Fund Portfolio – Symmetry Moderate Growth Portfolio Series A MFC2898 MFC3655 MFC7173 MFC4117 | Mackenzie Investments

Symmetry Moderate Growth Portfolio Series A

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of December 31, 2018
Major holdings represent 17.6% of the fund.
View all holdings
Total # of
Equity Holdings
1550
Total # of
Fixed Income Holdings
1651
Holding name, country and sector Percentage of holding in fund
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Pooled Funds
3.4%
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
2.4%
Mackenzie US Investment Grade Corporate Bond Index ETF
Canada | Exchange Traded Funds
2.3%
Government of Canada 3.50% 06-01-2020
Canada | Federal Government
2.2%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
2.2%
Government of Canada 2.00% 06-01-2028
Canada | Federal Government
1.9%
Royal Bank of Canada
Canada | Diversified Banks
1.1%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.8%
Bank of Montreal
Canada | Diversified Banks
0.8%
Suncor Energy Inc
Canada | Integrated Oil & Gas
0.6%

Complete Fund Holdings Help Full holdings list

As of November 30, 2018
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 590,067 781 0.0%
21Vianet Group Inc. ADR 36 0.0%
3SBio Inc. 719 1 0.0%
407 International Inc. 3.43% 06-01-2033 MTN 1,430,125 1,407 0.1%
407 International Inc. 3.60% 05-21-2047 Callable 290,629 278 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 1,033,910 1,008 0.0%
407 International Inc. 5.96% 12-03-2035 Callable 1,136,523 1,464 0.1%
407 International Inc. 6.75% 07-27-2039 Callable 64,271 82 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 810,341 1,190 0.1%
58.Com Inc. ADR 3,201 254 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 56,775 75 0.0%
AbbVie Inc. 6,716 842 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 104,343 158 0.0%
Abcam PLC 12,249 237 0.0%
ABIOMED Inc. 6,010 2,658 0.2%
Absolute Software Corp. 1,653 14 0.0%
Accenture PLC Class A 17,756 3,883 0.3%
Access Justice Durham 5.015% 08-31-2039 228,425 252 0.0%
Acer Inc. 54,301 47 0.0%
Acrisure LLC Term Loan B 1st Lien F/R 11-22-2023 0 0.0%
Acxiom Corp. 3,790 238 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 116,060 138 0.0%
Adcock Ingram Holdings Ltd. 1,151 6 0.0%
Addus HomeCare Inc. 1,234 122 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 18,706 25 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 19,059 26 0.0%
Admiral Group PLC 26,292 930 0.0%
Adtalem Global Education Inc. 15,212 1,168 0.1%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 0 0.0%
Advance Auto Parts Inc. 31,527 7,448 0.4%
Advanced Info Service PCL (Thailand) DR 12,119 87 0.0%
Advanced Medical Solutions Group PLC 88,426 116 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 589,098 855 0.0%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 136,383 182 0.0%
AECI Ltd. 14,012 122 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 205,591 249 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 143,693 192 0.0%
Aecon Group Inc. 11,623 218 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 55,283 72 0.0%
Aegon NV 248,152 1,837 0.2%
AEON Credit Service M Bhd 683 3 0.0%
AEON Thana Sinsap (Thailand) PCL 5,035 38 0.0%
AerCap Holdings NV 50,267 3,533 0.3%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 214,045 271 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 126,912 162 0.0%
Aeroflot - Russian Airlines OJSC 3,021 7 0.0%
Aetna Inc. 19,738 5,567 0.3%
Aflac Inc. 38,125 2,318 0.2%
African Development Bank F/R 02-24-2019 20,070 3 0.0%
African Oxygen Ltd. 2,014 6 0.0%
African Rainbow Minerals Ltd. 2,733 32 0.0%
AG Mortgage Investment Trust Inc. 942 23 0.0%
Agellan Commercial Real Estate Investment Trust 2,172 31 0.0%
AGF Management Ltd. Class B non-voting 21,112 106 0.0%
Aggreko PLC 31,620 400 0.0%
Agile Property Holdings Ltd. 53,942 98 0.0%
Agnico-Eagle Mines Ltd. 19,128 894 0.0%
Agricultural Bank of China Ltd. H 4,084,109 2,463 0.2%
Agritrade Resources Ltd. 20,299 252 0.0%
AGT Food and Ingredients Inc. 7,963 123 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2018 378,841 371 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 286,972 366 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 7,372 92 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 283,441 373 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 320,121 305 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 187,526 182 0.0%
Aimia Inc. 142,040 500 0.0%
Air Canada 184,278 5,344 0.3%
Air China Ltd. H 49,626 64 0.0%
Air Liquide SA 2,872 462 0.0%
Air Medical Group Holdings Inc. Term Loan B 1st Lien F/R 09-26-2024 0 0.0%
Air New Zealand Ltd. 6,045 17 0.0%
Air Newco LLC Term Loan B 1st Lien F/R 05-31-2024 0 0.0%
AirAsia BHD 99,864 98 0.0%
Airports of Thailand Public Co. Ltd. 9,386 24 0.0%
AK Holdings Inc 512 32 0.0%
Aker ASA 347 26 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 140,377 187 0.0%
Akzo Nobel NV 10,786 1,208 0.1%
AL Midcoast Holdings LLC B Term Loan 1st Lien F/R 06-28-2025 89,831 118 0.0%
Alam Sutera Realty TBK PT 4,049,879 131 0.0%
Alberta Powerline LP 4.06% 03-01-2054 281,289 285 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 176,864 235 0.0%
Alcanna Inc. 29,844 34 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 28,661 23 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 356,679 337 0.0%
Alfa SA Series A 76,515 102 0.0%
Algonquin Power & Utilities Corp. 40,541 572 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 638,347 633 0.0%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 232,987 240 0.0%
Algonquin Power Co. 4.82% 02-15-2021 151,536 156 0.0%
Alibaba Group Holding Ltd. ADR 3,704 792 0.0%
Alibaba Health Information Technology Ltd. 2,877 3 0.0%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 1,410,922 1,431 0.1%
Alimentation Couche-Tard Inc. Class B Sub. voting 55,014 3,836 0.3%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 56,372 83 0.0%
Allergan PLC 35,565 7,404 0.4%
Alliance Data Systems Corp. 8,259 2,200 0.2%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 85,216 113 0.0%
Alliance Financial Group BHD 2,877 4 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 72,927 74 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 35,873 40 0.0%
Allianz SE Reg. 19,250 5,403 0.3%
Allied Properties Real Estate Investment Trust 9,733 439 0.0%
Allied Properties Real Estate Investment Trust 3.64% 04-21-2025 Callable 2025 147,748 142 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 251,929 254 0.0%
Allied Properties Real Estate Investment Trust 3.93% 11-14-2022 185,632 186 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 15,947 19 0.0%
Ally Financial Inc. 4,229 150 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 96,179 131 0.0%
Ally Financial Inc. 8.00% 11-01-2031 307,973 479 0.0%
Almonde Inc. Term Loan B 1st Lien F/R 06-13-2024 48,250 62 0.0%
Alpek SAB de CV 147,639 239 0.0%
Alphabet Inc. Class A 1,024 1,511 0.1%
Alphabet Inc. Class C 1,057 1,538 0.1%
Alstom SA 7,482 437 0.0%
Alta Mesa Holdings LP 7.88% 12-15-2024 Callable 2019 27,409 26 0.0%
AltaGas Ltd. 3.72% 09-28-2021 Callable 346,640 347 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 300,042 294 0.0%
AltaGas Ltd. 3.98% 10-04-2027 Callable 2027 139,632 134 0.0%
AltaGas Ltd. Pfd. Series K 13,582 249 0.0%
Altair Engineering Inc. 17,270 742 0.0%
AltaLink LP 2.98% 11-28-2022 503,859 504 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 276,933 269 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 500,260 517 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 270,031 343 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 495,528 628 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 901,642 888 0.0%
Altisource Portfolio Solutions SA 1,704 54 0.0%
Altran Technologies SA Term Loan B 1st Lien F/R 02-01-2025 34,077 51 0.0%
Amata Corp. PCL 1,007 1 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 204,574 243 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 117,109 138 0.0%
Amcor Ltd. 132,629 1,734 0.1%
Amdocs Ltd. 12,034 1,038 0.0%
Amedisys Inc. 3,586 650 0.0%
America Movil SAB de CV 7.125% 12-09-2024 1,531,988 87 0.0%
America Movil SAB de CV Series L ADR 9,997 179 0.0%
America's Car-Mart Inc. 797 79 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 04-28-2023 131,868 172 0.0%
American Airlines Inc. Term Loan B 1st Lien F/R 10-10-2021 61,260 81 0.0%
American Dental Partners Inc. Term Loan 1st Lien F/R 08-30-2021 0 0.0%
American Express Co. 13,214 1,972 0.2%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 417,347 671 0.0%
American National Insurance Co. 5,087 863 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 57,561 70 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 88,426 114 0.0%
Amneal Pharmaceuticals LLC Term loan B 1st Lien F/R 03-23-2025 102,616 136 0.0%
Amphenol Corp. Class A 2,710 317 0.0%
Anadolu Cam Sanayii AS 3,488 2 0.0%
Andrew Peller Ltd. 123 2 0.0%
Angang Steel Co. Ltd. H Shares 1,438 2 0.0%
Anglo American Platinum Ltd. 863 37 0.0%
Anglo American PLC 8,819 234 0.0%
AngloGold Ashanti Ltd. ADR 6,293 83 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 1,653,641 1,559 0.1%
Anhui Conch Cement Co. Ltd. H 59,930 416 0.0%
Anpec Electronics Corp. 86,242 239 0.0%
Ansell Ltd. 23,186 514 0.0%
Anta Sports Products Ltd. 7,552 46 0.0%
Antero Midstream 5.38% 09-15-2024 93,953 122 0.0%
Antero Resources Corp. 5.00% 03-01-2025 205,702 262 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 140,531 183 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 105,006 139 0.0%
Anthem Inc. 10,926 4,213 0.3%
Anthem Inc. 2.75% 10-15-2042 73,394 389 0.0%
APCO Holdings Inc. Term Loan B 1L F/R 06-06-2025 0 0.0%
Apex International Co. Ltd. 252,034 385 0.0%
Apollo Commercial Real Estate Finance Inc. 90,112 2,269 0.2%
Apple Inc. 36,065 8,561 0.5%
Apple Inc. 2.51% 08-19-2024 Callable 2024 7,378,498 7,087 0.4%
Apple Inc. 2.85% 08-28-2019 132,640 129 0.0%
Apple Inc. F/R 02-09-2022 130,429 175 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 110,533 146 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 97,269 130 0.0%
Aramark Services Inc. Term Loan 1L F/R 03-11-2025 42,267 56 0.0%
Aramark Services Inc. Term Loan B 1st Lien F/R 03-28-2024 117,397 155 0.0%
ARC Resources Ltd. 51,277 467 0.0%
Arcadyan Technology Corp. 13,665 40 0.0%
ArcelorMittal SA 7.00% 10-15-2039 28,405 40 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 761,834 901 0.0%
Archer-Daniels-Midland Co. 158,113 9,672 0.5%
Arcosa Inc. 408 15 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 44,920 51 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 89,701 121 0.0%
Ardonagh Midco 3 PLC 8.63% 07-15-2023 [144A] Callable 2020 428,090 514 0.0%
Argonaut Gold Inc. 592 1 0.0%
Aritzia Inc. 8,847 162 0.0%
Arkema Group 312,544 313 0.0%
ARMOUR Residential REIT Inc. 12,875 379 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 255,718 253 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 63,683 74 0.0%
Arrowhead Properties Ltd. 265,139 114 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 134,421 178 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 97,923 129 0.0%
Artis Real Estate Investment Trust 20,494 203 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 255,718 256 0.0%
Artis Real Estate Investment Trust F/R 02-07-2020 0 0.0%
Asanko Gold Inc. 74 0.0%
Ashland Global Holdings Inc. 6,268 682 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 47,840 58 0.0%
Asia Cement China Holdings Corp. 134,683 139 0.0%
Asia Cement Corp. 79,851 116 0.0%
Asia Paper Manufacturing Co. Ltd. 3,013 108 0.0%
Asian Development Bank 4.625% 03-06-2019 120,481 111 0.0%
Asian Development Bank 5.00% 03-09-2022 74,057 78 0.0%
Asian Development Bank 5.90% 12-20-2022 351,081 6 0.0%
Asian Development Bank 6.00% 02-24-2021 275,968 5 0.0%
Asian Development Bank 6.45% 08-08-2021 207,879 4 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 107,641 91 0.0%
ASP MSG Acquisition Co. Inc. Term Loan 1st Lien F/R 08-16-2023 37,470 49 0.0%
Aspen Technology Inc. 3,989 458 0.0%
ASR Nederland NV 26,113 1,502 0.1%
Asseco Poland SA 539 9 0.0%
AssetMark Financial Holdings Inc. Term Loan 1st Lien F/R 11-08-2025 0 0.0%
Associated Capital Group Inc. Class A 5,120 289 0.0%
Assore Ltd. 899 24 0.0%
Assured Guaranty Ltd. 108,910 5,910 0.4%
Astral Foods Ltd. 17,653 296 0.0%
AT&T Inc. 24,276 1,008 0.0%
AT&T Inc. 2.35% 09-05-2029 Callable 2029 296,211 395 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 167,944 166 0.0%
AT&T Inc. 4.13% 02-17-2026 294,505 391 0.0%
AT&T Inc. 4.85% 05-25-2047 2,483,871 2,266 0.2%
AT&T Inc. 4.90% 08-14-2037 144A 4,051,627 5,330 0.3%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 207,037 195 0.0%
ATCO Ltd. Class I non-voting 13,227 537 0.0%
Athabasca Oil Corp. 141,028 145 0.0%
Atlantic Power Corp. 7,477 22 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 606,146 480 0.0%
ATS Automation Tooling Systems Inc. 65,912 1,122 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 144A Callable 2018 620,231 848 0.0%
AU Optronics Corp. 527,082 287 0.0%
Austevoll Seafood ASA 3,716 68 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 97,711 147 0.0%
AutoCanada Income Fund 5.625% 05-25-2021 378,841 365 0.0%
Automatic Data Processing Inc. 2,246 440 0.0%
Automotive Properties Real Estate Investment Trust 1,703 17 0.0%
Autostrada Torino-Milano SPA 10,097 256 0.0%
Avangrid Inc. 10,561 707 0.0%
Avaya Holdings Corp. 4,094 85 0.0%
Avaya Inc. Term Loan B-Exit 1st Lien F/R 11-09-2024 111,898 147 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 114,954 169 0.0%
Aveva Group PLC 4,410 192 0.0%
AVIC International Holdings Ltd. 2,877 2 0.0%
Aviva PLC 4.50% 05-10-2021 392,075 401 0.0%
Avolon Holdings Funding Ltd. 5.13% 10-01-2023 Callable 2023 144A 367,777 487 0.0%
Avolon Holdings Funding Ltd. 5.50% 01-15-2023 144A Callable 2022 117,441 157 0.0%
AXA SA 50,906 1,649 0.1%
Axfood AB 10,543 244 0.0%
Axiomtek Co. Ltd. 14,990 34 0.0%
Ayala Corp. 210 5 0.0%
B2Gold Corp. 9,673 32 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 24,317 24 0.0%
BAC Capital Trust XIV F/R Perpetual 09-29-2049 Callable 181,274 191 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 199,335 261 0.0%
Bahle-Metal Leve SA 791 7 0.0%
Baidu Inc. ADR 8,451 2,115 0.2%
Ball Corp. 4.00% 11-15-2023 152,536 198 0.0%
Ball Corp. 4.375% 12-15-2020 130,429 175 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 182,822 240 0.0%
Ball Corp. 5.25% 07-01-2025 173,537 235 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 138,482 184 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 25,238 35 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 59,688 74 0.0%
Banco Bradesco SA Pref. ADR 14,600 193 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2014 38,687 1 0.0%
Banco do Brasil SA 27,417 421 0.0%
Banco do Estado do Rio Grande do Sul SA 63,581 477 0.0%
Banco Macro SA ADR 5,112 302 0.0%
Banco Nacional de Comercio Exterior SNC 4.375% 10-14-2025 144A 96,164 121 0.0%
Banco Santander Brasil SA 10,643 158 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 17,780 144 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 103,901 131 0.0%
Bangkok Dusit Medical Services PCL 153,338 166 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 90,637 138 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 89,532 135 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 268,598 302 0.0%
Bank of America Corp. 109,779 4,144 0.3%
Bank of America Corp. 3.228% 06-22-2022 236,487 236 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 286,589 283 0.0%
Bank of America Corp. 3.95% 04-21-2025 73,874 95 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 112,126 156 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 5,519 8 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 582,279 567 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 37,581 57 0.0%
Bank of America Corp. F/R 07-23-2024 Callable 2023 30,659 41 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,685,843 1,656 0.1%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 69,636 93 0.0%
Bank of China Ltd. H 2,641,236 1,538 0.1%
Bank of Communications Co. Ltd. H 769,178 779 0.0%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 61,898 81 0.0%
Bank of Israel 0% 11-06-2019 36,107 13 0.0%
Bank of Montreal 215,854 21,397 1.0%
Bank of Montreal 2.27% 07-11-2022 727,375 708 0.0%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,299,425 1,268 0.1%
Bank of Montreal 2.89% 06-20-2023 1,534,306 1,520 0.1%
Bank of Montreal 3.19% 03-01-2028 625,088 619 0.0%
Bank of Montreal 3.25% 10-06-2022 137,061 134 0.0%
Bank of Montreal 3.32% 06-01-2026 373,158 373 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 1,610,074 1,614 0.1%
Bank of Montreal F/R 02-01-2023 4,134,103 4,119 0.3%
Bank of Montreal F/R 03-30-2020 2,063,835 2,066 0.2%
Bank of Montreal F/R 04-11-2019 189,421 190 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 286,025 348 0.0%
Bank Pekao SA 1,402 54 0.0%
Bankers Hall LP 4.377% 11-20-2013 344,831 348 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 130,429 176 0.0%
Baoye Group Co. Ltd. 44,247 32 0.0%
Barclays Africa Group Ltd. 4,387 65 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 90,637 121 0.0%
Barclays PLC 434,649 1,205 0.1%
Barrick Gold Corp. 238,896 4,045 0.3%
Barwa Real Estate Co. 3,740 52 0.0%
BASF SE 4,418 428 0.0%
Baxter International Inc. 75,560 6,885 0.4%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 132,640 159 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 125,581 160 0.0%
Baytex Energy Corp. 5.625% 06-01-2024 Callable 2019 144A 738,303 851 0.0%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2018 323,920 315 0.0%
BCE Inc. 99,099 5,644 0.3%
bcIMC Realty Corp. 2.15% 08-11-2022 Callable 2022 62,130 60 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 987,260 966 0.0%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 27,564 36 0.0%
Beach Petroleum Ltd. 117,882 174 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 301,580 364 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 69,767 93 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 20,315 27 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 3,885 5 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 39,997 55 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 9,253 12 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 4,556 6 0.0%
Beasley Mezzanine Holdings LLC Term Loan 1st Lien F/R 11-16-2023 0 0.0%
Beazer Homes USA Inc. 5.88% 10-15-2027 Callable 2022 98,374 107 0.0%
Becton, Dickinson and Co. 1,123 377 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 3,906 328 0.0%
Beijing Capital Land Ltd. 246,108 128 0.0%
Beijing Enterprises Holdings Ltd. 32,185 252 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,166,830 1,118 0.0%
Bell Canada 3.35% 03-22-2023 498,338 496 0.0%
Bell Canada 3.60% 09-29-2027 Callable MTN 330,808 321 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 873,291 853 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 163,280 152 0.0%
Bell Canada 4.45% 02-27-2047 Callable 1,102,427 1,041 0.0%
Bell Canada 4.70% 09-11-2023 MTN 191,883 201 0.0%
Bell Canada 6.17% 02-26-2037 271,818 320 0.0%
Bell Canada 6.55% 05-01-2029 Callable 225,410 269 0.0%
Bell Canada 7.30% 02-23-2032 Callable 398,670 510 0.0%
Bellway PLC 7,377 318 0.0%
BenQ Materials Corp. 131,804 95 0.0%
Berkshire Hathaway Inc. Class B 421 122 0.0%
Berry Global Group Inc. 1,500 100 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 33,887 42 0.0%
Berry Global Inc. Term Loan Q 1st Lien F/R 10-01-2022 167,868 221 0.0%
Berry Global Inc. Term Loan S 1st Lien F/R 02-08-2022 85,415 113 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 95,058 126 0.0%
BHP Billiton PLC 19,682 501 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 197,342 268 0.0%
BIM Birlesik Magazalar AS 6,509 140 0.0%
Bioteque Corp. 49,152 186 0.0%
BJ's Restaurants Inc. 8,896 642 0.0%
BJ's Wholesale Club Inc. Term Loan B 1st Lien F/R 02-03-2024 168,469 223 0.0%
BK Nederlandse Gemeenten NV 2.125% 02-13-2019 27,597 4 0.0%
BKW AG 2,924 265 0.0%
Black Diamond Group Ltd. 3,677 8 0.0%
Blackberry Ltd. 28,650 335 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 37,581 50 0.0%
Bloomberry Resorts Corp. 308,367 65 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 2017 144A 84,005 111 0.0%
BlueLinx Holdings Inc. 4,711 40 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 129,720 173 0.0%
BMW Canada Inc. F/R 06-14-2019 1,665,257 1,670 0.1%
BNK Financial Group Inc. 1,008 9 0.0%
BNP Paribas SA 24,263 1,624 0.1%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 235,592 316 0.0%
Boardwalk Real Estate Investment Trust 22,605 938 0.0%
BOC Aviation Ltd. 9,341 96 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 100,585 127 0.0%
Boise Cascade Co. 5.63% 09-01-2024 Callable 2019 144A 62,392 80 0.0%
Bolsa Mexicana de Valores SAB de CV 2,493 6 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 2017 144A 159,468 202 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 199,335 252 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 496,943 629 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 941,061 1,294 0.1%
Bombardier Inc. Class B Sub. voting 238,970 531 0.0%
Bonavista Energy Corp. 176,316 220 0.0%
Bonterra Energy Corp. 7,206 50 0.0%
Boot Barn Holdings Inc. 8,335 251 0.0%
Boralex Inc. Class A 5,898 106 0.0%
Bosideng International Holdings Ltd. 17,261 4 0.0%
Bottomline Technologies Inc. 44,166 3,233 0.2%
Boyne USA Inc. 7.25% 05-01-2025 Callable 2021 144A 43,355 60 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 660,238 655 0.0%
Brambles Ltd. 85,743 858 0.0%
Brand Energy & Infrastructure Services Inc. 8.50% 07-15-2025 Callable 2020 144A 54,817 64 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 135,150 177 0.0%
Braskem SA 2,769 104 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 22,444 30 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 153,088 546 0.0%
Bridgestone Corp. 19,797 1,067 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 135,436 142 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 155,741 199 0.0%
Bright Horizons Family Solutions Inc. 5,226 845 0.0%
Brighthouse Financial Inc. 24,462 1,309 0.1%
British American Tobacco PLC 32,809 1,522 0.1%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 757,682 729 0.0%
Brookfield Asset Management Inc. 4.54% 03-31-2023 598,006 616 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 184,496 194 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 142,065 160 0.0%
Brookfield Asset Management Inc. Class A limited voting 39,043 2,274 0.2%
Brookfield Asset Management Inc. Pfd. Series 46 5,510 137 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 15,264 369 0.0%
Brookfield Business Partners LP 26,260 1,230 0.1%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 149,453 145 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2018 391,272 381 0.0%
Brookfield Infrastructure Partners LP 13,942 707 0.0%
Brookfield Property Finance ULC 4.12% 10-19-2021 3,344 25 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 236,776 236 0.0%
Brookfield Property Partners LP 2,986 70 0.0%
Brookfield Renewable Energy Partners LP 10,923 415 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 765,723 731 0.0%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 301,179 296 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 8,168 188 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 394,208 385 0.0%
Brookfield Retail Holdings VII Sub 3 LLC Term Loan B 1st Lien F/R 05/07/2025 149,220 193 0.0%
Brown & Brown Inc. 7,573 292 0.0%
BRP Finance ULC 4.79% 02-07-2022 300,421 311 0.0%
BRP Inc. 18,458 874 0.0%
Bruce Power LP 2.84% 06-23-2021 704,644 698 0.0%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 781,629 759 0.0%
Bruce Power LP 3.97% 06-23-2026 286,690 288 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 473,551 459 0.0%
BTB Real Estate Investment Trust 2,961 13 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 63,289 78 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 66,777 87 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 177,408 224 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 61,638 81 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 113,281 150 0.0%
Bumrungrad Hospital Public Co. Ltd. NVDR 2,805 22 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 189,421 300 0.0%
Burger King France SAS F/R 05-01-2023 Callable 2018 0 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 225,132 294 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 473,551 604 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 692,126 835 0.0%
BWAY Holding Co. Term Loan B 1st Lien F/R 04-03-2024 110,254 143 0.0%
BXP Trust 3.42% 06-13-2039 122,692 153 0.0%
C&G Hi Tech Co. Ltd. 3,996 46 0.0%
Cablevision Systems Corp. 5.875% 09-15-2022 48,635 65 0.0%
CACI International Inc. Class A 8,842 1,938 0.2%
CAE Inc. 180,465 4,869 0.3%
Caesars Entertainment Corp. 8,129 92 0.0%
Caesars Entertainment Corp. 5.00% 10-01-2024 Convertible 33,422 63 0.0%
Caisse Francaise de Financement Local 5.00% 03-09-2020 1,894,205 1,946 0.2%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 227,456 255 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 844,205 862 0.0%
Callaway Golf Co. 18,585 423 0.0%
Callon Petroleum Co. 16,517 188 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 631,258 785 0.0%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 183,388 224 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 60,299 80 0.0%
Cambrex Corp. 15,926 1,013 0.0%
Cameco Corp. 42,185 665 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 146,849 193 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 787,989 1,036 0.0%
Camsing International Holding Ltd. 79,943 105 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 3,582 5 0.0%
Canaccord Genuity Group Inc. 21,617 141 0.0%
Canada Goose Holdings Inc. 7,033 628 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 87,146 116 0.0%
Canada Housing Trust No 1 F/R 09-15-2023 9,965,416 9,972 0.5%
Canada Housing Trust No. 1 2.35% 06-15-2023 3,473,095 3,447 0.3%
Canadian Apartment Properties Real Estate Investment Trust 75,298 3,521 0.3%
Canadian Credit Card Trust II 1.829% 03-24-2020 550,724 545 0.0%
Canadian Imperial Bank of Commerce 86,810 9,679 0.5%
Canadian Imperial Bank of Commerce 2.30% 07-11-2022 DPNT 254,960 249 0.0%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 1,572,001 1,536 0.1%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 489,652 489 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 1,441,490 1,432 0.1%
Canadian Imperial Bank of Commerce 3.00% 10-28-2024 Callable 2019 1,371,405 1,373 0.1%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,095,904 1,100 0.0%
Canadian Imperial Bank of Commerce 3.42% 01-26-2026 Callable 2021 751,999 754 0.0%
Canadian Imperial Bank of Commerce F/R 01-17-2019 2,414,687 2,416 0.2%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 1,344,290 1,323 0.1%
Canadian Mortgage Pools 2.65% 10-01-2027 111,566 110 0.0%
Canadian National Railway Co. 124,328 14,192 0.7%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,254 2 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 482,834 462 0.0%
Canadian National Railway Co. 3.60% 08-01-2047 Callable 2047 240,564 230 0.0%
Canadian Natural Resources Ltd. 81,133 2,709 0.2%
Canadian Natural Resources Ltd. 3.05% 06-19-2019 299,003 300 0.0%
Canadian Natural Resources Ltd. 3.42% 12-01-2026 Callable 2026 214,992 204 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 280,342 276 0.0%
Canadian Pacific Railway Ltd. 27,179 7,638 0.4%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2018 312,544 307 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 113,652 127 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 22,278 3,305 0.2%
Canadian Utilities Ltd. Class A non-voting 15,843 496 0.0%
Canadian Western Bank 34,198 986 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 174,267 170 0.0%
Canadian Western Bank 2.88% 03-01-2021 133,698 133 0.0%
Canadian Western Bank 2.92% 12-15-2022 309,671 303 0.0%
Canfor Corp. 12,709 231 0.0%
Canfor Pulp Products Inc. 48,834 937 0.0%
Canon Electronics Inc. 1,255 32 0.0%
Canopy Growth Corp. 19,532 882 0.0%
Cantel Medical Corp. 2,403 274 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 875,123 903 0.0%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 108,322 141 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 76,268 100 0.0%
Capital Power Corp. 88,988 2,428 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 813,561 806 0.0%
Capstone Mining Corp. 47,626 30 0.0%
Cards II Trust 2.155% 10-15-2020 1,161,527 1,147 0.1%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 210,878 280 0.0%
Career Education Corp. 3,522 63 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 98,982 132 0.0%
Carlsberg Brewery Malaysia BHD 26,906 169 0.0%
Carnival PLC 107,455 8,322 0.5%
Carter's Inc. 18,130 2,229 0.2%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 272,747 352 0.0%
Cascades Inc. 41,395 518 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 249,169 254 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 199,335 263 0.0%
Cash & Equivalents** 190,112 8.4%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 8,336 11 0.0%
Caterpillar Inc. 2,312 417 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 215,857 232 0.0%
CBIZ Inc. 13,274 372 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 48,339 62 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 776,536 767 0.0%
CCL Industries Inc. Class B non-voting 33,948 1,871 0.2%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 573,944 727 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 138,166 172 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 105,648 140 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 604,801 765 0.0%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 62,292 81 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2018 118,049 158 0.0%
CCO Holdings LLC 5.75% 02-15-2026 266,112 354 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 90,922 122 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 70,266 92 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 123,525 163 0.0%
CD Projekt SA 611 31 0.0%
CD&R Waterworks Merger Sub LLC 6.13% 08-15-2025 Callable 2020 144A 363,687 443 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 96,164 127 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 119,376 155 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 131,561 158 0.0%
Celestica Inc. Sub. voting 74,080 1,012 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-21-2025 0 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 159,565 211 0.0%
Celltrion Inc. 8 2 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 67,276 88 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 142,588 170 0.0%
Cenovus Energy Inc. 83,208 817 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 131,561 176 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 123,588 171 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 238,670 297 0.0%
Centerra Gold Inc. 55,868 302 0.0%
Centrais Eletricas BR-SP ADR 683 6 0.0%
Central 1 Credit Union 2.60% 11-07-2022 426,510 414 0.0%
Central 1 Credit Union F/R 02-05-2021 1,777,213 1,772 0.2%
CenturyLink Inc. 14,592 365 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 229,877 297 0.0%
Cequel Communications Holdings I LLC 7.75% 07-15-2025 Callable 2020 127,113 176 0.0%
Cerner Corp. 10,555 813 0.0%
Cervus Equipment Corp. 296 4 0.0%
CES Energy Solutions Corp. 63,911 203 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 498,338 475 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 07-25-2025 121,681 162 0.0%
CEZ AS 4,064 129 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 23,212 31 0.0%
CGI Group Inc. Class A Sub. voting 148,866 12,653 0.7%
CGN New Energy Holdings Co. Ltd. 613,566 126 0.0%
Champion Real Estate Investment Trust 339,591 314 0.0%
Changyou.com Ltd. 1,079 28 0.0%
Charoen Pokphand Group Co. Ltd. 96,160 53 0.0%
Charter Communications Inc. Class A 328 144 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 227,305 300 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 231,178 305 0.0%
Chartwell Retirement Residences 11,746 177 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 436,683 435 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 125,871 126 0.0%
Chase Corp. 200 30 0.0%
Chase Issuance Trust 1.37% 06-15-2021 57,477 76 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 20,116 27 0.0%
CHC Group LLC 5,644 49 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 290,221 386 0.0%
Check Point Software Technologies Ltd. 2,312 344 0.0%
Cheetah Mobile Inc. ADR 2,122 18 0.0%
Chegg Inc. 11,534 429 0.0%
Cheil Communications Inc. 17,464 486 0.0%
Chemed Corp. 4,245 1,787 0.2%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 272,766 232 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 113,621 147 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 132,060 181 0.0%
Cherrybro Co. Ltd. 24,743 80 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 23,422 33 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 149,501 192 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 142,292 181 0.0%
Chesswood Group Ltd. 222 2 0.0%
Chevron Corp. 18,434 2,915 0.2%
Chia Chang Co. Ltd. 63,295 102 0.0%
Chimera Investment Corp. 53,346 1,361 0.1%
China Agri-Industries Holdings Ltd. 11,148 6 0.0%
China Aircraft Leasing Group Holdings Ltd. 42,354 59 0.0%
China Aoyuan Property Group Ltd. 7,192 6 0.0%
China BlueChemical Ltd. H 407,855 174 0.0%
China CITIC Bank H 68,686 58 0.0%
China Coal Energy Co. Ltd. H 6,473 3 0.0%
China Communication Services Corp. Ltd. 179,430 200 0.0%
China Conch Venture Holdings Ltd. 97,342 401 0.0%
China Construction Bank Corp. H 1,250,937 1,422 0.1%
China Datang Corp. Renewable Power Co. Ltd. Class H 722,033 122 0.0%
China Dongxiang Group Co. 9,350 2 0.0%
China Eastern Airlines Corp. Ltd. H Shares 7,192 6 0.0%
China Everbright Bank Co. Ltd. Class H 548,404 323 0.0%
China Everbright Ltd. 719 2 0.0%
China Longyuan Power Group Corp. H 8,631 9 0.0%
China Man-Made Fiber Corp. 22,979 10 0.0%
China Medical System Holdings Ltd. 11,508 17 0.0%
China Merchants Bank Co. Ltd. H 31,106 172 0.0%
China Merchants Land Ltd. 603,070 118 0.0%
China Minsheng Banking Corp. Ltd. 686,580 674 0.0%
China Mobile Ltd. 40,028 530 0.0%
China Mobile Ltd. ADR 20,156 1,333 0.1%
China National Building Material Co. Ltd. H 119,583 124 0.0%
China National Offshore Oil Corp. Ltd. ADR 647 145 0.0%
China Oriental Group Co. Ltd. 475,483 408 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 1,187 135 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 1,456,051 1,644 0.1%
China Railway Construction Corp. Ltd. H 40,097 69 0.0%
China Railway Group Ltd. 967,158 1,187 0.1%
China Resources Cement Holdings Limited 131,952 171 0.0%
China Resources Enterprise Ltd. 23,734 107 0.0%
China Resources Gas Group Ltd. 5,754 31 0.0%
China Resources Pharmaceutical Group Co. Ltd. 29,219 57 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 277,999 93 0.0%
China SCE Property Holdings Ltd. 771,463 368 0.0%
China Shenhua Energy Co. Ltd. H 494,711 1,466 0.1%
China Shineway Pharmaceutical Group Ltd. 49,684 82 0.0%
China South City Holdings Ltd. 776,399 157 0.0%
China Suntien Green Energy Corp. Ltd. 92,271 34 0.0%
China Taiping Insurance Holdings Co. Ltd. 2,445 11 0.0%
China Telecom Corp. Ltd. H ADR 971 70 0.0%
China Tian Lun Gas Holdings Ltd. 96,949 105 0.0%
China Vanke Co. Ltd. 10,105 46 0.0%
China Water Affairs Group Ltd. 234,489 351 0.0%
China XLX Fertiliser Ltd. 210,551 102 0.0%
China Zhongwang Holdings Ltd. 42,812 26 0.0%
ChipMOS Technologies Inc. 62,191 43 0.0%
Chlitina Holding Ltd. 6,113 64 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 54,657 73 0.0%
Choice Properties Real Estate Investment Trust 8,736 107 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 224,252 225 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 183,738 179 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 252,308 246 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 337,169 334 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 407,078 399 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 757,682 790 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 47,355 49 0.0%
Chong Kun Dang Holdings Corp. 889 67 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 89,903 70 0.0%
Chroma ATE Inc. 360 2 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 146,511 181 0.0%
CHS/Community Health Systems Inc. 6.875% 02-01-2022 Callable 2018 81,229 54 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 63,289 65 0.0%
Chudenko Corp. 628 19 0.0%
Chularat Hospital PCL 80,337 7 0.0%
Chungdahm Learning Inc. 5,136 123 0.0%
CI Financial Corp. 2.78% 11-25-2021 MTN 81,451 80 0.0%
CI Financial Corp. 3.52% 07-20-2023 Callable 2023 183,738 181 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 288 2 0.0%
Cia de Saneamento do Parana 2,057 40 0.0%
Cia de Transmissao de Energia Eletrica Paulista 1,079 27 0.0%
Cia Minera Autlan SAB de CV 1,007 1 0.0%
Cielo SA 144,240 472 0.0%
Ciena Corp. 234,964 10,188 0.6%
CIFI Holdings Group Co. Ltd. 25,892 17 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 92,848 121 0.0%
Cinemark USA Inc. 4.875% 06-01-2023 Callable 2018 18,439 24 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 53,821 71 0.0%
Cisco Systems Inc. 48,415 3,081 0.2%
CIT Group Inc. 5,822 359 0.0%
CIT Group Inc. 5.00% 08-01-2023 240,199 321 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 11,462 15 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 72,952 94 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,105 1 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 149,220 198 0.0%
CITIC Ltd. 571,490 1,220 0.1%
Citigroup Inc. 4.09% 06-09-2025 1,007,717 1,001 0.0%
Citigroup Inc. F/R 05-04-2021 111,638 110 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 99,480 124 0.0%
City of Oslo 2.35% 09-04-2024 130,458 20 0.0%
Citychamp Watch & Jewellery Group Ltd. 97,781 28 0.0%
CK Hutchison Holdings Ltd. 199,721 2,783 0.2%
CKD BiO Corp. 4,068 106 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 105,349 143 0.0%
Clear Channel Worldwide Holdings Inc. 7.625% 03-15-2020 Callable 45,448 61 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 276,578 353 0.0%
CLI Funding LLC 4.03% 04-18-2043 74,747 99 0.0%
Clicks Group Ltd. 3,057 55 0.0%
CME Group Inc. 11,123 2,810 0.2%
CNA Financial Corp. 26,523 1,654 0.1%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 144,798 192 0.0%
CNOOC Ltd. 168,037 377 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 210,257 214 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 25 0.0%
Coca-Cola Femsa SAB de CV 104,808 839 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 647 52 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 3,512 5 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 450,821 553 0.0%
Coface SA 75,768 76 0.0%
Cogeco Communications Inc. 14,683 949 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,532,574 1,558 0.1%
Cogeco Communications Inc. 5.15% 11-16-2020 662,972 687 0.0%
Cogeco Inc. Sub. voting 4,615 287 0.0%
Cognex Corp. 9,061 530 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 177,466 238 0.0%
COL PCL 4,171 4 0.0%
Colbun SA 4.50% 07-10-2024 Callable 2024 4,114 5 0.0%
Colgate Palmolive Co. 2,857 241 0.0%
Colliers International Group Inc. 4,146 363 0.0%
Colombia Government International Bond 4.00% 02-26-2024 96,164 126 0.0%
Colombia Government International Bond 4.50% 01-28-2026 123,797 164 0.0%
Colruyt SA 1,766 150 0.0%
Com7 Public Co. Ltd. 6,833 5 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 341,562 362 0.0%
Comcast Corp. Class A 23,861 1,237 0.1%
Comfort Holding LLC Term Loan 1st Lien F/R 02-05-2024 0 0.0%
Comfort Holding LLC Term Loan 2nd Lien F/R 02-03-2025 0 0.0%
Cominar Real Estate Investment Trust 27,914 296 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 67,425 90 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 50,845 68 0.0%
Commercial Bank of Qatar 3,021 47 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 50,845 68 0.0%
Commercial Vehicle Group Inc. Term Loan B 1st Lien F/R 03-30-2023 0 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 189,006 254 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 100,177 142 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 566,367 668 0.0%
Communications Sales & Leasing Inc. 8.25% 10-15-2023 Callable 2019 97,552 120 0.0%
Communications Sales & Leasing Inc. Term Loan B 1st Lien F/R 10-24-2022 285,986 354 0.0%
CommVault Systems Inc. 29,202 2,288 0.2%
Compagnie de Saint-Gobain 17,740 874 0.0%
Companhia Brasileira de Distrubuicao Grupo Pao de Acucar Pfd. A ADR 1,438 41 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. ADR 3,165 14 0.0%
Compania Cervecerias Unidas SA ADR 7,300 252 0.0%
Compass Group PLC 7,518 214 0.0%
Compass Minerals International Inc. 4.875% 07-15-2024 Callable 2024 144A 44,352 53 0.0%
Computer Engineering & Consulting Ltd. 2,312 67 0.0%
Computer Modelling Group Ltd. 57,826 383 0.0%
Comtech Telecommunications Corp. 2,362 80 0.0%
Concentradora Fibra Danhos SA de CV 215 0.0%
Concho Resources Inc. 4.38% 01-15-2025 Callable 2020 141,482 184 0.0%
Concord New Energy Group Ltd. 1,083,542 54 0.0%
Concordia International Corp. 2,161 54 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 218,486 283 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 22,730 30 0.0%
ConocoPhillips 12,901 1,135 0.1%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 71,846 101 0.0%
Consorcio ARA SAB de CV 327,842 114 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 107,217 143 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 219,767 276 0.0%
Constellation Software Inc. 5,022 4,576 0.3%
Constellium NV 4.25% 02-15-2026 Callable 2020 132,594 187 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 539,848 657 0.0%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 77,662 99 0.0%
Construtora Tenda SA 27,271 288 0.0%
Consumers Gas 6.10% 05-19-28 65,161 77 0.0%
Consun Pharmaceutical Group Ltd. 183,670 181 0.0%
Continental Gold Inc. 5 0.0%
Continental Holdings Corp. 39,740 121 0.0%
Continental Resources Inc. 3.80% 06-01-2024 Callable 2024 77,741 98 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 72,757 85 0.0%
Cook & Boardman Group LLC Term Loan 1st Lien F/R 10-12-2025 481,750,484 216 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 25,088 4 0.0%
Corby Spirit and Wine Ltd. 518 10 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 592,246 592 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 213,405 213 0.0%
Core Industrial Trust 3.85% 02-10-2034 46,424 61 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 174,969 233 0.0%
CoreLogic Inc. 18,428 991 0.0%
Coretronic Corp. 74,328 128 0.0%
Corning Inc. 120,263 5,151 0.3%
Corporacion Andina de Fomento 2.00% 05-10-2019 2,509 3 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 935 2 0.0%
Corus Entertainment Inc. Class B non-voting 90,080 446 0.0%
Cosco Pacific Ltd. 10,788 15 0.0%
CoStar Group Inc. 3,937 1,933 0.2%
Costco Wholesale Corp. 14,926 4,589 0.3%
Cott Corp. 41,046 810 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 114,954 148 0.0%
Country Garden Holdings Co. Ltd. 92,060 151 0.0%
Country Garden Services Holdings Co. Ltd. 3,244 7 0.0%
Coupa Software Inc. 0 0.0%
Covanta Holding Corp. 6.00% 01-01-2027 Callable 2022 123,123 124 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 48,339 61 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 21,429 28 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 192,358 235 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 91,694 122 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 53,322 67 0.0%
Credito Real SAB de CV SOFOM ER 98,218 131 0.0%
Crescent Point Energy Corp. 184,271 726 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 462,186 398 0.0%
CRH Medical Corp. 30,303 141 0.0%
Crius Energy Trust 4,269 23 0.0%
Crombie Real Estate Investment Trust 74 1 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 352,322 360 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 105,006 138 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 144A 67,276 86 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 278 405 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 131,755 188 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 27,564 42 0.0%
Crown Holdings Inc. 1,270 87 0.0%
Crown Ltd. 65,374 745 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 127,076 158 0.0%
CryoLife Inc. Term Loan B 1st Lien F/R 11-15-2024 0 0.0%
CSC Holdings LLC 10.125% 01-15-2023 Callable 2019 144A 117,441 169 0.0%
CSC Holdings LLC 5.25% 06-01-2024 73,754 94 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 105,006 132 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 122,692 157 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 294,019 410 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 114,954 149 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 155,325 189 0.0%
CSM NV Term Loan B F/R 07-03-2020 191,888 242 0.0%
CSPC Pharmaceuticals Group Ltd. 5,754 16 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 252,527 328 0.0%
CSS Industries Inc. 2,472 36 0.0%
CT Real Estate Investment Trust 13,207 161 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 213,098 207 0.0%
CTBC Financial Holding Co. Ltd. 79,114 70 0.0%
CTI Foods Holding Co. LLC Term Loan 2nd Lien F/R 06-28-2021 0 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 1,124,211 1,095 0.0%
CU Inc. 3.95% 11-23-2048 Callable 2048 335,136 338 0.0%
CU Inc. 3.964% 07-27-2045 Callable 87,334 88 0.0%
Cuckoo Holdings Co. Ltd. 64 10 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 286,972 403 0.0%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 180,169 237 0.0%
Cyfrowy Polsat SA 935 7 0.0%
DACIN Construction Co. Ltd. 124,448 104 0.0%
Dae Han Flour Mills Co. Ltd. 36 8 0.0%
Daechang Co. Ltd. 93,722 104 0.0%
Daekyo Co. Ltd. 213 2 0.0%
Daelim Industrial Co. Ltd. 11,741 1,324 0.1%
Daesang Corp. 300 9 0.0%
Daihan Pharmaceutical Co. Ltd. 1,957 93 0.0%
Daimler Canada Finance Inc. F/R 02-24-2020 1,316,985 1,317 0.1%
Dainichiseika Color & Chemicals Manufacturing Co. Ltd. 396 15 0.0%
Daishin Securities Co. Ltd. Pref. 778 9 0.0%
Dakota Merger Sub Inc. 7.75% 09-01-2023 Callable 2019 144A 89,203 116 0.0%
Dana Gas PJSC 295,564 99 0.0%
Danaher Corp. 21,834 3,179 0.2%
Danske Bank AS 2.80% 03-10-2021 144A 277,169 359 0.0%
Danske Bank AS F/R 05-22-2020 22,579 3 0.0%
Darfon Electronics Corp. 2,517 5 0.0%
Darling Global Finance BV 3.63% 05-15-2026 Callable 2021 144A 72,952 110 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2017 122,692 164 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 72,772 96 0.0%
Dave & Buster's Entertainment Inc. 30,841 2,331 0.2%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 956,574 1,199 0.1%
DB Insurance Co. Ltd. 819 66 0.0%
DB Master Finance LLC 3.63% 11-20-2047 86,448 112 0.0%
DB Master Finance LLC 3.98% 02-20-2022 190,435 254 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 03-04-2022 0 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 7,737 10 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 231,014 308 0.0%
Dean Foods Co. 6.50% 03-15-2023 Callable 2018 144A 316,725 370 0.0%
Dell International LLC Term Loan B 1st Lien F/R 09-07-2023 144,364 190 0.0%
Dell Technologies Inc. 18,785 2,634 0.2%
Delphi Energy Corp. 370 0.0%
Delta Air Lines Inc. 23,124 1,866 0.2%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 15,947 21 0.0%
Delta Property Fund Ltd. 206,925 92 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 89,103 119 0.0%
Dentsply Sirona Inc. 40,392 2,029 0.2%
Detour Gold Corp. 25 0.0%
Deutsch Motors Inc. 16,399 107 0.0%
Deutsche Bank AG 3.70% 05-30-2024 384,849 505 0.0%
Deutsche Boerse AG 5,514 937 0.0%
Deutsche Bundesrepublik Inflation Linked 0.10% 04-15-2046 172,689 333 0.0%
Deutsche Bundesrepublik Inflation Linked Bond 0.10% 04-15-2026 794,760 1,371 0.1%
Deutsche Lufthansa AG Reg. 77,283 2,497 0.2%
DexCom Inc. 12,804 2,206 0.2%
DGB Financial Group Inc. 2,478 26 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 150,589 127 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 20,553 27 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 289,520 375 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 351 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 753 1 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 257,397 347 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 76,246 106 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 84,005 109 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 120,481 159 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 2020 144A 72,952 96 0.0%
Digicert Holdings Inc. Term Loan 1st Lien F/R 09-20-2024 0 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 40,915 54 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 68,530 90 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 59,688 74 0.0%
DISH DBS Corp. 5.875% 11-15-2024 803,143 909 0.0%
DISH Network Corp. 3.38% 08-15-2026 Conv. 46,424 54 0.0%
DMC Global Inc. 198 10 0.0%
DMCI Holdings Inc. 23,662 7 0.0%
DMG Mori AG 4,592 302 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 61,727 80 0.0%
Dolby Laboratories Inc. Class A 14,850 1,390 0.1%
Dollarama Inc. 94,595 3,322 0.2%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 38,799 102 0.0%
Dollarama Inc. F/R 03-16-2020 0 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3,236 208 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 189,675 256 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2017 198,655 264 0.0%
Dominos Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2017 117,229 152 0.0%
Dong-A Hwa Sung Co. Ltd. 23,315 90 0.0%
Dongfeng Motor Group Co. Ltd. 67,607 87 0.0%
DongKook Pharmaceutical Co. Ltd. 1,463 107 0.0%
Dongwon Development Co. Ltd. 1,233 6 0.0%
Dongyue Group Ltd. 5,394 4 0.0%
Dorel Industries Inc. Class B Sub. voting 7,477 136 0.0%
Dorman Products Inc. 6,080 710 0.0%
Douja Promotion Groupe Addoha SA 56,553 119 0.0%
Douzone Bizon Co. Ltd. 728 43 0.0%
Dr. Reddy's Laboratories Ltd. ADR 6,566 336 0.0%
Drax Group PLC 18,565 123 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 323,909 436 0.0%
DRB-Hicom BHD 62,440 37 0.0%
Dream Global Real Estate Investment Trust 72,765 980 0.0%
Dream Industrial Real Estate Investment Trust 19,865 200 0.0%
Dream Office Real Estate Investment Trust 71,605 1,740 0.1%
Drive DeVilbiss Healthcare Ltd. Term Loan 1st Lien F/R 01-03-2023 0 0.0%
Driven Brands Funding LLC 4.74% 04-20-2048 134,176 178 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 47,169 2 0.0%
DTE Energy Co. Conv. Pfd. 586 43 0.0%
DTR Automotive Corp. 2,599 96 0.0%
Dual Co. Ltd. 29,585 99 0.0%
Dundee Precious Metals Inc. 3,085 11 0.0%
DY Corp. 317 2 0.0%
DY POWER Corp. 10,302 173 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 03-06-2018 0 0.0%
Dynegy Inc. 7.625% 11-01-2024 41,860 59 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 73,256 105 0.0%
E*Trade Financial Corp. F/R 03-15-2066 Perpetual Callable 2026 144,798 187 0.0%
Eagle Credit Card Trust 2.147% 09-17-2020 238,670 236 0.0%
Eagle Credit Card Trust 2.63% 10-17-2022 128,166 126 0.0%
Eagle Credit Card Trust 3.04% 07-17-2023 128,806 128 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 288,190 381 0.0%
Eastern Media International Corp. 169,766 102 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 104,583 138 0.0%
Eastman Chemical Co. 5,817 609 0.0%
Eaton Corp. PLC 16,517 1,689 0.1%
Ebro Foods SA 16,220 441 0.0%
ECN Capital Corp. 189,364 668 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 36,476 55 0.0%
Ecopetrol SA Sponsored ADR 21,976 561 0.0%
Edelman Financial Holdings II Inc. B Term Loan 1st Lien F/R 06-26-2025 82,900 109 0.0%
EDP - Energias do Brasil SA 3,488 16 0.0%
EFG Eurobank Ergasias 7,444 6 0.0%
Elan Microelectronics Corp. 161,887 496 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 216,251 285 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 37,884 48 0.0%
Element Fleet Management Corp. 201,017 1,417 0.1%
Elo Touch Solutions Inc. Term Loan B 1st Lien F/R 10-25-2023 66,939 89 0.0%
Emera Inc. 321 14 0.0%
Emera Inc. 2.90% 06-16-2023 398,994 389 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 231,014 311 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 4,421 6 0.0%
Emirates NBD PJSC 7,264 24 0.0%
Empire Co. Ltd. Class A non-voting 119,392 3,005 0.2%
Empresa de Energia de Bogota SA ESP 39,126 30 0.0%
Empresas CMPC SA 2,841 13 0.0%
Enagas SA 3,700 135 0.0%
Enanta Pharmaceuticals Inc. 562 59 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 347,397 347 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 666,760 614 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 200,217 245 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 47,355 61 0.0%
Enbridge Inc. 203,587 8,889 0.5%
Enbridge Inc. 3.19% 12-05-2022 498,338 493 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 239,084 224 0.0%
Enbridge Inc. 3.70% 07-15-2027 Callable 2027 1,355 2 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 546,668 555 0.0%
Enbridge Inc. 4.24% 08-27-2042 536,060 484 0.0%
Enbridge Inc. 4.57% 03-11-2044 3,477,802 3,292 0.2%
Enbridge Inc. 4.77% 09-02-2019 Callable 5,018 5 0.0%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 4,527 110 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 3,194,263 2,932 0.2%
Enbridge Inc. 5.75% 09-02-2039 Callable 274,660 301 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 136,840 164 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 972,348 970 0.0%
Enbridge Income Fund Holdings Inc. 3.94% 01-13-2023 747,507 760 0.0%
Enbridge Pipelines Inc. 3.00% 08-10-2026 Callable 81,640 78 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 702,750 651 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 104,277 102 0.0%
ENC Holding Corp. Delayed Draw Term Loan 1st Lien F/R 05-30-2025 4,566 6 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 75,153 100 0.0%
EnCana Corp. 174,939 1,566 0.1%
Endo Finance LLC 6.00% 02-01-2025 Callable 2020 144A 153,488 161 0.0%
Endo Finance LLC/Endo Finco Inc. 5.375% 01-15-2023 Callable 144A 10,963 12 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 348,509 345 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 260,472 257 0.0%
Enerflex Ltd. 1,061 17 0.0%
Energa SA 360 1 0.0%
Energisa SA 3,477 45 0.0%
Energisa SA Rights Exp. 12-13-2018 120 0.0%
Energizer Gamma Acquisition Inc. 6.38% 07-15-2026 Callable 2021 144A 33,887 43 0.0%
Energizer Holdings Inc. Bridge Loan Exp. 05-18-2019 9,450,000 0.0%
Energy Recovery Inc. 170,270 231 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 56,811 75 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 35,382 49 0.0%
Energy Transfer Equity LP Term Loan B 1st Lien F/R 02-02-2024 145,263 193 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 227,242 266 0.0%
Enerplus Corp. 127,912 1,635 0.1%
Enersis SA ADR 144 2 0.0%
Eneva SA 123,576 158 0.0%
Enghouse Systems Ltd. 9,937 678 0.0%
Engie Brasil Energia SA 13,162 195 0.0%
Eni SPA 18,334 393 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 311,028 316 0.0%
ENN Energy Holdings Ltd. 3,093 37 0.0%
EnPro Industries Inc. 2,568 240 0.0%
Ensco PLC 7.75% 02-01-2026 92,193 102 0.0%
Ensco PLC Class A 104,816 790 0.0%
Ensign Energy Services Inc. 1,974 10 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 170,653 228 0.0%
Enterprise Merger Sub Inc. Term Loan 1st Lien F/R 09-28-2025 0 0.0%
EP Energy LLC/Everest Acquisition Finance Inc. 9.38% 05-01-2020 Callable 2018 34,684 41 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 282,600 266 0.0%
ePlus Inc. 5,137 558 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 179,661 233 0.0%
Equifax Inc. 10,772 1,470 0.1%
Equinix Inc. 2.88% 03-15-2024 Callable 2020 78,478 119 0.0%
Equinix Inc. 5.38% 05-15-2027 Callable 2022 117,165 153 0.0%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 216,592 286 0.0%
Equitable Group Inc. 222 15 0.0%
Equity Commonwealth 14,435 610 0.0%
Erajaya Swasembada Tbk PT 217,672 45 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 12,622 24 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 196,157 250 0.0%
Estacio Participacoes SA 3,992 34 0.0%
Etsy Inc. 8,638 621 0.0%
Eugene Investment & Securities 1,456 5 0.0%
Eurazeo SA 3,772 376 0.0%
EUROFIMA 4.55% 03-30-2027 988,775 1,091 0.0%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 103,802 107 0.0%
Euronet Worldwide Inc. 1,982 310 0.0%
European Investment Bank 1.50% 05-12-2022 893,107 139 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 80,930 60 0.0%
Evertz Technologies Ltd. 716 12 0.0%
Evolent Health Inc. Class A 8,312 284 0.0%
Evonik Industries AG 22,131 790 0.0%
Evraz PLC 32,043 247 0.0%
Excelsior Biopharma Inc. 44,620 82 0.0%
Exco Technologies Ltd. 2,665 25 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 265,553 356 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 70,428 94 0.0%
Exelon Corp. 83,260 5,134 0.3%
ExlService Holdings Inc. 37,849 2,916 0.2%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 115,175 139 0.0%
Expedia Inc. 5.00% 02-15-2026 158,062 211 0.0%
Export Development Canada 0.88% 12-07-2021 90,637 152 0.0%
Export Development Canada 2.40% 06-07-2021 99,480 97 0.0%
Export Development Canada 4.875% 01-24-2019 65,214 60 0.0%
Extendicare Inc. 33,832 233 0.0%
Exxaro Resources Ltd. 72 1 0.0%
Exxon Mobil Corp. 21,408 2,262 0.2%
F&F Co. Ltd. 154 9 0.0%
F5 Networks Inc. 19,254 4,401 0.3%
Facebook Inc. 8,093 1,513 0.1%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.625% 08-15-2026 Callable 2021 144A 642,136 744 0.0%
Fair Hydro Trust 3.36% 05-15-2033 Callable 2032 160,060 160 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 189,421 192 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 83,608 81 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,204,904 1,239 0.1%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 144A 63,787 82 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 121,229 131 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 353,790 565 0.0%
Fairfax Financial Holdings Ltd. Sub. voting 66 42 0.0%
Fairfax India Holdings Corp. 3,578 63 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 58,513 78 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 47,529 69 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 93,564 125 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 88,249 118 0.0%
Fannie Mae Strip 4.00% 01-25-2041 15,565 5 0.0%
Fannie Mae Strip 4.00% 11-25-2039 39,945 11 0.0%
Fannie Mae Strip 4.50% 03-25-2041 18,889 6 0.0%
Fantasia Holdings Group Co. Ltd. 10,788 2 0.0%
Far Eastern Department Stores Ltd. 157,565 109 0.0%
Far Eastern New Century Corp. 158,359 195 0.0%
Fastener Acquisition Inc. Term Loan 1st Lien F/R 03-28-2025 0 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 187,906 182 0.0%
Federal Grid Co. Unified Energy System PJSC 18,468,325 56 0.0%
Federal Republic of Germany 1.25% 08-15-2048 8,028 13 0.0%
Federal Republic of Germany 1.94% 04-15-2020 463,119 822 0.0%
Federation des Caisses Desjardins du Quebec 2.09% 01-17-2022 761,470 741 0.0%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 1,397,923 1,393 0.1%
Federative Republic of Brazil 10.00% 01-01-2023 231,125 820 0.0%
Feng Hsin Steel Co. Ltd. 41,002 104 0.0%
Feng TAY Enterprise Co. Ltd. 44,231 373 0.0%
Fevertree Drinks PLC 2,874 117 0.0%
Fiat Chrysler Automobiles NV 26,514 584 0.0%
Fibria Celulose SA ADR 971 24 0.0%
Fiera Capital Corp. 148 2 0.0%
Fifth Avenue LP 4.71% 08-05-2021 201,451 206 0.0%
Fifth Third Bancorp 5.10% 12-31-2049 Callable 2023 160,494 197 0.0%
Fila Korea Ltd. 10,063 608 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 206,026 261 0.0%
Financial & Risk US Holdings Inc. Term Loan B 1st Lien F/R 10-01-2025 273,017 354 0.0%
Fine Semitech Corp. 19,412 98 0.0%
Finning International Inc. 4,417 122 0.0%
Finning International Inc. 2.84% 09-29-2021 267,083 265 0.0%
First Capital Realty Inc. 28,452 562 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 245,678 247 0.0%
First Capital Realty Inc. 4.79% 08-30-2024 517,118 538 0.0%
First Data Corp. 5.375% 08-15-2023 Callable 2018 144A 122,692 164 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 242,192 324 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 171,640 225 0.0%
First Hi-Tec Enterprise Co. Ltd. 67,976 110 0.0%
First Majestic Silver Corp. 1 0.0%
First Nations ETF LP 4.14% 12-31-2041 118,068 121 0.0%
First Philippine Holdings Corp. 44,630 70 0.0%
First Quantum Minerals Ltd. 22,212 271 0.0%
First Quantum Minerals Ltd. 6.88% 03-01-2026 Callable 2021 144A 112,624 129 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 369,370 454 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 140,531 168 0.0%
First Republic Bank 1,727 228 0.0%
First Tennessee Bank NA 76 79 0.0%
FirstRand Ltd. 85,491 549 0.0%
FirstService Corp. 2,542 256 0.0%
Flex Acquisition Co. Inc. 7.88% 07-15-2026 Callable 2021 144A 43,854 55 0.0%
Flughafen Wien AG 805 42 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 96,899 128 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 38,687 39 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 40,934 54 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 199,335 192 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 230,146 219 0.0%
Ford Credit Canada Ltd. 2.923% 09-16-2020 221,622 218 0.0%
Ford Motor Co. 39,641 496 0.0%
Ford Motor Co. 6.625% 10-01-2028 26,307 35 0.0%
Ford Otomotiv Sanayi AS 647 9 0.0%
Forestar Group Inc. 1,413 30 0.0%
Formetal Inc. 20,024 77 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 248,894 329 0.0%
Formosa Chemicals & Fibre Corp. 19,216 88 0.0%
Formosa International Hotels Corp. 1,079 7 0.0%
Formosa Petrochemical Corp. 7,192 35 0.0%
Formosa Plastics Corp. 36,668 158 0.0%
Formosa Taffeta Co. Ltd. 5,394 8 0.0%
Fortified Trust 1.67% 07-23-2021 422,408 409 0.0%
Fortified Trust 2.16% 10-23-2020 727,375 719 0.0%
Fortinet Inc. 27,844 2,733 0.2%
Fortis Inc. 45,151 2,084 0.2%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 64,403 62 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 287,919 280 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 309,703 328 0.0%
Fortive Corp. 5,555 628 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 623,695 804 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 534,166 723 0.0%
Fosun International Ltd. 7,552 16 0.0%
Fosun International Ltd. Rights Exp. 12-13-2018 52 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 100,794 132 0.0%
Franco-Nevada Corp. 8,316 765 0.0%
Fraser & Neave Holdings Bhd 25,337 268 0.0%
Freddie Mac Strips 3.50% 11-15-2027 26,920 4 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2029 2,412 3 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 58,169 77 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 14,146 19 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 39,827 53 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 94,165 126 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 45,625 61 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 15,354 21 0.0%
Freeport-McMoRan Inc. 12,245 194 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 364,635 461 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 109,136 152 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 347,340 623 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 549,464 1,135 0.1%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 94,710 127 0.0%
Freshpet Inc. 22,655 994 0.0%
Frontera Generation Holdings LLC. Term Loan B 1st Lien F/R 04-25-2025 172,543 229 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 52,824 56 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 41,860 39 0.0%
Frontken Corp. BHD 473,253 123 0.0%
FTI Consulting Inc. 36,088 3,370 0.2%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 71,846 90 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 44,214 59 0.0%
Fubon Financial Holding Co. Ltd. 49,670 104 0.0%
Fufeng Group Ltd. 6,113 3 0.0%
Fukuda Denshi Co. Ltd. 330 26 0.0%
Funai Electric Co. Ltd. 13,841 121 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 72,128 91 0.0%
Futaba Corp. 7,069 147 0.0%
Futures Contracts -138 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 376,056 452 0.0%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 12-01-2022 0 0.0%
Galp Energia SGPS SA 5,946 130 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 344,745 450 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 317,886 317 0.0%
Gartner Inc. 5,823 1,186 0.1%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 934,731 1,292 0.1%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 345,924 458 0.0%
GATX Corp. 46,726 5,187 0.3%
Gaz Metro Inc. 1.52% 05-25-2020 147,748 145 0.0%
Gazprom Neft PJSC 14,169 102 0.0%
Gazprom PJSC 121,369 388 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 172,431 241 0.0%
GCI Liberty Inc. Class A 9,553 608 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 486,053 462 0.0%
Gear Energy Ltd. 247 0.0%
GEK TERNA Holdings Real Estate Construction SA 3,057 20 0.0%
Gemdale Properties and Investment Corp. Ltd. 28,769 4 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,270,065 1,184 0.1%
General Electric Capital Corp. 4.60% 01-26-2022 1,661,786 1,647 0.1%
General Electric Capital Corp. F/R 07-30-2019 55,194 8 0.0%
General Electric Co. 18,499 184 0.0%
General Electric Co. 6.88% 01-10-2039 398,920 544 0.0%
General Electric Co. 8.35% 09-03-2022 95,334 6 0.0%
General Electric Co. F/R 05-05-2026 35,800 39 0.0%
General Electric Co. F/R 12-08-2021 25,088 3 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 2,509 3 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 435,667 430 0.0%
Genesco Inc. 23,422 1,300 0.1%
Genesis Trust II 1.699% 04-15-2020 492,493 486 0.0%
Genesis Trust II 2.43% 05-15-2019 2,561,953 2,563 0.2%
Genomic Health Inc. 931 98 0.0%
Genomma Lab Internacional SAB de CV 1,762 1 0.0%
Genting BHD 31,770 63 0.0%
Gentiva Health Services Inc. Term Loan 1st Lien F/R 06-21-2025 117,750 157 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 171,511 232 0.0%
Genworth MI Canada Inc. 46,107 2,011 0.2%
Genworth MI Canada Inc. 4.242% 04-01-2024 331,486 332 0.0%
George Kent (Malaysia) BHD 19,922 6 0.0%
George Weston Ltd. 3,207 308 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 929,252 1,125 0.0%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 703,249 842 0.0%
GFL Environmental Inc. Delay Draw Term Loan 1st Lien F/R 05-31-2025 29,735 39 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 652,145 1,026 0.0%
GHL Systems Bhd 7,839 4 0.0%
Gibson Energy Inc. 32,549 695 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 276,933 305 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,961,198 1,931 0.2%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 336,876 338 0.0%
Gildan Activewear Inc. 26,725 1,167 0.1%
Gilead Sciences Inc. 6,607 632 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 555,002 534 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 852,392 843 0.0%
Glacier Credit Card Trust 3.14% 09-20-2023 219,389 219 0.0%
Glanbia PLC 50,033 1,194 0.1%
GlaxoSmithKline PLC 165,178 4,544 0.3%
Glencore PLC 87,324 430 0.0%
Global Business Travel Holdings Ltd. Term B 1st Lien F/R 07-20-2025 0 0.0%
Global Standard Technology Co. Ltd. 6,537 37 0.0%
Global X MLP ETF 0 0.0%
Globant SA 4,441 346 0.0%
Globe Telecom Inc. 2,338 117 0.0%
GLP Capital LP / GLP Financing II Inc. 5.25% 06-01-2025 89,701 119 0.0%
GLP Capital LP / GLP Financing II Inc. 5.375% 04-15-2026 87,321 116 0.0%
GMP Capital Inc. 123 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 283,255 385 0.0%
Goldcorp Inc. 67,313 829 0.0%
Government of Aruba 4.625% 09-14-2023 1,254 2 0.0%
Government of Aruba 6.50% 01-31-2029 10,286 14 0.0%
Government of Australia 2.25% 05-21-2028 20,070 19 0.0%
Government of Australia 5.75% 07-15-2022 143,693 157 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 18,716 24 0.0%
Government of Bermuda 4.75% 02-15-2029 Callable 2028 4,415 6 0.0%
Government of Bermuda 4.854% 02-06-2024 5,248 7 0.0%
Government of Canada 0.75% 09-01-2021 687,596 661 0.0%
Government of Canada 1.00% 06-01-2027 5,868,248 5,300 0.3%
Government of Canada 1.00% 09-01-2022 132,594 127 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 6,154,851 7,406 0.4%
Government of Canada 1.50% 06-01-2023 2,598,850 2,521 0.2%
Government of Canada 1.50% 06-01-2026 484,917 460 0.0%
Government of Canada 1.75% 03-01-2023 800,259 786 0.0%
Government of Canada 1.75% 05-01-2020 568,262 565 0.0%
Government of Canada 2.00% 06-01-2028 46,854,491 45,774 2.1%
Government of Canada 2.25% 06-01-2025 693,699 694 0.0%
Government of Canada 2.25% 06-01-2029 3,979,157 3,967 0.3%
Government of Canada 2.50% 06-01-2024 1,647,432 1,671 0.1%
Government of Canada 2.75% 06-01-2022 467,273 476 0.0%
Government of Canada 2.75% 12-01-2048 19,418,228 20,893 1.0%
Government of Canada 3.00% 12-01-2036 Real Return 174,267 308 0.0%
Government of Canada 3.50% 06-01-2020 661,078 675 0.0%
Government of Canada 4.00% 12-01-2031 Real Return 563,526 1,154 0.1%
Government of Canada 4.25% 12-01-2021 Real Return 178,055 316 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 2,934,770 5,693 0.4%
Government of Cayman Islands 5.95% 11-24-2019 144A 4,767 7 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 81,794 121 0.0%
Government of France 4.32% 07-25-2029 251,183 701 0.0%
Government of Germany 0.25% 08-15-2028 1,335,569 1,998 0.2%
Government of Germany 0.50% 02-15-2028 4,867 7 0.0%
Government of Hungary 6.38% 03-29-2021 340,000 478 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 971,198,539 83 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 3,901,882,257 322 0.0%
Government of Indonesia 6.63% 05-15-2033 2,582,563,193 208 0.0%
Government of Indonesia 7.00% 05-15-2022 4,011,003,846 364 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 2,021,011,050 177 0.0%
Government of Indonesia 7.50% 08-15-2032 1,006,298,778 88 0.0%
Government of Indonesia 8.25% 07-15-2021 2,489,223,269 235 0.0%
Government of Indonesia 8.38% 03-15-2024 1,579,420,004 150 0.0%
Government of Indonesia 8.38% 09-15-2026 2,998,155,145 285 0.0%
Government of Ireland 1.00% 05-15-2026 5,018 8 0.0%
Government of Ireland 3.40% 03-18-2024 366,306 644 0.0%
Government of Italy 1.30% 05-15-2028 4,014 6 0.0%
Government of Jamaica 8.00% 06-24-2019 1,706 2 0.0%
Government of Japan 0.10% 02-15-2019 2,508,802 29 0.0%
Government of Japan 0.10% 09-20-2019 299,003 399 0.0%
Government of Malaysia 3.62% 11-30-2021 229,909 73 0.0%
Government of Malaysia 3.73% 06-15-2028 213,329 66 0.0%
Government of Malaysia 3.84% 04-15-2033 603,068 178 0.0%
Government of Malaysia 3.88% 03-14-2025 313,914 99 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 372,938 116 0.0%
Government of Malaysia 4.06% 09-30-2024 1,163,913 370 0.0%
Government of Malaysia 4.16% 07-15-2021 664,082 214 0.0%
Government of Mexico 10.00% 12-05-2024 4,561,366 312 0.0%
Government of Mexico 4.60% 01-23-2046 84,005 96 0.0%
Government of Mexico 6.50% 06-10-2021 5,305,364 330 0.0%
Government of New Zealand 3.00% 04-15-2020 344,863 320 0.0%
Government of New Zealand 5.50% 04-15-2023 123,797 126 0.0%
Government of New Zealand 6.00% 05-15-2021 328,283 330 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,127,437 179 0.0%
Government of Norway 4.50% 05-22-2019 2,931,335 461 0.0%
Government of Philippines 3.50% 03-20-2021 11,709,871 278 0.0%
Government of Philippines 3.50% 04-21-2023 7,507,403 167 0.0%
Government of Philippines 4.625% 09-09-2040 1,122,132 20 0.0%
Government of Philippines 4.95% 01-15-2021 3,957,083 99 0.0%
Government of Philippines 6.25% 01-14-2036 5,968,783 147 0.0%
Government of Philippines 7.375% 03-03-2021 4,133,935 107 0.0%
Government of Philippines 8.00% 07-19-2031 5,253,636 145 0.0%
Government of Philippines 8.125% 12-16-2035 2,652,793 73 0.0%
Government of Portugal 5.13% 10-15-2024 144A 158,062 218 0.0%
Government of Qatar 6.55% 04-09-2019 14,049 19 0.0%
Government of Russia 7.05% 01-19-2028 712,499 13 0.0%
Government of Singapore 2.50% 06-01-2019 375,812 365 0.0%
Government of Singapore 3.25% 09-01-2020 532,769 527 0.0%
Government of United Kingdom 1.50% 07-22-2047 5,805,194 8,618 0.5%
Government of United Kingdom 1.63% 10-22-2028 1,151,291 2,000 0.2%
Grafton Group PLC 10,951 131 0.0%
Graham Holdings Co. 805 705 0.0%
Gran Tierra Energy Inc. 150,627 533 0.0%
Grand Canyon Education Inc. 7,926 1,289 0.1%
Grand Ocean Retail Group Ltd. 13,595 19 0.0%
Grand Pacific Petrochemical Corp. 4,315 4 0.0%
Granite Real Estate Investment Trust 44,486 2,439 0.2%
Granite REIT Holdings LP 3.788% 07-05-2021 Callable 2021 56,826 57 0.0%
Gray Escrow Inc. 7.00% 05-15-2027 [144A] Callable 2022 268,977 363 0.0%
Great Canadian Gaming Corp. 14,164 730 0.0%
Great Canadian Gaming Corp. 6.625% 07-25-2022 Callable 144A 1,089,865 1,116 0.0%
Great Eagle Holdings Ltd. 27,088 147 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 156,478 214 0.0%
Great-West Lifeco Inc.* 10,142 309 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 372,324 439 0.0%
Greater Toronto Airports Authority 6.98% 10-15-2032 Callable 189,421 262 0.0%
Green Cross Holdings Corp. 389 11 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 10-12-2022 161,164 215 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 76,268 91 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 17,515 23 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 144,737 191 0.0%
Grupa Lotos SA 503 14 0.0%
Grupo Aeroportuario del Centro Norte SAB de CV (OMA) 80,490 477 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 36 2 0.0%
Grupo Comercial Chedraui SA de CV 2,481 6 0.0%
Grupo Financiero Banorte SAB de CV Series O 92,277 561 0.0%
Grupo Herdez SAB de CV 1,187 3 0.0%
Grupo Mexico SAB de CV Series B 34 0.0%
Grupo Simec SA de CV 43,308 175 0.0%
GS Engineering & Construction Corp. 8,424 436 0.0%
GS Holdings Corp. 57 3 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 29,844 40 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 25,423 34 0.0%
GS Retail Co. Ltd. 123 6 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 6,128 8 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 33,915 45 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 7,156 10 0.0%
Guangzhou Automobile Group Co. Ltd. 48,188 67 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 719 4 0.0%
Guangzhou R&F Properties Co. Ltd. H 148,712 308 0.0%
Guardian Capital Group Ltd. 49 1 0.0%
Gulf Keystone Petroleum Ltd. 23,818 75 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 149,003 182 0.0%
H&R Real Estate Investment Trust 26,676 561 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 253,823 247 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 504,272 487 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 154,836 152 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 95,058 127 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 827,222 1,021 0.0%
Haemonetics Corp. 67,766 9,664 0.5%
Halcon Resources Corp. 6,113 23 0.0%
Halcon Resources Corp. Purchase Warrants Exp. 09-09-2020 1,660 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 28,101 37 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 66,728 88 0.0%
Hana Financial Group Inc. 10,292 461 0.0%
Handsome Co. 2,974 135 0.0%
Hang Lung Development Co. 227,274 838 0.0%
Hanil Hyundai Cement Co. Ltd. 115 6 0.0%
Hanjaya Mandala Sampoerna TBK PT 208,430 72 0.0%
Hannover Rueckversicherung SE Reg. 25,169 4,647 0.3%
HannStar Display Corp. 6,113 2 0.0%
Hansol Paper Co. Ltd. 6,323 124 0.0%
Hanwha General Insurance Co. Ltd. 466 3 0.0%
HAP Seng Consolidated BHD 61,609 193 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 58,246 76 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 104,412 5 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 31,878 43 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 356,111 366 0.0%
Hartalega Holdings Bhd 83,521 170 0.0%
Harum Energy TBK PT 491,634 62 0.0%
Haseko Corp. 6,556 106 0.0%
Hawaiian Electric Industries Inc. 21,818 1,111 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 [144A] Callable 2020 80,689 101 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 412,496 553 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 122,250 168 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 766,873 980 0.0%
HCA Inc. 5.00% 03-15-2024 122,692 164 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 89,532 120 0.0%
HCA Inc. 5.50% 06-15-2047 Callable 2046 311,461 399 0.0%
HCA Inc. 6.50% 02-15-2020 Callable 249,169 341 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 131,534 189 0.0%
HCA Inc. Term Loan B11 1st Lien F/R 03-18-2023 97,146 129 0.0%
HCN Canadian Holdings-1 LP 3.35% 11-25-2020 250,603 251 0.0%
HDFC Bank Ltd. ADR 2,625 354 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 155,325 199 0.0%
HealthSouth Corp. 5,303 530 0.0%
Hearthside Group Holdings LLC 1st Lien F/R 05-17-2025 234 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 23,872 31 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04/17/2025 158,746 208 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 1,304,160 1,301 0.1%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,591,511 1,576 0.1%
Heathrow Funding Ltd. 3.40% 03-08-2028 442,717 431 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 619,568 609 0.0%
Heidrick & Struggles International Inc. 1,569 76 0.0%
Helen of Troy Ltd. 1,883 358 0.0%
Hellenic Telecommunications Organization SA (OTE) 1,115 18 0.0%
Henkel AG & Co. KGaA 9,793 1,340 0.1%
Henkel AG & Co. KGaA Pfd. 12,306 1,887 0.2%
Hennes & Mauritz AB B 64,909 1,593 0.1%
Henry Schein Inc. 19,807 2,349 0.2%
Herbalife Ltd. 2,581 196 0.0%
Hermes International 43 31 0.0%
Heroux-Devtek Inc. 25 0.0%
Hess Corp. Pfd. Conv. 2,863 228 0.0%
Hexindai Inc. 7,347 43 0.0%
High Arctic Energy Services Inc. 49 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 119,537 154 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 144A 25,423 32 0.0%
Hilton Worldwide Finance LLC Term Loan B2 1st Lien F/R 10-25-2023 90,467 119 0.0%
Hitachi Ltd. 50,238 1,935 0.2%
HKBN Ltd. 21,142 110 0.0%
HKC Holdings Ltd. 56,895 61 0.0%
HMC Investment Securities Co. Ltd. 155 2 0.0%
HMS Holdings Corp. 13,022 619 0.0%
Holiday Entertainment Co. Ltd. 2,877 7 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 2,403,746 2,379 0.2%
HollyFrontier Corp. 78,335 6,505 0.4%
Holy Stone Enterprise Co. Ltd. 360 2 0.0%
Home Capital Group Inc. 2,147 38 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 6,780 9 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 11,495 15 0.0%
Honda Canada Finance Inc. F/R 02-19-2019 702,994 705 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 470,812 473 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 128,990 129 0.0%
Honda Motor Co. Ltd. 25,173 944 0.0%
Hong Kong Aircraft Engineering Co. Ltd. 187,224 23 0.0%
Hong Leong Financial Group BHD 3,452 21 0.0%
Hongkong Land Holdings Ltd. 266,883 2,311 0.2%
Hopewell Holdings Ltd. 133,953 602 0.0%
Horizon North Logistics Inc. 6,638 15 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 178,011 235 0.0%
Host Hotels & Resorts Inc. 27,418 692 0.0%
Hotel Shilla Co. Ltd. 40 4 0.0%
House Foods Corp. 11,166 528 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 172,923 219 0.0%
Hoya Midco LLC Term Loan B 1st Lien F/R 06-27-2024 85,138 112 0.0%
HP Inc. 4,691 143 0.0%
HSBC Bank Canada 2.17% 06-29-2022 801,249 774 0.0%
HSBC Bank Canada 2.54% 01-31-2023 380,735 370 0.0%
HSBC Bank Canada 3.25% 09-15-2023 1,534,871 1,529 0.1%
HSBC Bank Canada F/R 07-10-2019 2,920,326 2,922 0.2%
HSBC Holdings PLC 127,493 1,436 0.1%
HSBC Holdings PLC 0.45% 09-24-2021 1,003,520 12 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 503,859 492 0.0%
HSBC Holdings PLC F/R 11-22-2165 Callable 2027 142,588 172 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 181,592 238 0.0%
HUBER+SUHNER AG 512 48 0.0%
Huchems Fine Chemical Corp. 741 23 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 295,016 395 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 197,342 261 0.0%
Hudson Ltd. 11,635 321 0.0%
Huishang Bank Corp. Ltd. 23,303 14 0.0%
Hungary Government International Bond 6.25% 01-29-2020 222,171 304 0.0%
Huntington Bancshares Inc. F/R 07-15-2066 Perpetual Callable 2023 87,321 111 0.0%
Huntington Ingalls Industries Inc. 6,640 1,902 0.2%
Huntsman Corp. 10,988 295 0.0%
Husky Energy Inc. 101,853 1,681 0.1%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 250,982 239 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 25,790 369 0.0%
Husky Energy Inc. 7.25% 12-15-2019 137,043 188 0.0%
Huvis Corp. 9,849 90 0.0%
Hwail Pharmaceutical Co. Ltd. 11,026 89 0.0%
Hydro One Inc. 49,428 972 0.0%
Hydro One Inc. 2.97% 06-26-2025 Callable 2025 1,095,854 1,074 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 222,569 207 0.0%
Hydro One Inc. 3.72% 11-18-2047 677,737 642 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 335,274 280 0.0%
Hypermarcas SA 16,578 183 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 0 0.0%
Hyundai Development Co. 4,183 84 0.0%
Hyundai Engineering & Construction Co. Ltd. 254 17 0.0%
Hyundai Heavy Industries Co. Ltd. 77 36 0.0%
Hyundai Hy Communications & Network Co. Ltd. 371,634 98 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 2,026 96 0.0%
Hyundai Mipo Dockyard Co. Ltd. 16 2 0.0%
Hyundai Telecommunication Co. Ltd. 8,552 109 0.0%
IAMGOLD Corp. 52,340 211 0.0%
IBERIABANK Corp. 526 52 0.0%
IBI Group Inc. 4,565 20 0.0%
ICA Gruppen AB 27,000 1,301 0.1%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 53,920 72 0.0%
ICICI Bank Ltd. ADR 14,888 201 0.0%
IDEX Corp. 181 33 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 326,757 422 0.0%
IGB Real Estate Investment Trust 11,364 6 0.0%
IGG Inc. 46,030 74 0.0%
iHeartCommunications Inc. 1st Lien F/R 01-30-2019 155,481 148 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 29,402 37 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 100,585 131 0.0%
Ildong Pharmaceutical Co. Ltd. 3,084 82 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 0 0.0%
Immunomedics Inc. 5,787 155 0.0%
Imperial Oil Ltd. 37,583 1,487 0.1%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 105,149 130 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 98,146 128 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,294,409,038 126 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 829,464,145 82 0.0%
Industrial Alliance Insurance and Financial Services Inc. 41,332 2,008 0.2%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 435,667 436 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 473,551 471 0.0%
Industrial and Commercial Bank of China Ltd. H 1,699,280 1,610 0.1%
Industrial Bank of Korea 1,279 23 0.0%
Industrias CH SAB de CV 5,616 32 0.0%
Industries Qatar QSC 719 36 0.0%
Infigen Energy 611 2 0.0%
Infomart Corp. 1,259 14 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2018 122,093 162 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 129,070 172 0.0%
Infosys Ltd. ADR 60,600 794 0.0%
ING Groep NV 103,861 1,680 0.1%
Ingersoll-Rand PLC 1,718 236 0.0%
Innovative Industrial Properties Inc. 3,470 228 0.0%
Inovalis Real Estate Investment Trust 617 6 0.0%
InPower BC General Partnership 4.471% 03-31-2033 339,631 351 0.0%
Insperity Inc. 34,513 4,590 0.3%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 306,104 316 0.0%
Instructure Inc. 17,226 865 0.0%
Intact Financial Corp. 13,542 1,441 0.1%
Intact Financial Corp. 3.77% 03-02-2026 MTN 491,546 498 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 38,688 52 0.0%
Integrys Energy Group Inc. Pfd. 730 24 0.0%
Intel Corp. 4.00% 12-01-2022 114,954 116 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 223,056 307 0.0%
Intelsat SA 253,503 338 0.0%
Inter Pipeline Ltd. 50,353 1,076 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 594,642 561 0.0%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 515,224 492 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 352,134 336 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 498,338 501 0.0%
Inter Pipeline Ltd. 4.64% 05-30-2044 Callable 2043 356,111 333 0.0%
Inter RAO UES PJSC 1,229,775 100 0.0%
Inter-American Development Bank 3.50% 05-15-2021 120,481 113 0.0%
Inter-M Corp. 29,283 97 0.0%
Interfor Corp. 16,706 251 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 101,597 135 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 652 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 92,848 91 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 112,744 106 0.0%
International Bank for Reconstruction and Development 5.75% 10-28-2019 5,537,706 104 0.0%
International Business Machines Corp. 2.625% 08-05-2022 38,687 68 0.0%
International Business Machines Corp. 2.75% 12-21-2020 39,792 69 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 0 0.0%
International Finance Corp. 3.625% 05-20-2020 337,187 314 0.0%
International Finance Corp. 7.00% 07-20-2027 725,896 40 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 54,161 74 0.0%
International Paper Co. 3,473 213 0.0%
International Seaways Inc. 20,927 536 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 895 1 0.0%
International Textile Group Inc. Term Loan 2nd Lien F/R 04-19-2025 0 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 55,879 68 0.0%
InterRent Real Estate Investment Trust 82,877 1,077 0.0%
Intuitive Surgical Inc. 6,266 4,422 0.3%
Invenergy Thermal Operating I LLC Term Loan 1st Lien F/R 06-25-2025 92,816 124 0.0%
Investec Ltd. 107,650 863 0.0%
Investec PLC 396 3 0.0%
Investor AB B 698 41 0.0%
Invitation Homes Inc. 3,669 105 0.0%
IPL Plastics Inc. 98,707 1,022 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 100,393 102 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 147,302 185 0.0%
IRB Brasil Resseguros SA 4,603 118 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 24,196 32 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 1,475,748 1,484 0.1%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 298,504 389 0.0%
iShares Floating Rate Bond ETF 288,958 130 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 25 7 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Written Put Option @ $79.00 Exp. 04-18-2019 -13 -1 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 86,900 12,874 0.7%
iShares MSCI EAFE ETF 10,035 837 0.0%
iShares MSCI EAFE Small Cap Index Fund ETF 293,144 21,910 1.1%
iShares MSCI India ETF 122,300 5,432 0.3%
iShares MSCI Thailand ETF 13,457 1,542 0.1%
Itau Unibanco Holding SA 7,494 93 0.0%
Itau Unibanco Holding SA Pref. ADR 3,308 41 0.0%
Itausa- Investimentos Itau SA 80,681 342 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 404,843 501 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 333,637 331 0.0%
J Sainsbury PLC 260,490 1,347 0.1%
J.B. Hunt Transport Services Inc. 12,468 1,763 0.2%
Jack Henry & Associates Inc. 27,773 5,157 0.3%
Jamieson Wellness Inc. 82,557 1,796 0.2%
Japan Petroleum Exploration Co. Ltd. 3,898 108 0.0%
Japan Post Holdings Co. Ltd. 244,717 3,962 0.3%
Japfa Comfeed Indonesia Tbk 795,789 150 0.0%
JB Financial Group Co. Ltd. 3,076 21 0.0%
JBS SA 12,802 52 0.0%
JBS USA Lux SA Term Loan B 1st Lien F/R 10-30-2022 0 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 138,277 184 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 42,857 51 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 67,774 79 0.0%
Jiayuan International Group Ltd. 5,035 12 0.0%
JNBY Design Ltd. 132 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 503,060 503 0.0%
John Laing Group PLC 153,520 852 0.0%
Johnson & Johnson 9,815 1,917 0.2%
JPMorgan Chase & Co. 48,972 7,238 0.4%
JPMorgan Chase & Co. 2.75% 08-24-2022 59,688 97 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 395,889 397 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 33,160 45 0.0%
JPMorgan Chase & Co. F/R 05-15-2047 Callable 2017 185,695 203 0.0%
JPMorgan Chase Commercial Morgage Secutities 3.66% 06-15-2023 144A 49,740 66 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 46,424 63 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 26,298 35 0.0%
JSE Ltd. 5,250 83 0.0%
Just Energy Group Inc. 171,282 971 0.0%
Kamei 3,270 53 0.0%
Kardex AG 231 37 0.0%
KB Financial Group Inc. 5,720 320 0.0%
KB Financial Group Inc. ADR 6,617 370 0.0%
KC Co. Ltd. 5,769 88 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 155,587 198 0.0%
Kelly Services Inc. Class A 11,810 360 0.0%
Kelt Exploration Ltd. 25 0.0%
Kenedix Residential Next Investment Corp. 130,374 112 0.0%
Kennedy-Wilson Holdings Inc. 48,728 1,269 0.1%
Kering 2,312 1,346 0.1%
Kerry Properties Ltd. 45,917 210 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 271,418 359 0.0%
Keyera Corp. 9,994 291 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 268,977 263 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 60,008 80 0.0%
KeyW Holding Corp/The Term Loan 1st Lien F/R 05-04-2024 152,190 203 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 75,747 94 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 223,704 293 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 275,651 359 0.0%
KFC Holding Co. Term Loan B 1st Lien F/R 03-29-2025 195,061 257 0.0%
Kforce Inc. 6,629 279 0.0%
KFW 3.375% 02-15-2021 126,008 118 0.0%
KFW 3.75% 05-29-2020 185,695 173 0.0%
KG Chemical Corp. 3,511 80 0.0%
Kia Motors Corp. 8,471 307 0.0%
Kiatnakin Bank PCL 3,344 10 0.0%
Killam Apartment Real Estate Investment Trust 53,647 884 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 8 0.0%
Kinaxis Inc. 3,180 236 0.0%
Kinden Corp. 14,799 341 0.0%
Kinder Morgan Canada Ltd. 13,683 213 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 144,512 188 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 18,937 27 0.0%
King's Town Bank Co. Ltd. 3,956 5 0.0%
Kingboard Chemical Holdings Ltd. 25,652 98 0.0%
Kingboard Laminates Holdings Ltd. 1,618 2 0.0%
Kingdom of Sweden 0.13% 04-24-2023 144A 223,277 339 0.0%
Kinross Gold Corp. 196,865 709 0.0%
Kirkland Lake Gold Ltd. 63,843 1,758 0.1%
KLX Energy Services Holdings Inc. 2,946 79 0.0%
KM Corp. 5,208 47 0.0%
Knorr-Bremse AG 119,736 157 0.0%
Koc Holding AS 827 3 0.0%
Kohl's Corp. 3,011 269 0.0%
Kolmar BNH Co. Ltd. 343 8 0.0%
Komatsu Ltd. 31,178 1,108 0.0%
Kommunalbanken AS F/R 05-26-2021 8,530 8 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 30,106 5 0.0%
Koninklijke Ahold Delhaize NV 66,068 2,265 0.2%
Korea Investment Holdings Co. Ltd. 481 39 0.0%
Kossan Rubber Industries 6,833 9 0.0%
Kraft Canada Inc. 2.70% 07-06-2020 Callable 2020 1,404,553 1,399 0.1%
Kraft Canada Inc. F/R 07-06-2020 1,092,578 1,103 0.0%
Kraft Heinz Foods Co. 3.00% 06-01-2026 Callable 2026 6,272 7 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 45,319 68 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 91,742 140 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 212,223 351 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 578,301 653 0.0%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 47,355 54 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 722,638 703 0.0%
Krungthai Card PCL 37,579 52 0.0%
KSB SE & Co. KGaA 124,198 165 0.0%
KT Corp. ADR 252 5 0.0%
KT Skylife Co. Ltd. 8,046 110 0.0%
Kuehne + Nagel International AG 8,798 1,648 0.1%
Kumba Iron Ore Ltd. 7,723 183 0.0%
Kumho Industrial Co. Ltd. 7,444 105 0.0%
Kumho Petrochemical Co. Ltd. 1,222 134 0.0%
Kunlun Energy Co. Ltd. 24,453 40 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 9,421 77 0.0%
KWG Property Holding Ltd. 4,980 6 0.0%
Kyobo Securities Co. Ltd. 177 2 0.0%
L E Lundbergforetagen AB Class B 20,035 798 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 60,883 80 0.0%
L'Oréal SA 1,655 520 0.0%
La Comer SAB de CV 89,919 122 0.0%
Labrador Iron Ore Royalty Corp. 53,592 1,425 0.1%
Lai Sun Development Co. Ltd. 9,514 21 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 17,464 23 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 37,874 49 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 1,077,062 1,397 0.1%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2017 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 181,274 177 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 122,692 113 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 184,590 189 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 0 0.0%
Lantheus Medical Imaging Inc. Term Loan B 1st Lien F/R 06-30-2022 1,121 1 0.0%
Lar Espana Real Estate SOCIMI SA 2,626 33 0.0%
Largo Resources Ltd. 28,058 103 0.0%
Larsen & Toubro Ltd. 360 10 0.0%
Lassonde Industries Inc. Class A Sub. voting 184 37 0.0%
Laurentian Bank of Canada 5,464 228 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 358,005 349 0.0%
Laurentian Bank of Canada F/R 10-22-2019 70,638 71 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 0 0.0%
LD Intermediate Holdings Inc. Term Loan B 1st Lien F/R 12-09-2022 0 0.0%
Learning Technologies Group PLC 51,071 84 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 570,156 781 0.0%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 100,664 135 0.0%
Lenovo Group Ltd. 297,797 287 0.0%
Leon's Furniture Ltd. 123 2 0.0%
Leroy Seafood Group ASA 17,904 203 0.0%
Levi Strauss & Co. 5.00% 05-01-2025 Callable 2020 520,906 689 0.0%
LF Corp. 4,572 131 0.0%
LG Corp. 2,716 233 0.0%
LG Electronics Inc. 54 5 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 167,509 224 0.0%
LG Uplus Corp. 1,173 25 0.0%
Li Ning Co. Ltd. 52,280 75 0.0%
Liberty Expedia Holdings Inc. 840 47 0.0%
Liberty Global PLC Class A 46,140 1,523 0.1%
Liberty Holdings Ltd. 33,784 348 0.0%
Liberty Latin America Ltd.- Class A 2,944 71 0.0%
Lien Hwa Industrial Corp. 5,754 8 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 64,968 87 0.0%
LifeScan Global Corp. Term Loan 1L F/R 06-19-2024 185,695 238 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 98,499 124 0.0%
Lifetime Brands Inc. Term Loan B 1st Lien F/R 03-31-2025 0 0.0%
Lilang China Co. Ltd. 156,450 170 0.0%
LIN Television Corp. 5.875% 11-15-2022 Callable 2017 84,226 114 0.0%
Linamar Corp. 1,893 91 0.0%
Linde PLC 172,975 231 0.0%
Lion Travel Service Co. Ltd. 25,447 98 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 36,294 48 0.0%
Lite-On Technology Corp. 86,282 153 0.0%
LivaNova PLC 1,767 238 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 37,581 50 0.0%
Liverty Latin America Ltd.-Class C 7,871 193 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 29,430 28 0.0%
Livingston International Inc. Term Loan 2nd Lien F/R 04-17-2020 0 0.0%
Lloyds Bank PLC F/R 07-11-2023 3,348,765 3,285 0.2%
Lloyds Banking Group PLC 3.50% 02-03-2025 552,918 533 0.0%
LMBE-MC HoldCo II LLC Term Loan B 1st Lien F/R 11-15-2025 0 0.0%
Loblaw Companies Ltd. 40,647 2,491 0.2%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 161,007 162 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 413,316 417 0.0%
Loblaw Companies Ltd. 4.86% 09-12-2023 Callable 75,579 79 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 2,043,469 2,292 0.2%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 43,177 41 0.0%
Longfor Properties Co. Ltd. 18,880 71 0.0%
Loral Space & Communications Inc. 5,467 309 0.0%
Lotte Food Co. Ltd. 125 101 0.0%
Lotte Himart Co. Ltd. 99 6 0.0%
Lotte Non-Life Insurance Co. Ltd. 2,535 8 0.0%
Lotus Pharmaceutical Co. Ltd. 2,158 7 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 74,751 97 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 296,064 277 0.0%
Lower Mattagami Energy LP 4.176% 02-23-2046 123,123 129 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 148,006 187 0.0%
LS Corp. 488 31 0.0%
LS Industrial Systems Co. Ltd. 68 4 0.0%
LSR Group OJSC-GDR Regs 48,735 127 0.0%
LT Group Inc. 11,364 5 0.0%
Lucara Diamond Corp. 29,193 55 0.0%
Lukoil 1,115 108 0.0%
Lukoil PJSC - Sponsored ADR 1,883 184 0.0%
Lululemon Athletica Inc. 22,816 4,020 0.3%
Lundin Mining Corp. 203,238 1,177 0.1%
Luye Pharma Group Ltd. 658,160 702 0.0%
LVMH Moet Hennessy Louis Vuitton SE 1,982 758 0.0%
LyondellBasell Industries NV Class A 20,624 2,558 0.2%
M&T Bank Corp. 5.00% 11-15-2018 Pfd. Series C 7 9 0.0%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 100,585 130 0.0%
M&T Bank Corp. Pfd. Series A 113 151 0.0%
Maanshan Iron and Steel Co. Ltd. H 449,409 275 0.0%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 0 0.0%
Machvision Inc. 719 13 0.0%
Mackenzie Global High Yield Fixed Income ETF 2,258 43 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 331,400 7,012 0.4%
Mackenzie Maximum Diversification Canada Index ETF 130,700 2,804 0.2%
Mackenzie Multi-Strategy Absolute Return Fund Series R 7,581,393 73,927 3.4%
Mackenzie Unconstrained Fixed Income Fund Series R 848 8 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 201,673 19,020 0.9%
Mackenzie US TIPS Index ETF (CAD-Hedged) 41,534 3,956 0.3%
Macquarie Mexico Real Estate Management SA de CV 118,573 138 0.0%
Macy's Inc. 46,485 2,115 0.2%
Maeil Dairies Co. Ltd. 1,949 180 0.0%
Magellan Aerospace Corp. 1,986 33 0.0%
Magna International Inc. 19,266 1,278 0.1%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 2,018,465 1,997 0.2%
Magna International Inc. Class A 9,207 610 0.0%
Magnitogorsk Iron & Steel Work 94,110 87 0.0%
Mahindra & Mahindra Ltd. 13,564 209 0.0%
Mainstreet Equity Corp. 99 4 0.0%
Makalot Industrial Co. Ltd. 4,532 35 0.0%
Malayan Banking BHD 396 1 0.0%
Malaysia Airports Holdings BHD 12,271 30 0.0%
Malaysia Steel Works (KL) BHD 783,051 101 0.0%
Mallinckrodt PLC 43,559 1,377 0.1%
Manhattan Associates Inc. 5,285 348 0.0%
Manila Water Co. 5,358 4 0.0%
Manpower Inc. 3,303 356 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 414,831 402 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 594,780 574 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 272,032 268 0.0%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 1,022,871 1,068 0.0%
Manulife Financial Corp. 226,003 4,965 0.3%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 405,717 402 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 1,030,448 998 0.0%
Maple Leaf Foods Inc. 54,326 1,605 0.1%
Marcopolo SA Pfd. 113,049 161 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 92,410 62 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 7,368 7 0.0%
Markel Corp. 1,201 1,827 0.2%
Marriott Ownership Resorts Inc. Term Loan B 1st Lien F/R 08-09-2025 162,484 216 0.0%
Martinrea International Inc. 92,612 995 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2018 19,934 26 0.0%
Mastronardi Produce Ltd. Term Loan B 1st Lien F/R 04-18-2025 130,874 174 0.0%
Matrix Service Co. 1,222 33 0.0%
Matson Inc. 5,583 292 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 1,623,008 1,547 0.1%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 46,948 59 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 208,804 268 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 705,398 826 0.0%
Maxar Technologies Ltd. 1,135 25 0.0%
MAXIMUS Inc. 36,139 3,417 0.3%
Mayne Pharma Group Ltd. 72,064 69 0.0%
MBK PCL 47,828 45 0.0%
McAfee LLC Term Loan 2nd Lien F/R 09-29-2025 0 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 151,790 149 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 324,074 320 0.0%
MCAP Service Corp. 1.08% 05-01-2022 238,122 239 0.0%
MCAP Service Corp. 1.13% 10-01-2021 448,295 448 0.0%
MCAP Service Corp. 1.24% 09-01-2021 349,792 351 0.0%
MCAP Service Corp. 1.386% 04-01-2021 335,249 337 0.0%
McCormick & Co. Inc. non-voting 496 99 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 102,287 115 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 1,348 2 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 719,040 703 0.0%
McGrath RentCorp. 30,236 2,147 0.2%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 35,922 44 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 144,798 164 0.0%
Medical Facilities Corp. 22,431 361 0.0%
Medicare Group 324 8 0.0%
Medifast Inc. 5,151 1,017 0.0%
Medtronic PLC 27,473 3,562 0.3%
MEG Energy Corp. 47,157 392 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 375,348 467 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 423,388 579 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 900,115 1,122 0.0%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 0 0.0%
Megacable Holdings SAB de CV 252 2 0.0%
MegaStudyEdu Co. Ltd. 968 35 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 329,990 329 0.0%
Mellanox Technologies Ltd. 12,619 1,557 0.1%
MercadoLibre Inc. 115 54 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 144A 77,741 96 0.0%
Mercer International Inc. 6.50% 02-01-2024 Callable 2020 36,379 49 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 340,033 455 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 138,937 192 0.0%
Merck & Co. Inc. 13,275 1,400 0.1%
Mercuries & Associates Holding Ltd. 27,187 23 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 837,533 1,141 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 244,639 324 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 1,854 47 0.0%
Meritz Securities Co. Ltd. 75,211 395 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 146,567 147 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 610,502 612 0.0%
Merrill Lynch & Co. Inc. F/R 09-15-2026 108,322 135 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 5,161 7 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 11,965 17 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 7,142 9 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 64,133 84 0.0%
Mesa Laboratories Inc. 396 117 0.0%
Metair Investments Ltd. 63,754 117 0.0%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 102,778 136 0.0%
Methanex Corp. 36,226 2,667 0.2%
Metlifecare Ltd. 98,623 500 0.0%
Metro Inc. 52,603 2,409 0.2%
Metro Inc. 4.27% 12-04-2047 Callable 2047 1,050,526 954 0.0%
Metro-Goldwyn-Mayer Inc. Term Loan B 2nd Lien F/R 06-29-2026 114,954 151 0.0%
Metropolitan Life Global Funding I 1.875% 04-16-2020 1,070,226 1,057 0.0%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,247,334 1,250 0.1%
Mexican Bonos 7.75% 05-29-2031 4,782,543 275 0.0%
Mexican Bonos 8.00% 06-11-2020 2,601,174 169 0.0%
Mexican Bonos 8.00% 12-07-2023 7,070,686 444 0.0%
Mexichem SAB de CV 13 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 6,774 7 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 144A 289,596 301 0.0%
Mexico City Airport Trust 4.25% 10-31-2026 Callable 2026 144A 302,860 331 0.0%
Mexico City Airport Trust 5.50% 07-31-2047 Callable 2047 144A 584,720 584 0.0%
Mexico City Airport Trust 5.50% 10-31-2046 Callable 2046 144A 164,694 164 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 47,840 56 0.0%
Microchip Technology Inc. Term Loan 1st Lien F/R 05-24-2025 99,959 132 0.0%
Micron Technology Inc. 9,113 467 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 120,019 159 0.0%
Microsoft Corp. 80,987 11,937 0.6%
Middleby Corp. 4,724 759 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 210,101 213 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 181,844 176 0.0%
MINDBODY Inc. Class A 27,497 1,015 0.0%
Mining and Metallurgical Co. Norilsk Nickel PJSC 360 91 0.0%
Minmetals Land Ltd. 85,906 20 0.0%
MIP IV Boomerang MergerSub LP Term Loan B 1st Lien F/R 10-01-2025 0 0.0%
Mirae Asset Life Insurance Co. 17,909 92 0.0%
Mirati Therapeutics Inc. 154,746 208 0.0%
Mirle Automation Corp. 54,696 106 0.0%
Mission Broadcasting Inc. Term Loan B3 1st Lien F/R 01-17-2024 7,690 157 0.0%
Mitel Networks Corp. 8,612 127 0.0%
Mitsubishi Electric Corp. 85,983 1,510 0.1%
Mitsuboshi Belting Ltd. 2,617 75 0.0%
Mitsui & Co. Ltd. 17,244 360 0.0%
MiX Telematics Ltd. ADR 6,879 164 0.0%
MK Restaurants Group PCL 1,115 3 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 13,751 19 0.0%
Mobile TeleSystems ADR 5,322 52 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 28,405 36 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 86,212 114 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 79,584 119 0.0%
Momo Inc. 9,613 401 0.0%
Monarch Casino & Resort Inc. 1,346 72 0.0%
Mondi Ltd. 47,925 1,405 0.1%
Moorim P&P Co. Ltd. 21,359 156 0.0%
Moorim Paper Co. Ltd. 26,302 92 0.0%
Morgan Stanley 3.00% 02-07-2024 825,873 802 0.0%
Morgan Stanley 3.59% 07-22-2028 5,621 288 0.0%
Morgan Stanley Capital 4.295% 09-09-2024 48,635 62 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 89,532 119 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 70,741 94 0.0%
Morguard North American Residential Real Estate Investment Trust 6,638 116 0.0%
Morguard Real Estate Investment Trust 148 2 0.0%
Morneau Shepell Inc. 67,462 1,762 0.2%
Mosenergo PJSC 375,829 13 0.0%
Motor Oil (Hellas) Corinth Refineries SA 4,541 138 0.0%
Motorola Solutions Inc. 4.60% 02-23-2028 Callable 2027 24,538 32 0.0%
Mountain Province Diamonds Inc. 8.00% 12-15-2022 Callable 2019 144A 34,096 45 0.0%
Mpact Ltd. 52,960 112 0.0%
Mr. Price Group Ltd. 1,546 36 0.0%
MTY Food Group Inc. 4,417 290 0.0%
Muhibbah Engineering (M) Bhd 134,458 116 0.0%
Mullen Group Ltd. 2,566 32 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 187,906 256 0.0%
Murray & Roberts Holdings Ltd. 2,050 3 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 131,268 158 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 78,287 104 0.0%
Nan Ya Plastic Corp. 42,944 138 0.0%
Nanya Technology Corp. 143,284 376 0.0%
Naspers Ltd. 1,510 403 0.0%
National Australia Bank Ltd. 2.00% 01-14-2019 2,509 3 0.0%
National Bank of Canada 64,604 3,915 0.3%
National Bank of Canada 1.96% 06-30-2022 3,943,735 3,799 0.3%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 482,075 469 0.0%
National Bank of Canada F/R 06-11-2019 2,713,943 2,716 0.2%
National Oilwell Varco Inc. 16,786 717 0.0%
National Presto Industries Inc. 479 82 0.0%
National Western Life Group Inc. 703 287 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 57,778 77 0.0%
Natura Cosmeticos SA 5.38% 02-01-2023 Callable 2021 144A 148,114 194 0.0%
Natural Grocers by Vitamin Cottage Inc. 1,028 26 0.0%
Natural Health Trends Corp. 667 19 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 829,094 794 0.0%
NAV CANADA 7.40% 06-01-2027 456,693 600 0.0%
NAV CANADA 7.56% 03-01-2027 Callable 2017 345,503 405 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 102,796 134 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 262,138 347 0.0%
NCR Corp. 9,910 365 0.0%
NCsoft Corp. 581 353 0.0%
Nedbank Group Ltd. 216 6 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 120,066 159 0.0%
Nemak SAB de CV 195,808 187 0.0%
Neo Performance Materials Inc. 1,135 17 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 74,252 114 0.0%
Neste Oil OYJ 11,215 1,166 0.1%
Nestle Holdings Inc. 1.75% 12-09-2020 50,845 87 0.0%
Nestle Malaysia BHD 575 27 0.0%
Nestlé SA Reg. 10,388 1,179 0.1%
Netflix Inc. 3.63% 05-15-2027 144A 133,745 196 0.0%
Netflix Inc. 4.88% 04-15-2028 144A 106,146 130 0.0%
Netflix Inc. 5.88% 11-15-2028 144A 151,430 199 0.0%
Nevsun Resources Ltd. 25,886 154 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 47,932 63 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,279,285 1,478 0.1%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 20,857 28 0.0%
New Flyer Industries Inc. 38,330 1,449 0.1%
New Gold Inc. 425 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 152,491 174 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 100,166 104 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 1,073,285 1,352 0.1%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,532,190 1,903 0.2%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 61,826 84 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 72,068 78 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-14-2022 53,277 49 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 151,430 136 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 863,068 1,093 0.0%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 81,794 108 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 394,660 537 0.0%
NewOcean Energy Holdings Ltd. 96,460 47 0.0%
Nexstar Escrow Corp. 5.63% 08-01-2024 Callable 2019 144A 112,744 145 0.0%
NextEra Energy Inc. Conv. Pfd. 4,682 370 0.0%
NextEra Energy Operating Partners LP 4.25% 09-15-2024 Callable 2024 144A 94,395 119 0.0%
NextEra Energy Operating Partners LP 4.50% 09-15-2027 Callable 2027 144A 89,974 110 0.0%
NextEra Energy Partners LP 1.50% 09-15-2020 Conv. 67,425 88 0.0%
NH Investment & Securities Co. Ltd. 475 8 0.0%
Nickel Asia Corp. 816,059 46 0.0%
Nielsen Holdings PLC 35,017 1,265 0.1%
Nike Inc. Class B 6,399 639 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 56,811 70 0.0%
Nine Point Energy Holdings Inc. 2,072 40 0.0%
Nine Point Energy Holdings Inc. Pfd. 54 84 0.0%
Nippo Corp. 14,106 320 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 863,758 850 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 22,943 30 0.0%
NMN Holdings III Corp. Term Loan Delayed Draw 1st Lien F/R 10-26-2025 4,616 13 0.0%
NN Group NV 37,096 2,099 0.2%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 48,339 60 0.0%
Noevir Holdings Co. Ltd. 1,982 123 0.0%
Nokia OYJ 3.38% 06-12-2022 473,551 600 0.0%
Nomura Holdings Inc. 2.10% 11-27-2019 316,332 417 0.0%
Norbord Inc. 21,864 812 0.0%
Nordic Investment Bank 1.375% 07-15-2020 813,523 126 0.0%
Nordic Investment Bank 4.13% 03-19-2020 163,589 153 0.0%
Nordic Investment Bank 5.00% 04-19-2022 93,953 99 0.0%
Norfolk Southern Corp. 18,313 4,156 0.3%
NOROO Paint & Coatings Co. Ltd. 5,462 56 0.0%
North Battleford Power LP 4.958% 12-31-2032 574,571 619 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 444,498 418 0.0%
North West Redwater Partnership 3.20% 07-22-2024 Callable 2024 230,335 229 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 237,723 226 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 565,420 579 0.0%
Northland Power Inc. 43,736 977 0.0%
Northrop Grumman Corp. 925 320 0.0%
Northview Apartment Real Estate Investment Trust 47,644 1,256 0.1%
NorthWest Healthcare Properties Real Estate Investment Trust 5,715 60 0.0%
Norwegian Finans Holding ASA 13,775 154 0.0%
Norwegian Government 3.75% 05-25-2021 2,641,739 434 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 113,652 115 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 213,857 215 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 172,373 173 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 86,013 107 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 235,913 288 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 302,989 389 0.0%
Novanta Inc. 6,673 576 0.0%
Novartis AG Reg. 23,264 2,823 0.2%
Novatek Microelectronics Corp. 51,063 288 0.0%
Novatek OAO 252 57 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 67,774 89 0.0%
Novellus Systems Inc. 2.625% 05-15-2041 Conv. 23,212 145 0.0%
Novolipetsk Steel PJSC 24,166 76 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 116,060 166 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 144A 48,339 63 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 131,534 178 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 199,335 281 0.0%
NTPC Ltd. 4.38% 11-26-2024 89,090 116 0.0%
NTT DoCoMo Inc. 1,321 41 0.0%
Nucor Corp. 2,558 205 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 469,152 600 0.0%
Nutrien Ltd. 165,627 6,026 0.4%
NuVista Energy Ltd. 18,088 70 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 580,070 561 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 125,018 159 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 42,275 43 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 119,376 156 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 0 0.0%
O-TA Precision Industry Co. Ltd. 123,850 101 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 105,006 135 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 114,917 151 0.0%
OBIC Business Consultants Co. Ltd. 429 50 0.0%
Obsidian Energy Ltd. 242,351 162 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 169,116 220 0.0%
OceanaGold Corp. 35,041 136 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 208,120 279 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 89,325 121 0.0%
OFG Bancorp 85,299 18 0.0%
Oi SA 12,047 6 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 125,018 149 0.0%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 58,582 76 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 43,108 53 0.0%
Olympus Merger Sub Inc. Term Loan 1st Lien F/R 10-03-2024 88,039 113 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 107,970 140 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 155,481 208 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 224,084 221 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 2,480,083 2,460 0.2%
OMERS Realty Corp. 3.63% 06-05-2030 Callabe 2030 662,972 670 0.0%
Omnicom Group Inc. 20,195 2,066 0.2%
Onex Corp. Sub. voting 3,998 329 0.0%
Ontario Electricity Financial Corp. 0% 11-27-2020 734,952 699 0.0%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 401,761 543 0.0%
Ontario Hydro 0% 05-26-2025 301,179 248 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 871,334 859 0.0%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 204,574 194 0.0%
OPB Finance Trust 2.98% 01-25-2027 331,486 329 0.0%
Open Text Corp. 45,405 2,067 0.2%
Oppenheimer Holdings Inc. Class A non-voting 20,316 770 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 6,655 9 0.0%
Oracle Corp. 32,304 2,094 0.2%
Origin Property PCL Equity Uncovered Call Exp: 11-15-2020 3,978 0.0%
Orior AG 661 73 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 734,875 834 0.0%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 187,873 241 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 100,664 135 0.0%
Osisko Mining Inc. 2 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 134,365 178 0.0%
OTP Bank NYRT 2,337 124 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 11,462 15 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 245,631 269 0.0%
Oxbow Carbon LLC Term Loan B 1st Lien F/R 12-18-2022 0 0.0%
Oxbow Carbon LLC Term Loan B 2nd Lien F/R 12-18-2023 0 0.0%
OZ Management LP Term Loan 1st Lien F/R 04-04-2023 117,062 154 0.0%
Packaging Corp. of America 1,196 155 0.0%
Padini Holdings BHD 14,996 23 0.0%
Pan American Silver Corp. 59,076 1,010 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2018 144A 498,338 663 0.0%
Parex Resources Inc. 118,721 1,948 0.2%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 189,421 245 0.0%
Park Hotels & Resorts Inc. 262,232 10,742 0.6%
Park-Ohio Industries Inc. 6.63% 04-15-2027 Callable 04-15-2022 36,379 48 0.0%
Parkland Fuel Corp. 71,001 2,779 0.2%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 214,285 208 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 1,608,927 1,600 0.1%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 963,159 1,245 0.1%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 32,201 33 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 99,668 99 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 89,532 114 0.0%
Partners Group Holding AG 2,421 2,115 0.2%
Pason Systems Inc. 85,332 1,701 0.1%
Patterson Companies Inc. 31,382 1,058 0.0%
PayPal Holdings Inc. 56 6 0.0%
PBF Energy Inc. 1,470 76 0.0%
Pearson PLC 132,136 2,158 0.2%
Pembina Pipeline Corp. 72,301 3,239 0.2%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 330,349 319 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 233,745 229 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 708,433 696 0.0%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 1,453,992 1,373 0.1%
Pembina Pipeline Corp. 4.75% 04-30-2043 298,337 283 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 593,833 568 0.0%
Pengrowth Energy Corp. 24,677 17 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 154,485 195 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 59,302 73 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 3,956 2 0.0%
People's United Financial Inc. Pfd. Series A 6,274 200 0.0%
PepsiCo Inc. 11,883 1,926 0.2%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 1,748,541 1,661 0.1%
PepsiCo Inc. 2.50% 11-01-2022 753 1 0.0%
Peregrine Holdings Ltd. 60,232 115 0.0%
Perficient Inc. 3,569 120 0.0%
PerkinElmer Inc. 49 6 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 70,741 92 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 109,428 144 0.0%
PetroChina Co. Ltd. ADR 216 20 0.0%
PetroChina Co. Ltd. H 432,420 401 0.0%
Petroleo Brasileiro SA - Petrobras ADR 46,302 896 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 43,300 379 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 532,944 113 0.0%
Petroleos Mexicanos 4.625% 09-21-2023 144A 144,798 179 0.0%
Petroleos Mexicanos 6.00% 03-05-2020 35,371 48 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,305 2 0.0%
Petroleos Mexicanos 7.19% 09-12-2024 144A 1,401,559 72 0.0%
Petroleos Mexicanos 7.65% 11-24-2021 144A 1,431,513 86 0.0%
Petron Corp. 44,484 9 0.0%
Petron Malaysia Refining & Marketing Bhd 6,617 15 0.0%
Petronas Chemicals Group BHD 435,948 1,276 0.1%
Petronas Gas BHD 2,625 16 0.0%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 742,197 829 0.0%
Pfizer Inc. 166,730 10,245 0.6%
PGE Polska Grupa Energetyczna SA 9,853 40 0.0%
Pharmally International Holding Co. Ltd. 5,578 38 0.0%
Pharmicell Co. Ltd. 699 11 0.0%
Philip Morris International Inc. 1.375% 02-25-2019 2,509 3 0.0%
Phillips 66 13,611 1,692 0.1%
Phoenix Group Holdings 6,233 63 0.0%
PHX Energy Services Corp. 1,086 3 0.0%
PICC Property & Casualty Co. Ltd. H 28,769 39 0.0%
Pick n Pay Stores Ltd. 8,559 60 0.0%
Pilgrim's Pride Corp. 5.88% 09-30-2027 Callable 2022 144A 323,909 409 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 56,121 724 0.0%
Piraeus Bank SA 80,577 106 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 202,881 258 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 2,822 4 0.0%
Pixelle Specialty Solutions LLC B 1st Lien F/R 10-23-2024 1,128,660 1,129 0.0%
Pizza Pizza Royalty Corp. 99 1 0.0%
Plaza Retail REIT 49 0.0%
Plaza Trust F/R 04-02-2019 108 4 0.0%
PLDT Inc. 1,140 34 0.0%
Plenary Properties LTAP LP 6.288% 01-31-2044 985,106 1,256 0.1%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 167,785 221 0.0%
PM Merger Sub Inc. Term Loan B 1st Lien F/R 03-07-2025 0 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 14,811 19 0.0%
Polar US Borrower LLC Term Loan 1st Lien F/R 08-21-2025 224,319 294 0.0%
Polaris Infrastructure Inc. 592 6 0.0%
Polo Ralph Lauren Corp. Class A 7,880 1,167 0.1%
Porsche Automobil Holding SE Pfd. 116,363 9,897 0.5%
Porto Seguro SA 288 5 0.0%
POSCO 1,233 362 0.0%
POSCO ADR 1,582 116 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 420,086 513 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 44,213 55 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 129,324 162 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 122,000 162 0.0%
Postal Savings Bank of China Co. Ltd. 10,788 9 0.0%
Power Corp. of Canada Sub. Voting* 23,097 612 0.0%
Powerlong Real Estate Holdings Ltd. 291,189 157 0.0%
Powszechna Kasa Oszczednosci Bank Polski 13,629 196 0.0%
Powszechny Zaklad Ubezpieczen SA 2,086 31 0.0%
PPB Group BHD 203,556 1,139 0.1%
Precision Drilling Corp. 58,409 178 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 242,773 321 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 307,475 408 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 310,650 528 0.0%
Premier Inc. Class A 1,918 101 0.0%
Premium Brands Holdings Corp. 13,375 1,038 0.0%
President Chain Store Corp. 12,946 178 0.0%
Press Metal Aluminium Holdings BHD 235,467 357 0.0%
Pretium Resources Inc. 99 1 0.0%
Principal Financial Group Inc. 13,214 866 0.0%
Project Deep Blue Holdings LLC 1st Lien Term Loan F/R 01-11-2025 (AKA BARRACUDA) 83,585 110 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 07-13-2021 0 0.0%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 199,108 266 0.0%
Prosperity Real Estate Investment Trust 208,115 104 0.0%
Proto Labs Inc. 3,188 545 0.0%
Province of Alberta 0.63% 04-18-2025 128,218 194 0.0%
Province of Alberta 1.00% 11-15-2021 151,430 254 0.0%
Province of Alberta 2.90% 12-01-2028 7,268 917 0.0%
Province of Alberta 3.05% 12-01-2048 797,460 755 0.0%
Province of Alberta 3.10% 06-01-2024 560,685 570 0.0%
Province of Alberta 3.40% 12-01-2023 122,692 127 0.0%
Province of British Columbia 2.70% 12-18-2022 583,415 586 0.0%
Province of British Columbia 3.25% 12-18-2021 405,360 415 0.0%
Province of British Columbia 3.30% 12-18-2023 217,834 225 0.0%
Province of British Columbia 3.70% 12-18-2020 376,947 387 0.0%
Province of British Columbia 6.35% 06-18-2031 983,093 1,324 0.1%
Province of British Columbia 6.60% 01-09-2020 3,713,909 70 0.0%
Province of Manitoba 2.45% 06-02-2025 588,908 575 0.0%
Province of Manitoba 2.55% 06-02-2023 197,944 197 0.0%
Province of Manitoba 3.30% 06-02-2024 357,815 368 0.0%
Province of Manitoba 6.30% 03-05-2031 416,725 548 0.0%
Province of New Brunswick 3.35% 12-03-2021 56,826 58 0.0%
Province of New Brunswick 3.65% 06-03-2024 543,826 567 0.0%
Province of New Brunswick 4.50% 06-02-2020 121,229 125 0.0%
Province of New Brunswick 4.55% 03-26-2037 97,552 112 0.0%
Province of Newfoundland 3.00% 06-02-2026 779,221 778 0.0%
Province of Newfoundland 3.70% 10-17-2048 1,265,730 1,310 0.1%
Province of Ontario 0% 06-02-2024 1,797,601 1,537 0.1%
Province of Ontario 0% 06-02-2026 356,111 285 0.0%
Province of Ontario 0% 07-13-2022 346,640 314 0.0%
Province of Ontario 2.60% 06-02-2025 335,274 331 0.0%
Province of Ontario 2.60% 09-08-2023 4,938,193 4,921 0.3%
Province of Ontario 2.85% 06-02-2023 327,129 330 0.0%
Province of Ontario 2.90% 06-02-2049 11,323,559 10,590 0.6%
Province of Ontario 3.15% 06-02-2022 831,556 847 0.0%
Province of Ontario 3.50% 06-02-2024 189,421 197 0.0%
Province of Ontario 4.20% 06-02-2020 165,743 170 0.0%
Province of Ontario 4.60% 06-02-2039 738,740 888 0.0%
Province of Ontario 5.60% 06-02-2035 318,984 416 0.0%
Province of Ontario 6.20% 06-02-2031 738,740 975 0.0%
Province of Ontario 6.50% 03-08-2029 824,926 1,073 0.0%
Province of Ontario Canada 2.90% 06-02-2028 11,569,805 11,480 0.6%
Province of Ontario F/R 08-21-2023 34,700 4,091 0.3%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 672,443 585 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 395,889 317 0.0%
Province of Quebec 2.50% 09-01-2026 748,211 729 0.0%
Province of Quebec 2.75% 09-01-2025 1,943,455 1,937 0.2%
Province Of Quebec 2.75% 09-01-2028 986,881 970 0.0%
Province of Quebec 3.00% 09-01-2023 1,233,953 1,253 0.1%
Province of Quebec 3.50% 12-01-2048 4,174,828 4,407 0.3%
Province of Quebec 3.75% 09-01-2024 501,964 529 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 47,355 87 0.0%
Province of Quebec 4.50% 12-01-2020 506,700 528 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 20,836 32 0.0%
Province of Quebec F/R 12-19-2018 580,454 581 0.0%
Province of Saskatchewan 3.30% 06-02-2048 433,773 433 0.0%
Prudential Financial Inc. 6,427 801 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 110,265 146 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 77,662 103 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 278,240 371 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 802,773 799 0.0%
PT Astra International TBK 455,383 363 0.0%
PT Bank Pembangunan Daerah Jawa TBK 126,189 8 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 125,284 42 0.0%
PT Gudang Garam TBK 32,944 251 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 100,367 99 0.0%
PT Indiak Energy TBK 1,487,889 250 0.0%
PT Indo Tambangraya Megah TBK 24,561 49 0.0%
PT Medco Energi Internasional Tbk 376,944 25 0.0%
PT Mitra Adiperkasa TBK 1,716,178 140 0.0%
PT Modernland Realty TBK 3,703,958 70 0.0%
PT Panin Financial TBK 194,586 5 0.0%
PT Perusahaan Gas Negara 193,075 35 0.0%
PT Perusahaan Perkebunan London Sumatra Indonesia Tbk 44,520 5 0.0%
PT Ramayana Lestari Sentosa TBK 906,246 100 0.0%
PT Salim Ivomas Pratama TBK 86,560 4 0.0%
PT Surya Semesta Internusa TBK 2,585,121 108 0.0%
PT Tambang Batubara Bukit Asam TBK 102,525 38 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 96,164 119 0.0%
PTC Thetapeutics Inc. 1,558 74 0.0%
PTT Exploration and Production PCL 1,151 6 0.0%
Public Bank BHD 647 5 0.0%
Publicis Groupe SA 7,611 600 0.0%
PulteGroup Inc. 7.875% 06-15-2032 186,378 259 0.0%
PW Medtech Group Ltd. 11,508 2 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-17-2021 0 0.0%
QAD Inc. Class A 793 45 0.0%
Qatar Islamic Bank 2,266 126 0.0%
QGEP Participacoes SA 68,067 244 0.0%
QinetiQ Group PLC 34,603 175 0.0%
Qinhuangdao Port Co. Ltd. 2,517 1 0.0%
Quad Graphics Inc. 100 2 0.0%
Quad Graphics Inc. 7.00% 05-01-2022 471,657 618 0.0%
Qualitas Controladora SAB de CV 1,978 6 0.0%
Quarterhill Inc. 131,873 183 0.0%
Quebecor Inc. Class B Sub. voting 153,428 4,399 0.3%
Quebecor Media Inc. 6.625% 01-15-2023 144A 1,592,446 1,667 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 34,120 33 0.0%
Queensland Treasury Corp. 3.25% 08-21-2029 0 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 337,126 369 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 78,478 80 0.0%
QuinStreet Inc. 27,749 595 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 168,764 223 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,254 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 973,233 1,095 0.0%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 105,048 128 0.0%
Radiant Opto-Electronics Corp. 135,985 497 0.0%
Radware Ltd. 11,625 352 0.0%
RAKUS Co. Ltd. 1,751 43 0.0%
Rallye SA 2,015 29 0.0%
Randon SA Implementos e Participacoes 106,077 321 0.0%
Raspadskaya 18,592 46 0.0%
Rayonier Advanced Materials Inc. 537 11 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 253,526 253 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 322,015 323 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 117,296 152 0.0%
Realtek Semiconductor Corp. 15,777 96 0.0%
Rebosis Property Fund Ltd. 2,877 1 0.0%
Recipe Unlimited Corp. 49 1 0.0%
Reckitt Benckiser Group PLC 22,443 2,483 0.2%
Redwood Trust Inc. 5.63% 07-15-2024 Conv. 2024 72,952 95 0.0%
Regional SAB de CV 28,724 165 0.0%
RegionalCare Hospital Partners Holdings Term Loan 1st Lien F/R 11-16-2025 0 0.0%
Regions Bank 6.45% 06-26-2037 79,584 121 0.0%
Regions Financial Corp. 7.375% 12-10-2037 45,319 75 0.0%
Reinsurance Group of America Inc. 29,816 5,921 0.4%
Reitmans (Canada) Ltd. Class A non-voting 370 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 12,874 567 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 699,689 963 0.0%
Reliance LP 3.813% 09-15-2020 392,474 396 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 559,355 544 0.0%
Reliance Steel & Aluminum Co. 5,091 544 0.0%
Renesas Electronics Corp. 149,670 946 0.0%
Renewable Energy Group Inc. 13,936 499 0.0%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 0 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 01-02-2025 0 0.0%
Repsol SA 27,636 635 0.0%
Republic of Argentina 5.88% 01-11-2028 9,333 9 0.0%
Republic of Argentina 6.88% 01-11-2048 1,806 2 0.0%
Republic of Austria 0.00% 07-15-2023 184,590 280 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 46,248 571 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 743,848,142 317 0.0%
Republic of Colombia 7.00% 09-11-2019 350,478,758 146 0.0%
Republic of Finland 1.50% 04-15-2023 101,690 164 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 74,057 112 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 44,213 62 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,300,132,674 200 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 506,241 890 0.0%
Republic of Portugal 3.85% 04-15-2021 99,480 163 0.0%
Republic of Serbia 5.88% 12-03-2018 5,018 7 0.0%
Republic of the Philippines 4.00% 01-26-2022 4,677,758 110 0.0%
Republic Services Inc. 22,034 2,265 0.2%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 1,544 2 0.0%
Research Now Group Inc. Term Loan 2nd Lien F/R 12-20-2025 87,133 113 0.0%
Resolute Forest Products Inc. 33,034 482 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 53,038 71 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 7,577 10 0.0%
Restaurant Brands International Inc. 22,357 1,733 0.1%
Restaurant Technologies Inc. Term Loan 2nd Lien F/R 09-24-2026 0 0.0%
Retail Value Inc. 6,578 253 0.0%
Reunert Ltd. 27,368 193 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 75,133 74 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 284,131 369 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 361,286 480 0.0%
Rezidor Hotel Group AB 8,060 43 0.0%
RHB Capital BHD 6,221 10 0.0%
RingCentral Inc. Class A 3,403 375 0.0%
Rio Tinto Ltd. 124,720 8,891 0.5%
Rio Tinto PLC 19,820 1,196 0.1%
RioCan Real Estate Investment Trust 36,972 914 0.0%
Ritchie Bros. Auctioneers Inc. 20,419 943 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 442,524 578 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 172,456 198 0.0%
Rite Aid Corp. 7.70% 02-15-2027 790,335 749 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 180,398 236 0.0%
Road King Infrastructure Ltd. 5,035 11 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 88,261 114 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 83,721 108 0.0%
Robinson PCL NVDR 2,877 8 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 167,442 242 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 140,531 192 0.0%
Roche Holding AG Genusscheine 1,901 656 0.0%
Rockwool International AS Class B 710 247 0.0%
Rocky Mountain Dealerships Inc. 247 2 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 797,341 813 0.0%
Rogers Communications Inc. 5.34% 03-22-2021 Callable 737,540 772 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 1,322,534 1,653 0.1%
Rogers Communications Inc. Class B non-voting 42,979 3,046 0.2%
Rogers Sugar Inc. 7,946 45 0.0%
Rollins Inc. 783 66 0.0%
Rolls-Royce Holdings PLC 24,346 352 0.0%
Rolls-Royce Holdings PLC - C Shares 17,430 107 0.0%
Rosneft Oil Co. 12,047 101 0.0%
Rosneft Oil Co. GDR 7,712 65 0.0%
Rostelecom 39,809 55 0.0%
Rowan Companies Inc. 72,058 1,328 0.1%
Royal Bank of Canada 275,041 26,794 1.3%
Royal Bank of Canada 2.36% 12-05-2022 610,313 595 0.0%
Royal Bank of Canada 2.95% 05-01-2023 3,204,616 3,185 0.2%
Royal Bank of Canada 3.30% 09-26-2023 2,490,880 2,481 0.2%
Royal Bank of Canada 3.31% 01-20-2026 1,557,037 1,559 0.1%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 735,899 737 0.0%
Royal Bank of Canada F/R 02-11-2020 750,295 754 0.0%
Royal Bank of Canada F/R 03-23-2020 Covered 3,051,375 3,064 0.2%
Royal Bank of Canada F/R 08-01-2019 5,577,514 5,580 0.3%
Royal Dutch Shell PLC A 137,773 5,553 0.3%
RS PCL 6,221 4 0.0%
Ruentex Development Co. Ltd. 12,155 26 0.0%
Ruentex Industries Ltd. 99,810 391 0.0%
Russel Metals Inc. 21,210 491 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 595,224 591 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 109,305 144 0.0%
Sabina Gold & Silver Corp. 50,549 70 0.0%
Sable International Finance Ltd. Term Loan B4 1st Lien F/R 02-06-2026 124,902 166 0.0%
Salmar ASA 8,721 655 0.0%
Sam Young Electronics Co. Ltd. 6,918 103 0.0%
Samebest Co. Ltd. 18,824 124 0.0%
Samjin Pharmaceutical Co. Ltd. 3,387 175 0.0%
Samsonite International SA 145,758 584 0.0%
Samsung Biologics Co. Ltd. 89 35 0.0%
Samsung C&T Corp. 67 8 0.0%
Samsung Electro-Mechanics Co. 2,808 404 0.0%
Samsung Electronics Co. Ltd. 50,844 2,539 0.2%
Samsung Electronics Co. Ltd. GDR 36 45 0.0%
Samsung SDI Co. Ltd. 1,112 274 0.0%
Samsung SDS Co. Ltd. 14 3 0.0%
San Miguel Corp. 16,578 74 0.0%
San Miguel Food and Beverage Inc. 19,254 40 0.0%
Sandvik AB 11,232 222 0.0%
Sangsangin Co. Ltd. 546 12 0.0%
Sanofi 13,596 1,635 0.1%
Santander Consumer Bank AS F/R 03-30-2020 55,194 8 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 311,683 135 0.0%
Sao Martinho SA 10,033 62 0.0%
Sappi Ltd. 16,966 123 0.0%
Saputo Inc. 99 4 0.0%
Saputo Inc. 3.61% 08-14-2025 Callable 2025 229,011 226 0.0%
Sarantis SA 1,367 14 0.0%
Sartorius Stedim Biotech SA 3,336 450 0.0%
Sasol Ltd. 6,251 244 0.0%
Sasol Ltd. ADR 6,329 248 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 205,318 274 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 256,437 331 0.0%
SBA Senior Finance II LLC Term Loan B 1st Lien F/R 04-11-2025 148,027 195 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 97,269 127 0.0%
Sberbank of Russia PJSC 36,276 96 0.0%
Schaeffler AG 51,266 586 0.0%
Schindler Holding AG 19 5 0.0%
Schindler Holding AG PC 17 5 0.0%
Schneider Electric SE 3,964 384 0.0%
Schneider National Inc. 7,934 236 0.0%
Schnitzer Steel Industries Inc. Class A 2,075 77 0.0%
Schouw & Co. 17 2 0.0%
SCI Pharmtech Inc. 41,134 126 0.0%
Scientex BHD 4,459 25 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2018 276,079 381 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 231,093 304 0.0%
Scientific Games International Inc. Term Loan B5 1st Lien F/R 08-14-2024 0 0.0%
SciQuest Inc. Term Loan 1st Lien F/R 12-29-2024 0 0.0%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 361,128 347 0.0%
SEACOR Marine Holdings Inc. 269 6 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 61,898 82 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 128,218 167 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 159,831 210 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 117,165 162 0.0%
SeaWorld Entertainment Inc. 13,616 515 0.0%
Secure Energy Services Inc. 19,692 142 0.0%
Securus Technologies Holdings Inc. Delayed Draw Term Loan 1st Lien F/R 11-01-2024 0 0.0%
Securus Technologies Holdings Inc. Term Loan 1st Lien F/R 11-01-2024 0 0.0%
Segro PLC 16,755 172 0.0%
Semirara Mining & Power Corp. 9,494 6 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,254 2 0.0%
Seohan Co. Ltd. 46,364 102 0.0%
Seoul Auction Co. Ltd. 8,876 118 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 96,605 125 0.0%
Service Corp. International 3,157 194 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 74,241 92 0.0%
Service Corp. International 5.375% 01-15-2022 Callable 67,276 90 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 229,734 307 0.0%
Seven & i Holdings Co. Ltd. 30,900 1,793 0.2%
Seven Generations Energy Ltd. 7,815 79 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 124,285 166 0.0%
Severstal PAO 12,239 243 0.0%
SEWOON MEDICAL Co. Ltd. 24,013 102 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 54,161 58 0.0%
SFS Group AG 1,206 156 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 11,508 14 0.0%
Shanghai Prime Machinery Co. Ltd. 18,700 4 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 274,660 274 0.0%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 284,131 276 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 748,211 766 0.0%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 108,159 144 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 3,902,442 4,634 0.3%
Shaw Communications Inc. Class B non-voting 20,729 518 0.0%
Shaw Communications Inc. Pfd Series A 10,115 163 0.0%
ShawCor Ltd. 16,306 318 0.0%
Sheng Ye Capital Ltd. 20,944 23 0.0%
Shenzhen Expressway Co. Ltd. 68,326 90 0.0%
Sherritt International Corp. 30,056 15 0.0%
Shimao Property Holdings Ltd. 78,504 259 0.0%
Shin Kong Financial Holding Co. Ltd. 180,935 81 0.0%
Shinhan Financial Group Co. Ltd. ADR 3,165 156 0.0%
Shinkong Synthetic Fibers Corp. 268,418 127 0.0%
Shinsegae Co. Ltd. 124 43 0.0%
Shinyoung Securities Co. Ltd. 209 14 0.0%
Shopify Inc. 3,578 724 0.0%
Shun Tak Holdings Ltd. 692,395 302 0.0%
Shuttefly Inc. Term Loan B2 1st Lien F/R 08-17-2024 0 0.0%
Siam Commercial Bank PCL 59,814 230 0.0%
Siegfried Holding AG 429 204 0.0%
Siemens AG 7,779 1,197 0.1%
Siemens Healthineers AG 5,966 343 0.0%
Sienna Senior Living Inc. 3.474% 02-03-2021 331,486 335 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 203,734 303 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 133,314 175 0.0%
Signature Bank 10,730 1,759 0.1%
Sigurd Microelectronics Corp. 175,692 225 0.0%
Sika AG 1,982 326 0.0%
Silicon Laboratories Inc. 2,569 302 0.0%
Sime Darby BHD 58,329 43 0.0%
Sime Darby Plantation BHD 92,198 138 0.0%
SIMMTECH Co. Ltd. 3,776 34 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 214,629 272 0.0%
Sinil Pharmaceutical Co. Ltd. 6,498 76 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 1,079 66 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 2,690,197 1,638 0.1%
Sinopharm Group Co. H 21,875 144 0.0%
Sinotruk Hong Kong Ltd. 109,584 241 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 249,180 312 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 93,953 121 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 201,927 267 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 117,648 155 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 130,066 166 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 153,488 196 0.0%
SK Holdings Co. Ltd. 747 250 0.0%
SK Hynix Inc. 41,694 3,469 0.3%
SK Telecom Co. Ltd. ADR 4,819 182 0.0%
SkyWest Inc. 2,530 194 0.0%
Slate Office REIT 21,444 154 0.0%
SLC Agricola SA 25,184 402 0.0%
Smart Real Estate Investment Trust 25 1 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 159,492 154 0.0%
SmarTone Telecommunications Holdings Ltd. 413,451 412 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 99,640 126 0.0%
SMI Acquisition Inc. Term Loan 2nd Lien F/R 10-27-2025 0 0.0%
Snap-On Inc. 1,489 329 0.0%
SNC-Lavalin Group Inc. 8,391 407 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 264,693 259 0.0%
SNC-Lavalin Group Inc. 6.19% 07-03-2019 378,841 386 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 90,299 114 0.0%
Sociedad Quimica y Minera de Chile SA ADR B 791 46 0.0%
Soda Sanayii AS 10,686 19 0.0%
Sofina SA 1,487 398 0.0%
Soft-World International Corp. 49,849 35 0.0%
SoftBank Group Corp. 9,062 1,011 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 568,262 762 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 62,509 83 0.0%
Softcat PLC 6,838 70 0.0%
SOHO China Ltd. 41,293 20 0.0%
Sohu.com Ltd. ADR 396 11 0.0%
Solera Finance Inc. 10.50% 03-01-2024 Callable 2019 144A 70,266 101 0.0%
Solium Capital Inc. 1,703 21 0.0%
Somboon Advance Technology PCL 6,725 5 0.0%
Sonae Sierra Brasil SA 2,740 23 0.0%
Sonic Healthcare Ltd. 31,232 694 0.0%
Sonova Holding AG 3,617 780 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,175,470 1,234 0.1%
Source Energy Services Ltd. 1,427 2 0.0%
Southern California Edison Co. 4.13% 03-01-2048 Callable 2047 265,189 263 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 11,053 20 0.0%
Southwest Airlines Co. 3.45% 11-16-2027 Callable 2027 21,800 547 0.0%
SP LP 3.21% 06-15-2019 816,355 817 0.0%
Sparebank 1 Nord-Norge 14,552 143 0.0%
SPDR Barclays Capital High Yield Bond ETF 235,636 10,877 0.6%
SPDR S&P 500 ETF Trust 6,311 2,313 0.2%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 14,950 20 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 122,093 158 0.0%
Spigen Korea Corp. 699 40 0.0%
Spin Master Corp. 19,686 807 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 139,431 184 0.0%
Spirit Airlines Inc. 67,937 5,791 0.4%
Springland International Holdings Ltd. 322,356 77 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 141,528 191 0.0%
Springs Window Fashion Holdings Inc. Term Loan 2nd Lien F/R 05-24-2026 0 0.0%
Sprint Capital Corp. 6.875% 11-15-2028 481,154 619 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 360,530 475 0.0%
Sprint Corp. 7.125% 06-15-2024 155,325 210 0.0%
Sprint Corp. 7.25% 09-15-2021 194,850 270 0.0%
Sprint Corp. 7.875% 09-15-2023 904,773 1,267 0.1%
Sprint Spectrum Co. LLC 3.36% 09-20-2021 71,387 94 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 156,730 207 0.0%
SPS Commerce Inc. 1,374 156 0.0%
Spy Hill Power LP 4.14% 03-31-2036 150,152 152 0.0%
Square Inc. Class A 7,952 738 0.0%
SRS Distribution Inc. 8.25% 07-01-2026 Callable 2021 144A 263,222 329 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 805 1 0.0%
SS&C Technologies Holdings Europe SARL Term Loan B4 1st Lien F/R 02-28-2025 28,755 37 0.0%
SS&C Technologies Inc. Term Loan B3 1st Lien F/R 02-28-2025 75,988 99 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 255,577 332 0.0%
SSR Mining Inc. 5,478 77 0.0%
SSY Group Ltd. 15,104 21 0.0%
St Clair Holding ULC 4.88% 08-31-2031 89,953 91 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 174,156 233 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 59,246 68 0.0%
STAAR Surgical Co. 1,155 58 0.0%
Standard Bank Group Ltd. 3,093 52 0.0%
Standard Chartered PLC 126,727 1,310 0.1%
Standard Industries Inc. 4.75% 01-15-2028 Callable 2023 144A 9,468 11 0.0%
Stanley Black & Decker Inc. Conv. Pfd. 846 110 0.0%
Stantec Inc. 76,799 2,431 0.2%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 168,258 221 0.0%
Star Petroleum Refining PCL 9,422 5 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 256,426 333 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 76,019 97 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 271,273 364 0.0%
Starwood Property Trust Inc. 157,276 4,677 0.3%
State Bank of India GDR 288 16 0.0%
Statoil ASA 9,084 282 0.0%
Steel Dynamics Inc. 4,792 224 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 39,867 49 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 207,807 267 0.0%
Steel Dynamics Inc. 5.25% 04-15-2023 Callable 2018 16,445 22 0.0%
Stella-Jones Inc. 25,499 1,024 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 129,324 171 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 117,165 155 0.0%
Storebrand ASA 39,641 415 0.0%
Storm King Funding F/R 03-18-2019 2,071,574 2,072 0.2%
Storm Resources Ltd. 197 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 318,630 344 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 37,237 50 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 21,522 28 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 18,351 24 0.0%
Stuart Olson Inc. 2,344 11 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 114,618 144 0.0%
Suheung Co. Ltd. 2,290 66 0.0%
Sul America SA 9,314 86 0.0%
Sumitomo Mitsui Construction Co. Ltd. 23,567 195 0.0%
Summerset Group Holdings Ltd. 26,328 159 0.0%
Summit Industrial Income Real Estate Investment Trust 91,378 851 0.0%
Sun Art Retail Group Ltd. 9,709 14 0.0%
Sun Life Capital Trust II 5.863% 12-31-2019 Callable 2019 674,337 694 0.0%
Sun Life Financial Inc. 114,589 5,615 0.3%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 707,486 707 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 1,042,760 1,024 0.0%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 231,356 226 0.0%
Suncor Energy Inc. 385,777 16,526 0.8%
Sungdo Engineering & Construction Co. Ltd. 11,256 67 0.0%
Sunrise Communications Group AG 1,883 219 0.0%
Sunrun Inc. 111,933 148 0.0%
Suntrust Preferred Capital I 5.853% 06-29-2049 72,510 76 0.0%
Sunway Real Estate Investment Trust 15,679 8 0.0%
Superior Industries International Inc. Term Loan B 1st Lien F/R 03-22-2024 0 0.0%
Superior Plus Corp. 51,747 538 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,384,664 1,321 0.1%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 756,440 1,001 0.0%
Supermax Corp. BHD 160,675 175 0.0%
Surge Energy Inc. 113,612 172 0.0%
Surgutneftegas OAO 130,035 70 0.0%
SurModics Inc. 12,158 979 0.0%
Suzano Papel e Celulose SA 719 10 0.0%
Svenska Cellulosa AB (SCA) B 117,155 1,254 0.1%
Swire Pacific Ltd. Class A 55,002 808 0.0%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,325,291 455 0.0%
Swiss Life Holding AG Reg. 2,329 1,215 0.1%
Swiss Re Ltd. 119 14 0.0%
Swisscom AG Reg. 314 200 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.625% 04-28-2026 Callable 2026 144A 525,897 666 0.0%
Syneos Health Inc. 43,983 3,024 0.2%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 115,418 147 0.0%
Synnex Technology International Corp. 73,001 114 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 117,165 147 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 131,534 176 0.0%
Synthomer PLC 9,993 69 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 303,336 301 0.0%
Systemax Inc. 1,397 52 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 48,837 61 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 116,611 144 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 69,767 91 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 331,486 455 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 257,612 356 0.0%
TA Enterprise BHD 17,693 3 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 210,129 285 0.0%
Tactile Systems Technology Inc. 165,448 219 0.0%
Taekwang Industrial Co. Ltd. 36 58 0.0%
Taeyoung Engineering & Construction Co. Ltd. 758 10 0.0%
TaiDoc Technology Corp. 57,595 392 0.0%
Taiwan Cement Corp. 43,153 64 0.0%
Taiwan Cement Corp. Rights Exp. 12-05-2018 3,758 0.0%
Taiwan High Speed Rail Corp. 73,720 98 0.0%
Taiwan Hon Chuan Enterprise Co. Ltd 52,986 105 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 26,676 1,333 0.1%
Taiwan Styrene Monomer Corp. 234,256 244 0.0%
Taiwan Takisawa Technology Co. Ltd. 90,377 114 0.0%
Takara Bio Inc. 5,252 176 0.0%
Takuma Co. Ltd. 51,685 214 0.0%
Talen Energy Supply LLC 10.50% 01-15-2026 Callable 2022 144A 146,004 169 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 646,087 873 0.0%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 96,678 127 0.0%
Tamarack Valley Energy Ltd. 90,737 199 0.0%
Targa Resources Partners LP 5.00% 01-15-2028 478,642 645 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 65,282 84 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 92,848 123 0.0%
Target Corp. 22,752 2,146 0.2%
Taseko Mines Ltd. 49 0.0%
Tatneft PJSC 12,131 275 0.0%
Tauron Polska Energia SA 26,323 21 0.0%
TCI Co. Ltd. 2,353 51 0.0%
TCL Electronics Holdings Ltd. 203,932 112 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 196,997 213 0.0%
Team Health Holdings Inc. 6.38% 02-01-2025 Callable 2020 144A 602,357 662 0.0%
Technimark LLC Term Loan 1st Lien F/R 08-08-2025 0 0.0%
Technovator International Ltd 5,035 1 0.0%
Techtronic Industries Co. Ltd. 117,044 842 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 659,201 847 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 647 4 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 23,920 35 0.0%
Teck Resources Ltd. Class B 144,286 3,883 0.3%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 89,532 116 0.0%
Tegma Gestao Logistica SA 15,199 125 0.0%
Tego Science Inc. 37 2 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 299,003 393 0.0%
Tekfen Holding AS 1,654 8 0.0%
Telefonaktiebolaget LM Ericsson B 206,248 2,292 0.2%
Telefonica Brasil SA 7,480 118 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 1,505 3 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,004 2 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 189,421 232 0.0%
Telkom SA SOC Ltd. 54,266 295 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 88,426 86 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 99,480 104 0.0%
TELUS Corp. 104,628 4,990 0.3%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 498,338 496 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 56,826 56 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 1,178,665 1,142 0.1%
TELUS Corp. 3.75% 01-17-2025 Callable 431,879 433 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 490,599 475 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 662,972 648 0.0%
TELUS Corp. 5.05% 07-23-2020 199,335 206 0.0%
TELUS Corp. 5.15% 11-26-2043 288,298 297 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 55,267 54 0.0%
Tenaga Nasional BHD 342,564 1,551 0.1%
Tenaris SA 56,383 906 0.0%
Tencent Holdings Ltd. 19,886 1,060 0.0%
Tenet Healthcare Corp. 6.00% 10-01-2020 140,033 190 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 585,309 770 0.0%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 9,449 11 0.0%
Teradyne Inc. 28,168 1,337 0.1%
Teranga Gold Corp. 71,711 231 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-31-2024 0 0.0%
Terna Energy SA 8,331 75 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 804,096 959 0.0%
Tervita Corp. 815 7 0.0%
Tervita Corp. Class A Voting 947 8 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2018 144A 498,338 650 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 93,953 144 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 172,568 186 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 91,694 122 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2018 138,538 188 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 529,035 620 0.0%
Texas Pacific Land Trust 856 659 0.0%
Texhong Textile Group Ltd. 72,159 116 0.0%
Textron Inc. 16,517 1,233 0.1%
TFI International Inc. 27,083 1,196 0.1%
Thales SA 2,498 408 0.0%
The a2 Milk Co. Ltd. 19,209 182 0.0%
The ADT Corp. 3.50% 07-15-2022 158,062 197 0.0%
The AES Corp. 75,868 1,562 0.1%
The AES Corp. 4.875% 05-15-2023 Callable 2018 7,973 11 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 58,804 77 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 338,870 454 0.0%
The Allstate Corp. 411 49 0.0%
The Bank of Nova Scotia 138,654 10,025 0.5%
The Bank of Nova Scotia 1.83% 04-27-2022 464,080 446 0.0%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 2,225,691 2,157 0.2%
The Bank of Nova Scotia 2.29% 06-28-2024 927,213 886 0.0%
The Bank of Nova Scotia 2.36% 11-08-2022 539,848 525 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 1,452,855 1,444 0.1%
The Bank of Nova Scotia 3.10% 02-02-2028 378,841 372 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 448,504 590 0.0%
The Bank of Nova Scotia F/R 04-12-2066 Callable 2022 395,864 477 0.0%
The Bank of Nova Scotia F/R 08-27-2019 5,003,510 5,006 0.3%
The Basic House Co. Ltd. 197 1 0.0%
The Boeing Co. 27,549 12,698 0.7%
The Boston Beer Co. Inc. 396 145 0.0%
The British Land Co. PLC 91,608 877 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 182,148 203 0.0%
The Chefs' Warehouse Inc. 542 27 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 40,365 49 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 59,801 81 0.0%
The Descartes Systems Group Inc. 12,166 476 0.0%
The European Bank for Reconstruction & Development 7.375% 04-15-2019 886,497,447 82 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 149,220 224 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 106,112 163 0.0%
The European Financial Stability Facility 1.875% 05-23-2023 110,533 180 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 959,415 936 0.0%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 107,438 161 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 808,826 777 0.0%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 1,034,236 998 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 21,174 20 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 214,434 280 0.0%
The Hershey Co. 9,910 1,427 0.1%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 1,010,762 946 0.0%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 258,647 41 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 153,641 149 0.0%
The Keg Royalties Income Fund 123 2 0.0%
The Link Real Estate Investment Trust 16,517 209 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 1,271,012 1,254 0.1%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 227,305 227 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 237,154 237 0.0%
The Marcus Corp. 5,329 301 0.0%
The Mosaic Co. 2,608 125 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 95,183 63 0.0%
The North West Co. Inc. 11,968 352 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 178,115 239 0.0%
The Procter & Gamble Co. 16,232 2,039 0.2%
The Progressive Corp. 44,978 3,963 0.3%
The ServiceMaster Co. LLC Term Loan B 1st Lien F/R 11-07-2023 49,696 66 0.0%
The Southern Co. 2.15% 09-01-2019 Callable 2019 5,018 7 0.0%
The SPAR Group Ltd. 72 1 0.0%
The Stars Group Inc. 9,278 242 0.0%
The TJX Companies Inc. 130,972 8,505 0.5%
The Toronto-Dominion Bank 321,422 23,643 1.1%
The Toronto-Dominion Bank 1.68% 06-08-2021 Covered 4,841,778 4,720 0.3%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 3,150,063 2,992 0.2%
The Toronto-Dominion Bank 2.05% 12-01-2022 82,407 81 0.0%
The Toronto-Dominion Bank 2.692% 06-24-2025 Callable 2020 1,429,557 1,421 0.1%
The Toronto-Dominion Bank 3.01% 05-30-2023 1,734,876 1,731 0.1%
The Toronto-Dominion Bank 3.226% 07-24-2024 278,827 280 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 450,821 476 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 371,030 416 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 61,320 68 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 297,627 340 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 1,892,311 1,900 0.2%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,283,380 1,241 0.1%
The Toronto-Dominion Bank F/R 07-31-2019 683,645 684 0.0%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 916,246 907 0.0%
The Towa Bank Ltd. 4,195 46 0.0%
The Unite Group PLC 9,957 141 0.0%
The Walt Disney Co. 6,111 938 0.0%
The Walt Disney Co. 2.76% 10-07-2024 4,081,633 3,967 0.3%
The Wharf Holdings Ltd. 98,111 350 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 153,641 205 0.0%
The Williams Companies Inc. 8.75% 03-15-2032 16,943 29 0.0%
Thermaltake Technology Co. Ltd. 50,198 57 0.0%
Thermo Fisher Scientific Inc. 1,625 539 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 34,928 51 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 33,602 49 0.0%
Thomson Reuters Corp. 32,847 2,205 0.2%
Thomson Reuters Corp. 3.309% 11-12-2021 Callable 254,581 256 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 423,663 557 0.0%
Tianjin Development Holdings Ltd. 13,665 6 0.0%
Tianjin Port Development Holdings Ltd. 12,946 2 0.0%
Tianneng Power International Ltd. 8,631 10 0.0%
Tianyun International Holdings Ltd. 466,421 93 0.0%
Tim Participacoes SA ADR 5,169 105 0.0%
Tingyi (Cayman Islands) Holding Corp. 31,646 55 0.0%
Tisco Financial Group PCL NVDR 1,295 4 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 328,601 360 0.0%
Titan Acquisition Ltd. Term Loan 1st Lien F/R 03-16-2025 0 0.0%
TMX Group Ltd. 18,458 1,456 0.1%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 645,663 631 0.0%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 741,031 740 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 445,138 467 0.0%
Toho Holdings Co. Ltd. 9,481 335 0.0%
Tokyo Electric Power Co. Holdings Inc. 1,002,750 8,092 0.5%
Tomony Holdings Inc. 6,343 35 0.0%
Top Glove Corp. BHD 286,158 543 0.0%
Torchmark Corp. 26,336 3,025 0.2%
Torex Gold Resources Inc. 49 1 0.0%
Toromont Industries Ltd. 9,402 546 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 284,131 284 0.0%
Toronto Hospital 5.64% 12-08-22 291,079 306 0.0%
Tortoise Borrower LLC Term Loan 1st Lien F/R 11-20-2024 152,815 203 0.0%
Total Access Communication PCL NVDR 26,395 51 0.0%
Total Return Swap LQD 11-26-18 35,905 112 0.0%
Total SA 14,535 1,075 0.0%
Total System Services Inc. 3,602 418 0.0%
TOTVS SA 1,546 15 0.0%
Tourmaline Oil Corp. 13,708 252 0.0%
Towa Pharmaceutical Co. Ltd. 188,241 115 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 75,244 98 0.0%
Towd Point Mortgage Trust 2018-3 3.75% 05-25-2058 144A 80,175 106 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 179,398 230 0.0%
Toyo Seikan Kaisha Ltd. 10,802 327 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 380,520 379 0.0%
TPK Holding Co. Ltd. 360 1 0.0%
TransAlta Corp. 87,556 623 0.0%
TransAlta Corp. Pfd. Series A 24,844 331 0.0%
TransAlta Renewables Inc. 25 0.0%
Transat A.T. Inc. Class B 12,240 86 0.0%
TransCanada Corp. 129,975 7,077 0.4%
TransCanada Corp. Pfd. Series 15 13,294 330 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 530,377 616 0.0%
TransCanada Pipelines Ltd. 3.125% 01-15-2019 1,555 2 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 411,306 396 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 2,509 3 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 187,526 171 0.0%
TransCanada PipeLines Ltd. 4.33% 09-16-2047 Callable 2047 331,486 311 0.0%
TransCanada PipeLines Ltd. 4.55% 11-15-2041 351,564 344 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 133,920 157 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 513,708 625 0.0%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 218,781 309 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 2,163,734 1,972 0.2%
Transcontinental Gas Pipe Line Co. LLC 7.85% 02-01-2026 Callable 2025 164,694 263 0.0%
Transcontinental Inc. Class A Sub. voting 45,428 911 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 144,518 192 0.0%
TransDigm Inc. Term Loan F 1st Lien F/R 06-09-2023 143,333 186 0.0%
TransGlobe Energy Corp. 76,671 222 0.0%
Transmissora Alianca de Energia Eletrica SA 4,675 36 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 244,352 245 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 586,777 599 0.0%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 100,143 132 0.0%
Travelsky Technology Ltd. 719 3 0.0%
Traverse Midstream Partners LLC Term Loan B 1st Lien F/R 09-21-2024 78,265 104 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 24,963 24 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 4,280 320 0.0%
Trencor Ltd. 2,266 6 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 64,286 77 0.0%
Tribune Media Co. 5.88% 07-15-2022 Callable 2018 144A 81,794 110 0.0%
Tribune Media Co. Class A 1,513 81 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 1,041 1 0.0%
Tricon Capital Group Inc. 40,569 417 0.0%
Trillium Windpower LP 5.80% 02-15-2033 157,974 176 0.0%
TriMark USA LLC Term Loan 1st Lien F/R 09-15-2024 0 0.0%
Trimble Inc. 4.90% 06-15-2028 Callable 2028 34,707 46 0.0%
Trinidad Drilling Ltd. 6.63% 02-15-2025 Callable 2020 144A 450,498 605 0.0%
Triple-S Management Corp. 1,363 35 0.0%
Trisura Group Ltd. 25 1 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 94,911 125 0.0%
Triton Solar US Acquisition Co. Term Loan B 1st Lien F/R 10-12-2024 76,467 100 0.0%
True North Commercial Real Estate Investment Trust 117,165 114 0.0%
TRUST F/1401 5.25% 12-15-2024 144A 75,162 97 0.0%
Truworths International Ltd. 18,069 153 0.0%
TTEC Holdings Inc. 5,946 231 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 1,762 56 0.0%
Tupy SA 36,759 249 0.0%
Turk Hava Yollari AO 17,333 75 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 3,129 25 0.0%
Turkiye Sise ve Cam Fabrikalari AS 4,243 5 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 78,478 103 0.0%
U.S. Bancorp 14,842 1,074 0.0%
U.S. Bancorp 0.85% 06-07-2024 76,268 114 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 3,587 126 0.0%
U.S. Bancorp Pfd. Security Series A 316 378 0.0%
U.S. Renal Care Inc. Term Loan 1st Lien F/R 12-31-2022 0 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 0 0.0%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 83,347 110 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 4,071 5 0.0%
UBS Group AG 98,099 1,769 0.2%
Uchi Technologies Bhd 16,614 15 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 344,006 447 0.0%
Ultra Resources Inc. 7.13% 04-15-2025 Callable 2020 144A 1,177,556 1,537 0.1%
Uni-President China Holdings Ltd. 26,971 33 0.0%
Uni-President Enterprises Corp. 175,352 547 0.0%
Unid Co. Ltd. 29 2 0.0%
Unilever NV CVA 30,031 2,216 0.2%
Unimicron Technology Corp. 569,061 518 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 87,111 93 0.0%
Union Gas Ltd. 2.81% 06-01-2026 Callable 50,386 49 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 262,404 245 0.0%
Union Gas Ltd. 8.65% 11-10-2025 35,990 47 0.0%
Union Pacific Corp. 25,861 5,286 0.3%
Unipar Carbocloro SA 1,474 20 0.0%
Uniper SE 118,559 4,051 0.3%
Unipro PJSC 38,659 2 0.0%
United Airlines Inc. Term Loan 1st Lien F/R 04-01-2024 103,581 137 0.0%
United Engineers Ltd. 7,135 18 0.0%
United Kingdom Treasury 3.75% 09-07-2020 28,739 51 0.0%
United Kingdom Treasury 4.25% 12-07-2027 15,053 32 0.0%
United Parcel Service Inc. (UPS) Class B 5,783 886 0.0%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 615,427 583 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2018 164,694 218 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 100,585 121 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 79,584 100 0.0%
United States Oil Fund LP 539,848 723 0.0%
United States Treasury 2.75% 02-15-2028 411,043 536 0.0%
United States Treasury 2.75% 08-15-2047 11,236,786 13,374 0.7%
United States Treasury 2.88% 10-31-2023 61,066 81 0.0%
United States Treasury 3.00% 02-15-2048 1,835,485 2,305 0.2%
United States Treasury 3.13% 11-15-2028 437,561 588 0.0%
United States Treasury Inflation Indexed 0.50% 01-15-2028 15,304 20 0.0%
United States Treasury Inflation Indexed 0.75% 02-15-2042 87,718 117 0.0%
United States Treasury Inflation Indexed 0.75% 07-15-2028 112,444 146 0.0%
United States Treasury Inflation Indexed 1.01% 02-15-2048 19,167 24 0.0%
United Technologies Corp. 3,349 542 0.0%
UnitedHealth Group Inc. 2,101 786 0.0%
Universal Corp. 1,229 104 0.0%
Universal Insurance Holdings Inc. 7,243 423 0.0%
Universal Vision Biotechnology Co. Ltd. 87,846 99 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 184,600 214 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 67,425 82 0.0%
UPM-Kymmene OYJ 5,255 186 0.0%
Uralkali 11,975 20 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 165,800 222 0.0%
US Bancorp Pfd. Series K Callable 2023 4,897 158 0.0%
US Foods Inc. Term Loan B 1st Lien F/R 06-27-2023 121,955 161 0.0%
USANA Health Sciences Inc. 7,888 1,283 0.1%
USB Capital IX 3.50% 10-29-2049 333,368 357 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 4,485 6 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 33,887 46 0.0%
USI Inc./NY Term Loan B 1st Lien F/R 05-16-2024 93,014 121 0.0%
Vale SA ADR 34,742 633 0.0%
Valeant Pharmaceuticals International In. 9.25% 04-01-2026 Callable 2022 144A 113,123 161 0.0%
Valeant Pharmaceuticals International Inc. 150,878 4,872 0.3%
Valeant Pharmaceuticals International Inc. 5.50% 11-01-2025 Callable 144A 37,375 49 0.0%
Valeant Pharmaceuticals International Inc. 5.63% 12-01-2021 Callable 144A 973,622 1,294 0.1%
Valeant Pharmaceuticals International Inc. 7.00% 03-15-2024 Callable 2020 144A 37,375 52 0.0%
Valeant Pharmaceuticals International Inc. 9.00% 12-15-2025 Callable 2021 99,668 140 0.0%
Valeant Pharmaceuticals International Inc. Term Loan B 1st Lien F/R 05-28-2025 187,487 247 0.0%
Valener Inc. 21,676 438 0.0%
Valero Energy Corp. 13,864 1,473 0.1%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 308,617 309 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 284,131 296 0.0%
Vanguard International Semiconductor Corp. 1,438 4 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 35,105 47 0.0%
Vantiv LLC Term Loan B4 1st Lien F/R 08-20-2024 148,507 196 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 144,798 177 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 441,350 424 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 797,341 799 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 179,949 229 0.0%
Veresen Inc. 3.06% 06-13-2019 290,760 291 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 138,779 183 0.0%
Verisk Analytics Inc. 12,849 2,106 0.2%
Verizon Communications Inc. 30,275 2,427 0.2%
Verizon Communications Inc. 3.50% 02-17-2023 92,848 91 0.0%
Verizon Owner Trust 1.42% 01-20-2021 36,122 48 0.0%
Vermilion Energy Inc. 6,809 225 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 333,886 428 0.0%
Verso Corp. Class A 68,898 2,310 0.2%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 115,708 154 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 373,158 352 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 142,065 177 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 185,880 235 0.0%
Videotron Ltee 5.00% 07-15-2022 311,960 417 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 968,675 986 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 1,358,145 1,380 0.1%
ViewRay Inc. 8,436 72 0.0%
Village Super Market Inc. 1,916 70 0.0%
Vinci SA 11,071 1,288 0.1%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 0 0.0%
Visa Inc. Class A 35,917 6,766 0.4%
Vishay Intertechnology Inc. 251,490 321 0.0%
Vishay Precision Group Inc. 512 23 0.0%
Vissem Electronics Co. Ltd. 14,451 97 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 72,100 96 0.0%
Vistra Energy Corp. 63,403 1,979 0.2%
Vistra Energy Corp. 5.50% 09-01-2026 Callable 2021 144A 39,369 52 0.0%
Vital KSK Holdings Inc. 13,577 193 0.0%
Viterra Inc. 5.95% 08-01-2020 144A 797,341 1,089 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 88,426 112 0.0%
Vodafone Group PLC 3.75% 01-16-2024 110,767 143 0.0%
Voya Financial Inc. 69,347 4,144 0.3%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 205,315 266 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 365,780 458 0.0%
Vukile Property Fund Ltd. 95,497 195 0.0%
VVC Holding Corp. Term Loan 1st Lien F/R 07-03-2025 125,732 166 0.0%
VW Credit Canada Inc. 3.70% 11-14-2022 181,003 181 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 100,943 127 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 23,920 32 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 41,860 56 0.0%
W.W. Grainger Inc. 2,533 1,058 0.0%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 827,028 1,120 0.0%
Wabtec Corp. 10,885 1,369 0.1%
Wachovia Capital Trust III F/R 03-15-2066 497,620 637 0.0%
Wajax Corp. 3,751 72 0.0%
Wal-Mart de Mexico SAB de CV Series V 106,778 351 0.0%
Wal-Mart Stores Inc. 36,797 4,776 0.3%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 91,742 121 0.0%
Walsin Technology Corp. 2,877 24 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 32,429 43 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 31,276 42 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 17,224 23 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 38,645 51 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 13,379 18 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 14,220 19 0.0%
Wand Merger Corp. 8.13% 07-15-2023 Callable 2020 144A 105,006 141 0.0%
Warrior Met Coal Inc. 125,800 3,963 0.3%
Washington H. Soul Pattison & Co. Ltd. 7,086 182 0.0%
Wasion Group Holdings Ltd. 169,417 119 0.0%
Waste Connections Inc. 34,975 3,647 0.3%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 102,757 137 0.0%
Waters Corp. 3,112 821 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 58,306 52 0.0%
Weatherford International PLC 169,213 129 0.0%
Weiqiao Textile Co. Ltd. 58,636 25 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 379,189 496 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 3,743 123 0.0%
Wells Fargo & Co. 2.51% 10-27-2023 1,260,783 1,203 0.1%
Wells Fargo & Co. 2.98% 05-19-2026 850,498 804 0.0%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 471,657 467 0.0%
Wells Fargo & Co. F/R 07-27-2021 77,373 76 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 14,032 19 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 19,153 27 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 141,426 182 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 154,393 206 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 57,046 73 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 153,986 191 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 186,987 241 0.0%
Wesdome Gold Mines Ltd. 3,726 14 0.0%
West China Cement Ltd. 1,080,645 226 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 189,421 191 0.0%
West Fraser Timber Co. Ltd. 7,452 517 0.0%
Westcoast Energy Inc. 3.12% 12-05-2022 50,007 50 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 369,370 378 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 7,353 184 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 202,275 194 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 191,222 188 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-23-2023 239,428 318 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 266,404 324 0.0%
Western Forest Products Inc. 82,914 163 0.0%
WestJet Airlines Ltd. 17,762 366 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 11,053 19 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 132,640 136 0.0%
Westrock Co. 10,429 653 0.0%
Westshore Terminals Investment Corp. 29,933 712 0.0%
Wheelock and Co. Ltd. 10,241 78 0.0%
Whitecap Resources Inc. 10,562 50 0.0%
Whitehaven Coal Ltd. 121,615 507 0.0%
Wholetech System Hitech Ltd. 38,694 47 0.0%
William Morrison Supermarkets PLC 275,240 1,110 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 162,484 200 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 789,865 1,064 0.0%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 70,209 94 0.0%
Wilson Bayly Holmes-Ovcon Ltd. 827 12 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 98,499 109 0.0%
Windstream Holdings Inc. 9.00% 06-30-2025 Callable 2021 12,359 12 0.0%
Winpak Ltd. 19,141 899 0.0%
Winstek Semiconductor Co. Ltd. 98,304 104 0.0%
Wipro Ltd. ADR 54,147 376 0.0%
Wirecard AG 5,104 1,026 0.0%
Wirepath Home Systems LLC Term Loan 1st Lien F/R 07-27-2024 0 0.0%
Wisdom Marine Lines Co. Ltd. 89,937 112 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 39,600 1,548 0.1%
Wistron Information Technology & Services Corp. Rights Exp. 12-06-2018 2,798 3 0.0%
Wiz Solucoes e Corretagem de Seguros SA 40,855 98 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 33,389 43 0.0%
WMG Acquisition Corp. Term Loan F 1st Lien F/R 11-01-2023 127,113 166 0.0%
WNS (Holdings) Ltd. 8,453 549 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 93,688 117 0.0%
Wonderful Hi-Tech Co. Ltd. 142,575 105 0.0%
Woongjin Thinkbig Co. Ltd. 17,503 83 0.0%
Woori Bank 935 53 0.0%
World Wrestling Entertainment Inc. Class A 5,285 520 0.0%
Worldpay Inc. 17,914 2,043 0.2%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 113,849 145 0.0%
WPX Energy Inc. 6.00% 01-15-2022 Callable 2021 9,285 12 0.0%
WSP Global Inc. 9,612 629 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 830,609 820 0.0%
Wuestenrot & Wuerttembergische AG 11,298 297 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 90,199 116 0.0%
Wyndham Hotels and Resorts LLC Term Loan B 1st Lien F/R 03-29-2025 145,904 193 0.0%
Wyndham Worldwide Corp. Term Loan 1st Lien F/R 05-24-2025 42,003 56 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 231,229 281 0.0%
Xiamen International Port Co. Ltd. H 17,981 3 0.0%
Xingda International Holdings Ltd. 3,236 1 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 1,798 2 0.0%
Xinyuan Real Estate Co. Ltd. 18,964 105 0.0%
Xiwang Special Steel Co. Ltd. 417,268 103 0.0%
XO Group Inc. Term Loan 1st Lien F/R 11-08-2025 0 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 168,112 224 0.0%
XPO Logistics Inc. Term Loan B 1st Lien F/R 02-24-2025 142,588 188 0.0%
Xtep International Holdings Ltd. 336,433 240 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 306,372 375 0.0%
Yak Access LLC Term Loan B 2nd Lien F/R 06-29-2026 0 0.0%
Yamaguchi Financial Group Inc. 248,641 295 0.0%
Yamana Gold Inc. 246,447 683 0.0%
Yangarra Resources Ltd. 8,514 22 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 539 2 0.0%
Yanzhou Coal Mining Co. Ltd. H 5,754 7 0.0%
YeaRimDang Publishing Co. Ltd. 20,611 146 0.0%
Yellow Pages Ltd. 3,455 21 0.0%
Yi Jinn Industrial Co. Ltd. 153,730 83 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 74,292 361 0.0%
Yihai International Holding Ltd. 58,801 211 0.0%
Youngone Holdings Co. Ltd. 36 3 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 68,479 91 0.0%
Yuanta Financial Holding Co. Ltd. 42,074 28 0.0%
Yuasa Trading Co. Ltd. 2,572 115 0.0%
Yuen Foong Yu Paper Manufacturing Co. Ltd. 17,261 9 0.0%
Yuexiu Property Co. Ltd. 35,242 9 0.0%
Yuexiu Transport Infrastructure Ltd. 111,585 111 0.0%
Yum China Holdings Inc. 3,884 185 0.0%
Yurtec Corp. 2,808 31 0.0%
Yuzhou Properties Co. Ltd. 30,567 18 0.0%
Zebra Technologies Corp. Term Loan B 1st Lien F/R 10-27-2021 55,126 73 0.0%
Zenith Bank Ltd. 1,124,738 95 0.0%
Zhen Ding Technology Holding Ltd. 255,853 867 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 66,320 87 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 219,488 292 0.0%
ZTE Corp. H Shares 2,014 5 0.0%
ZTO Express (Cayman) Inc. 1,958 45 0.0%
Zurich Insurance Group AG 631 263 0.0%
Total Investments -- 2,256,265 99.7%
Currency Hedge Contracts -- -4,450 -0.2%
Other Assets (Liabilities) -- 12,018 0.5%
Total Net Assets -- 2,263,833 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of January 31, 2019
  • Regional Allocation
      Canada
    EQ : 19.0% | FI : 26.3%
    45.3%
      United States
    EQ : 20.9% | FI : 7.6%
    28.5%
      Other
    EQ : 10.0% | FI : 1.8%
    11.8%
      United Kingdom
    EQ : 1.8% | FI : 0.5%
    2.3%
      China
    EQ : 1.7%
    1.7%
      Germany
    FI : 0.4%
    0.4%
      Cash & Equivalents 10.0%
  • Sector Allocation
      Fixed Income 36.6%
      Other 10.3%
      Financials 10.1%
      Cash & Equivalents 10%
      Information Technology 6.3%
      Industrials 6.3%
      Health Care 4.6%
      Energy 4.3%
      Consumer Discretionary 4.2%
      Materials 3.8%
      Consumer Staples 3.5%
Credit Allocation (%)
AAA 13.2%
AA 5.1%
A 5%
BBB 5.3%
BB 3.1%
B 3%
CCC & Below 0.6%
NR 1.3%
Cash & Equivalents 10.1%
Equities 53.4%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Multi-Asset Strategies Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

Note: USD option is capped to new purchases.

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

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

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

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

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

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

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

Mutual Fund US Dollar Settlement Option details.

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

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

* The blended index is composed of 45% MSCI AC (All Country) World, 30% FTSE TMX Canada Universe Bond, 15% S&P/TSX Composite and 10% ICE 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).