 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 498 1 0.0%
Greenland (Hong Kong) Holdings Ltd. 327 0.0%
Greenlight Merger Corp. Term Loan B 1st Lien F/R 05-31-2024 3,623 5 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 172 0.0%
Greggs PLC 5 0.0%
Grendene SA 43 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 1,048 1 0.0%
Grupa Lotos SA 19 0.0%
Grupo Aeroportuario del Pacifico SAB de CV ADR 3 0.0%
Grupo Financiero Banorte SAB de CV Series O 1,738 13 0.0%
Grupo Financiero Interacciones 12 0.0%
Grupo Herdez SAB de CV 14 0.0%
Grupo Simec SA de CV 157 1 0.0%
GS Holdings Corp. 3 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 87 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 267 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 55 0.0%
GST AutoLeather Inc. Term Loan B 1st Lien F/R 07-10-2020 21 0.0%
Guangzhou Automobile Group Co. Ltd. 416 1 0.0%
Guangzhou R&F Properties Co. Ltd. H 134 0.0%
Guararapes Confeccoes SA 5 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 3,665 5 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 68,996 68 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 135,075 134 0.1%
H.J. Heinz Co. 4.875% 02-15-2025 144A 981 1 0.0%
Haier Electronics Group Co. Ltd. 178 1 0.0%
Haitian International Holdings Ltd. 123 0.0%
Halcon Resources Corp. 67 1 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 18 0.0%
Hana Financial Group Inc. 28 2 0.0%
Hana Microelectronics PCL 157 0.0%
Hanil Cement Co. Ltd. 1 0.0%
Hannover Rueckversicherung SE Reg. 52 9 0.0%
Hanwa Co. Ltd. 34 2 0.0%
Hanwha Chemical Corp. 14 1 0.0%
Hanwha Corp. 16 1 0.0%
Hanwha General Insurance Co. Ltd. 6 0.0%
Hanwha Life Insurance Co. Ltd. 120 1 0.0%
HAP Seng Consolidated BHD 116 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 426 1 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 860 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 267 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 95,507 111 0.1%
Hartalega Holdings Bhd 274 1 0.0%
Harum Energy TBK PT 353 0.0%
Haseko Corp. 12 0.0%
Hawaiian Electric Industries Inc. 37 2 0.0%
HB Fuller Co. Term Loan B 1st Lien F/R 10-20-2024 454 1 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 1,674 2 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 798 1 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 178,484 234 0.1%
HCA Inc. 5.00% 03-15-2024 1,169 2 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 584 1 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 3,409 4 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 2,727 4 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 858 1 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 67,211 69 0.0%
HDFC Bank Ltd. ADR 408 51 0.0%
HDFC Standard Life Insurance Co. Ltd. 996 7 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 67,058 91 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 385,584 394 0.2%
Heathrow Funding Ltd. 3.25% 05-21-2025 401,739 411 0.3%
Heathrow Funding Ltd. 4.00% 07-03-2019 28,538 29 0.0%
Heineken Malaysia Bhd 10 0.0%
Hengan International Group Co. Ltd. 21 0.0%
Henkel AG & Co. KGaA 114 18 0.0%
Hermes International 0 0.0%
Hess Corp. Pfd. Conv. 11 1 0.0%
Hibiscus Petroleum Bhd 371 0.0%
Highland Acquisition Holdings LLC Term Loan B 1st Lien F/R 11-30-2022 30,809 40 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 144A 166 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 680 1 0.0%
Hiscox Ltd. 5 0.0%
Hitachi Ltd. 4,156 40 0.0%
HJ Heinz Co. 3.95% 07-15-2025 988 1 0.0%
HK Electric Investments and HK Electric Investments Ltd. 158 0.0%
HKC Holdings Ltd. 25 0.0%
HMC Investment Securities Co. Ltd. 2 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 644,673 641 0.4%
Home Equity Asset Trust 1.71% 06-25-2033 57 0.0%
Hon Hai Precision Industry Co. Ltd. GDR 280 2 0.0%
Honam Petrochemical Corp. 8 4 0.0%
Honda Auto Receivables 2015-3 Owner Trust 1.27% 04-18-2019 146 0.0%
Honda Auto Receivables Owner Trust 1.38% 04-18-2022 325 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 380 0.0%
Honda Canada Finance Inc. 1.928% 12-03-2018 142,397 143 0.1%
Honda Canada Finance Inc. 2.155% 02-18-2021 55,374 55 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 5,579 6 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 3,737 4 0.0%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 358,253 361 0.2%
Honda Motor Co. Ltd. 467 20 0.0%
Hongkong Land Holdings Ltd. 204 2 0.0%
Hopewell Holdings Ltd. 245 1 0.0%
Hospital Infrastructure Partners (NOH) Partnership 5.439% 01-31-2045 0 0.0%
Host Hotels & Resorts LP 4.75% 03-01-2023 Callable 2022 620 1 0.0%
Host Hotels & Resorts LP 5.25% 03-15-2022 Callable 2021 325 0.0%
House Foods Corp. 30 1 0.0%
Housing Development Finance Corp. Ltd. 2,032 68 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 2,503 3 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 561 1 0.0%
HP Inc. 9 0.0%
HSBC Bank Canada 2.17% 06-29-2022 319,034 316 0.2%
HSBC Bank Canada 2.449% 01-29-2021 55,882 56 0.0%
HSBC Bank Canada 2.54% 01-31-2023 138,896 139 0.1%
HSBC Holdings PLC 2,556 33 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 135,132 138 0.1%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 930 1 0.0%
Hub Holdings LLC 8.125% 07-15-2019 Callable 144A 529 1 0.0%
HUB International Ltd. 7.88% 10-01-2021 Callable 144A 867 1 0.0%
Huchems Fine Chemical Corp. 20 1 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 796 1 0.0%
Huishang Bank Corp. Ltd. 429 0.0%
Humana Inc. 3.85% 10-01-2024 Callable 2024 411 1 0.0%
Huntington Bancshares Inc. 8.50% Non-cum. Conv. Pfd. Series A 1 2 0.0%
Huntington Ingalls Industries Inc. 5.00% 12-15-2021 Callable 2017 144A 656 1 0.0%
Huntsman Corp. 162 7 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 67,312 68 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 5,989 105 0.1%
Husky Energy Inc. 7.25% 12-15-2019 1,500 2 0.0%
Hydro One Inc. 1.84% 02-24-2021 17,273 17 0.0%
Hydro One Inc. 3.72% 11-18-2047 181,656 189 0.1%
Hydro One Inc. 3.91% 02-23-2046 Callable 2045 11,938 13 0.0%
Hydro One Inc. 4.17% 06-06-2044 Callable 28,195 31 0.0%
Hydro One Inc. 4.59% 10-09-2043 Callable 2043 55,882 66 0.0%
Hydro One Inc. F/R 03-21-2019 626,587 629 0.4%
Hydro-Quebec Interest Strip 0% 02-15-2025 89,919 75 0.0%
Hyperion Insurance Group Ltd. Term Loan B 1st Lien F/R 04-29-2022 3,477 5 0.0%
Hypermarcas SA 128 2 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 35,721 46 0.0%
Hyundai Corp. 2 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 12 1 0.0%
Hyundai Motor Co. 100 20 0.0%
I-Cable Communications Ltd. 0 0.0%
Iberdrola SA 431 4 0.0%
ICA Gruppen AB 51 2 0.0%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 590 1 0.0%
ICICI Bank Ltd. ADR 291 4 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 1,702 2 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 322 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 7,027 9 0.0%
Impala Private Holdings II LLC Term Loan 1st Lien F/R 11-10-2024 60,449 78 0.0%
Imperial Holdings Ltd. 25 1 0.0%
Inari Amertron Bhd 159 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 10,033,911 1 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 5,412,783 1 0.0%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 160,025 161 0.1%
Industrial and Commercial Bank of China Ltd. H 1,902 2 0.0%
Industrial Bank of Korea 4 0.0%
Industrias Bachoco SAB de CV 1 0.0%
Industrias CH SAB de CV 26 0.0%
Industrias Penoles SA - A2 shares 2 0.0%
Industrivarden AB Class C 23 1 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 2,116 3 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 1,713 2 0.0%
Infosys Ltd. 104 2 0.0%
Infosys Ltd. ADR 1,523 31 0.0%
ING Groep NV 1,576 37 0.0%
Inner Mongolia Yitai Coal Co. Ltd. 2,467 3 0.0%
Innocor Inc. Term Loan 1st Lien F/R 02-05-2024 33,179 39 0.0%
Innocor Inc. Term Loan 2nd Lien F/R 02-02-2025 2,870 3 0.0%
InPower BC General Partnership 4.471% 03-31-2033 63,502 68 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 82,095 87 0.0%
Intact Financial Corp. 14 1 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 73,771 96 0.1%
Integrys Energy Group Inc. Pfd. 5 0.0%
Intel Corp. 31 2 0.0%
Intel Corp. 3.25% 08-01-2039 Conv. 144A 649 2 0.0%
Intel Corp. 4.00% 12-01-2022 750 1 0.0%
Intelsat Connect Finance SA 12.50% 04-01-2022 99 0.0%
Intelsat Jackson Holdings SA 7.25% 10-15-2020 Callable 139,704 171 0.1%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 2,441 3 0.0%
Intelsat Luxembourg SA 7.75% 06-01-2021 41 0.0%
Inter Pipeline Corridor Inc. 4.897% 02-03-2020 5,690 6 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 202,534 200 0.1%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 138,180 139 0.1%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 110,065 111 0.1%
Inter Pipeline Ltd. 3.776% 05-30-2022 52,750 55 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 101,603 108 0.1%
Inter RAO UES PJSC 11,910 1 0.0%
Inter-American Development Bank 3.50% 05-15-2021 786 1 0.0%
Inter-American Development Bank 3.75% 10-09-2018 541 1 0.0%
Inter-American Development Bank 6.50% 08-20-2019 700 1 0.0%
Interior Logic Group Inc. Term Loan B 1st Lien F/R 03-01-2024 29,643 39 0.0%
International Bank for Reconstruction and Development 2.50% 03-12-2020 591 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 606 1 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 736 1 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 36,137 1 0.0%
International Business Machines Corp. 12 2 0.0%
International Business Machines Corp. 2.625% 08-05-2022 252 0.0%
International Business Machines Corp. 2.75% 12-21-2020 260 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 6,655 9 0.0%
International Finance Corp. 3.25% 07-22-2019 555 1 0.0%
International Finance Corp. 3.625% 05-20-2020 77,948 71 0.0%
International Finance Corp. 3.875% 02-26-2018 822 1 0.0%
International Finance Corp. 6.30% 11-25-2024 389,155 8 0.0%
International Nickel Indonesia Tbk PT 713 0.0%
International Seaways Inc. 61 1 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 16,917 22 0.0%
Intersect ENT Inc. 26 1 0.0%
Intouch Holdings PCL 31 0.0%
Intuitive Surgical Inc. 7 4 0.0%
Invenergy Thermal Operating I LLC Term Loan B 1st Lien F/R 10-19-2022 3,811 5 0.0%
Investec Ltd. 207 2 0.0%
Investor AB B 1 0.0%
IOI Properties Group BHD 74 0.0%
IPG Photonics Corp. 22 6 0.0%
Ipsen SA 7 1 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 50,780 63 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 191,191 246 0.1%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 267,590 281 0.2%
Iron Mountain Inc. 4.88% 09-15-2027 Callable 2022 144A 1,646 2 0.0%
iShares Canadian Corporate Bond Index ETF 46,900 1,000 0.6%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 03-16-2018 20 2 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $86.00 Exp. 03/16/2018 20 3 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $87.00 Exp. 02/16/2018 30 4 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 14,500 2,258 1.3%
iShares MSCI EAFE Value Index Fund ETF 317 23 0.0%
iShares MSCI Taiwan Index Fund ETF 249 12 0.0%
Itau Unibanco Holding SA 765 12 0.0%
Itau Unibanco Holding SA Pref. ADR 914 15 0.0%
Itausa- Investimentos Itau SA 279 1 0.0%
ITC Ltd. 4,781 24 0.0%
ITRON INC. Bridge Loan 03-17-2018 4,600,000 0.0%
Ivanhoe Mines Ltd. 38 0.0%
J.B. Hunt Transport Services Inc. 26 4 0.0%
Jack Henry & Associates Inc. 10 2 0.0%
Jane Street Group LLC Term Loan B 1st Lien F/R 08-25-2022 25,265 33 0.0%
Japfa Comfeed Indonesia Tbk 515 0.0%
Jardine Matheson Holdings Ltd. 299 24 0.0%
JB Financial Group Co. Ltd. 33 0.0%
JBS SA 119 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 77,366 98 0.1%
JD.com Inc. ADR 466 23 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 37,085 49 0.0%
Jiangsu Expressway Co. Ltd. H 25 0.0%
Jo-Ann Stores Holdings Inc. 9.75% 10-15-2019 Callable 144A 1,948 2 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 3,992 4 0.0%
John Laing Group PLC 217 1 0.0%
Johnson & Johnson 27 5 0.0%
Jonah Energy LLC 7.25% 10-15-2025 Callable 2021 144A 2,613 3 0.0%
JPMorgan Chase & Co. 77 10 0.0%
JPMorgan Chase & Co. 2.25% 01-23-2020 Callable 2019 29,770 38 0.0%
JPMorgan Chase & Co. 2.55% 03-01-2021 Callable 2021 27,230 35 0.0%
JPMorgan Chase & Co. 2.75% 06-23-2020 Callable 2020 21,438 28 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 106,175 109 0.1%
JPMorgan Chase & Co. 4.25% 11-02-2018 1,241 1 0.0%
JPMorgan Chase Capital XXIII F/R 05-15-2047 649 1 0.0%
JPMorgan Chase Commercial Mortgage Securities Corp. 5.875% 04-15-2045 0 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 249 0.0%
Ju Teng International Holdings Ltd. 212 0.0%
K Wah International Holdings Ltd. 874 1 0.0%
Kaga Electronics Co. Ltd. 1 0.0%
Kamei 7 0.0%
Kar Auction Services Inc. 5.13% 06-01-2025 Callable 2020 144A 332 0.0%
Kato Sangyo Co. Ltd. 2 0.0%
Kato Works Co. Ltd. 4 0.0%
KB Financial Group Inc. ADR 62 4 0.0%
Keane Group Inc. 81 2 0.0%
Kelly Services Inc. Class A 22 1 0.0%
KEMET Corp. Term Loan B 1st Lien F/R 04-26-2024 11,816 15 0.0%
Kennedy-Wilson Holdings Inc. 5.875% 04-01-2024 Callable 2019 1,068 1 0.0%
Kerry Properties Ltd. 87 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 19,958 26 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 829 1 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 2,797 4 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 2,837 4 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 06-16-2023 1,343 2 0.0%
KFW 3.375% 02-15-2021 822 1 0.0%
KFW 3.75% 05-29-2020 938 1 0.0%
Kiatnakin Bank PCL 256 1 0.0%
Kimberly-Clark Corp. 2.75% 02-15-2026 750 1 0.0%
Kinden Corp. 28 1 0.0%
Kinder Morgan Inc. Conv. 30 1 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 207 0.0%
Kingboard Chemical Holdings Ltd. 370 3 0.0%
Kingboard Laminates Holdings Ltd. 186 0.0%
Kisoji Co. Ltd. 4 0.0%
KLA-Tencor Corp. 4.65% 11-01-2024 Callable 2024 410 1 0.0%
Koa Corp. 18 0.0%
Koc Holding AS 1,000 5 0.0%
Kolmar BNH Co. Ltd. 5 0.0%
Komatsu Ltd. 565 23 0.0%
Kommunalbanken AS F/R 05-26-2021 1,666 1 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 5,881 1 0.0%
Korea Electric Terminal Co. Ltd. 1 0.0%
Korea Investment Holdings Co. Ltd. 6 0.0%
Korea Kolmar Holdings Co. Ltd. 2 0.0%
Korea Petrochemical Industrial Co. Ltd. 1 0.0%
Korea Treasury 0% 03-10-2018 20,572 0.0%
Korea Treasury 0% 09-10-2018 20,572 0.0%
Korea Zinc Co. Ltd. 1 1 0.0%
Kotak Mahindra Bank Ltd. 634 13 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 106,480 107 0.1%
Kraft Canada Inc. F/R 07-06-2018 47,093 47 0.0%
Kraft Canada Inc. F/R 07-06-2020 293,024 298 0.2%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 1,225 2 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 155,097 181 0.1%
Kreditanstalt für Wiederaufbau 6.00% 08-20-2020 1,023 1 0.0%
Kronos Worldwide Inc. 11 0.0%
Kroton Educacional SA 22 0.0%
KT Corp. ADR 3 0.0%
KT&G Corp. 138 20 0.0%
Kuala Lumpur Kepong BHD 77 1 0.0%
Kuehne + Nagel International AG 20 5 0.0%
Kumba Iron Ore Ltd. 53 2 0.0%
KWG Property Holding Ltd. 272 0.0%
KYB Corp. 3 0.0%
L E Lundbergforetagen AB Class B 91 9 0.0%
L'Oréal SA 3 1 0.0%
L-3 Communications Corp. 3.85% 12-15-2026 Callable 2026 541 1 0.0%
La Comer SAB de CV 204 0.0%
Lai Sun Development Co. Ltd. 18 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 757 1 0.0%
Lamar Media Corp. 5.875% 02-01-2022 Callable 2017 541 1 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 415 1 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 166,818 226 0.1%
Lanai Holdings III Inc. Term Loan B 1st Lien F/R 08-14-2022 1,631 2 0.0%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2017 144A 103,683 0.0%
Land and Houses PCL NVDR 162 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 1,183 1 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 1,205 1 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 48,592 63 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 40,362 53 0.0%
Largan Precision Co. Ltd. 56 12 0.0%
Larsen & Toubro Ltd. 4 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 144,260 145 0.1%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 8,571 11 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-09-2022 68,246 83 0.0%
Lear Corp. 37 9 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 204,415 272 0.1%
Legal & General Group PLC 42 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 139,704 188 0.1%
LF Corp. 5 0.0%
LG Corp. 20 2 0.0%
LG Electronics Inc. 3 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 2,147 3 0.0%
LG Innotek Co. Ltd. 3 0.0%
LG Philips LCD Co. Ltd. ADR 63 1 0.0%
Li Bao Ge Group Ltd. 100 0.0%
Li Ning Co. Ltd. 55 0.0%
Liberty Expedia Holdings Inc. 73 4 0.0%
Liberty Global PLC Class A 651 27 0.0%
Liberty Interactive LLC 1.75% 09-30-2046 Callable 2023 Conv. 144A 1,003 1 0.0%
Liberty Ventures 32 2 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 19,970 26 0.0%
Lilang China Co. Ltd. 166 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 606 1 0.0%
Lionbridge Technologies Inc. Term Loan 1st Lien F/R 02-28-2024 12,031 16 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-17-2020 2,654 3 0.0%
Livingston International Inc. Term Loan B2 1st Lien F/R 04-18-2019 15,559 15 0.0%
Loblaw Companies Ltd. 5 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 355,611 433 0.3%
Loblaw Companies Ltd. 6.15% 01-29-2035 Callable 25,401 31 0.0%
Localiza Rent a Car SA 178 1 0.0%
Lockheed Martin Corp. 2.90% 03-01-2025 Callable 2024 1,255 2 0.0%
Lockheed Martin Corp. 3.55% 01-15-2026 Callable 2025 1,968 3 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 17,285 16 0.0%
Lojas Renner SA 1,448 19 0.0%
Longfor Properties Co. Ltd. 257 1 0.0%
Lonking Holdings Ltd. 722 0.0%
Lotte Confectionery Co. Ltd. 2 0.0%
LOTTE Fine Chemical Co. Ltd. 6 0.0%
Lotte Himart Co. Ltd. 3 0.0%
Lotte Non-Life Insurance Co. Ltd. 30 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 818 1 0.0%
Lowe's Companies Inc. 2.50% 04-15-2026 Callable 2026 705 1 0.0%
Lowe's Companies Inc. 3.375% 09-15-2025 Callable 2025 762 1 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 30,481 30 0.0%
Lower Mattagami Energy LP 3.416% 06-20-2024 25,401 27 0.0%
Lower Mattagami Energy LP 4.331% 05-18-2021 156,774 168 0.1%
Lower Mattagami Energy LP 4.944% 09-21-2043 42,419 53 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 1,620 2 0.0%
LS Corp. 6 0.0%
LS Industrial Systems Co. Ltd. 3 0.0%
Lundin Mining Corp. 7.875% 11-01-2022 Callable 2018 144A 5,454 8 0.0%
Lupin Ltd. 378 6 0.0%
LVMH Moet Hennessy Louis Vuitton SE 0 0.0%
LyondellBasell Industries NV Class A 34 5 0.0%
M&T Bank Corp. 5.00% 11-15-2018 Pfd. Series C 0 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 656 1 0.0%
M&T Bank Corp. Pfd. Series A 1 1 0.0%
Maanshan Iron and Steel Co. Ltd. H 348 0.0%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 122,940 159 0.1%
Mackenzie Global High Yield Fixed Income ETF 931 19 0.0%
Mackenzie Unconstrained Fixed Income Fund Series R 162 2 0.0%
Macquarie Mexico Real Estate Management SA de CV 412 1 0.0%
Maeda Road Construction Co. Ltd. 11 0.0%
Magellan Midstream Partners L.P. 5.00% 03-01-2026 Callable 2025 591 1 0.0%
Magna International Inc. 10 1 0.0%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 353,376 363 0.2%
Magna International Inc. Class A 17 1 0.0%
Magnit PJSC GDR 393 13 0.0%
Magnitogorsk Iron & Steel Work 686 1 0.0%
Mahindra & Mahindra Ltd. 516 14 0.0%
Malayan Banking BHD 730 2 0.0%
Manila Water Co. 127 0.0%
Manitowoc Foodservice Inc. 9.50% 02-15-2024 Callable 2019 1,424 2 0.0%
Manpower Inc. 36 6 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 101,603 100 0.1%
Manulife Bank of Canada 2.08% 05-26-2022 171,371 169 0.1%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 223,527 246 0.1%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 226,569 227 0.1%
Maple Leaf Foods Inc. 44 2 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 966 1 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 5,632 6 0.0%
Masimo Corp. 22 3 0.0%
Masonite International Corp. 5.63% 03-15-2023 Callable 2018 144A 2,673 4 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 338 0.0%
Match Group Inc. 5.00% 12-15-2027 Callable 2022 144A 317 0.0%
Match Group Inc. 6.375% 06-01-2024 Callable 2019 788 1 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 309,559 323 0.2%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 248,323 336 0.2%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 813 1 0.0%
Maxis BHD 106 0.0%
MBK PCL 399 0.0%
McAfee LLC Term Loan 2nd Lien F/R 09-29-2025 7,001 9 0.0%
McAfee LLC Term Loan B 1st Lien F/R 09-30-2024 145,555 189 0.1%
MCAP Service Corp. 1.08% 05-01-2022 74,394 74 0.0%
MCAP Service Corp. 1.13% 10-01-2021 145,588 145 0.1%
MCAP Service Corp. 1.24% 09-01-2021 122,966 123 0.1%
MCAP Service Corp. 1.386% 04-01-2021 110,894 112 0.1%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 169,975 173 0.1%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 237 0.0%
MCJ Co. Ltd. 9 0.0%
McKesson Corp. 14 3 0.0%
Mebuki Financial Group Inc. 186 1 0.0%
Medibank Private Ltd. 418 1 0.0%
Medtronic Inc. 3.15% 03-15-2022 21,337 28 0.0%
Medtronic Inc. 3.50% 03-15-2025 58,422 78 0.0%
Medtronic PLC 5 1 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 4,108 5 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 2,133 3 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 3,248 4 0.0%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 9,960 13 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 44,795 46 0.0%
Melco International Development Ltd. 185 1 0.0%
Melrose Industries PLC 414 1 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 398 1 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 6,076 8 0.0%
Merck & Co. Inc. 1 0.0%
Merck & Co. Inc. F/R 05-18-2018 743 1 0.0%
Mercury General Corp. 4.40% 03-15-2027 Callable 2026 772 1 0.0%
Meritor Inc. 33 1 0.0%
Meritz Finance Holding Co. Ltd. 9 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 19 1 0.0%
Meritz Securities Co. Ltd. 38 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 47,516 47 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 195,383 196 0.1%
Merrill Lynch & Co. Inc. F/R 09-15-2026 707 1 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 44 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 108 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 56 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 545 1 0.0%
Merrill Lynch Mortgage Investors Trust F/R 10-25-2035 268 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 737 1 0.0%
Metlifecare Ltd. 186 1 0.0%
Metro Inc. 13 1 0.0%
Metro Inc. 2.68% 12-05-2022 Callable 2022 30,697 31 0.0%
Metro Inc. 3.39% 12-06-2027 Callable 2027 135,228 136 0.1%
Metro Inc. 4.27% 12-04-2047 Callable 2047 305,115 306 0.2%
Metropolitan Life Global Funding I 1.875% 04-16-2020 287,029 286 0.2%
Metropolitan Life Global Funding I 2.682% 04-16-2019 61,978 63 0.0%
Metropolitan Life Global Funding I 3.027% 06-11-2020 334,529 342 0.2%
Mexican Bonos 5.00% 12-11-2019 5,411,048 360 0.2%
Mexican Bonos 7.75% 05-29-2031 31,209 2 0.0%
Mexican Bonos 7.75% 11-13-2042 48,522 3 0.0%
Mexican Bonos 8.00% 06-11-2020 16,974 1 0.0%
Mexican Bonos 8.00% 12-07-2023 22,035 2 0.0%
Mexican Udibonos Inflation Indexed Bonds 4.50% 12-04-2025 11,469 5 0.0%
Mexican Udibonos Inflation Linked Bonds 4.00% 11-15-2040 6,028 3 0.0%
Mexichem SAB de CV 204 1 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 1,323 2 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 2,330 3 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 1,616 2 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 2,835 4 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 1,075 1 0.0%
MGM Growth Properties LLC A 57 2 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 144A 524 1 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 2,094 3 0.0%
Microsoft Corp. 127 14 0.0%
Microsoft Corp. 3.125% 11-03-2025 Callable 2025 563 1 0.0%
Microsoft Corp. 3.30% 02-06-2027 Callable 2026 779 1 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 109,626 113 0.1%
Mirae Asset Life Insurance Co. 35 0.0%
Mirant Americas Generation LLC 9.125% 05-01-2031 1,800 2 0.0%
Mission Broadcasting Inc. Term Loan 1st Lien F/R 01-17-2024 192 0.0%
Mitsubishi Gas Chemical Co. Inc. 40 1 0.0%
Mitsubishi UFJ Financial Group Inc. 2.67% 07-25-2022 1,274 2 0.0%
Mitsuboshi Belting Ltd. 12 0.0%
Mitsui & Co. Ltd. 33 1 0.0%
Mitsui High-Tec Inc. 15 0.0%
Mizuho Financial Group Inc. F/R 09-11-2022 1,323 2 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 116 0.0%
MND Holdings III Corp. Term Loan 1st Lien F/R 06-19-2024 1,346 2 0.0%
Mobile TeleSystems ADR 95 1 0.0%
MOL Magyar Olaj-es Gazipari RT 75 1 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 311 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 944 1 0.0%
Molson Coors Brewing Co. Class B 11 1 0.0%
Molson Coors International LP 2.25% 09-18-2018 26,410 26 0.0%
Molson Coors International LP 2.84% 07-15-2023 Callable 2023 91,304 91 0.0%
Mondi Ltd. 29 1 0.0%
Morgan Stanley 3.00% 02-07-2024 280,976 282 0.2%
Morgan Stanley Capital 4.295% 09-09-2024 317 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 584 1 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 462 1 0.0%
Morgan Stanley F/R 01-11-2018 90,478 91 0.0%
Motor Oil (Hellas) Corinth Refineries SA 20 1 0.0%
MPLX LP 4.13% 03-01-2027 Callable 606 1 0.0%
Mr. Price Group Ltd. 277 5 0.0%
MRV Engenharia e Participacoes SA 102 1 0.0%
MTN Group Ltd. 928 11 0.0%
Muenchener Rueckversicherungs - Gesellschaft AG (MunichRe) 0 0.0%
Muhak Co. Ltd. 3 0.0%
Muhibbah Engineering (M) Bhd 96 0.0%
Multi-Color Corp. 4.88% 11-01-2025 Callable 2020 144A 166 0.0%
Municipal Finance Authority of British Columbia 4.80% 12-01-2017 16,409 16 0.0%
Murray & Roberts Holdings Ltd. 24 0.0%
Murray Energy Corp. 11.25% 04-15-2021 Callable 2018 144A 1,127 1 0.0%
Mytilineos Holdings SA 24 0.0%
Nampak Ltd. 281 0.0%
Naspers Ltd. 22 8 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 490 1 0.0%
National Bank of Canada 1.96% 06-30-2022 582,695 574 0.4%
National Bank of Canada F/R 06-14-2018 DPNT 10,749 11 0.0%
National Grid Electricity Transmission PLC 2.90% 11-26-2019 50,700 52 0.0%
National Grid PLC 1,178 18 0.0%
National Western Life Group Inc. 1 1 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 517 1 0.0%
Nationstar Mortgage LLC/Nationstar Capital Corp. 6.50% 07-01-2021 Callable 1,031 1 0.0%
Natura Cosmeticos SA 57 1 0.0%
NAV CANADA 7.40% 06-01-2027 85,652 119 0.1%
NAV CANADA 7.56% 03-01-2027 Callable 2017 84,669 104 0.1%
NAVEX Global Inc. Term Loan B 1st Lien F/R 11-19-2021 37,409 49 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 3,234 4 0.0%
NBC Asset Trust 7.447% Perpetual (F/R @ 06-30-2020) Callable 2020 172,726 191 0.1%
NEPI Rockcastle PLC 91 2 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 813 1 0.0%
Neste Oil OYJ 2 0.0%
Nestle Holdings Inc. 1.75% 12-09-2020 332 1 0.0%
Nestlé SA Reg. 43 5 0.0%
Netapp Inc. 3.30% 09-29-2024 Callable 2024 772 1 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 1,162 1 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 13,470 18 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 346,847 414 0.3%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 246 0.0%
New Century Home Equity Loan Trust 0.8445% 03-25-2035 462 1 0.0%
New Flyer Industries Inc. 17 1 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 2,825 4 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 1,096 1 0.0%
New Oriental Education & Technology Group Inc. ADR 18 2 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 182,144 236 0.1%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 218,284 289 0.2%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 551 1 0.0%
New South Wales Treasury Corp. 4.00% 04-08-2021 490 1 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 1,682 2 0.0%
New South Wales Treasury Corp. 6.00% 05-01-2020 1,738 2 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 988 1 0.0%
New Zealand Local Government Funding Agency Ltd. 6.00% 12-15-2017 1,363 1 0.0%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 548 1 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 2,355 3 0.0%
Newfield Exploration Co. 5.75% 01-30-2022 1,729 2 0.0%
Nexstar Broadcasting Inc. Term Loan B 1st Lien F/R 01-17-2024 1,524 2 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 923 1 0.0%
NextEra Energy Inc. 6.371% Conv. Pfd. 12 1 0.0%
NextEra Energy Inc. Conv. Pfd. 38 3 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 851 1 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 837 1 0.0%
NextEra Energy Partners LP 1.50% 09-15-2020 Conv. 786 1 0.0%
Nichiha Corp. 14 1 0.0%
Nickel Asia Corp. 286 0.0%
Nine Dragons Paper Holdings Ltd. 21 0.0%
Nine Point Energy Holdings Inc. 23 0.0%
Nine Point Energy Holdings Inc. Pfd. 1 1 0.0%
Nippo Corp. 62 2 0.0%
Nippon Steel & Sumikin Bussan Corp. 3 0.0%
NiSource Finance Corp. 5.65% 02-01-2045 837 1 0.0%
Nissan Auto Receivables 2013-C Owner Trust 1.30% 06-15-2020 110 0.0%
Nissan Auto Receivables Owner Trust 1.79% 01-17-2022 765 1 0.0%
Nissan Canada Financial Services Inc. 1.58% 10-07-2019 100,079 99 0.1%
NN Group NV 11 1 0.0%
Noevir Holdings Co. Ltd. 12 1 0.0%
Nokia OYJ 3.38% 06-12-2022 127,004 164 0.1%
Nokian Renkaat OYJ 184 10 0.0%
Norbord Inc. 6.25% 04-15-2023 144A 1,783 3 0.0%
Nordic Investment Bank 1.375% 07-15-2020 5,309 1 0.0%
Nordic Investment Bank 4.13% 03-19-2020 1,068 1 0.0%
Nordic Investment Bank 5.00% 04-19-2022 613 1 0.0%
North Battleford Power LP 4.958% 12-31-2032 123,952 139 0.1%
North Pacific Bank Ltd. 26 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 120,391 118 0.1%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 83,670 86 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 63,756 65 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 206,509 223 0.1%
Northam Platinum Ltd. 57 0.0%
Northwest Acquisitions ULC 7.13% 11-01-2022 Callable 2019 144A 600 1 0.0%
NorthWest Healthcare Properties Real Estate Investment Trust 31 0.0%
Norwegian Government 3.75% 05-25-2021 11,490 2 0.0%
Nota do Tesouro Nacional 10.00% 01-01-2018 695 3 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 941 1 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 2,582 3 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 3,316 4 0.0%
Novanta Inc. 26 2 0.0%
Novartis AG Reg. 262 29 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 742 1 0.0%
Novolipetsk Steel PJSC 511 1 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 858 1 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 2,182 3 0.0%
NTPC Ltd. 4.38% 11-26-2024 581 1 0.0%
NTT DoCoMo Inc. 26 1 0.0%
Numericable-SFR 6.00% 05-15-2022 Callable 144A 112,827 147 0.1%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 229,316 299 0.2%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 15,330 18 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 1,212 2 0.0%
O2 Czech Republic AS 8 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 1,258 2 0.0%
Oasis Petroleum Inc. 6.875% 03-15-2022 657 1 0.0%
Obsidian Energy Ltd. 23 0.0%
Odebrecht Finance Ltd. 5.25% 06-27-2029 102,611 47 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 107,828 139 0.1%
Oil Search Ltd. 827 6 0.0%
Okabe Co. Ltd. 9 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 382 1 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 281 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 579 1 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 28,957 37 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 1,702 2 0.0%
Omega US Sub LLC 8.75% 07-15-2023 Callable 2018 144A 161 0.0%
OMERS Realty Corp. 2.971% 04-05-2021 177,806 183 0.1%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 200,328 206 0.1%
OMERS Realty Corp. 3.328% 11-12-2024 147,121 154 0.1%
Omnicom Group Inc. 3.60% 04-15-2026 Callable 2026 664 1 0.0%
OMV AG 26 2 0.0%
ON Semiconductor Corp. 1.63% 10-15-2023 Conv. 144A 368 1 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 197,110 186 0.1%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 17,933 26 0.0%
Ontario Hydro 0% 05-26-2025 80,775 66 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 275,533 284 0.2%
Ontrea Inc. 4.62% 04-09-2018 Callable 45,089 46 0.0%
OPB Finance Trust 2.95% 02-02-2026 167,645 172 0.1%
OPB Finance Trust 2.98% 01-25-2027 89,609 92 0.0%
Ophir Energy PLC 133 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 63 0.0%
Origin Property PCL 174 0.0%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 31 0.0%
Orkla ASA 8 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 193,926 227 0.1%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 2,503 3 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 1,636 2 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 1,777 2 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.875% 03-15-2025 858 1 0.0%
Oversea-Chinese Banking Corp. Ltd. 4.00% 10-15-2024 Callable 2019 144A 844 1 0.0%
Owens & Minor Inc. 143 4 0.0%
Owens Corning Inc. 54 6 0.0%
Oxbow Carbon & Minerals LLC Term Loan B 2nd Lien F/R 01-17-2020 4,551 6 0.0%
Padini Holdings BHD 145 0.0%
PALTAC Corp. 6 0.0%
Paradigm Acquisition Corp. Term Loan 1st Lien F/R 10-11-2024 12,477 16 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 5,454 7 0.0%
Paramount Resources Ltd. Class A 14 0.0%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 791 1 0.0%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 2,345 2 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 290,489 297 0.2%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 8,636 9 0.0%
Parkson Holdings BHD 268 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 584 1 0.0%
Partners Group Holding AG 5 4 0.0%
Pegasystems Inc. 15 1 0.0%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 122,063 121 0.1%
Pembina Pipeline Corp. 3.77% 10-24-2022 50,649 53 0.0%
Pembina Pipeline Corp. 4.24% 06-15-2027 Callable 2027 116,844 122 0.1%
Pembina Pipeline Corp. 4.74% 01-21-2047 Callable 2046 MTN 73,154 74 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 45,721 46 0.0%
Penauille Polyservices SA 23 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 1,691 2 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 649 1 0.0%
Penske Automotive Group Inc. 5.75% 10-01-2022 Callable 1,134 2 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 1,363 1 0.0%
People's United Financial Inc. Pfd. Series A 42 1 0.0%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 494,808 485 0.4%
PepsiCo Inc. 2.50% 11-01-2022 147 0.0%
PerkinElmer Inc. 38 4 0.0%
Persimmon PLC 68 3 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 757 1 0.0%
Petkim Petrokimya Holding AS 290 1 0.0%
Petrobras Global Finance BV 7.38% 01-17-2027 128,528 183 0.1%
Petroleos De Venezuela SA 6.00% 05-16-2024 147,351 44 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 945 1 0.0%
Petroleos Mexicanos 4.63% 09-21-2023 160,533 215 0.1%
Petroleos Mexicanos 6.00% 03-05-2020 231 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 9,342 1 0.0%
Petron Corp. 525 0.0%
Petron Malaysia Refining & Marketing Bhd 78 0.0%
Petronas Chemicals Group BHD 244 1 0.0%
Petronas Dagangan BHD 18 0.0%
PetSmart Inc. 5.88% 06-01-2025 Callable 2020 144A 182,886 203 0.1%
PetSmart Inc. 7.13% 03-15-2023 Callable 2018 144A 50,294 48 0.0%
PetSmart Inc. 8.88% 06-01-2025 Callable 2020 144A 4,847 5 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 86,141 96 0.1%
Pfizer Inc. 21 1 0.0%
PGE Polska Grupa Energetyczna SA 160 1 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 490 1 0.0%
Phoenix Group Holdings 65 1 0.0%
PICC Property & Casualty Co. Ltd. H 93 0.0%
Pike Corp. Term Loan B 1st Lien F/R 09-20-2024 2,852 4 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 162,057 219 0.1%
Ping An Insurance (Group) Co. of China Ltd. H 4,376 56 0.0%
Pioneer Holding LLC 9.00% 11-01-2022 Callable 2019 144A 103,542 136 0.1%
Pioneer Natural Resources Co. 4.45% 01-15-2026 981 1 0.0%
PKC Holding Corp. Term Loan 1st Lien F/R 04-05-2024 762 1 0.0%
Plains GP Holdings LP 187 5 0.0%
Plaskolite Inc. Term Loan 1st Lien F/R 11-03-2022 1 0.0%
PLDT Inc. 18 1 0.0%
Plenary Health Care Partnerships Humber LP 4.895% 05-31-2039 Callable 48,962 56 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 9,772 13 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 97 0.0%
PNI Canada Acquireco Corp. Term Loan B 1st Lien F/R 08-23-2022 66,442 83 0.0%
Polycom Inc. Term Loan 1st Lien F/R 09-27-2023 17,773 23 0.0%
Poongsan Corp. 1 0.0%
Porsche Automobil Holding SE Pfd. 196 21 0.0%
POSCO 62 25 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 128,504 165 0.1%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 289 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 844 1 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-17-2024 200 0.0%
Power Products LLC Term Loan 1st Lien F/R 12-20-2022 25,806 34 0.0%
Powerlong Real Estate Holdings Ltd. 1,247 1 0.0%
Powszechna Kasa Oszczednosci Bank Polski 25 0.0%
Powszechny Zaklad Ubezpieczen SA 84 1 0.0%
PPB Group BHD 226 1 0.0%
Praxair Inc. 3.20% 01-30-2026 Callable 2025 130 0.0%
Precision Drilling Corp. 5.25% 11-15-2024 Callable 2019 3,048 4 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 3,326 4 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 3,365 5 0.0%
Premier Foods Finance PLC 6.50% 03-15-2021 Callable 69,598 124 0.1%
President Chain Store Corp. 1,731 21 0.0%
Press Metal Aluminium Holdings BHD 709 1 0.0%
Prima Meat Packers Ltd. 34 0.0%
Primeline Utility Services LLC Term Loan B 1st Lien F/R 11-14-2022 140,169 182 0.1%
Primero Mining Corp. 29 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 5,076 7 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 07-13-2021 5,131 7 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 06-30-2022 4,154 5 0.0%
Prosperity Real Estate Investment Trust 191 0.0%
Province of Alberta 1.00% 11-15-2021 1,010 2 0.0%
Province of Alberta 3.10% 06-01-2024 150,373 158 0.1%
Province of British Columbia 2.70% 12-18-2022 327,670 338 0.2%
Province of British Columbia 3.30% 12-18-2023 170,185 181 0.1%
Province of British Columbia 3.70% 12-18-2020 391,172 414 0.3%
Province of British Columbia 6.35% 06-18-2031 109,630 155 0.1%
Province of British Columbia 6.60% 01-09-2020 24,236 0.0%
Province of Manitoba 2.45% 06-02-2025 157,942 159 0.1%
Province of Manitoba 2.55% 06-02-2023 121,568 124 0.1%
Province of Manitoba 2.85% 09-05-2046 375,517 360 0.2%
Province of Manitoba 3.30% 06-02-2024 95,964 102 0.1%
Province of Manitoba 3.40% 09-05-2048 541,184 578 0.4%
Province of Manitoba 6.30% 03-05-2031 64,670 89 0.0%
Province of New Brunswick 3.35% 12-03-2021 15,240 16 0.0%
Province of New Brunswick 3.65% 06-03-2024 145,851 158 0.1%
Province of New Brunswick 4.50% 06-02-2020 127,004 136 0.1%
Province of New Brunswick 4.55% 03-26-2037 26,163 32 0.0%
Province of Nova Scotia 6.60% 12-01-2031 81,537 117 0.1%
Province of Ontario 0% 06-02-2024 482,107 412 0.3%
Province of Ontario 0% 06-02-2026 95,507 76 0.0%
Province of Ontario 0% 07-13-2022 92,967 84 0.0%
Province of Ontario 1.65% 09-27-2019 245 0.0%
Province of Ontario 2.40% 06-02-2026 1,158,622 1,158 0.7%
Province of Ontario 2.60% 06-02-2025 12,700 13 0.0%
Province of Ontario 2.60% 06-02-2027 1,760,276 1,777 1.1%
Province of Ontario 2.80% 06-02-2048 1,750,370 1,703 1.0%
Province of Ontario 2.85% 06-02-2023 87,734 91 0.0%
Province of Ontario 2.90% 06-02-2049 104,535 104 0.1%
Province of Ontario 2.90% 12-02-2046 1,508,096 1,493 0.9%
Province of Ontario 3.15% 06-02-2022 1,153,608 1,212 0.8%
Province of Ontario 3.45% 06-02-2045 35,561 39 0.0%
Province of Ontario 4.00% 06-02-2021 25,807 28 0.0%
Province of Ontario 4.20% 03-08-2018 361 0.0%
Province of Ontario 4.20% 06-02-2020 448,885 476 0.4%
Province of Ontario 4.40% 06-02-2019 2,538 3 0.0%
Province of Ontario 6.20% 06-02-2031 15,139 21 0.0%
Province of Ontario 6.25% 09-29-2020 332 0.0%
Province of Ontario 6.50% 03-08-2029 51,005 70 0.0%
Province of Ontario F/R 08-28-2018 4,607 5 0.0%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 180,346 157 0.1%
Province of Quebec 0% 04-01-2026 Generic Strip 106,175 86 0.0%
Province of Quebec 2.50% 09-01-2026 240,292 242 0.1%
Province of Quebec 2.75% 09-01-2025 414,033 426 0.3%
Province of Quebec 2.75% 09-01-2027 728,736 747 0.5%
Province of Quebec 3.00% 09-01-2023 600,729 628 0.4%
Province of Quebec 3.50% 12-01-2045 1,314,746 1,453 0.9%
Province of Quebec 3.50% 12-01-2048 523,765 585 0.4%
Province of Quebec 3.75% 09-01-2024 76,202 83 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 12,700 24 0.0%
Province of Quebec 4.50% 12-01-2018 2,272 2 0.0%
Province of Quebec 4.50% 12-01-2020 146,055 158 0.1%
Province of Quebec 4.50% 12-01-2021 Real Return 5,588 9 0.0%
Province of Quebec 9.375% 01-16-2023 26,214 35 0.0%
Province of Quebec F/R 12-19-2018 4,607 5 0.0%
Prudential Financial Inc. 9 1 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 22,894 29 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 82,853 108 0.1%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 220,800 223 0.1%
PT ACE Hardware Indonesia TBK 1,912 0.0%
PT Adaro Energy TBK 4,525 1 0.0%
PT Astra International TBK 18,047 14 0.0%
PT Bank Central Asia TBK 7,090 14 0.0%
PT Bank Mandiri (Persero) TBK 122 0.0%
PT Bank Negara Indonesia (Persero) TBK 673 1 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 64,067 20 0.0%
PT Gudang Garam TBK 141 1 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 1,291 1 0.0%
PT Indiak Energy TBK 1,225 0.0%
PT Indo Tambangraya Megah TBK 76 0.0%
PT Mitra Adiperkasa TBK 242 0.0%
PT Panin Financial TBK 2,297 0.0%
PT Perusahaan Perkebunan London Sumatra Indonesia Tbk 526 0.0%
PT Salim Ivomas Pratama TBK 1,022 0.0%
PT Unilever Indonesia TBK 1,806 8 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 628 1 0.0%
PTT Exploration and Production PCL 152 1 0.0%
Public Bank BHD 1,266 8 0.0%
PulteGroup Inc. 7.875% 06-15-2032 2,040 3 0.0%
Pure Industrial Real Estate Trust 35 0.0%
PVH Corp. 4.50% 12-15-2022 Callable 2017 1,010 1 0.0%
PW Medtech Group Ltd. 136 0.0%
PXP Energy Corp. 547 0.0%
Pyeong Hwa Automotive Co. Ltd. 4 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-17-2021 151,976 199 0.1%
QCP SNF West 8.13% 11-01-2023 Callable 2019 144A 204,886 274 0.1%
QinetiQ Group PLC 131 0.0%
Qinhuangdao Port Co. Ltd. 318 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 127,476 169 0.1%
Qualicorp SA 579 7 0.0%
Qualitas Controladora SAB de CV 10 0.0%
Quebecor Media Inc. 6.625% 01-15-2023 144A 202,314 223 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 6,666 6 0.0%
Queensland Treasury Corp. 5.50% 06-21-2021 2,388 3 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 1,666 2 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 1,984 2 0.0%
Quest Software US Holdings Inc. Term Loan 1st Lien F/R 10-31-2022 25,880 34 0.0%
Quinpario Acquisition Corp. 2 B Term Loan 1st Lien F/R 06-30-2023 76,005 94 0.1%
Quintiles IMS Inc. 2.88% 09-15-2025 Callable 2020 50,802 79 0.0%
QVC Inc. 4.45% 02-15-2025 750 1 0.0%
QVC Inc. 5.45% 08-15-2034 Callable 2034 332 0.0%
R.R. Donnelley & Sons Co. 6.00% 04-01-2024 76,202 92 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 245 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 213,961 296 0.2%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 692 1 0.0%
Radiate Holdco LLC Bridge Loan 02/27/18 Sr. Unsecured 3,880,000 0.0%
Radio One Inc. Term Loan B 1st Lien F/R 04-05-2023 962 1 0.0%
Raia Drogasil SA 311 11 0.0%
Rallye SA 10 0.0%
Raspadskaya 353 1 0.0%
Ratchthani Leasing PCL 252 0.0%
Raytheon Co. 1 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 73,705 74 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 53,088 54 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 07-20-2022 773 1 0.0%
Red Ventures LLC Term Loan B 1st Lien F/R 11-08-2024 107,576 138 0.1%
Redrow PLC 249 3 0.0%
Refresco Group NV Term Loan B 1st Lien F/R 09-27-2024 17,411 23 0.0%
Regal Entertainment Group 5.75% 02-01-2025 Callable 2018 1,533 2 0.0%
Regions Bank 6.45% 06-26-2037 519 1 0.0%
Regions Financial Corp. 6.375% 12-15-2017 Pfd. 28 1 0.0%
Regions Financial Corp. 7.375% 12-10-2037 296 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 126 5 0.0%
Reliance LP 3.813% 09-15-2020 130,606 133 0.1%
Reliance LP 4.075% 08-02-2021 30,481 31 0.0%
Reliance LP 5.187% 03-15-2019 20,321 21 0.0%
Reliance Steel & Aluminum Co. 37 4 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 4,771 6 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 01-02-2025 3,492 5 0.0%
Repsol SA 30 1 0.0%
Republic of Colombia 7.00% 09-11-2019 3,674,087 2 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 483 1 0.0%
Republic of Indonesia 7.50% 05-15-2038 4,186,549 0.0%
Republic of Poland F/R 01-25-2026 23,820 8 0.0%
Republic of the Philippines 4.00% 01-26-2022 30,526 1 0.0%
Republic Services Inc. 18 1 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 121,993 163 0.1%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 3,345 4 0.0%
Reunert Ltd. 34 0.0%
Revlon Consumer Products Corp. 6.25% 08-01-2024 Callable WI 551 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 4,325 4 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 152,405 200 0.1%
Rhoen-Klinikum AG 6 0.0%
RHT Health Trust/Source SGX 145 0.0%
Rightmove PLC 35 2 0.0%
Rio Tinto Ltd. 68 5 0.0%
Rio Tinto PLC 74 5 0.0%
RioCan Real Estate Investment Trust 65 2 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 1,898 3 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 175,003 209 0.1%
Rite Aid Corp. 7.70% 02-15-2027 211,659 242 0.1%
Riverbed Technology Inc. Term Loan B 1st Lien F/R 04-24-2022 638 1 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 2,694 4 0.0%
Road King Infrastructure Ltd. 136 0.0%
Robertshaw Holdings Corp. Term Loan 2nd Lien F/R 02-02-2025 2,207 3 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 3,142 4 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 1,538 2 0.0%
Roche Holding AG Genusscheine 2 1 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 8,727 9 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 126,948 139 0.1%
Rogers Communications Inc. 6.11% 08-25-2040 54,612 69 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 329,804 445 0.3%
ROSSETI PJSC 32,754 1 0.0%
Rostelecom 502 1 0.0%
Rowan Companies Inc. 506 9 0.0%
Royal Bank of Canada 16 2 0.0%
Royal Bank of Canada 1.40% 04-26-2019 Covered 243,086 242 0.1%
Royal Bank of Canada 1.65% 07-15-2021 DPNT 204,832 201 0.1%
Royal Bank of Canada 2.00% 03-21-2022 568,631 563 0.4%
Royal Bank of Canada 2.33% 12-05-2023 DPNT 227,201 226 0.1%
Royal Bank of Canada 2.36% 12-05-2022 67,011 67 0.0%
Royal Bank of Canada 2.50% 01-19-2021 490 1 0.0%
Royal Bank of Canada 3.31% 01-20-2026 764,006 783 0.5%
Royal Bank of Canada 4.65% 01-27-2026 GMTN 226,773 314 0.2%
Royal Bank of Canada F/R 02-11-2020 695,982 704 0.5%
Royal Bank of Canada F/R 03-23-2020 Covered 422,161 425 0.3%
Royal Bank of Canada F/R 04-09-2019 121,467 122 0.1%
Royal Bank of Canada F/R 11-30-2018 26,616 27 0.0%
Royal Dutch Shell PLC A 870 35 0.0%
RS PCL 73 0.0%
Sage Automotive Holdings Inc. Term Loan 1st Lien F/R 11-04-2022 15,225 20 0.0%
Samart Telcoms PCL 58 0.0%
Samsung Electronics Co. Ltd. 42 127 0.1%
Samsung SDI Co. Ltd. 3 1 0.0%
Samui Airport Property Fund Leasehold 125 0.0%
San Miguel Corp. 149 0.0%
Sands China Ltd. 2,744 17 0.0%
Sanlam Ltd. 1,464 11 0.0%
Sanofi 292 34 0.0%
Sansiri PCL 382 0.0%
Santander Consumer Bank AS 0.88% 06-12-2018 10,783 2 0.0%
Santander Consumer Bank AS F/R 03-30-2020 10,783 2 0.0%
Sappi Ltd. 126 1 0.0%
Saputo Inc. 1.94% 06-13-2022 Callable 2022 60,149 59 0.0%
Saputo Inc. 2.83% 11-21-2023 Callable 2023 84,585 85 0.0%
Sarantis SA 8 0.0%
Sarawak Oil Palms Bhd 31 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 1,522 2 0.0%
SBA Senior Finance II LLC Term Loan B1 1st lien F/R 03-24-2021 973 1 0.0%
Sberbank of Russia 3,774 19 0.0%
Sberbank of Russia ADR 871 18 0.0%
SCE Trust VI Pfd. 19 1 0.0%
Schaeffler AG 918 21 0.0%
Schindler Holding AG 1 0.0%
Schindler Holding AG PC 1 0.0%
Schouw & Co. 5 1 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 3,960 6 0.0%
Scientific Games International Inc. 6.25% 09-01-2020 Callable 182,378 239 0.1%
Scientific Games International Inc. 7.00% 01-01-2022 Callable 2018 144A 1,229 2 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 103,001 100 0.1%
Seah Besteel Corp. 1 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 981 1 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 837 1 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 329 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 1,125 2 0.0%
Securus Technologies Holdings Inc. Term Loan 1st Lien F/R 11-01-2024 17,314 23 0.0%
Segro PLC 32 0.0%
Semirara Mining & Power Corp. 112 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 245 0.0%
Sentul City TBK PT 11,788 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 736 1 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 2,514 3 0.0%
Seven Generations Energy Ltd. 86 2 0.0%
Seven Generations Energy Ltd. 5.38% 09-30-2025 Callable 2020 144A 1,042 1 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 5,029 7 0.0%
Severn Trent PLC 200 7 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 353 0.0%
SFS Group AG 4 1 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 272 0.0%
Shanghai Industrial Holdings Ltd. 127 0.0%
Shanghai Prime Machinery Co. Ltd. 221 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 80,775 83 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 64,010 66 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 137,164 148 0.1%
Shaw Communications Inc. 5.65% 10-01-2019 16,307 17 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 795,757 1,030 0.7%
Shaw Communications Inc. Pfd Series A 2,713 47 0.0%
Shenzhen Expressway Co. Ltd. 905 1 0.0%
Shenzhen International Holdings Ltd. 157 0.0%
Shenzhen Investment Ltd. 204 0.0%
Sherritt International Corp. 7.50% 09-24-2023 Callable 2019 191,014 150 0.1%
Sherritt International Corp. 8.00% 11-15-2021 Callable 2017 11,176 9 0.0%
Shimao Property Holdings Ltd. 308 1 0.0%
Shinhan Financial Group Co. Ltd. ADR 48 3 0.0%
Shinko Plantech Co. Ltd. 8 0.0%
Shinyoung Securities Co. Ltd. 2 0.0%
Shoei Foods Corp. 3 0.0%
Shoprite Holdings Ltd. 642 14 0.0%
Shun Tak Holdings Ltd. 1,307 1 0.0%
Siam Cement PCL-NVDR 682 13 0.0%
Siam Commercial Bank PCL 2,620 16 0.0%
Sichuan Expressway Co. Ltd. 136 0.0%
Siegfried Holding AG 0 0.0%
Siemens AG 160 28 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 88,903 92 0.0%
Sika AG 0 1 0.0%
Siliconware Precision Industries Co. ADR 20 0.0%
Siltronic AG 9 2 0.0%
Sime Darby BHD 1,037 1 0.0%
Sime Darby Plantation BHD 1,037 2 0.0%
Sime Darby Property BHD 1,037 0.0%
SIMMTECH Co. Ltd. 4 0.0%
SINA Corp. 3 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 1,601 2 0.0%
Sino-Ocean Land Holdings Ltd. 295 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. 565 0.0%
Sinotrans Ltd. 509 0.0%
Sinotruk Hong Kong Ltd. 475 1 0.0%
Sirius XM Radio Inc. 3.88% 08-01-2022 Callable 2020 144A 257 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 2,198 3 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 1,226 2 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 2,487 3 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 1,991 3 0.0%
Sixsigma Networks Mexico SA de CV 8.25% 11-07-2021 Callable 2017 144A 664 1 0.0%
SK Holdings Co. Ltd. 2 1 0.0%
SK Hynix Inc. 37 3 0.0%
SK Telecom Co. Ltd. ADR 70 2 0.0%
SKC Co. Ltd. 2 0.0%
SKP Resources BHD 211 0.0%
SM Energy Co. 6.50% 01-01-2023 Callable 753 1 0.0%
SM Energy Co. 6.50% 11-15-2021 Callable 551 1 0.0%
SM Investments Corp 6 0.0%
Smart Real Estate Investment Trust 3.985% 05-30-2023 Callable 48,262 50 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 29,725 39 0.0%
SMI Acquisition Inc. Term Loan 2nd Lien F/R 10-27-2025 823 1 0.0%
Smiles Fidelidade SA 7 0.0%
Smith & Nephew PLC 54 1 0.0%
SNC-Lavalin Group Inc. 8 0.0%
SNC-Lavalin Group Inc. 2.69% 11-24-2020 644,149 649 0.4%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 101,603 108 0.1%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 24,577 32 0.0%
Sociedad Quimica y Minera de Chile SA ADR B 15 1 0.0%
Soda Sanayii AS 45 0.0%
SodaStream International Ltd. 2 0.0%
Sofina SA 3 1 0.0%
SoftBank Group Corp. 254 28 0.0%
SoftBank Group Corp. 4.75% 09-19-2024 Callable 2024 32,513 42 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 152,405 206 0.1%
Solenis International LP Term Loan 2nd Lien F/R 07-31-2022 7,880 10 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 769 1 0.0%
Solera LLC Term Loan B 1st Lien F/R 03-03-2023 391 1 0.0%
Somboon Advance Technology PCL 79 0.0%
Sonova Holding AG 7 1 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 236,252 263 0.1%
Source Energy Services Ltd. 409 4 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 72 0.0%
Southern Power Co. 4.15% 12-01-2025 1,486 2 0.0%
Southern Star Central Corp. 5.125% 07-15-2022 Callable 144A 971 1 0.0%
SP LP 3.21% 06-15-2019 224,923 227 0.1%
Sparebank 1 Nord-Norge 20 0.0%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 164 0.0%
Spectrum Brands Inc. 5.75% 07-15-2025 Callable 2020 90,086 122 0.1%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 1,336 2 0.0%
Spectrum Brands Inc. Term Loan B 1st Lien F/R 06-23-2022 1,282 2 0.0%
Spirit Airlines Inc. 153 8 0.0%
Springland International Holdings Ltd. 98 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 1,549 2 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 188,278 250 0.1%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 1,091 1 0.0%
Sprint Corp. 7.25% 09-15-2021 2,133 3 0.0%
Sprint Corp. 7.875% 09-15-2023 190,029 265 0.1%
Sprint Nextel Corp. 9.00% 11-15-2018 144A 541 1 0.0%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 1,042 1 0.0%
Spy Hill Power LP 4.14% 03-31-2036 41,326 43 0.0%
SSE PLC 48 1 0.0%
SSY Group Ltd. 272 0.0%
St Clair Holding ULC 4.88% 08-31-2031 25,932 26 0.0%
St. George's University Scholastic Services LLC Term Loan B 1st Lien F/R 07-06-2022 1,663 2 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 387 1 0.0%
Standard Bank Group Ltd. 27 0.0%
Standard Chartered PLC 2,292 30 0.0%
Standard Pacific Corp. 5.875% 11-15-2024 Callable 2024 1,265 2 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 6 1 0.0%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 85,097 105 0.1%
Star Petroleum Refining PCL 614 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 26,616 31 0.0%
Starwood Property Trust Inc. 226 6 0.0%
State Bank of India 3.25% 04-18-2018 144A 466 1 0.0%
State Bank of India 3.622% 04-17-2019 144A 196 0.0%
State Bank of India GDR [London shares] 11 1 0.0%
State of Israel 2.00% 03-31-2027 13,723 5 0.0%
Steel Dynamics Inc. 69 3 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 144A 436 1 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 2,274 3 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 180 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 844 1 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 765 1 0.0%
Stobart Group Ltd. 29 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 88,934 99 0.1%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 387 1 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 187 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 158 0.0%
Stryker Corp. 4 1 0.0%
Subsea 7 SA 27 1 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 1,254 2 0.0%
Sumitomo Mitsui Construction Co. Ltd. 44 0.0%
Sun Art Retail Group Ltd. 136 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 180,854 193 0.1%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 138,942 142 0.1%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 267,725 271 0.1%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 73,830 74 0.0%
Suncor Energy Inc. 141 6 0.0%
Suncor Energy Inc. 3.00% 09-14-2026 MTN 30,481 30 0.0%
Sunlight Real Estate Investment Trust 12 0.0%
Sunny Optical Technology Group Co. Ltd. 4 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 473 1 0.0%
Sunway Construction Group Bhd 209 0.0%
Superior Industries International Inc. Term Loan 1st Lien F/R 03-22-2024 6,689 9 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 371,360 380 0.2%
SuperValu Inc. 7.75% 11-15-2022 Callable 2018 51,818 65 0.0%
Surgutneftegas OAO 597 0.0%
Suzano Papel e Celulose SA 44 0.0%
Svenska Cellulosa AB (SCA) B 371 5 0.0%
Swedish Match AB 114 6 0.0%
Swiss Life Holding AG Reg. 2 1 0.0%
Swiss Re Ltd. 17 2 0.0%
Swisscom AG Reg. 1 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 118,191 154 0.1%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 765 1 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 1,226 2 0.0%
Synovus Financial Corp. 7.875% 12-31-2049 Pfd. Callable 2018 26 1 0.0%
Synthomer PLC 113 1 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 1,406 2 0.0%
T-Mobile USA Inc. 6.125% 01-15-2022 Callable 2018 1,060 1 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 140,152 192 0.1%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 642 1 0.0%
T-Mobile USA Inc. 6.625% 04-01-2023 Callable 2018 2,221 3 0.0%
T-Mobile USA Inc. 6.836% 04-28-2023 Callable 2018 1,890 3 0.0%
T. Rowe Price Group Inc. 50 7 0.0%
TA Enterprise BHD 209 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 1,375 2 0.0%
Taekwang Industrial Co. Ltd. 0 1 0.0%
Taeyoung Engineering & Construction Co. Ltd. 9 0.0%
Tahoe Resources Inc. 623 4 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. 212 2 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 1,831 94 0.1%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 140,039 182 0.1%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 161,274 217 0.1%
Targa Resources Partners LP 5.00% 01-15-2028 Callable 2023 144A 2,782 4 0.0%
Targa Resources Partners LP 5.13% 02-01-2025 Callable 2020 529 1 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 1,058 1 0.0%
Tata Consultancy Services Ltd. 661 35 0.0%
Tata Motors Ltd. ADR 55 2 0.0%
Tatneft PJSC 110 1 0.0%
Tauron Polska Energia SA 263 0.0%
Taylor Wimpey PLC 73 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 141,737 160 0.1%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 161,724 189 0.1%
Technovator International Ltd 59 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 7,215 9 0.0%
Teck Resources Ltd. 4.75% 01-15-2022 Callable 2021 3,503 5 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 262 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 3,272 4 0.0%
Tekfen Holding AS 13 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 294 1 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 196 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 50,802 65 0.0%
Telesat Canada 8.88% 11-15-2024 Callable 2019 144A 70,360 101 0.1%
Telstra Corp. Ltd. 2.90% 04-19-2021 577 1 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 866 1 0.0%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 84,501 87 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 127,766 131 0.1%
TELUS Corp. 3.60% 01-26-2021 4,572 5 0.0%
TELUS Corp. 3.75% 03-10-2026 Callable 2025 54,358 57 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 146,055 153 0.1%
TELUS Corp. 4.75% 01-17-2045 Callable 127,004 134 0.1%
TELUS Corp. 5.05% 07-23-2020 2,182 2 0.0%
TELUS Corp. 5.15% 11-26-2043 128,122 142 0.1%
Temasek Financial I Ltd. 3.265% 02-19-2020 361 0.0%
Tenaga Nasional BHD 919 4 0.0%
Tenaris SA 1,065 20 0.0%
Tencent Holdings Ltd. 2,233 147 0.1%
Tenet Healthcare Corp. 6.00% 10-01-2020 1,533 2 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 140,877 170 0.1%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 3,975 4 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-31-2024 1,045 1 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 242,194 314 0.2%
TerraForm Power Operating LLC 5.875% 02-01-2023 Callable 2018 144A 59,067 80 0.0%
TerraForm Power Operating LLC Term Loan B 1st Lien F/R 11-02-2022 41,271 54 0.0%
Tervita Corp. Class A Voting 13 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 5,454 7 0.0%
TES Co. Ltd. 3 0.0%
Tesoro Corp. 5.13% 12-15-2026 Callable 2026 144A 1,010 1 0.0%
Tethys Oil AB 9 0.0%
Texas Instruments Inc. 2 0.0%
Textron Inc. 72 5 0.0%
Thai Oil Public Company Ltd. NVDR 12 0.0%
Thales SA 5 1 0.0%
Thanachart Capital PCL 20 0.0%
The a2 Milk Co. Ltd. 117 1 0.0%
The ADT Corp. 3.50% 07-15-2022 1,031 1 0.0%
The AES Corp. 156 2 0.0%
The AES Corp. 4.875% 05-15-2023 Callable 2018 1,194 2 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 644 1 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 4,374 6 0.0%
The AES Corp. 7.375% 07-01-2021 387 1 0.0%
The Allstate Corp. 1 0.0%
The Bank of Nova Scotia 91 7 0.0%
The Bank of Nova Scotia 1.33% 05-01-2018 314,005 314 0.2%
The Bank of Nova Scotia 1.83% 04-27-2022 399,301 392 0.2%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 510,556 504 0.4%
The Bank of Nova Scotia 2.29% 06-28-2024 462,041 456 0.3%
The Bank of Nova Scotia 2.36% 11-08-2022 241,420 241 0.1%
The Bank of Nova Scotia 4.50% 12-16-2025 60,282 82 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 105,895 136 0.1%
The Bank of Nova Scotia F/R 04-20-2018 67,007 67 0.0%
The Bank of Nova Scotia F/R 06-27-2018 30,711 31 0.0%
The Basic House Co. Ltd. 2 0.0%
The Berkeley Group Holdings PLC 62 4 0.0%
The Boeing Co. 69 25 0.0%
The Brink's Co. 23 2 0.0%
The British Land Co. PLC 173 2 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 52,588 61 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 622 1 0.0%
The Chemours Co. 6.63% 05-15-2023 Callable 2018 1,031 1 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 654 1 0.0%
The Empire Life Insurance Co. 2.87% 05-31-2023 81,283 82 0.0%
The Empire Life Insurance Co. F/R 03-15-2028 Callable 2023 133,354 136 0.1%
The Empire Life Insurance Co. F/R 12-16-2026 Callable 2021 32,513 33 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 243,148 244 0.1%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 343,419 339 0.2%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 262,136 265 0.1%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 4,137 4 0.0%
The Hartford Financial Serivces Group Inc. Pfd. 26 1 0.0%
The Home Depot Inc. 2.70% 04-01-2023 Callable 2023 788 1 0.0%
The International Bank for Reconstruction and Development 1.375% 06-23-2019 4,198 1 0.0%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 236,084 214 0.1%
The International Bank for Reconstruction and Development 3.625% 02-20-2018 317 0.0%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 1,688 0.0%
The International Bank for Reconstruction and Development 4.625% 02-26-2019 945 1 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 1,544 1 0.0%
The Kiyo Bank Ltd. 6 0.0%
The Korea Development Bank 1.50% 01-22-2018 490 1 0.0%
The Korea Development Bank 5.25% 04-03-2018 784 1 0.0%
The Kraft Heinz Co. 41 4 0.0%
The Link Real Estate Investment Trust 31 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 239,276 240 0.1%
The Manufacturers Life Insurance Co. 2.81% 02-21-2024 Callable 2019 209,049 211 0.1%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 38,203 39 0.0%
The Men's Wearhouse Inc. 7.00% 07-01-2022 Callable 271,998 338 0.2%
The Neiman Marcus Group Inc. LLC Term Loan F/R 10-25-2020 18,661 20 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 237,321 176 0.1%
The Nippon Road Co. Ltd. 1 0.0%
The Procter & Gamble Co. 60 7 0.0%
The Progressive Corp. 9 1 0.0%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 1,218 2 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 980 1 0.0%
The Toronto-Dominion Bank 17 1 0.0%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 569,537 562 0.4%
The Toronto-Dominion Bank 1.69% 04-02-2020 DPNT 83,823 83 0.0%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 720,469 704 0.5%
The Toronto-Dominion Bank 1.99% 03-23-2022 70,360 70 0.0%
The Toronto-Dominion Bank 2.05% 12-01-2022 24,067 24 0.0%
The Toronto-Dominion Bank 2.621% 12-22-2021 117,301 119 0.1%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 152,405 154 0.1%
The Toronto-Dominion Bank 2.982% 09-30-2025 Callable 2020 96,117 98 0.1%
The Toronto-Dominion Bank 3.226% 07-24-2024 165,512 173 0.1%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 319,288 356 0.2%
The Toronto-Dominion Bank 5.38% 07-01-2028 106,943 123 0.1%
The Toronto-Dominion Bank 5.50% 04-01-2024 17,674 20 0.0%
The Toronto-Dominion Bank 5.76% 12-18-2106 (F/R @ 12-18-2017) Callable 2017 203,206 204 0.1%
The Toronto-Dominion Bank 6.125% 12-01-2024 85,064 100 0.1%
The Toronto-Dominion Bank F/R 02-18-2020 789,000 798 0.5%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 685,091 692 0.5%
The Towa Bank Ltd. 12 0.0%
The Unite Group PLC 19 0.0%
The Walt Disney Co. 9 1 0.0%
The Walt Disney Co. 2.76% 10-07-2024 1,125,510 1,141 0.7%
The Weir Group PLC 253 9 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 938 1 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 425 1 0.0%
Thermo Fisher Scientific Inc. 3 1 0.0%
Thitikorn PCL 76 0.0%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 68,277 71 0.0%
Tianjin Development Holdings Ltd. 161 0.0%
Tianjin Port Development Holdings Ltd. 153 0.0%
TICON Property Fund 117 0.0%
Tiger Brands Ltd. 268 11 0.0%
Tim Participacoes SA ADR 89 2 0.0%
Time Inc. 7.50% 10-15-2025 Callable 2020 144A 563 1 0.0%
Time Inc. Term Loan B 1st Lien F/R 10-11-2024 736 1 0.0%
Tingyi (Cayman Islands) Holding Corp. 314 1 0.0%
TIPCO Foods PCL 197 0.0%
Tisco Financial Group PCL NVDR 387 1 0.0%
TMX Finance LLC 8.50% 09-15-2018 Callable 144A 398 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 64,959 65 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 119,384 130 0.1%
Toda Corp. 22 0.0%
Toho Holdings Co. Ltd. 30 1 0.0%
Tokyo Electric Power Co. Holdings Inc. 1,464 8 0.0%
Tomony Holdings Inc. 40 0.0%
Tongaat Hulett Ltd. 48 0.0%
Top Glove Corp. BHD 179 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 40,641 42 0.0%
Toronto Hospital 5.64% 12-08-22 90,186 97 0.1%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 36,364 47 0.0%
Total Access Communication PCL NVDR 30 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 611 1 0.0%
Towngas China Co. Ltd. 293 0.0%
Toyo Ink Manufacturing Co. Ltd. 20 0.0%
Toyota Credit Canada Inc. F/R 01-22-2018 5,119 5 0.0%
TransAlta Corp. 6.65% 05-15-2018 2,198 3 0.0%
TransAlta Corp. Pfd. Series A 7,838 112 0.1%
TransAlta Renewables Inc. 17 0.0%
TransCanada Corp. Pfd. Series 15 8,234 216 0.1%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 142,245 180 0.1%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 304 0.0%
TransCanada PipeLines Ltd. 3.30% 07-17-2025 Callable 2025 MTN 55,882 58 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 191,349 198 0.1%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 490 1 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 408,953 448 0.3%
TransCanada PipeLines Ltd. 4.88% 01-15-2026 Callable 2025 779 1 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 35,917 45 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 86,363 112 0.1%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 58,676 92 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 380,468 384 0.2%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 894 1 0.0%
Transcontinental Inc. Class A Sub. voting 15 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 1,582 2 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 90,427 92 0.0%
Travelsky Technology Ltd. 195 1 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 38,916 51 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 4,877 5 0.0%
Trencor Ltd. 24 0.0%
Trevali Mining Corp. Purchase Warrants Exp. 12-30-2020 1,959 2 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 704 1 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 310 0.0%
TricorBraun Inc. (KRAIND) Term Loan 1st Lien F/R 11-30-2023 12,973 17 0.0%
TricorBraun Inc. (KRAIND) Term Loan Delayed Draw 1st Lien F/R 11-28-2023 1,307 2 0.0%
Trigano SA 2 0.0%
Trillium Windpower LP 5.80% 02-15-2033 44,177 51 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 3,742 5 0.0%
Trinity Industries Inc. 69 3 0.0%
Trinseo Materials Operating SCA 5.38% 09-01-2025 Callable 2020 144A 1,074 1 0.0%
Trinseo SA 31 3 0.0%
Triton International Ltd. of Bermuda 14 1 0.0%
Tronox Blocked Borrower LLC Term Loan B 1st Lien F/R 09-14-2024 14,795 19 0.0%
Tronox Pigments Holland BV Term Loan B 1st Lien F/R 09-14-2024 34,142 45 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 490 1 0.0%
Tsingtao Brewery Co. Ltd. H 1,472 8 0.0%
TTM Technologies Inc. 5.63% 10-01-2025 Callable 2020 144A 155,207 205 0.1%
Tunas Baru Lampung Tbk PT 391 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 48 2 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 38 0.0%
Turkiye Vakiflar Bankasi TAO 202 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 765 1 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 23 1 0.0%
U.S. Bancorp Pfd. Security Series A 2 2 0.0%
U.S. Renal Care Inc. Term Loan 1st Lien F/R 12-31-2022 12,430 16 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 6,229 8 0.0%
UBS Group AG 1,381 31 0.0%
Uchi Technologies Bhd 329 0.0%
Ultrapar Participacoes SA 642 18 0.0%
Uni-President China Holdings Ltd. 488 0.0%
Uni-Select Inc. 1 0.0%
Unid Co. Ltd. 2 0.0%
Unifin Financiera SAB de CV 57 0.0%
Unilever NV CVA 36 3 0.0%
Union Gas Ltd. 2.88% 11-22-2027 Callable 2027 29,465 30 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 70,302 72 0.0%
Union Gas Ltd. 3.79% 07-10-2023 Callable 2023 15,240 16 0.0%
Uniper SE 224 9 0.0%
UNIPETROL AS 20 0.0%
Unipro PJSC 12,614 1 0.0%
United Airlines Inc. Term Loan 1st Lien B F/R 04-01-2024 683 1 0.0%
United Engineers Ltd. 32 0.0%
United Kingdom Treasury 4.25% 12-07-2027 669,732 1,487 0.9%
United Microelectronics Corp. ADR 981 3 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 59,082 58 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 1,075 1 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 656 1 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 902 1 0.0%
United States Treasury 0.38% 07-15-2027 459,242 588 0.4%
United States Treasury 0.89% 02-15-2047 800,851 1,059 0.7%
United States Treasury 2.25% 08-15-2027 2,904,577 3,691 2.1%
United States Treasury 2.25% 11-15-2025 98 0.0%
United States Treasury 2.75% 08-15-2047 91,086 116 0.1%
United States Treasury Inflation Indexed Bonds 0.125% 04-15-2019 277,522 376 0.2%
United Technologies Corp. 11 2 0.0%
United Tractors TBK PT 529 2 0.0%
UnitedHealth Group Inc. 3 1 0.0%
UnitedHealth Group Inc. 2.88% 03-15-2022 Callable 2021 86,261 113 0.1%
Univentures PCL 240 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 50,037 60 0.0%
Univision Communications Inc. 6.75% 09-15-2022 Callable 2017 144A 95 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 1,169 2 0.0%
Upland Software Inc. 16 0.0%
UPM-Kymmene OYJ 134 5 0.0%
Uralkali 141 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 1,082 1 0.0%
USB Capital IX 3.50% 10-29-2049 1,111 1 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 49 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 371 1 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 613 1 0.0%
Vale SA ADR 669 9 0.0%
Vale SA Frn Sub Perpetual 09-30-2049 5,300 0.0%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 409 1 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 218,803 263 0.1%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 409 1 0.0%
Valener Inc. 21 0.0%
Valero Energy Corp. 22 2 0.0%
Valora Holding AG 0 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 76,202 87 0.0%
Vanguard Growth ETF 1,400 253 0.1%
Vantage Drilling International - Units 2 0.0%
Vantiv LLC Term Loan B 1st Lien F/R 08-07-2024 664 1 0.0%
VAT Group AG 3 1 0.0%
VCVH Holding Corp. Term Loan 1st Lien F/R 05-10-2023 32,105 42 0.0%
Vector Group Inc. 2.50% 01-15-2019 Conv. 216 0.0%
Vedanta Ltd. 24 1 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 945 1 0.0%
Venator Finance SARL/Venator Materials Corp. 5.75% 07-15-2025 Callable 2020 1,462 2 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 119,191 118 0.1%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 97,629 99 0.1%
Verdesian Life Sciences LLC Term Loan 1st Lien F/R 06-25-2020 5,385 6 0.0%
Veresen Inc. 3.06% 06-13-2019 66,042 67 0.0%
Veresen Inc. 4.00% 11-22-2018 Callable MTN 11,938 12 0.0%
Verisk Analytics Inc. 4.00% 06-15-2025 Callable 2025 887 1 0.0%
Verizon Communications Inc. 2.63% 08-15-2026 Callable 2026 165,246 200 0.1%
Verizon Communications Inc. 3.50% 02-17-2023 606 1 0.0%
Verizon Communications Inc. 4.272% 01-15-2036 742 1 0.0%
Verizon Communications Inc. 5.15% 09-15-2023 1,274 2 0.0%
Verizon Owner Trust 1.42% 01-20-2021 404 1 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 8,181 11 0.0%
Viacom Inc. 5.85% 09-01-2043 Callable 2043 1,169 2 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 50,802 66 0.0%
VICI Properties 1 LLC Term Loan 1st Lien F/R 10-15-2022 466 1 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 1,664 2 0.0%
Videotron Ltee 5.00% 07-15-2022 3,414 5 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 15,962 17 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 364,248 390 0.2%
Village Super Market Inc. 4 0.0%
Vinci SA 185 24 0.0%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 2,611 3 0.0%
Visa Inc. 2.80% 12-14-2022 Callable 2022 2,489 3 0.0%
Visa Inc. 3.15% 12-14-2025 Callable 2025 88,446 116 0.1%
Visa Inc. Class A 71 10 0.0%
Vistra Energy Corp. 235 6 0.0%
Vital KSK Holdings Inc. 24 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 8,727 12 0.0%
VMware Inc. Class A 53 8 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 577 1 0.0%
Vodafone Group PLC 1,283 5 0.0%
Voya Financial Inc. 122 7 0.0%
VRX Escrow Corp. 4.50% 05-15-2023 Callable 2020 144A 1,225 2 0.0%
VRX Escrow Corp. 5.375% 03-15-2020 Callable 144A 94,898 121 0.1%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 2,247 3 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 4,003 4 0.0%
VS Industry Bhd 47 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 262 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 573 1 0.0%
Wachovia Capital Trust III F/R 03-15-2066 2,178 3 0.0%
Wal-Mart de Mexico SAB de CV Series V 3,511 11 0.0%
Wal-Mart Stores Inc. 90 11 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 266 0.0%
WaMu Mortgage Pass Through Certificates 0.493% 12-25-2045 118 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 257 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 143 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 419 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 117 0.0%
Waste Management Inc. 2.90% 09-15-2022 Callable 2022 721 1 0.0%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 1,577 2 0.0%
Waters Corp. 3 1 0.0%
Weatherford International Ltd. 9.25% 06-15-2023 Callable 2023 415 1 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 764 1 0.0%
Weatherford International PLC 1,545 7 0.0%
WEG SA 1,219 11 0.0%
Weibo Corp. 3 0.0%
Weiqiao Textile Co. Ltd. 111 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 110,595 138 0.1%
Wells Fargo & Co. 12-31-2049 Callable 2024 Pfd. 10 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 39 1 0.0%
Wells Fargo & Co. 2.222% 03-15-2021 236,532 236 0.1%
Wells Fargo & Co. 2.50% 03-04-2021 2,083 3 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 175,926 173 0.1%
Wells Fargo & Co. 2.98% 05-19-2026 168,804 166 0.1%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 248,928 258 0.1%
Wells Fargo & Co. 7.50% Non-cum. Class A Conv. Pfd. Series L 1 1 0.0%
Wells Fargo & Co. 7.98% 03-15-2018 294 0.0%
Wells Fargo & Co. F/R 07-27-2021 505 1 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 158 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 170 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 1,018 1 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 2,138 3 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 89,208 116 0.1%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 50,802 53 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 99,063 109 0.1%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 1,998 53 0.0%
Westcoast Energy Inc. 5.60% 01-16-2019 Callable 47,449 49 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 1,320 1 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 1,248 1 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 71,903 94 0.1%
WestJet Airlines Ltd. 3.287% 07-23-2019 84,839 86 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 72 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 866 1 0.0%
Wheelock and Co. Ltd. 19 0.0%
White Mountains Insurance Group Ltd. 1 1 0.0%
Wilh. Wilhelmsen Holding ASA 36 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 1,060 1 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 199,129 266 0.1%
Williams Scotsman International Inc. Bridge Loan 12-19-2017 9,380,000 0.0%
Wilson Bayly Holmes-Ovcon Ltd. 22 0.0%
Wincor Nixdorf AG 4 1 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 130,052 161 0.1%
Windstream Holdings Inc. 6.375% 08-01-2023 Callable 2018 971 1 0.0%
Windstream Services LLC Term Loan B6 1st Lien F/R 03-16-2021 4,982 6 0.0%
Winnipeg Airports Authority Inc. 4.569% 11-20-2019 67,312 70 0.0%
Winpak Ltd. 9 0.0%
Wipro Ltd. ADR 287 2 0.0%
Wirepath Home Systems LLC Term Loan 1st Lien F/R 07-27-2024 1,750 2 0.0%
WMG Acquisition Corp. 6.75% 04-15-2022 Callable 2017 144A 743 1 0.0%
WMG Acquisition Corp. Term loan 1st Lien F/R 11-01-2023 628 1 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 1,025 1 0.0%
Woori Bank 5 0.0%
Woori Investment & Securities Co. Ltd. 6 0.0%
Workspace Group PLC 8 0.0%
Wrangler Buyer Corp. 6.00% 10-01-2025 Callable 2020 144A 52,318 69 0.0%
WSP Global Inc. 3 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 251,214 250 0.1%
WTH Car Rental ULC 2.542% 08-20-2019 Sinkable 227,642 229 0.1%
Wuestenrot & Wuerttembergische AG 27 1 0.0%
Wyndham Worldwide Corp. 4.50% 04-01-2027 Callable 818 1 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 1,249 2 0.0%
Xiamen International Port Co. Ltd. H 212 0.0%
Xingda International Holdings Ltd. 395 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 21 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 40,641 56 0.0%
Xunlei Ltd. 0 0.0%
Yanzhou Coal Mining Co. Ltd. H 458 1 0.0%
YeaRimDang Publishing Co. Ltd. 4 0.0%
YMC Co. Ltd. 3 0.0%
Yodogawa Steel Works Ltd. 5 0.0%
Youngone Corp. 0 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 98,616 127 0.1%
Yuasa Trading Co. Ltd. 6 0.0%
Yuexiu Property Co. Ltd. 178 0.0%
Yuexiu Transport Infrastructure Ltd. 154 0.0%
Yurtec Corp. 15 0.0%
Yuzhou Properties Co. Ltd. 904 1 0.0%
YY Inc. 8 1 0.0%
Zebra Technologies Corp. 7.25% 10-15-2022 Callable 2017 1,536 2 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 953 1 0.0%
ZF North America Capital Inc. 4.75% 04-29-2025 144A 2,203 3 0.0%
Zhengzhou Coal Mining Machinery Group Co. Ltd. Class H 65 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 808 1 0.0%
Zoomlion Heavy Industry Science and Technology Co. Ltd. 1,447 1 0.0%
Zurich Insurance Group AG 1 0.0%
Total Investments -- 186,228 100.4%
Currency Hedge Contracts -- -1,685 -0.9%
Other Assets (Liabilities) -- 918 0.5%
Total Net Assets -- 185,461 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of January 31, 2018
  • Regional Allocation
      Canada
    63.8%
      United States
    21.1%
      Other
    2.3%
      United Kingdom
    1.9%
      Germany
    1.5%
      France
    0.9%
      Netherlands
    0.3%
      Belgium
    0.3%
      Australia
    0.3%
      Mexico
    0.2%
      Cash & Equivalents 7.4%
  • Sector Allocation
      Corporate Bonds 44.7%
      Federal Bonds 23.4%
      Provincial Bonds 8.5%
      Cash & Equivalents 7.4%
      Foreign Fixed Income 6.5%
      Bank Loans 4.5%
      Equities 2.2%
      Mutual&Pooled 1.5%
      Mortgage Backed 0.7%
      Other 0.6%
Credit Allocation (%)
AAA 33.5%
AA 15.1%
A 14.3%
BBB 11.1%
BB 5.1%
B 8.2%
CCC & Below 1.9%
NR 0.4%
Cash & Equivalents 7.4%
Equities 3%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Asset Allocation Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Asset Allocation Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Asset Allocation Team

Investment experience since 2009

Note: USD option is capped to new purchases.

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

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

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 90% FTSE TMX Canada Universe Bond 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.

‡ Credit ratings and rating categories are based on Standard & Poor’s or DBRS (or equivalent ratings issued by other approved credit rating organizations).