Fund Portfolio – Symmetry Moderate Growth Portfolio Series F5 MFC4584 | Mackenzie Investments

Symmetry Moderate Growth Portfolio Series F5

Asset Class: Managed Assets

Major Holdings (%) Help Top holdings by percentage

As of April 30, 2019
Major holdings represent 17.9% of the fund.
View all holdings
Total # of
Equity Holdings
1783
Total # of
Fixed Income Holdings
1346
Holding name, country and sector Percentage of holding in fund
Mackenzie US Investment Grade Corporate Bond Index ETF
Canada | Exchange Traded Funds
3.1%
Mackenzie Multi-Strategy Absolute Return Fund Series R
Canada | Mutual Funds
2.7%
Government of Canada 1.75% 08-01-2020
Canada | Federal Government
2.5%
Government of Canada 3.25% 06-01-2021
Canada | Federal Government
2.3%
Bank of Montreal
Canada | Diversified Banks
2.0%
Government of Canada 0.75% 09-01-2021
Canada | Federal Government
1.5%
Government of Canada 2.25% 06-01-2030
Canada | Federal Government
1.2%
Royal Bank of Canada
Canada | Diversified Banks
1.2%
Toronto-Dominion Bank/The
Canada | Diversified Banks
0.9%
Canadian National Railway Co.
Canada | Railroads
0.6%

Complete Fund Holdings Help Full holdings list

As of February 28, 2019
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
1011778 B.C. Unlimited Liability Company/New Red Finance Inc. 4.63% 01-15-2022 Callable 391,305 518 0.0%
21Vianet Group Inc. ADR 33 0.0%
3i Group PLC 21,884 361 0.0%
3SBio Inc. 651 1 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 2,718 3 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 969,548 978 0.0%
407 International Inc. 5.96% 12-03-2035 Callable 1,065,525 1,394 0.1%
407 International Inc. 6.75% 07-27-2039 Callable 59,585 78 0.0%
407 International Inc. 7.13% 07-26-2040 Callable 759,719 1,143 0.0%
58.Com Inc. ADR 2,831 272 0.0%
5N Plus Inc. 134 0.0%
A&W Revenue Royalties Income Fund Units 67 3 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 52,885 65 0.0%
Abbott Laboratories 3.40% 11-30-2023 96,448 128 0.0%
AbbVie Inc. 708 74 0.0%
AbbVie Inc. 1.38% 05-17-2024 Callable 2024 50,855 77 0.0%
Abcam PLC 12,313 276 0.0%
Absa Group Ltd. 3,124 53 0.0%
Absolute Software Corp. 2,645 24 0.0%
Abu Dhabi Commercial Bank PJSC 23,008 79 0.0%
Accenture PLC Class A 15,898 3,375 0.2%
Access Justice Durham 5.015% 08-31-2039 212,702 241 0.0%
Acproducts Inc. Term Loan 1st Lien F/R 02-14-2024 229,893 289 0.0%
Acrisure LLC Term Loan B 1st Lien F/R 11-22-2023 0 0.0%
ACS, Actividades de Construccion y Servicios SA 8,770 512 0.0%
Adani Ports and Special Economic Zone Ltd. 4.00% 07-30-2027 Callable 2027 144A 115,081 139 0.0%
Adcock Ingram Holdings Ltd. 6,710 41 0.0%
Addus HomeCare Inc. 7,827 692 0.0%
Adjustable Rate Mortgage Trust 2.654% 04-25-2035 17,136 23 0.0%
Adjustable Rate Mortgage Trust 2.81124% 04-25-2035 18,760 25 0.0%
Admiral Group PLC 23,699 902 0.0%
Adtalem Global Education Inc. 15,292 969 0.0%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 0 0.0%
ADVA Optical Networking SE 2,472 31 0.0%
Advance Auto Parts Inc. 31,632 6,731 0.4%
Advanced Info Service PCL (Thailand) DR 618 5 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 374,710 547 0.0%
Advantech Co. Ltd. 3,796 38 0.0%
Advanz Pharma Corp. 1,188 29 0.0%
Advisor Group Inc. Term Loan 1st Lien F/R 08-09-2025 127,543 168 0.0%
AECOM 5.13% 03-15-2027 Callable 2026 203,857 255 0.0%
AECOM 5.88% 10-15-2024 Callable 2024 142,481 196 0.0%
Aecon Group Inc. 11,833 217 0.0%
Aegean Airlines SA 3,956 46 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 51,723 66 0.0%
Aegon NV 314,846 2,227 0.2%
AEON Credit Service M Bhd 618 3 0.0%
AEON Thana Sinsap (Thailand) PCL 4,556 34 0.0%
AerCap Holdings NV 24,897 1,478 0.1%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 200,674 256 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 118,984 155 0.0%
AerCap Ireland Capital Designated Activity Co. 4.88% 01-16-2024 Callable 2023 454,624 611 0.0%
Aflac Inc. 38,303 2,476 0.2%
African Oxygen Ltd. 1,822 4 0.0%
African Rainbow Minerals Ltd. 5,760 90 0.0%
AG Mortgage Investment Trust Inc. 940 22 0.0%
AGF Management Ltd. Class B non-voting 19,511 101 0.0%
Aggreko PLC 28,438 356 0.0%
Agile Property Holdings Ltd. 42,305 70 0.0%
Agnico-Eagle Mines Ltd. 20,041 1,122 0.0%
Agricultural Bank of China Ltd. H 3,881,196 2,445 0.2%
Agritrade Resources Ltd. 373,578 93 0.0%
AGT Food and Ingredients Inc. 5.88% 12-21-2021 Callable 2019 355,175 358 0.0%
AGT Ltd. 8.80% 09-22-2025 Callable 269,045 350 0.0%
Ahn-Gook Pharmaceutical Co. Ltd. 6,342 86 0.0%
Ahnlab Inc. 56 3 0.0%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 146,434 190 0.0%
Aimbridge Acquisition Co. Inc. Term 1L F/R 01-23-2026 0 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 300,123 292 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 175,812 175 0.0%
Aimia Inc. 128,999 490 0.0%
Air Canada 176,553 5,846 0.4%
Air China Ltd. H 77,451 110 0.0%
Air Liquide SA 463 76 0.0%
Air Medical Group Holdings Inc. Term Loan B 1st Lien F/R 09-26-2024 0 0.0%
Air New Zealand Ltd. 6,077 13 0.0%
Air Newco LLC Term Loan B 1st Lien F/R 05-31-2024 0 0.0%
AirAsia BHD 388,324 348 0.0%
Airports of Thailand Public Co. Ltd. 55,062 155 0.0%
AK Holdings Inc 1,591 102 0.0%
Aker BP ASA 5,377 240 0.0%
Aker BP ASA 5.88% 03-31-2025 Callable 2021 144A 139,193 190 0.0%
Aksigorta AS 80,835 88 0.0%
Akzo Nobel NV 14,744 1,759 0.1%
AL Midcoast Holdings LLC Term Loan B 1st Lien F/R 06-28-2025 84,061 110 0.0%
Alacer Gold Corp. 19,767 65 0.0%
Alberta Powerline LP 4.06% 03-01-2054 133,191 139 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 165,446 217 0.0%
Alcanna Inc. 22 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 162,209 213 0.0%
Alectra Inc. 2.49% 05-17-2027 Callable 2027 334,397 324 0.0%
Alfa SA Series A 114,046 171 0.0%
Alfresa Holdings Corp. 289 11 0.0%
Algonquin Power & Utilities Corp. 31,507 460 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 598,470 606 0.0%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 218,433 228 0.0%
Algonquin Power Co. 4.60% 01-29-2029 Callable 2028 88,794 91 0.0%
Alibaba Group Holding Ltd. ADR 6,873 1,655 0.1%
Alimentation Couche-Tard Inc. 3.899% 11-01-2022 Callable 459,682 475 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 56,731 4,208 0.3%
Allegiant Travel Co. Term Loan B 1st Lien F/R 01-29-2024 221,115 291 0.0%
Allergan Funding SCS 1.25% 06-01-2024 Callable 2024 55,896 83 0.0%
Allergan PLC 35,271 6,389 0.4%
Alliance Data Systems Corp. 6,608 1,504 0.1%
Alliance Data Systems Corp. 5.375% 08-01-2022 Callable 144A 30,411 40 0.0%
Alliance Financial Group BHD 2,603 3 0.0%
Alliance Global Group Inc. 147,290 51 0.0%
Alliance Pipeline LP 4.928% 12-16-2019 Callable 68,371 70 0.0%
Alliance Pipeline LP 6.765% 12-31-2025 Callable 31,816 36 0.0%
Allianz SE Reg. 6,323 1,851 0.1%
Allied Properties Real Estate Investment Trust 8,827 424 0.0%
Allied Properties Real Estate Investment Trust 3.75% 03-13-2020 236,191 239 0.0%
Allison Transmission Inc. 4.75% 10-01-2027 Callable 2022 144A 8,767 11 0.0%
Ally Financial Inc. 1,859 66 0.0%
Ally Financial Inc. 5.75% 11-20-2025 Callable 2025 27,397 38 0.0%
Ally Financial Inc. 8.00% 11-01-2031 114,521 186 0.0%
Alpargatas SA 748 5 0.0%
Alpek SAB de CV 16,607 32 0.0%
Alphabet Inc. Class A 1,029 1,525 0.1%
Alphabet Inc. Class C 3,505 5,162 0.3%
ALSO Holding AG 253 44 0.0%
Alstom SA 7,521 430 0.0%
AltaGas Canada Inc. 4.26% 12-05-2028 Callable 2028 150,061 157 0.0%
AltaGas Ltd. 3.84% 01-15-2025 Callable 2024 MTN 281,299 283 0.0%
AltaGas Ltd. Pfd. Series K 12,739 256 0.0%
Altair Engineering Inc. 14,833 692 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 259,633 264 0.0%
AltaLink LP 4.054% 11-21-2044 Callable 2044 301,899 323 0.0%
Alteryx Inc. 14,396 1,445 0.1%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 175,933 226 0.0%
Altice SA 7.75% 05-15-2022 Callable 144A 361,156 472 0.0%
Altice US Finance I Corp. Term Loan B 1st Lien F/R 01-11-2026 87,680 114 0.0%
Altisource Portfolio Solutions SA 1,702 56 0.0%
Amata Corp. PCL 911 1 0.0%
Amazon.com Inc. 2.80% 08-22-2024 Callable 2024 144A 149,057 194 0.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 191,794 228 0.0%
AMC Entertainment Holdings Inc. 6.13% 05-15-2027 Callable 52,877 63 0.0%
Amcor Ltd. 119,036 1,672 0.1%
Amdocs Ltd. 12,095 884 0.0%
Amedisys Inc. 14,531 2,376 0.2%
America's Car-Mart Inc. 796 85 0.0%
American Express Credit Account Master Trust 2.87% 10-15-2024 Callable 2022 95,352 126 0.0%
American International Group Inc. 8.175% 05-15-2058 (F/R @ 05-15-2038) Callable 2038 329,065 503 0.0%
American National Insurance Co. 5,114 990 0.0%
American Teleconferencing Services Ltd. Term Loan 1st Lien F/R 12-08-2021 53,192 45 0.0%
American Tower Corp. 1.95% 05-22-2026 Callable 2026 36,168 55 0.0%
American Tower Corp. 4.00% 06-01-2025 Callable 2025 87,680 117 0.0%
American Tower Corp. 4.70% 03-15-2022 55,896 76 0.0%
AmerisourceBergen Corp. 930 102 0.0%
AMMB Holdings BHD 7,976 12 0.0%
Amphenol Corp. Class A 2,415 298 0.0%
Anadolu Cam Sanayii AS 137,723 109 0.0%
Ananti Inc. 444 11 0.0%
Angang Steel Co. Ltd. H Shares 1,302 1 0.0%
Anglo American Platinum Ltd. 7,700 551 0.0%
Anglo American PLC 8,865 310 0.0%
AngloGold Ashanti Ltd. ADR 9,860 184 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 1,792,346 1,746 0.1%
Anheuser-Busch InBev Worldwide Inc. 4.75% 01-23-2029 Callable 2028 42,621 58 0.0%
Anhui Conch Cement Co. Ltd. H 72,360 544 0.0%
Annaly Capital Management Inc. 5,654 75 0.0%
Anpec Electronics Corp. 38,828 106 0.0%
Ansell Ltd. 20,849 479 0.0%
Antero Midstream 5.38% 09-15-2024 93,160 123 0.0%
Antero Resources Corp. 5.00% 03-01-2025 197,591 250 0.0%
Antero Resources Corp. 5.125% 12-01-2022 Callable 77,261 102 0.0%
Antero Resources Corp. 5.625% 06-01-2023 Callable 5,042 7 0.0%
Anthem Inc. 10,182 4,028 0.3%
Anthem Inc. 2.75% 10-15-2042 43,183 235 0.0%
APCO Holdings Inc. Term Loan B 1st Lien F/R 06-06-2025 0 0.0%
Apex International Co. Ltd. 166,452 315 0.0%
Aphria Inc. 16,427 224 0.0%
Apollo Commercial Real Estate Finance Inc. 89,972 2,149 0.2%
Appen Ltd. 776 17 0.0%
Apple Inc. 33,171 7,554 0.4%
Apple Inc. 2.40% 05-03-2023 89,872 116 0.0%
Apple Inc. 2.51% 08-19-2024 Callable 2024 6,917,565 6,852 0.4%
Apple Inc. 2.85% 08-28-2019 131,521 123 0.0%
Apple Inc. 3.25% 02-23-2026 88,776 117 0.0%
Apple Inc. F/R 02-09-2022 129,329 171 0.0%
Aramark Services Inc. 5.00% 04-01-2025 Callable 2020 144A 109,601 147 0.0%
Aramark Services Inc. 5.125% 01-15-2024 Callable 2019 96,448 130 0.0%
ARC Resources Ltd. 12,123 121 0.0%
Arcadyan Technology Corp. 99,111 388 0.0%
ArcelorMittal SA 7.00% 10-15-2039 15,617 23 0.0%
Arch Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 616,229 795 0.0%
Archer-Daniels-Midland Co. 158,632 8,868 0.5%
Arcosa Inc. 407 18 0.0%
ARD Securities Finance SARL 8.75% 01-31-2023 Callable 2019 144A 25,776 32 0.0%
Ardagh Packaging Finance PLC 7.25% 05-15-2024 Callable 2019 144A 49,315 68 0.0%
Ardonagh Midco 3 PLC 8.625% 07-15-2023 Callable 2020 0 0.0%
Argonaut Gold Inc. 16,517 31 0.0%
Aritzia Inc. 14,198 229 0.0%
Arkema 565 75 0.0%
ARMOUR Residential REIT Inc. 12,855 339 0.0%
Aroundtown SA 40,782 452 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 239,743 242 0.0%
Arrow Lakes Power Corp. 5.516% 04-05-2041 59,704 70 0.0%
Arrowhead Properties Ltd. 279,311 108 0.0%
Arroyo Mortgage Trust 3.76% 04-25-2048 127,607 167 0.0%
Arterra Wines Canada Inc. Term Loan B1 1st Lien F/R 12-15-2023 53,699 71 0.0%
Artis Real Estate Investment Trust 3.68% 02-22-2021 118,984 119 0.0%
Artis Real Estate Investment Trust 3.753% 03-27-2019 239,743 240 0.0%
Artis Real Estate Investment Trust F/R 02-07-2020 0 0.0%
Asanko Gold Inc. 67 0.0%
Ashland Global Holdings Inc. 6,258 637 0.0%
Ashtead Capital Inc. 4.38% 08-15-2027 Callable 2022 144A 1,370 2 0.0%
Asia Cement China Holdings Corp. 128,842 153 0.0%
Asia Cement Corp. 31,566 52 0.0%
Asia Paper Manufacturing Co. Ltd. 2,586 104 0.0%
Asia Vital Components Co. Ltd. 12,272 18 0.0%
Asian Development Bank 2.00% 02-16-2022 58,088 75 0.0%
Asian Development Bank 2.63% 01-30-2024 122,753 161 0.0%
Asian Development Bank 4.625% 03-06-2019 119,465 107 0.0%
Asian Development Bank 5.00% 03-09-2022 73,432 74 0.0%
Asian Development Bank 5.90% 12-20-2022 352,149 6 0.0%
Asian Development Bank 6.00% 02-24-2021 276,807 5 0.0%
Asian Development Bank 6.45% 08-08-2021 208,511 4 0.0%
ASP AMC Merger Sub Inc. 8.00% 05-15-2025 Callable 2020 144A 59,178 36 0.0%
Aspen Technology Inc. 3,983 528 0.0%
ASR Nederland NV 13,631 790 0.0%
Asseco Poland SA 488 9 0.0%
AssetMark Financial Holdings Inc. Term Loan 1st Lien F/R 11-08-2025 0 0.0%
Assicurazioni Generali SPA 19,326 454 0.0%
Associated Capital Group Inc. Class A 5,147 288 0.0%
Assore Ltd. 1,139 37 0.0%
Assured Guaranty Ltd. 109,416 6,010 0.4%
Astral Foods Ltd. 1,009 15 0.0%
AT&T Inc. 24,238 992 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 305,084 311 0.0%
AT&T Inc. 4.10% 02-15-2028 Callable 2027 88,794 115 0.0%
AT&T Inc. 4.35% 03-01-2029 Callable 2028 100,103 131 0.0%
AT&T Inc. 4.85% 05-25-2047 2,328,704 2,230 0.2%
AT&T Inc. 5.10% 11-25-2048 Callable 2048 194,103 193 0.0%
Atacadao Distribuicao Comercio e Industria Ltda 1,529 10 0.0%
ATCO Ltd. Class I non-voting 12,259 543 0.0%
ATCO Ltd. F/R 11-01-2078 Callable 2028 293,019 305 0.0%
Athabasca Oil Corp. 125,167 119 0.0%
Atlantic Power Corp. 13,536 48 0.0%
Atlantic Power Corp. 5.95% 06-23-2036 568,280 456 0.0%
ATS Automation Tooling Systems Inc. 59,960 1,111 0.0%
ATS Automation Tooling Systems Inc. 6.50% 06-15-2023 Callable 2019 144A 128,384 175 0.0%
AU Optronics Corp. 21,244 10 0.0%
Austevoll Seafood ASA 6,774 108 0.0%
Australia and New Zealand Banking Group Ltd. 0.63% 02-21-2023 96,887 146 0.0%
Auto Trader Group PLC 13,880 115 0.0%
AutoCanada Income Fund 5.63% 05-25-2021 355,175 344 0.0%
Automatic Data Processing Inc. 2,258 455 0.0%
Autostrada Torino-Milano SPA 8,804 304 0.0%
Avangrid Inc. 10,587 673 0.0%
Avaya Holdings Corp. 1,511 31 0.0%
Avery Dennison Corp. 1.25% 03-03-2025 Callable 2024 113,985 169 0.0%
Aveva Group PLC 15,351 806 0.0%
AVIC International Holdings Ltd. 2,603 2 0.0%
Avis Budget Rental Car Funding LLC 3.45% 03-20-2023 Callable 2022 144A 52,608 69 0.0%
Avolon Holdings Funding Ltd. 5.25% 05-15-2024 Callable 2024 144A 184,842 249 0.0%
AXA SA 51,031 1,702 0.1%
Axfood AB 17,474 425 0.0%
Ayala Corp. 190 4 0.0%
B2Gold Corp. 39,825 165 0.0%
B2W Companhia Global do Varejo 65 1 0.0%
BAC Capital Trust XIII F/R Perpectual Callable 2012 16,440 16 0.0%
Baffinland Iron Mines Corp. 8.75% 07-15-2026 Callable 2021 144A 109,590 145 0.0%
Baidu Inc. ADR 6,499 1,389 0.1%
Ball Corp. 4.00% 11-15-2023 151,249 200 0.0%
Ball Corp. 4.375% 12-15-2020 129,329 174 0.0%
Ball Corp. 4.88% 03-15-2026 Callable 2025 181,279 244 0.0%
Ball Corp. 5.25% 07-01-2025 200,569 277 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 129,542 171 0.0%
Banc of America Funding Corp. 2006-I Trust 2.30222% 12-20-2036 23,690 32 0.0%
Banc of America Re-Remic Trust 3.5958% 04-14-2033 59,184 75 0.0%
Banco Bradesco SA 7,405 100 0.0%
Banco Bradesco SA Pfd. 7,525 114 0.0%
Banco Bradesco SA Pref. ADR 28,930 437 0.0%
Banco BTG Pactual SA - Unit 6,769 81 0.0%
Banco Cruzeiro do Sul SA 8.00% 09-17-2012 38,360 1 0.0%
Banco Del Bajio SA 104,137 264 0.0%
Banco do Brasil SA 26,283 466 0.0%
Banco do Estado do Rio Grande do Sul SA 82,918 726 0.0%
Banco Macro SA ADR 11,288 750 0.0%
Banco Santander Brasil SA 8,590 135 0.0%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander 6,413 57 0.0%
Bancolombia SA 488 31 0.0%
Banff Merger Sub Inc. 9.75% 09-01-2026 Callable 2021 144A 103,025 132 0.0%
Bangkok Dusit Medical Services PCL 164,600 162 0.0%
Bangkok Expressway & Metro PCL 15,848 7 0.0%
Bank Nederlandse Gemeenten NV 0.25% 02-22-2023 89,872 136 0.0%
Bank Nederlandse Gemeenten NV 0.25% 06-07-2024 88,776 134 0.0%
Bank Nederlandse Gemeenten NV 5.15% 03-07-2025 251,819 288 0.0%
Bank of America Corp. 73,986 2,830 0.2%
Bank of America Corp. 3.23% 06-22-2022 Series MPLE 221,819 225 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 266,381 269 0.0%
Bank of America Corp. 3.95% 04-21-2025 69,259 91 0.0%
Bank of America Corp. 6.50% 12-31-2049 Callable 2024 61,644 88 0.0%
Bank of America Corp. F/R 02-07-2022 Callable 2021 5,536 8 0.0%
Bank of America Corp. F/R 02-07-2030 Callable 2029 127,137 168 0.0%
Bank of America Corp. F/R 03-15-2023 Callable 2022 545,904 542 0.0%
Bank of America Corp. F/R 04-25-2024 Callable 2023 37,264 55 0.0%
Bank of America Corp. F/R 09-20-2025 Callable 2024 1,161,422 1,171 0.1%
Bank of America Corp. F/R 12-20-2023 Callable 2022 133,932 173 0.0%
Bank of America Credit Card Trust 2.70% 07-17-2023 Callable 2021 242,217 318 0.0%
Bank of America Merrill Lynch F/R 09-15-2020 [144A] 69,048 90 0.0%
Bank of China Ltd. H 3,156,971 1,936 0.2%
Bank of Chongqing Co. Ltd. 2,115 2 0.0%
Bank of Communications Co. Ltd. H 1,241,956 1,371 0.1%
Bank of Ireland Group PLC 4.50% 11-25-2023 144A 61,376 80 0.0%
Bank of Israel 0% 11-06-2019 36,217 13 0.0%
Bank of Montreal 196,839 20,200 1.0%
Bank of Montreal 2.27% 07-11-2022 681,936 676 0.0%
Bank of Montreal 2.70% 09-11-2024 DPNT 1,218,250 1,220 0.1%
Bank of Montreal 2.89% 06-20-2023 887,937 898 0.0%
Bank of Montreal 3.19% 03-01-2028 319,657 327 0.0%
Bank of Montreal 3.25% 10-06-2022 135,905 129 0.0%
Bank of Montreal 3.32% 06-01-2026 349,847 354 0.0%
Bank of Montreal 3.34% 12-08-2025 Callable 2020 1,352,329 1,367 0.1%
Bank of Montreal F/R 02-01-2023 3,748,871 3,750 0.3%
Bank of Montreal F/R 03-30-2020 3,510,353 3,515 0.3%
Bank of Montreal F/R 04-11-2019 177,587 178 0.0%
Bank of Montreal F/R 12-15-2032 Callable 2027 268,157 337 0.0%
Bankers Hall LP 4.377% 11-20-2013 323,289 328 0.0%
BankUnited Inc. 4.875% 11-17-2025 Callable 2025 34,415 46 0.0%
Baoye Group Co. Ltd. 44,045 37 0.0%
Barclays Commercial Mortgage Securities LLC F/R 03-15-2037 2018-TALL 89,872 118 0.0%
Barclays PLC 278,780 798 0.0%
Barrick Gold Corp. 232,940 3,867 0.3%
Barwa Real Estate Co. 3,384 48 0.0%
Bashneft PAO 1,703 63 0.0%
Bausch Health Cos Inc. 144,963 4,532 0.3%
Bausch Health Cos Inc. 5.50% 11-01-2025 Callable 144A 20,548 27 0.0%
Bausch Health Cos Inc. 5.75% 08-15-2027 Callable 2022 144A 166,018 220 0.0%
Bausch Health Cos Inc. 7.00% 03-15-2024 Callable 2020 144A 20,548 28 0.0%
Bausch Health Cos Inc. 8.50% 01-31-2027 Callable 2022 144A 160,264 219 0.0%
Bausch Health Cos Inc. 9.00% 12-15-2025 Callable 2021 54,795 77 0.0%
Bausch Health Cos Inc. 9.25% 04-01-2026 Callable 2022 144A 62,192 88 0.0%
Bausch Health Cos Inc. Term Loan B 1st Lien F/R 05-24-2025 143,033 188 0.0%
Baxter International Inc. 4,576 450 0.0%
Bayer AG 15,389 1,618 0.1%
Bayer Capital Corp. BV 5.63% 11-22-2019 Conv. 144A 131,521 167 0.0%
Bayerische Motoren Werke (BMW) AG 697 78 0.0%
Baytex Energy Corp. 5.125% 06-01-2021 Callable 2017 144A 69,041 90 0.0%
Baytex Energy Corp. 5.63% 06-01-2024 Callable 2019 [144A] 637,999 760 0.0%
Baytex Energy Corp. 6.625% 07-19-2022 Callable 2019 178,083 175 0.0%
BCE Inc. 103,206 6,040 0.4%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 925,586 929 0.0%
BCP Renaissance Parent LLC Term Loan B 1st Lien F/R 10-30-2024 27,263 36 0.0%
Beacon Escrow Corp. 4.88% 11-01-2025 Callable 2020 144A 321,886 395 0.0%
Beacon Roofing Supply Inc. 6.375% 10-01-2023 Callable 29,041 39 0.0%
Bear Stearns Adjustable Rate Mortgage Trust 2.783% 01-25-2035 19,180 25 0.0%
Bear Stearns Alt-A Trust 0.92725% 11-25-2034 2,814 4 0.0%
Bear Stearns Alt-A Trust 2.72% 08-25-2034 34,443 47 0.0%
Bear Stearns Alt-A Trust 2004-12 0.53725% 01-25-2035 7,767 10 0.0%
Bear Stearns Alt-A Trust 2004-8 0.9097% 09-25-2034 4,295 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 97,544 112 0.0%
Becton, Dickinson and Co. 978 320 0.0%
Becton, Dickinson and Co. Conv. Pfd. Series A 3,873 314 0.0%
Beijing Capital Land Ltd. 292,920 161 0.0%
Beijing Enterprises Holdings Ltd. 29,126 225 0.0%
Bell Canada 2.70% 02-27-2024 Callable 1,093,939 1,078 0.0%
Bell Canada 3.35% 03-22-2023 273,974 278 0.0%
Bell Canada 3.80% 08-21-2028 Callable 2028 89,800 92 0.0%
Bell Canada 4.35% 12-18-2045 Callable MTN 153,080 152 0.0%
Bell Canada 4.45% 02-27-2047 Callable 875,506 883 0.0%
Bell Canada 4.70% 09-11-2023 MTN 179,896 192 0.0%
Bell Canada 6.17% 02-26-2037 254,838 313 0.0%
Bell Canada 6.55% 05-01-2029 Callable 211,329 261 0.0%
Bell Canada 7.30% 02-23-2032 Callable 219,179 290 0.0%
Bellway PLC 7,416 391 0.0%
BenQ Materials Corp. 79,954 80 0.0%
Berkshire Hathaway Inc. Class B 422 112 0.0%
Bermaz Auto BHD 151,884 108 0.0%
Berry Global Inc. 4.50% 02-15-2026 Callable 2021 144A 18,630 23 0.0%
Best World International Ltd. 15,555 37 0.0%
BHMS Mortgage Trust 3.58% 07-15-2035 144A 94,256 124 0.0%
BHP Billiton Ltd. 24,163 840 0.0%
BHP Group PLC 24,549 748 0.0%
Big River Steel LLC 7.25% 09-01-2025 Callable 2020 144A 86,302 118 0.0%
BIM Birlesik Magazalar AS 21,561 455 0.0%
Binggrae Co. Ltd. 761 62 0.0%
Bio-On SpA 469 41 0.0%
BJ's Restaurants Inc. 8,882 559 0.0%
BKW AG 2,939 261 0.0%
Black Diamond Group Ltd. 5,401 11 0.0%
Blackberry Ltd. 26,019 298 0.0%
Blackstone Commercial Mortgage Trust 4.12% 03-15-2037 37,264 49 0.0%
Bloomberry Resorts Corp. 258,518 75 0.0%
Blue Racer Midstream LLC 6.125% 11-15-2022 Callable 2017 144A 43,183 58 0.0%
BMC Acquisition Inc. Term Loan 1st Lien F/R 12-15-2024 121,310 159 0.0%
BMW Canada Inc. F/R 06-14-2019 2,832,416 2,837 0.2%
BNK Financial Group Inc. 912 8 0.0%
BNP Paribas SA 12,299 829 0.0%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 197,233 258 0.0%
Boardwalk Real Estate Investment Trust 18,714 770 0.0%
BOC Aviation Ltd. 24,838 283 0.0%
BOC Aviation Ltd. 2.75% 09-18-2022 Callable 2022 144A 99,736 127 0.0%
Bolsa Mexicana de Valores SAB de CV 2,256 6 0.0%
Bombardier Inc. 6.00% 10-15-2022 Callable 2017 144A 87,672 116 0.0%
Bombardier Inc. 7.50% 03-15-2025 Callable 2020 144A 109,590 146 0.0%
Bombardier Inc. 7.50% 12-01-2024 Callable 2020 144A 273,207 366 0.0%
Bombardier Inc. 8.75% 12-01-2021 144A 517,373 748 0.0%
Bombardier Inc. Class B Sub. voting 71,918 201 0.0%
Bonavista Energy Corp. 156,386 195 0.0%
Boralex Inc. Class A 3,675 68 0.0%
Borussia Dortmund GmbH & Co. KGaA 6,839 78 0.0%
Bosideng International Holdings Ltd. 1,109,428 281 0.0%
Boston Scientific Corp. 3.45% 03-01-2024 Callable 2024 52,608 69 0.0%
Bottomline Technologies Inc. 44,145 2,896 0.2%
Boyd Group Income Fund 291 36 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 682,113 700 0.0%
BP LP 3.24% 01-09-2020 115,743 116 0.0%
BP PLC 5,377 50 0.0%
Brambles Ltd. 77,049 846 0.0%
Brand Energy & Infrastructure Services Inc. Term Loan 1st Lien F/R 06-21-2024 74,114 95 0.0%
Braskem SA 3,612 137 0.0%
Bravo Mortgage Asset Trust F/R 07-25-2036 21,059 28 0.0%
Bravura Solutions Ltd. 35,603 170 0.0%
Brazil Notas do Tesouro Nacional 10.00% 01-01-2021 Series F 197,391 723 0.0%
Bridgestone Corp. 14,193 736 0.0%
Bridging North America General Partnership 4.34% 08-31-2053 126,975 137 0.0%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 145,638 157 0.0%
Bright Horizons Family Solutions Inc. 3,527 575 0.0%
Brighthouse Financial Inc. 24,590 1,252 0.1%
British American Tobacco PLC 32,226 1,551 0.1%
Britvic PLC 36,253 581 0.0%
Brookfield Asset Management Inc. 3.80% 03-16-2027 Callable 2026 399,572 397 0.0%
Brookfield Asset Management Inc. 4.54% 03-31-2023 328,769 345 0.0%
Brookfield Asset Management Inc. 4.85% 03-29-2029 Callable 2028 321,130 424 0.0%
Brookfield Asset Management Inc. 5.04% 03-08-2024 Callable 2023 119,694 128 0.0%
Brookfield Asset Management Inc. 5.95% 06-14-2035 133,191 152 0.0%
Brookfield Asset Management Inc. Class A limited voting 37,842 2,249 0.2%
Brookfield Asset Management Inc. Pfd. Series 46 4,645 119 0.0%
Brookfield Asset Management Inc. Pfd. Series 48 10,334 253 0.0%
Brookfield Business Partners LP 23,780 1,162 0.1%
Brookfield Infrastructure Finance ULC 3.32% 02-22-2024 Callable 2023 140,117 139 0.0%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2028 367,024 370 0.0%
Brookfield Infrastructure Partners LP 8,830 464 0.0%
Brookfield Property Finance ULC 4.35% 07-03-2023 Callable 2023 287,692 292 0.0%
Brookfield Property Partners LP 6,230 161 0.0%
Brookfield Renewable Energy Partners LP 4,418 175 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 718,043 708 0.0%
Brookfield Renewable Energy Partners ULC 3.752% 06-02-2025 Callable 2025 282,364 285 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 7,668 171 0.0%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 280,926 284 0.0%
Brown & Brown Inc. 7,562 295 0.0%
BRP Finance ULC 4.79% 02-07-2022 148,463 155 0.0%
BRP Inc. 16,629 655 0.0%
Bruce Power LP 2.84% 06-23-2021 660,625 661 0.0%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 589,159 581 0.0%
Bruce Power LP 3.97% 06-23-2026 268,948 275 0.0%
Bruce Power LP 4.13% 06-21-2033 Callable 2033 355,175 352 0.0%
BTB Real Estate Investment Trust 3,070 14 0.0%
Builders FirstSource Inc. 5.63% 09-01-2024 Callable 2019 144A 22,466 29 0.0%
Building Materials Corp. 6.00% 10-15-2025 Callable 2020 144A 1,096 2 0.0%
Building Materials Corp. of America 5.375% 11-15-2024 Callable 2019 144A 97,535 131 0.0%
Bukwang Pharmaceutical Co. Ltd. 720 19 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 6,249 8 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 157,391 204 0.0%
Bunzl PLC 162 7 0.0%
Burger King France SAS F/R 05-01-2023 Callable 2019 0 0.0%
BWAY Holding Co. 5.50% 04-15-2024 Callable 2020 144A 355,175 461 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 442,127 553 0.0%
BXP Trust 3.42% 06-13-2039 121,657 155 0.0%
C&D Technologies Inc. Term Loan B 1st Lien F/R 12-13-2025 131,968 162 0.0%
Cablevision Systems 5.88% 09-15-2022 48,224 66 0.0%
CACI International Inc. Class A 5,994 1,437 0.1%
CAE Inc. 159,924 4,438 0.3%
Calceus Acquisition Inc. Term B1 1st Lien F/R 02-08-2025 192,550 253 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 145,615 143 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2018 144A 684,548 721 0.0%
Callaway Golf Co. 588 13 0.0%
Calpine Corp. 5.25% 06-01-2026 Callable 2021 144A 171,200 221 0.0%
Calpine Corp. 5.75% 01-15-2025 Callable 2019 100,822 127 0.0%
Calpine Corp. 5.875% 01-15-2024 Callable 2018 144A 33,151 45 0.0%
Camb Commercial Mortgage Trust 4.25% 12-09-2020 33,976 45 0.0%
Camb Commercial Mortgage Trust F/R 12-09-2020 131,521 174 0.0%
Cambrex Corp. 19,077 1,037 0.0%
Cameco Corp. 57,541 879 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 137,462 180 0.0%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 605,573 833 0.0%
Camsing International Holding Ltd. 80,361 109 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 3,584 5 0.0%
Canaccord Genuity Group Inc. 19,587 127 0.0%
Canada Goose Holdings Inc. 2,376 178 0.0%
Canada Goose Inc. Term Loan 1st Lien F/R 12-22-2021 81,827 107 0.0%
Canada Housing Trust F/R 03-15-2024 4,617,275 4,623 0.3%
Canada Housing Trust No. 1 1.08% 09-15-2021 2,193,971 2,216 0.2%
Canada Housing Trust No. 1 2.35% 06-15-2023 3,267,241 3,302 0.2%
Canada Housing Trust No. 1 F/R 09-15-2023 4,801,966 4,809 0.3%
Canadian Apartment Properties Real Estate Investment Trust 73,191 3,678 0.3%
Canadian Credit Card Trust II 1.829% 03-24-2020 515,004 512 0.0%
Canadian Imperial Bank of Commerce 64,733 7,226 0.4%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 543,240 541 0.0%
Canadian Imperial Bank of Commerce 2.90% 09-14-2021 311,666 315 0.0%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 1,351,441 1,369 0.1%
Canadian Imperial Bank of Commerce 3.29% 01-15-2024 660,625 672 0.0%
Canadian Imperial Bank of Commerce 3.30% 05-26-2025 1,026,456 1,058 0.0%
Canadian Imperial Bank of Commerce F/R 04-04-2028 Callable 2023 602,909 607 0.0%
Canadian Imperial Bank of Commerce F/R 07-22-2019 10,015,476 10,021 0.5%
Canadian Mortgage Pools 2.65% 10-01-2027 102,044 103 0.0%
Canadian National Railway Co. 112,757 12,733 0.7%
Canadian National Railway Co. 2.85% 12-15-2021 Callable 2021 1,258 2 0.0%
Canadian National Railway Co. 3.00% 02-08-2029 Callable 2028 343,632 343 0.0%
Canadian National Railway Co. 3.60% 02-08-2049 Callable 2048 221,984 221 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 374,645 374 0.0%
Canadian Natural Resources Ltd. 75,623 2,827 0.2%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 262,829 266 0.0%
Canadian Pacific Railway Ltd. 28,221 7,674 0.4%
Canadian Tire Corp. Ltd. 3.17% 07-06-2023 Callable 2023 88,794 89 0.0%
Canadian Tire Corp. Ltd. 5.61% 09-04-2035 106,552 121 0.0%
Canadian Tire Corp. Ltd. Class A non-voting 12,486 1,813 0.1%
Canadian Utilities Ltd. Class A non-voting 13,850 485 0.0%
Canadian Western Bank 26,884 824 0.0%
Canadian Western Bank 2.74% 06-16-2022 DPNT 163,380 162 0.0%
Canadian Western Bank 2.92% 12-15-2022 287,692 287 0.0%
Canfor Corp. 11,385 161 0.0%
Canfor Pulp Products Inc. 45,509 722 0.0%
Canon Electronics Inc. 531 11 0.0%
Canopy Growth Corp. 19,206 1,198 0.1%
Cantel Medical Corp. 4,114 398 0.0%
Capital Desjardins Inc. 5.187% 05-05-2020 438,641 452 0.0%
Capital One Financial Corp. 4.25% 04-30-2025 Callable 2025 107,409 144 0.0%
Capital One Multi-Asset Execution Trust 1.34% 04-15-2022 61,376 80 0.0%
Capital One Multi-Asset Execution Trust 2.00% 01-17-2023 75,624 99 0.0%
Capital Power Corp. 77,210 2,333 0.2%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 189,131 190 0.0%
Capitec Bank Holdings Ltd. 1,209 147 0.0%
Capstone Mining Corp. 43,254 29 0.0%
Cards II Trust 2.155% 10-15-2020 618,360 616 0.0%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 196,563 256 0.0%
Career Education Corp. 3,517 77 0.0%
Careerbuilder LLC Term Loan 1st Lien F/R 07-31-2023 0 0.0%
Carl Zeiss Meditec AG 1,245 140 0.0%
Carlsberg Brewery Malaysia BHD 32,105 254 0.0%
Carnival PLC 102,057 7,506 0.4%
Carrizo Oil & Gas Inc. 6.25% 04-15-2023 Callable 2019 126,087 164 0.0%
Carter's Inc. 18,102 2,320 0.2%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 255,174 329 0.0%
Cascades Inc. 46,604 411 0.0%
Cascades Inc. 5.50% 07-15-2021 Callable 2017 144A 136,987 139 0.0%
Cascades Inc. 5.50% 07-15-2022 Callable 144A 109,590 145 0.0%
Cash & Equivalents** 226,398 9.9%
Castellum AB 25,155 603 0.0%
Catalent Pharma Solutions Inc. Term Loan B 1st Lien F/R 05-20-2024 8,226 11 0.0%
Caterpillar Inc. 598 108 0.0%
CBC Monetization Trust 4.688% 05-15-2027 Callable 202,373 220 0.0%
CBIZ Inc. 13,314 361 0.0%
CBS Corp. 2.90% 01-15-2027 Callable 2026 88,794 106 0.0%
CBS Corp. 4.20% 06-01-2029 Callable 2029 296,571 385 0.0%
CBS Radio Inc. 7.25% 11-01-2024 Callable 2019 144A 26,575 35 0.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 515,040 525 0.0%
CCL Industries Inc. Class B non-voting 26,967 1,450 0.1%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 271,709 353 0.0%
CCO Holdings LLC 5.00% 02-01-2028 Callable 2022 144A 137,001 175 0.0%
CCO Holdings LLC 5.13% 05-01-2023 Callable 2018 144A 39,178 52 0.0%
CCO Holdings LLC 5.13% 05-01-2027 Callable 2022 144A 220,297 286 0.0%
CCO Holdings LLC 5.50% 05-01-2026 Callable 2021 144A 34,247 46 0.0%
CCO Holdings LLC 5.75% 01-15-2024 Callable 2019 174,046 235 0.0%
CCO Holdings LLC 5.75% 02-15-2026 123,014 167 0.0%
CCO Holdings LLC 5.875% 04-01-2024 Callable 2019 144A 85,242 117 0.0%
CCO Holdings LLC 5.88% 05-01-2027 Callable 2021 144A 38,630 52 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 115,835 147 0.0%
CD Projekt SA 1,172 77 0.0%
CDK Global Inc. 4,983 380 0.0%
CDK Global Inc. 5.88% 06-15-2026 Callable 2021 95,352 129 0.0%
CDW LLC 5.00% 09-01-2025 Callable 2020 118,369 158 0.0%
Cebu Air Inc. 38,476 82 0.0%
CEC Entertainment 8.00% 02-15-2022 Callable 72,329 87 0.0%
Celestica Inc. Sub. voting 64,220 778 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 149,627 194 0.0%
Cemex Finance LLC 6.00% 04-01-2024 Callable 2019 144A 36,987 50 0.0%
Cemtas Celik Makina Sanayi Ve Ticaret AS 67,236 102 0.0%
Cengage Learning Inc. Term Loan B 1st Lien F/R 06-07-2023 141,200 172 0.0%
Cenovus Energy Inc. 65,376 788 0.0%
Centene Corp. 4.75% 05-22-2021 Callable 72,329 97 0.0%
Centene Escrow Corp. 6.13% 02-15-2024 Callable 2019 67,946 94 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 312,554 393 0.0%
Center Laboratories Inc. 4,881 16 0.0%
Centerra Gold Inc. 68,646 471 0.0%
Centrais Eletricas BR-SP ADR 427 5 0.0%
Centrais Eletricas Brasileiras SA - Eletrobras Pfd. B 7,671 105 0.0%
Central 1 Credit Union 2.60% 11-07-2022 335,425 330 0.0%
Central 1 Credit Union F/R 02-05-2021 3,360,418 3,348 0.2%
CenturyLink Inc. 14,570 253 0.0%
CenturyLink Inc. Term Loan B 1st Lien F/R 01-31-2025 0 0.0%
Cerner Corp. 23,531 1,732 0.1%
CES Energy Solutions Corp. 49,707 157 0.0%
CES Energy Solutions Corp. 6.38% 10-21-2024 Callable 2020 273,974 263 0.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 08-03-2025 172,864 221 0.0%
CEZ AS 3,873 123 0.0%
CGDBB Commercial Mortgage Trust F/R 07-15-2028 23,016 30 0.0%
CGI Inc. 130,867 11,546 0.6%
CGN New Energy Holdings Co. Ltd. 528,024 105 0.0%
Chailease Holding Co. Ltd. 40,488 209 0.0%
Champion Real Estate Investment Trust 660,547 695 0.0%
Changyou.com Ltd. 8,427 226 0.0%
Charoen Pokphand Indonesia TBK 107,325 73 0.0%
Charter Communications Inc. Class A 181 82 0.0%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 301,899 407 0.0%
Charter Communications Operating LLC 5.05% 03-30-2029 Callable 2028 267,624 361 0.0%
Charter Communications Operating LLC 5.75% 04-01-2048 Callable 2047 151,249 198 0.0%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 269,933 355 0.0%
Charter Hall Group 17,071 140 0.0%
Chartwell Retirement Residences 17,436 262 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 406,675 413 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 118,063 121 0.0%
Chase Issuance Trust 1.37% 06-15-2021 56,992 75 0.0%
Chase Mortgage Finance Corp. 2.7527% 02-25-2037 17,343 24 0.0%
CHC Group LLC 3,103 0.0%
CHC Group LLC 0% 10-01-2020 Conv. 159,556 152 0.0%
Check Point Software Technologies Ltd. 1,992 321 0.0%
Cheetah Mobile Inc. ADR 1,920 18 0.0%
Chegg Inc. 11,516 600 0.0%
Cheil Communications Inc. 15,962 467 0.0%
Chemed Corp. 598 259 0.0%
Chemtrade Logistics Income Fund 4.75% 05-31-2024 Conv. Callable 2022 255,371 218 0.0%
Cheniere Corpus Christi Holdings LLC 5.13% 06-30-2027 62,466 84 0.0%
Cheniere Corpus Christi Holdings LLC 5.88% 03-31-2025 72,603 102 0.0%
Cherrybro Co. Ltd. 24,479 73 0.0%
Chesapeake Energy Corp. 5.50% 09-15-2026 Conv. Callable 2019 105,217 127 0.0%
Chesapeake Energy Corp. 8.00% 01-15-2025 Callable 2020 62,740 84 0.0%
Chesapeake Energy Corp. 8.00% 06-15-2027 Callable 119,736 156 0.0%
Chevron Corp. 18,426 2,898 0.2%
Chia Chang Co. Ltd. 54,615 87 0.0%
Chimera Investment Corp. 53,567 1,303 0.1%
China Agri-Industries Holdings Ltd. 1,302 1 0.0%
China Aircraft Leasing Group Holdings Ltd. 86,232 127 0.0%
China Aoyuan Property Group Ltd. 6,509 7 0.0%
China Cinda Asset Management Co. Ltd. 185,294 71 0.0%
China CITIC Bank H 257,406 220 0.0%
China Communication Services Corp. Ltd. 333,024 440 0.0%
China Conch Venture Holdings Ltd. 94,118 413 0.0%
China Construction Bank Corp. H 1,905,275 2,228 0.2%
China Crystal New Material Holdings Co. Ltd. 24,455 44 0.0%
China Datang Corp. Renewable Power Co. Ltd. Class H 13,017 2 0.0%
China Eastern Airlines Corp. Ltd. H Shares 19,526 16 0.0%
China Everbright Bank Co. Ltd. Class H 727,283 458 0.0%
China Everbright Ltd. 5,858 16 0.0%
China Longyuan Power Group Corp. H 7,810 8 0.0%
China Man-Made Fiber Corp. 20,795 9 0.0%
China Medical System Holdings Ltd. 7,159 10 0.0%
China Merchants Bank Co. Ltd. H 81,031 489 0.0%
China Merchants Land Ltd. 519,181 105 0.0%
China Merchants Securities Co. Ltd. 9,242 17 0.0%
China Minsheng Banking Corp. Ltd. 674,786 685 0.0%
China Mobile Ltd. 49,075 679 0.0%
China Mobile Ltd. ADR 22,285 1,544 0.1%
China National Offshore Oil Corp. Ltd. ADR 488 112 0.0%
China Petroleum and Chemical Corp. (Sinopec) ADR 553 62 0.0%
China Petroleum and Chemical Corp. H (Sinopec) 503,601 572 0.0%
China Power International Development Ltd. 304,508 101 0.0%
China Railway Construction Corp. Ltd. H 48,814 92 0.0%
China Railway Group Ltd. 974,583 1,270 0.1%
China Resources Cement Holdings Limited 79,803 112 0.0%
China Resources Pharmaceutical Group Ltd. 7,994 14 0.0%
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. 10,660 53 0.0%
China Sanjiang Fine Chemicals Co. Ltd. 306,870 110 0.0%
China SCE Property Holdings Ltd. 626,578 324 0.0%
China Shenhua Energy Co. Ltd. H 520,015 1,687 0.1%
China Shineway Pharmaceutical Group Ltd. 7,159 10 0.0%
China South City Holdings Ltd. 469,238 103 0.0%
China Suntien Green Energy Corp. Ltd. 211,685 77 0.0%
China Taiping Insurance Holdings Co. Ltd. 2,213 9 0.0%
China Telecom Corp. Ltd. H 489,652 349 0.0%
China Tower Corp. Ltd. 355,314 111 0.0%
China Unicom (Hong Kong) Ltd. 27,836 43 0.0%
China Vanke Co. Ltd. 31,040 155 0.0%
China Water Affairs Group Ltd. 183,692 252 0.0%
China XLX Fertiliser Ltd. 210,819 100 0.0%
China Yuchai International Ltd. 1,564 40 0.0%
China Zhongwang Holdings Ltd. 68,300 48 0.0%
Chinese Maritime Transport Ltd. 50,602 64 0.0%
ChipMOS Technologies Inc. 224,432 245 0.0%
Chlitina Holding Ltd. 4,556 54 0.0%
Chloe Ox Parent LLC Term Loan 1st Lien F/R 12-19-2024 51,114 67 0.0%
Choice Properties Real Estate Investment Trust 11,945 161 0.0%
Choice Properties Real Estate Investment Trust 3.498% 02-08-2021 123,288 125 0.0%
Choice Properties Real Estate Investment Trust 3.55% 01-10-2025 Callable 2024 172,260 173 0.0%
Choice Properties Real Estate Investment Trust 3.56% 09-09-2024 Callable 2024 236,547 238 0.0%
Choice Properties Real Estate Investment Trust 4.055% 11-24-2025 Callable 316,106 325 0.0%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 378,261 385 0.0%
Choice Properties Real Estate Investment Trust 4.903% 07-05-2023 Callable 2023 443,969 472 0.0%
Choice Properties Real Estate Investment Trust 5.268% 03-07-2046 44,397 47 0.0%
Chong Kun Dang Holdings Corp. 1,178 93 0.0%
Chongqing Rural Commercial Bank Co. Ltd. H 81,356 67 0.0%
Chroma ATE Inc. 325 2 0.0%
CHS/Community Health Systems Inc. 6.25% 03-31-2023 Callable 80,548 102 0.0%
CHS/Community Health Systems Inc. 6.88% 02-01-2022 Callable 2020 44,658 39 0.0%
CHS/Community Health Systems Inc. 8.13% 06-30-2024 Callable 144A 34,795 38 0.0%
Chudenko Corp. 631 17 0.0%
CI Financial Corp. 3.90% 09-27-2027 Callable 124,311 124 0.0%
Cia de Ferro Ligas da Bahia - Ferbasa 260 2 0.0%
Cia de Locacao das Americas 1,009 14 0.0%
Cia de Saneamento do Parana 11,869 300 0.0%
Cia de Transmissao de Energia Eletrica Paulista 2,655 72 0.0%
Cia Minera Autlan SAB de CV 911 1 0.0%
CIECH SA 163 3 0.0%
Cielo SA 168,863 643 0.0%
Ciena Corp. 226,767 12,724 0.7%
CIFI Holdings Group Co. Ltd. 23,431 20 0.0%
Cimpress NV 7.00% 06-15-2026 Callable 2021 144A 92,064 116 0.0%
Cinemark USA Inc. 5.125% 12-15-2022 Callable 29,589 40 0.0%
Cisco Systems Inc. 59,525 4,053 0.3%
CIT Group Inc. 525 35 0.0%
CIT Group Inc. 5.00% 08-01-2023 109,042 149 0.0%
CIT Group Inc. 5.25% 03-07-2025 Callable 2024 6,301 9 0.0%
CIT Group Inc. F/R 12-15-2165 Callable 2022 72,336 93 0.0%
Citadel LLC Term Loan B 1st Lien F/R 02-22-2026 493,377 652 0.0%
Citibank Credit Card Issuance Trust 1.92% 04-07-2022 2017-A3 1,096 1 0.0%
Citibank Credit Card Issuance Trust 2.49% 01-20-2023 152,345 199 0.0%
Citibank Credit Card Issuance Trust F/R 08-08-2024 147,961 195 0.0%
CITIC Ltd. 1,237,544 2,476 0.2%
CITIC Securities Co. Ltd. 4,231 13 0.0%
Citigroup Inc. 4.09% 06-09-2025 944,765 968 0.0%
Citigroup Inc. F/R 05-04-2021 110,697 105 0.0%
Citizen Watch Co. Ltd. 5,558 42 0.0%
Citrix Systems Inc. 4.50% 12-01-2027 Callable 2027 98,640 125 0.0%
City of Oslo 2.35% 09-04-2024 130,854 20 0.0%
Citychamp Watch & Jewellery Group Ltd. 208,359 58 0.0%
Civitas Solutions Inc. Term Loan 1st Lien F/R 02-05-2026 67,483 89 0.0%
CK Hutchison Holdings Ltd. 156,340 2,189 0.2%
CKD BiO Corp. 3,500 91 0.0%
Clear Channel Worldwide Holdings Inc. 6.50% 11-15-2022 Callable 12,438 17 0.0%
Clearwater Seafoods Inc. 6.88% 05-01-2025 Callable 2020 144A 50,685 65 0.0%
CLI Funding LLC 4.03% 04-18-2043 72,064 95 0.0%
CME Group Inc. 10,932 2,616 0.2%
CNA Financial Corp. 26,608 1,513 0.1%
CNAC HK Finbridge Co. Ltd. 4.63% 03-14-2023 143,577 193 0.0%
CNOOC Ltd. 32,211 73 0.0%
Coast Capital Savings Credit Union F/R 05-03-2028 Callable 2023 197,122 203 0.0%
Coast Capital Savings Credit Union F/R 10-29-2030 Callable 2025 115,432 120 0.0%
Coca-Cola Femsa SAB de CV 105,356 838 0.0%
Coca-Cola Femsa SAB de CV (Femsa) ADR 944 75 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 3,523 5 0.0%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 477,710 609 0.0%
Cofinimmo 1,011 173 0.0%
Cogeco Communications Inc. 13,088 1,077 0.0%
Cogeco Communications Inc. 4.175% 05-26-2023 Callable 1,197,300 1,234 0.1%
Cogeco Communications Inc. 5.15% 11-16-2020 621,556 645 0.0%
Cogeco Inc. Sub. voting 4,281 312 0.0%
Cognex Corp. 9,047 635 0.0%
Coinstar Funding LLC 5.22% 04-25-2047 2017-1A 175,523 232 0.0%
Colgate Palmolive Co. 5,513 478 0.0%
Colliers International Group Inc. 3,653 328 0.0%
Colombia Government International Bond 4.00% 02-26-2024 95,352 127 0.0%
Colombia Government International Bond 4.50% 01-28-2026 183,033 248 0.0%
Coloplast AS 2,671 350 0.0%
Colruyt SA 33,494 3,142 0.2%
Com7 Public Co. Ltd. 6,183 5 0.0%
Comber Wind Financial Corp. 5.132% 11-15-2030 313,146 337 0.0%
Comcast Corp. Class A 27,599 1,404 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 26,686 320 0.0%
COMM 2014-PAT Mortgage Trust F/R 08-13-2027 66,856 88 0.0%
COMM 2014-TWC Mortgage Trust 3.422% 02-13-2032 50,416 67 0.0%
Commercial Bank of Qatar 2,734 40 0.0%
Commercial Mortgage Pass Through Certificates 2.40951% 02-13-2032 50,416 66 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 177,544 241 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 94,054 134 0.0%
CommScope Inc. Term B2 1st Lien F/R 02-07-2026 130,142 172 0.0%
CommScope Technologies Finance LLC 6.00% 03-01-2026 Callable 2022 144A 107,409 145 0.0%
CommScope Technologies Finance LLC 8.25% 03-01-2027 Callable 2022 144A 207,928 285 0.0%
CommScope Technologies LLC 5.00% 03-15-2027 Callable 2022 144A 209,755 247 0.0%
Communications Sales & Leasing Inc. 7.13% 12-15-2024 Callable 2019 144A 257,502 282 0.0%
CommVault Systems Inc. 18,799 1,666 0.1%
Compagnie Financiere Richemont SA 14,364 1,447 0.1%
Compagnie Generale des Etablissements Michelin B 697 110 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) 7,571 104 0.0%
Companhia de Saneamento Basico do Estado de Sao Paulo ADR (SABESP) 7,290 100 0.0%
Companhia Energetica de Minas Gerais SA - CEMIG Pref. 22,249 112 0.0%
Companhia Paranaense de Energia - COPEL Pfd. B 5,601 70 0.0%
Companhia Siderurgica Nacional SA (CSN) ADR 781 4 0.0%
Compania Cervecerias Unidas SA ADR 846 32 0.0%
Compania de Distribucion Integral Logista SA 8,354 277 0.0%
Compass Group PLC 16,968 493 0.0%
Comtech Telecommunications Corp. 2,374 83 0.0%
Concentradora Fibra Danhos SA de CV 195 0.0%
Concho Resources Inc. 4.30% 08-15-2028 Callable 2028 135,905 180 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 204,880 262 0.0%
Conn's Inc. 7.25% 07-15-2022 Callable 21,310 26 0.0%
ConocoPhillips 12,914 1,152 0.1%
ConocoPhillips Co. 4.95% 03-15-2026 Callable 2025 71,240 102 0.0%
Consorcio ARA SAB de CV 282,280 101 0.0%
Constellation Brands Inc. 4.25% 05-01-2023 106,313 144 0.0%
Constellation Merger Sub Inc. 8.50% 09-15-2025 Callable 2020 144A 120,823 152 0.0%
Constellation Software Inc. 3,956 4,445 0.3%
Constellium NV 4.25% 02-15-2026 Callable 2020 124,311 187 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 550,521 707 0.0%
Constellium NV 6.63% 03-01-2025 Callable 2020 144A 72,811 97 0.0%
Construtora Tenda SA 23,390 274 0.0%
Consumers Gas 6.10% 05-19-28 61,090 75 0.0%
Continental Gold Inc. 4 0.0%
Continental Resources Inc. 4.90% 06-01-2044 Callable 2043 40,000 50 0.0%
Controladora Vuela Compania de Aviacion SAB de CV 15,714 177 0.0%
Cook & Boardman Group LLC Term Loan 1st Lien F/R 10-12-2025 0 0.0%
Cooperatieve Rabobank UA F/R 11-27-2019 25,164 4 0.0%
Corby Spirit and Wine Ltd. 515 10 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 466,537 480 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 200,156 206 0.0%
Core Industrial Trust 3.85% 02-10-2034 46,032 60 0.0%
Corel Corp. Term Loan 1st Lien F/R 05-11-2024 78,966 104 0.0%
CoreLogic Inc. 18,399 887 0.0%
Coretronic Corp. 2,278 5 0.0%
Corning Inc. 120,765 5,529 0.3%
Corporacion Andina de Fomento 2.00% 05-10-2019 2,516 3 0.0%
Corporacion Inmobiliaria Vesta SAB de CV 846 2 0.0%
Corus Entertainment Inc. Class B non-voting 118,709 716 0.0%
Cosco Shipping Ports Ltd. 9,763 14 0.0%
CoStar Group Inc. 3,931 2,366 0.2%
Costco Wholesale Corp. 6,380 1,836 0.1%
Cott Corp. 31,944 632 0.0%
Cott Holdings Inc. 5.50% 04-01-2025 Callable 2020 144A 113,985 149 0.0%
Country Garden Holdings Co. Ltd. 70,292 122 0.0%
Covetrus Inc. 6,651 313 0.0%
Covey Park Energy LLC 7.50% 05-15-2025 Callable 2020 144A 13,699 17 0.0%
CPFL Energia SA ADR 65 1 0.0%
CPG Merger Sub LLC 8.00% 10-01-2021 Callable 144A 11,781 15 0.0%
CRC Escrow Issuer LLC 5.25% 10-15-2025 Callable 2020 144A 105,754 132 0.0%
Credit Acceptance Corp. 6.125% 02-15-2021 Callable 38,630 51 0.0%
Credit Suisse Group AG 6.25% 12-29-2049 Callable 2024 144A 29,315 39 0.0%
Credito Real SAB de CV SOFOM ER 84,502 111 0.0%
Crescent Point Energy Corp. 68,601 292 0.0%
Crew Energy Inc. 6.50% 03-14-2024 Callable 259,278 221 0.0%
CRH Medical Corp. 32,339 133 0.0%
Crius Energy Trust 3,474 31 0.0%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 115,432 119 0.0%
Crosslinx Transit Solutions General Partnership 4.651% 09-30-2046 330,313 340 0.0%
Crown Americas LLC 4.50% 01-15-2023 144A 104,121 139 0.0%
Crown Americas LLC 4.75% 02-01-2026 Callable 2021 24,932 33 0.0%
Crown Castle International Corp. 4.30% 02-15-2029 Callable 2028 95,352 126 0.0%
Crown Castle International Corp. Conv. Pfd. Series A 184 270 0.0%
Crown Cork & Seal Co. Inc. 7.38% 12-15-2026 130,644 189 0.0%
Crown European Holdings SA Term Loan B 1st Lien F/R 01-19-2025 27,263 41 0.0%
Crown Ltd. 65,716 703 0.0%
Crown Subsea Communications Holing Inc. Term Loan 1st Lien F/R 11-02-2025 906 1 0.0%
CrownRock LP / CrownRock Finance Inc. 5.63% 10-15-2025 Callable 144A 39,452 50 0.0%
CryoLife Inc. Term Loan B 1st Lien F/R 11-15-2024 0 0.0%
CSC Financial Co. Ltd. 14,644 17 0.0%
CSC Holdings LLC 5.25% 06-01-2024 40,548 53 0.0%
CSC Holdings LLC 5.38% 02-01-2028 Callable 2023 144A 104,121 135 0.0%
CSC Holdings LLC 5.50% 04-15-2027 Callable 2022 144A 121,657 161 0.0%
CSC Holdings LLC 6.50% 02-01-2029 Callable 2024 144A 78,912 109 0.0%
CSC Holdings LLC 6.75% 11-15-2021 Callable 138,905 195 0.0%
CSC Holdings LLC 7.50% 04-01-2028 Callable 2023 144A 356,904 498 0.0%
CSC Holdings LLC 7.75% 07-15-2025 Callable 2020 144A 12,877 18 0.0%
CSC Holdings LLC Term Loan 1st Lien F/R 04-07-2027 103,001 136 0.0%
CSI Compressco LP Finance Corporation 7.50% 04-01-2025 Callable 2021 144A 113,985 146 0.0%
CSM Bakery Solutions LLC Term Loan 2nd Lien F/R 07-05-2021 145,622 179 0.0%
CSM NV Term Loan B F/R 07-03-2020 0 0.0%
CSPC Pharmaceuticals Group Ltd. 13,668 31 0.0%
CSS FSCC Partnership 6.915% 07-31-2042 Sincable 234,761 307 0.0%
CSS Industries Inc. 2,469 22 0.0%
CSX Corp. 7,570 724 0.0%
CT Real Estate Investment Trust 15,059 205 0.0%
CT Real Estate Investment Trust 3.53% 06-09-2025 Series B Callable 2025 199,786 201 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 743,204 755 0.0%
CU Inc. 3.95% 11-23-2048 Callable 2048 314,315 329 0.0%
CU Inc. 3.964% 07-27-2045 Callable 81,892 86 0.0%
Cuckoo Holdings Co. Ltd. 58 10 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 269,045 373 0.0%
CVS Health Corp. 16,623 1,264 0.1%
CVS Health Corp. 4.10% 03-25-2025 Callable 2023 178,649 238 0.0%
CVS Health Corp. 5.05% 03-25-2048 Callable 2047 238,929 311 0.0%
CyberArk Software Ltd. 780 113 0.0%
Cyfrowy Polsat SA 846 8 0.0%
D'Ieteren SA 307 15 0.0%
DACIN Construction Co. Ltd. 63,246 55 0.0%
Dae Han Flour Mills Co. Ltd. 33 7 0.0%
Daechang Co. Ltd. 77,869 89 0.0%
Daekyo Co. Ltd. 192 1 0.0%
Daelim Industrial Co. Ltd. 4,265 466 0.0%
Daesang Corp. 271 9 0.0%
Daewon Pharmaceutical Co. Ltd. 3,890 75 0.0%
Dai Nippon Printing Co. Ltd. 39,483 1,201 0.1%
Daihan Pharmaceutical Co. Ltd. 1,684 75 0.0%
Daiho Corp. 505 19 0.0%
Dainippon Pharmaceutical Co. Ltd. 1,191 39 0.0%
Daishin Securities Co. Ltd. Pref. 1,039 11 0.0%
Daiwabo Holdings Co. Ltd. 974 72 0.0%
DAMAC Properties Dubai Co. PJSC 205,602 102 0.0%
Dana Gas PJSC 18,549 6 0.0%
Danaher Corp. 21,154 3,534 0.3%
Darfon Electronics Corp. 2,278 5 0.0%
Darling Ingredients Inc. 5.375% 01-15-2022 Callable 2020 121,657 162 0.0%
Daseke Inc. Term Loan 1st Lien F/R 02-27-2024 0 0.0%
Dassault Systemes SA 565 109 0.0%
DataTec Ltd. 14,563 43 0.0%
Dave & Buster's Entertainment Inc. 30,793 2,079 0.2%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 985,610 1,253 0.1%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 294,552 372 0.0%
DB Insurance Co. Ltd. 475 40 0.0%
DB Master Finance LLC 3.63% 11-20-2047 85,502 111 0.0%
DB Master Finance LLC 3.98% 02-20-2022 188,338 249 0.0%
DBRS Ltd. Term Loan 1st Lien F/R 03-04-2022 0 0.0%
DCM Holdings Co. Ltd. 7,543 97 0.0%
DCP Midstream Operating LP 3.88% 03-15-2023 Callable 7,672 10 0.0%
DCP Midstream Operating LP 5.38% 07-15-2025 Callable 2025 229,065 314 0.0%
Deerfield Dakota Holding LLC Term Loan 1st Lien F/R 02-13-2025 0 0.0%
Dell International LLC 8.10% 07-15-2036 Callable 2036 144A 120,561 182 0.0%
Dell Technologies Inc. Class C 12,222 897 0.0%
Delphi Energy Corp. 336 0.0%
Delta Air Lines Inc. 22,979 1,499 0.1%
Delta Electronics Inc. 66,700 437 0.0%
Delta Merger Sub Inc. 6.00% 09-15-2026 Callable 2021 144A 8,767 12 0.0%
Delta Property Fund Ltd. 215,850 51 0.0%
Deluxe Corp. 4,163 255 0.0%
DeNA Co. Ltd. 12,601 255 0.0%
Denbury Resources Inc. 9.00% 05-15-2021 Callable 144A 13,096 17 0.0%
Dentsply Sirona Inc. 49,713 2,731 0.2%
Detour Gold Corp. 45 1 0.0%
Deutsch Motors Inc. 14,107 104 0.0%
Deutsche Boerse AG 7,693 1,279 0.1%
Deutsche Bundesrepublik 0.10% 04-15-2026 Inflation Indexed 726,545 1,236 0.1%
Deutsche Bundesrepublik 0.10% 04-15-2046 Inflation Indexed 157,866 304 0.0%
Deutsche Bundesrepublik 1.94% 04-15-2020 310,351 541 0.0%
Deutsche Lufthansa AG Reg. 77,688 2,610 0.2%
Deutsche Telekom AG 20,517 445 0.0%
DexCom Inc. 11,977 2,195 0.2%
DGB Financial Group Inc. 2,243 22 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 141,182 115 0.0%
DHX Media Ltd. Term Loan B 1st Lien F/R 12-29-2023 20,380 26 0.0%
Diamond (BC) BV Term Loan 1st Lien F/R 09-06-2024 0 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 352 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 755 1 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 109,523 153 0.0%
Diamond 1 Finance Corp. 7.13% 06-15-2024 Callable 2019 144A 41,918 58 0.0%
Diamond 1 Finance Corp. 8.35% 07-15-2046 Callable 2046 144A 176,457 272 0.0%
Diamondback Energy Inc. 4.75% 11-01-2024 Callable 2019 144A 83,296 111 0.0%
Diamondback Energy Inc. 5.38% 05-31-2025 Callable 191,801 261 0.0%
Digicert Holdings Inc. Term Loan 2nd Lien F/R 10-31-2025 38,359 49 0.0%
Digital Arts Inc. 2,562 268 0.0%
Dios Fastigheter AB 12,794 132 0.0%
Direcional Engenharia SA 33,385 102 0.0%
Discover Card Execution Note Trust 1.39% 03-15-2022 67,952 89 0.0%
Discover Financial Services 4.10% 02-09-2027 Callable 2026 59,184 76 0.0%
Discovery Card Executive Note Trust 3.04% 07-15-2024 119,465 158 0.0%
DISH DBS Corp. 5.875% 11-15-2024 575,383 639 0.0%
DISH DBS Corp. 6.75% 06-01-2021 Callable 134,809 182 0.0%
DISH Network Corp. 3.38% 08-15-2026 Conv. 46,032 52 0.0%
DMC Global Inc. 199 12 0.0%
DMCI Holdings Inc. 21,413 6 0.0%
DMG Mori AG 4,616 296 0.0%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 57,139 73 0.0%
DNO International ASA 122,491 343 0.0%
DO & CO AG 217 24 0.0%
Dolby Laboratories Inc. Class A 14,827 1,264 0.1%
Dollarama Inc. 74,772 2,663 0.2%
Dollarama Inc. 3.55% 11-06-2023 Callable 2023 248,622 252 0.0%
Dollarama Inc. F/R 03-16-2020 0 0.0%
Dominion Energy Inc. Conv. Pfd. Series A 3,209 208 0.0%
Domino's Pizza Master Issuer LLC 3.08% 07-25-2047 Callable 2020 115,945 150 0.0%
Domino's Pizza Master Issuer LLC 4.474% 10-25-2025 187,592 251 0.0%
Domino's Pizza Master Issuer LLC F/R 07-25-2047 Callable 2019 196,481 259 0.0%
Dongfeng Motor Group Co. Ltd. 137,479 192 0.0%
DongKook Pharmaceutical Co. Ltd. 1,393 94 0.0%
Dongwon Development Co. Ltd. 13,218 65 0.0%
Dongwon F&B Co. Ltd. 429 136 0.0%
Dongyue Group Ltd. 4,881 4 0.0%
Doosan Corp. 15 2 0.0%
Dorel Industries Inc. Class B Sub. voting 5,894 99 0.0%
Dorman Products Inc. 5,658 602 0.0%
Douja Promotion Groupe Addoha SA 28,776 51 0.0%
Douzone Bizon Co. Ltd. 659 33 0.0%
Dr. Reddy's Laboratories Ltd. ADR 6,606 327 0.0%
Drax Group PLC 89,954 572 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 214,881 289 0.0%
DRB-Hicom BHD 45,560 27 0.0%
Dream Global Real Estate Investment Trust 62,353 845 0.0%
Dream Industrial Real Estate Investment Trust 21,851 246 0.0%
Dream Office Real Estate Investment Trust 64,899 1,613 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 132,710 177 0.0%
DSLA Mortgage Loan Trust 2.24447% 09-19-2044 44,475 2 0.0%
DTE Energy Co. Conv. Pfd. 581 42 0.0%
DTR Automotive Corp. 2,394 91 0.0%
Dual Co. Ltd. 26,704 100 0.0%
Dundee Precious Metals Inc. 55,580 260 0.0%
DY Corp. 287 2 0.0%
Dynamic Energy Services International LLC Term Loan B 1st Lien F/R 05-06-2019 0 0.0%
Dynegy Inc. 7.625% 11-01-2024 23,014 32 0.0%
Dynegy Inc. 8.13% 01-30-2026 Callable 2020 144A 40,274 57 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 269,506 353 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 95,033 124 0.0%
Eastman Chemical Co. 5,847 636 0.0%
Eaton Corp. PLC 697 73 0.0%
Ebro Foods SA 16,305 457 0.0%
ECN Capital Corp. 156,694 636 0.0%
Ecolab Inc. 1.00% 01-15-2024 Callable 2023 36,168 55 0.0%
Ecopetrol SA Sponsored ADR 13,385 356 0.0%
EDF SA (Electricite de France) 2,436 47 0.0%
EDP - Energias do Brasil SA 3,157 19 0.0%
EFG Eurobank Ergasias 6,736 7 0.0%
Egis Technology Inc. 1,627 15 0.0%
eHealth Inc. 3,086 217 0.0%
EI Group PLC 47,982 170 0.0%
Elan Microelectronics Corp. 86,970 332 0.0%
Elanco Animal Health Inc. 41,528 1,652 0.1%
Eldorado Gold Corp. 15,486 88 0.0%
ELECOM Co. Ltd. 3,645 146 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 202,289 258 0.0%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 35,518 45 0.0%
Electricity Generating PCL 3,970 44 0.0%
Elekta AB B 559 8 0.0%
Element Fleet Management Corp. 178,035 1,341 0.1%
Elite Material Co. Ltd. 2,929 12 0.0%
Emera Inc. 5,625 263 0.0%
Emera Inc. 2.90% 06-16-2023 302,287 299 0.0%
Emera Inc. F/R 06-15-2076 Callable 2026 229,065 314 0.0%
Emera U.S. Finance LP 3.55% 06-15-2026 Callable 3,507 4 0.0%
Emirates Development Bank PJSC 3.52% 03-06-2024 48,224 64 0.0%
Emirates NBD PJSC 6,574 22 0.0%
EMIS Group PLC 2,851 47 0.0%
Emperor International Holdings Ltd. 33,203 13 0.0%
Empire Co. Ltd. Class A non-voting 100,834 3,082 0.2%
EmployBridge LLC Term Loan B 1st Lien F/R 04-18-2025 115,032 151 0.0%
Empresa de Energia de Bogota SA ESP 35,406 31 0.0%
Enagas SA 3,719 139 0.0%
Enbridge Gas Distribution Inc. 3.31% 09-11-2025 Callable 747,643 767 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 507,900 491 0.0%
Enbridge Gas Distribution Inc. 6.65% 11-03-2027 187,710 235 0.0%
Enbridge Gas Distribution Inc. 7.60% 10-29-2026 Callable 44,397 58 0.0%
Enbridge Inc. 240,212 11,694 0.6%
Enbridge Inc. 3.19% 12-05-2022 273,974 276 0.0%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 224,299 220 0.0%
Enbridge Inc. 3.50% 06-10-2024 Callable 2024 122,533 160 0.0%
Enbridge Inc. 3.94% 01-13-2023 410,961 425 0.0%
Enbridge Inc. 3.94% 06-30-2023 Callable 352,689 365 0.0%
Enbridge Inc. 4.24% 08-27-2042 227,312 220 0.0%
Enbridge Inc. 4.57% 03-11-2044 3,437,103 3,486 0.3%
Enbridge Inc. 5.15% Cum. Red. Pfd. Series 17 4,244 106 0.0%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 3,190,912 3,066 0.2%
Enbridge Inc. 5.75% 09-02-2039 Callable 257,502 300 0.0%
Enbridge Inc. F/R 01-15-2077 Callable 2027 135,685 175 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 1,042,830 1,084 0.0%
Enbridge Pipelines Inc. 3.52% 02-22-2029 Callable 2028 82,578 83 0.0%
Enbridge Pipelines Inc. 4.13% 08-09-2046 Callable MTN 410,227 402 0.0%
Enbridge Southern Lights LP 4.014% 06-30-2040 94,629 94 0.0%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 74,586 95 0.0%
EnCana Corp. 115,414 1,115 0.0%
Encompass Health Corp. 5,294 440 0.0%
Enel Chile SA 553 4 0.0%
Enel SPA 123,629 984 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 326,984 328 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 244,388 246 0.0%
Enerflex Ltd. 10,982 220 0.0%
Energa SA 325 1 0.0%
Energisa SA 4,910 69 0.0%
Energizer Holdings Inc. 6.38% 07-15-2026 Callable 2021 144A 18,630 25 0.0%
Energizer Holdings Inc. 7.75% 01-15-2027 Callable 2022 144A 4,384 6 0.0%
Energy Transfer Equity LP 5.50% 06-01-2027 Callable 2027 31,233 43 0.0%
Energy Transfer Equity LP 5.875% 01-15-2024 Callable 2023 19,452 28 0.0%
Energy Transfer Partners LP F/R 02-15-2166 Perpetual Callable 2028 98,905 119 0.0%
Enerplus Corp. 102,756 1,192 0.1%
Enersis SA ADR 14,221 164 0.0%
Eneva SA 293 2 0.0%
Enghouse Systems Ltd. 18,629 710 0.0%
Engie Brasil Energia SA 25,979 374 0.0%
Engie SA 30,587 606 0.0%
Eni SPA 31,585 717 0.0%
ENMAX Corp. 3.805% 12-05-2024 Callable 2024 202,805 210 0.0%
EnPro Industries Inc. 2,577 233 0.0%
Ensco PLC 7.75% 02-01-2026 40,274 45 0.0%
Ensco PLC Class A 128,979 696 0.0%
Ensign Group Inc. 9,456 615 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 159,631 209 0.0%
Enterprise Merger Sub Inc. Term Loan 1st Lien F/R 09-28-2025 0 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 203,104 264 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 265,094 261 0.0%
ePlus Inc. 5,164 607 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 168,543 226 0.0%
Equifax Inc. 11,239 1,619 0.1%
Equinix Inc. 5.88% 01-15-2026 Callable 2021 30,411 42 0.0%
Equinor ASA 9,132 270 0.0%
Equity Commonwealth 14,413 619 0.0%
Erajaya Swasembada Tbk PT 196,980 38 0.0%
Eregli Demir Ve Celik Fabrikalari TAS 2,278 5 0.0%
ESH Hospitality Inc. 5.25% 05-01-2025 144A Callable 2020 151,791 200 0.0%
Estacio Participacoes SA 3,547 34 0.0%
Etsy Inc. 20,185 1,892 0.1%
Eugene Corp. 327 3 0.0%
Eugene Investment & Securities 1,318 4 0.0%
Eurazeo SA 3,177 314 0.0%
Eurocharm Holdings Co. Ltd. 2,603 16 0.0%
EUROFIMA 4.55% 03-30-2027 927,007 1,045 0.0%
EUROFIMA European Co. for the Financing of Railroad Rolling Stock 5.15% 12-13-2019 97,318 100 0.0%
Euronet Worldwide Inc. 1,727 305 0.0%
European Investment Bank 1.50% 05-12-2022 885,572 136 0.0%
EVA Airways Corp. 24,081 16 0.0%
Everest Acquisition Finance Inc. 9.38% 05-01-2024 Callable 2020 39,014 25 0.0%
EVERTEC Inc. 9,171 345 0.0%
Evertz Technologies Ltd. 1,233 20 0.0%
Evolent Health Inc. Class A 8,299 144 0.0%
Evraz PLC 32,211 317 0.0%
Excelsior Biopharma Inc. 30,836 63 0.0%
Exco Technologies Ltd. 740 7 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 249,112 335 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 65,605 86 0.0%
Exelon Corp. 73,825 4,718 0.3%
ExlService Holdings Inc. 32,341 2,612 0.2%
Expedia Inc. 3.80% 02-15-2028 Callable 2028 144,892 181 0.0%
Expedia Inc. 5.00% 02-15-2026 156,729 214 0.0%
Export Development Canada 0.88% 12-07-2021 89,872 156 0.0%
Export Development Canada 2.40% 06-07-2021 98,640 93 0.0%
Extendicare Inc. 28,261 215 0.0%
Exxaro Resources Ltd. 521 7 0.0%
Exxon Mobil Corp. 21,394 2,224 0.2%
F&F Co. Ltd. 140 11 0.0%
F5 Networks Inc. 9,305 2,058 0.2%
Fabege AB 8,914 158 0.0%
Fabrinet 15,742 1,211 0.1%
Facebook Inc. 345 73 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.63% 08-15-2026 Callable 2021 144A 646,418 694 0.0%
Fair Hydro Trust 3.52% 05-15-2038 Callable 2037 177,587 182 0.0%
Fairfax Financial Holdings Ltd. 4.25% 12-06-2027 Callable 2027 122,924 122 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 1,129,634 1,177 0.1%
Fairfax Financial Holdings Ltd. 4.85% 04-17-2028 Callable 2028 35,069 45 0.0%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 113,656 124 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 331,909 516 0.0%
Fairfax India Holdings Corp. 3,026 51 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C04 47,703 63 0.0%
Fannie Mae Connecticut Avenue Securities F/R 01-25-2029 16-C05 47,128 68 0.0%
Fannie Mae Connecticut Avenue Securities F/R 04-25-2029 80,970 107 0.0%
Fannie Mae Connecticut Avenue Securities F/R 10-25-2029 17-C03 79,426 105 0.0%
Fantasia Holdings Group Co. Ltd. 9,763 2 0.0%
Far Eastern Department Stores Ltd. 123,974 86 0.0%
Far Eastern New Century Corp. 25,383 33 0.0%
Fastener Acquisition Inc. Term Loan 1st Lien F/R 03-28-2025 0 0.0%
Fastighets AB Balder 5,161 200 0.0%
FBG Finance Pty Ltd. 3.25% 09-06-2022 186,321 176 0.0%
Federation des Caisses Desjardins du Quebec 3.06% 09-11-2023 1,310,596 1,334 0.1%
Federative Republic of Brazil 10.00% 01-01-2023 295,154 1,092 0.0%
Feng Hsin Steel Co. Ltd. 19,336 49 0.0%
Feng TAY Enterprise Co. Ltd. 43,158 356 0.0%
Ferrari NV 664 112 0.0%
Ferrovial SA 49,364 1,497 0.1%
Fiat Chrysler Automobiles NV 29,729 577 0.0%
Fibra Uno Administration SA 56 0.0%
Fifth Avenue LP 4.71% 08-05-2021 185,475 191 0.0%
Fifth Third Bancorp 3.65% 01-25-2024 Callable 2023 231,257 308 0.0%
Fila Korea Ltd. 7,363 478 0.0%
Financial & Risk US Holdings Inc. 8.25% 11-15-2026 Callable 2021 144A 200,402 259 0.0%
Financial Select Sector SPDR Fund 46,490 1,622 0.1%
Finning International Inc. 2,600 64 0.0%
First Capital Realty Inc. 33,819 724 0.0%
First Capital Realty Inc. 3.95% 12-05-2022 230,331 237 0.0%
First Data Corp. 5.75% 01-15-2024 Callable 2019 144A 83,562 114 0.0%
First Data Corp. Term Loan 1st Lien F/R 07-08-2022 1,690 2 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 233,395 307 0.0%
First Gen Corp. 223,821 121 0.0%
First Hi-Tec Enterprise Co. Ltd. 17,935 31 0.0%
First Majestic Silver Corp. 1 0.0%
First Nations ETF LP 4.14% 12-31-2041 166,877 173 0.0%
First Philippine Holdings Corp. 51,543 98 0.0%
First Quantum Minerals Ltd. 19,500 294 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 346,296 448 0.0%
First Quantum Minerals Ltd. 7.50% 04-01-2025 Callable 2020 144A 38,630 49 0.0%
First Republic Bank 1,724 238 0.0%
First Tennessee Bank NA 76 73 0.0%
FirstRand Ltd. 39,800 239 0.0%
FirstService Corp. 2,308 264 0.0%
Flexium Interconnect Inc. 4,231 16 0.0%
Flughafen Wien AG 809 42 0.0%
FOCUS Brands Funding LLC 5.09% 04-30-2047 17-1A 95,837 128 0.0%
Ford Auto Securitization Trust 2.71% 09-15-2023 38,360 38 0.0%
Ford Credit Auto Owner Trust 1.22% 03-15-2021 31,233 41 0.0%
Ford Credit Canada Co. 2.58% 05-10-2021 109,590 106 0.0%
Ford Credit Canada Co. 2.92% 09-16-2020 207,777 206 0.0%
Ford Credit Canada Co. 3.74% 05-08-2023 215,769 207 0.0%
Ford Motor Co. 39,848 460 0.0%
Ford Motor Co. 6.625% 10-01-2028 26,085 35 0.0%
Ford Otomotiv Sanayi AS 586 8 0.0%
Forestar Group Inc. 390 9 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 28,766 38 0.0%
Formosa International Hotels Corp. 976 6 0.0%
Formosa Petrochemical Corp. 6,509 32 0.0%
Formosa Taffeta Co. Ltd. 4,881 7 0.0%
Fortified Trust 1.67% 07-23-2021 396,020 389 0.0%
Fortified Trust 2.16% 10-23-2020 681,936 679 0.0%
Fortinet Inc. 27,933 3,189 0.2%
Fortis Inc. 37,075 1,759 0.1%
FortisAlberta Inc. 3.67% 09-09-2047 Callable 2047 60,380 60 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 67,483 68 0.0%
FortisAlberta Inc. 4.27% 09-22-2045 MTN 290,356 319 0.0%
Fortive Corp. 4,953 531 0.0%
Fortive Corp. Conv. Pfd. Series A 54 74 0.0%
Fortress Income Fund Ltd. - Class B 4,024 5 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 584,766 755 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 660,625 885 0.0%
Fortum OYJ 3,586 105 0.0%
Fosun International Ltd. 6,834 15 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 94,524 122 0.0%
Franco-Nevada Corp. 13,581 1,346 0.1%
Fraser & Neave Holdings Bhd 25,470 291 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 03-25-2030 56,613 74 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 04-25-2029 8,427 11 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 07-25-2029 36,124 48 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 10-25-2029 142,690 189 0.0%
Freddie Mac Structured Agency Credit Risk Debt F/R 12-25-2029 Callable 2027 40,607 53 0.0%
Freddie Mac Structured Agency Credit Risk Debt Notes 2.6352% 10-25-2028 12,032 16 0.0%
Freddie Mac Structured Agency Credit Risk F/R 02-25-2049 Callable 2029 144A 71,240 94 0.0%
Freeport-McMoRan Inc. 4,306 73 0.0%
Freeport-McMoRan Inc. 3.55% 03-01-2022 Callable 2021 341,856 445 0.0%
Freeport-McMoRan Inc. 6.88% 02-15-2023 60,000 84 0.0%
French Republic Government Bond OAT 0.70% 07-25-2030 317,527 560 0.0%
French Republic Government Bond OAT 2.02% 07-25-2027 502,302 1,021 0.0%
French Republic Government Bond OAT 4.32% 07-25-2029 229,624 627 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 88,794 118 0.0%
Freshpet Inc. 22,702 1,231 0.1%
Frontera Generation Holdings LLC Term Loan B 1st Lien F/R 04-25-2025 161,398 210 0.0%
Frontier Communications Corp. 10.50% 09-15-2022 Callable 2022 29,041 27 0.0%
Frontier Communications Corp. 11.00% 09-15-2025 Callable 2025 23,014 19 0.0%
FTI Consulting Inc. 38,396 3,745 0.3%
FTS International Inc. 6.25% 05-01-2022 Callable 2019 71,240 89 0.0%
FTS International Inc. Term Loan 1st Lien F/R 04-16-2021 24,308 32 0.0%
Fufeng Group Ltd. 5,532 4 0.0%
FUJIFILM Holdings Corp. 902 53 0.0%
Fujitsu Ltd. 1,155 102 0.0%
Funai Electric Co. Ltd. 13,914 125 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 66,799 80 0.0%
Futaba Corp. 7,106 150 0.0%
Futures Contracts 3,616 0.2%
Fuyao Glass Industry Group Co. Ltd. 15,939 75 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 351,623 444 0.0%
G-III Apparel Group Ltd. Term Loan B 1st Lien F/R 12-01-2022 0 0.0%
Galenica AG 2,989 179 0.0%
Games Workshop Group PLC 1,588 87 0.0%
Garda World Security Corp. 7.25% 11-15-2021 Callable 144A 323,209 426 0.0%
Garda World Security Corp. Term Loan B 1st Lien F/R 05-26-2024 297,271 293 0.0%
Gartner Inc. 5,814 1,088 0.0%
Gateway Casinos & Entertainment Ltd. 8.25% 03-01-2024 Callable 2020 144A 810,546 1,116 0.0%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 256,208 336 0.0%
GATX Corp. 14,020 1,466 0.1%
Gaz Metro Inc. 1.52% 05-25-2020 138,518 137 0.0%
Gazprom Neft PJSC 16,662 109 0.0%
Gazprom PJSC 127,363 400 0.0%
Gaztransport Et Technigaz SA 1,191 141 0.0%
GCI Liberty Inc. 1.75% 09-30-2046 Callable 2023 Conv. 170,977 246 0.0%
GCI Liberty Inc. Class A 9,560 673 0.0%
GE Capital Canada Funding Co. 5.73% 10-22-2037 455,689 476 0.0%
Gear Energy Ltd. 224 0.0%
GEK TERNA Holdings Real Estate Construction SA 2,766 21 0.0%
Gemdale Properties and Investment Corp. Ltd. 26,034 4 0.0%
General Electric Capital Canada Funding Co. F/R 02-15-2022 1,190,724 1,161 0.1%
General Electric Capital Corp. 4.60% 01-26-2022 1,557,975 1,614 0.1%
General Electric Capital Corp. F/R 07-30-2019 55,361 8 0.0%
General Electric Co. 5,280 72 0.0%
General Electric Co. 6.88% 01-10-2039 373,999 571 0.0%
General Electric Co. 8.35% 09-03-2022 95,624 6 0.0%
General Electric Co. F/R 05-05-2026 33,564 40 0.0%
General Electric Co. F/R 12-08-2021 20,131 3 0.0%
General Motors Financial Co. Inc. 2.40% 05-09-2019 Callable 2019 2,516 3 0.0%
General Motors Financial of Canada Ltd. 3.00% 02-26-2021 408,451 408 0.0%
Genesco Inc. 23,492 1,491 0.1%
Genesis Trust II 1.699% 04-15-2020 461,727 459 0.0%
Genesis Trust II 2.43% 05-15-2019 3,601,216 3,604 0.3%
Genomic Health Inc. 929 93 0.0%
Genomma Lab Internacional SAB de CV 1,595 1 0.0%
Genworth Holdings Inc. Term Loan 1st Lien F/R 02-28-2023 93,087 123 0.0%
Genworth MI Canada Inc. 42,047 1,864 0.1%
Genworth MI Canada Inc. 4.242% 04-01-2024 213,105 218 0.0%
GeoPark Ltd. 881 22 0.0%
George Weston Ltd. 1,971 185 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 603,357 750 0.0%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 587,258 736 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 531,130 688 0.0%
Giant Manufacturing Co. Ltd. 17,779 129 0.0%
Gibson Energy Inc. 32,519 692 0.0%
Gibson Energy Inc. 5.25% 07-15-2021 Conv. Callable 2020 184,158 201 0.0%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,202,981 1,205 0.1%
Gibson Energy Inc. 5.375% 07-15-2022 Callable 185,207 188 0.0%
Gildan Activewear Inc. 23,330 1,098 0.0%
Gilead Sciences Inc. 6,010 514 0.0%
Ginko International Co. Ltd. 19,194 187 0.0%
Glacier Credit Card Trust 2.05% 09-20-2022 520,331 510 0.0%
Glacier Credit Card Trust 2.237% 09-20-2020 443,969 443 0.0%
Glacier Credit Card Trust 3.14% 09-20-2023 205,786 209 0.0%
Glanbia PLC 49,955 1,333 0.1%
GlaxoSmithKline PLC 123,466 3,225 0.2%
Glencore PLC 21,367 113 0.0%
Global Business Travel Holdings Ltd. Term Loan B 1st Lien F/R 07-20-2025 0 0.0%
Globant SA 4,434 402 0.0%
Globe Telecom Inc. 3,039 146 0.0%
GLP Capital LP/GLP Financing II Inc. 5.25% 06-01-2025 49,315 67 0.0%
GLP Capital LP/GLP Financing II Inc. 5.375% 04-15-2026 86,584 118 0.0%
GMK Norilsk Nickel 456 128 0.0%
GMP Capital Inc. 112 0.0%
goeasy Ltd. 7.88% 11-01-2022 Callable 2019 144A 121,480 168 0.0%
Goldcorp Inc. 52,598 731 0.0%
Government of Aruba 4.63% 09-14-2023 1,258 2 0.0%
Government of Aruba 6.50% 01-31-2029 7,298 10 0.0%
Government of Australia 3.25% 04-21-2029 958,183 984 0.0%
Government of Australia 5.75% 07-15-2022 142,481 151 0.0%
Government of Bermuda 4.854% 02-06-2024 18,350 25 0.0%
Government of Canada 0.75% 09-01-2020 2,683,540 2,643 0.2%
Government of Canada 0.75% 09-01-2021 1,381,630 1,347 0.1%
Government of Canada 1.00% 06-01-2027 4,215,926 3,920 0.3%
Government of Canada 1.00% 09-01-2022 508,554 495 0.0%
Government of Canada 1.25% 11-01-2019 789,124 786 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 5,640,989 6,980 0.4%
Government of Canada 1.50% 03-01-2020 472,378 471 0.0%
Government of Canada 1.50% 06-01-2023 3,745,320 3,698 0.3%
Government of Canada 1.75% 05-01-2020 408,451 408 0.0%
Government of Canada 1.75% 08-01-2020 51,265,217 51,244 2.3%
Government of Canada 2.00% 06-01-2028 33,218,800 33,385 1.6%
Government of Canada 2.00% 11-01-2020 443,081 445 0.0%
Government of Canada 2.25% 02-01-2021 8,212,150 8,285 0.5%
Government of Canada 2.25% 06-01-2025 703,246 719 0.0%
Government of Canada 2.25% 06-01-2029 2,603,965 2,674 0.2%
Government of Canada 2.50% 06-01-2024 210,264 217 0.0%
Government of Canada 2.75% 06-01-2022 627,772 647 0.0%
Government of Canada 2.75% 12-01-2048 3,077,005 3,455 0.3%
Government of Canada 3.00% 12-01-2036 Real Return 144,734 261 0.0%
Government of Canada 3.25% 06-01-2021 45,978,087 47,458 2.2%
Government of Canada 3.50% 06-01-2020 46,949,466 47,936 2.2%
Government of Canada 3.50% 12-01-2045 396,553 500 0.0%
Government of Canada 4.00% 12-01-2031 Real Return 445,745 931 0.0%
Government of Canada 4.25% 12-01-2021 Real Return 147,398 263 0.0%
Government of Canada 4.25% 12-01-2026 Real Return 2,490,502 4,906 0.3%
Government of Cayman Islands 5.95% 11-24-2019 144A 4,781 6 0.0%
Government of Chile 1.44% 02-01-2029 Callable 2028 81,104 123 0.0%
Government of Dominican Republic 7.45% 04-30-2044 4,882 7 0.0%
Government of Germany 0.25% 02-15-2029 1,276,952 1,926 0.2%
Government of Hungary 6.38% 03-29-2021 337,131 472 0.0%
Government of Indonesia 5.63% 05-15-2023 Series FR63 963,029,396 85 0.0%
Government of Indonesia 6.13% 05-15-2028 FR64 3,869,282,768 323 0.0%
Government of Indonesia 6.63% 05-15-2033 2,560,727,128 210 0.0%
Government of Indonesia 7.00% 05-15-2022 3,976,789,016 370 0.0%
Government of Indonesia 7.00% 05-15-2027 FR59 1,737,715,747 154 0.0%
Government of Indonesia 7.50% 08-15-2032 997,825,754 88 0.0%
Government of Indonesia 8.25% 05-15-2029 604,129,253 58 0.0%
Government of Indonesia 8.25% 07-15-2021 2,468,409,722 237 0.0%
Government of Indonesia 8.38% 03-15-2024 3,122,518,495 301 0.0%
Government of Indonesia 8.38% 09-15-2026 3,856,026,750 371 0.0%
Government of Ireland 1.00% 05-15-2026 5,033 8 0.0%
Government of Ireland 3.40% 03-18-2024 428,977 750 0.0%
Government of Italy 1.30% 05-15-2028 7,902 11 0.0%
Government of Jamaica 8.00% 06-24-2019 1,711 2 0.0%
Government of Japan 0% 08-13-2019 2,516,428 30 0.0%
Government of Malaysia 3.62% 11-30-2021 227,969 74 0.0%
Government of Malaysia 3.73% 06-15-2028 211,529 67 0.0%
Government of Malaysia 3.84% 04-15-2033 597,981 185 0.0%
Government of Malaysia 3.88% 03-14-2025 311,266 101 0.0%
Government of Malaysia 3.90% 11-16-2027 Series 0417 615,297 198 0.0%
Government of Malaysia 4.06% 09-30-2024 1,154,094 378 0.0%
Government of Malaysia 4.16% 07-15-2021 658,480 216 0.0%
Government of Mexico 7.50% 06-03-2027 98,241 6 0.0%
Government of New Zealand 3.00% 04-15-2020 341,954 311 0.0%
Government of New Zealand 5.50% 04-15-2023 122,753 124 0.0%
Government of New Zealand 6.00% 05-15-2021 325,514 319 0.0%
Government of Norway 2.00% 05-24-2023 Series 475 1,517,968 240 0.0%
Government of Norway 4.50% 05-22-2019 2,906,607 450 0.0%
Government of Philippines 3.50% 03-20-2021 12,005,649 290 0.0%
Government of Philippines 3.50% 04-21-2023 7,444,072 171 0.0%
Government of Philippines 4.625% 09-09-2040 1,112,665 22 0.0%
Government of Philippines 4.95% 01-15-2021 3,923,701 100 0.0%
Government of Philippines 6.25% 01-14-2036 5,918,430 159 0.0%
Government of Philippines 6.50% 04-28-2021 701,444 18 0.0%
Government of Philippines 7.375% 03-03-2021 4,099,062 107 0.0%
Government of Philippines 8.00% 07-19-2031 8,011,802 232 0.0%
Government of Philippines 8.125% 12-16-2035 2,630,414 77 0.0%
Government of Portugal 5.13% 10-15-2024 144A 156,729 220 0.0%
Government of Qatar 6.55% 04-09-2019 14,092 19 0.0%
Government of Singapore 2.50% 06-01-2019 372,642 363 0.0%
Government of Singapore 3.25% 09-01-2020 528,275 524 0.0%
Government of Sweden 0.13% 04-24-2023 144A 221,393 335 0.0%
Government of United Kingdom 1.63% 10-22-2028 1,087,191 1,954 0.2%
Grafton Group PLC 11,008 153 0.0%
Graham Holdings Co. 1,272 1,144 0.0%
Gran Tierra Energy Inc. 135,745 403 0.0%
Grand Canyon Education Inc. 6,046 920 0.0%
Grand Pacific Petrochemical Corp. 3,905 4 0.0%
Granite Real Estate Investment Trust 45,406 2,799 0.2%
Gray Escrow Inc. 7.00% 05-15-2027 Callable 2022 144A 252,174 351 0.0%
Great Canadian Gaming Corp. 11,452 628 0.0%
Great Eagle Holdings Ltd. 29,395 192 0.0%
Great Lakes Dredge & Dock Corp. 8.00% 05-15-2022 51,781 71 0.0%
Great-West Lifeco Inc.* 4,818 146 0.0%
Greater Toronto Airports Authority 6.45% 07-30-2029 Callable 349,065 416 0.0%
Green Cross Holdings Corp. 134 4 0.0%
Greene King PLC 632 7 0.0%
Greenko Dutch BV 5.25% 07-24-2024 Callable 2020 144A 75,624 94 0.0%
Greenwich Capital Commercial Funding Corp. 5.8768% 07-10-2038 17,227 23 0.0%
Greggs PLC 2,887 90 0.0%
Growthpoint Properties Australia Ltd. 12,740 48 0.0%
Grupa Lotos SA 2,701 89 0.0%
Grupo Aeroportuario del Centro Norte, SAB de CV 553 33 0.0%
Grupo Bimbo SAB de CV Series A 6,152 16 0.0%
Grupo Comercial Chedraui SA de CV 2,245 6 0.0%
Grupo Financiero Banorte SAB de CV Series O 78,073 558 0.0%
Grupo Herdez SAB de CV 1,692 5 0.0%
Grupo Mexico SAB de CV Series B 31 0.0%
Grupo Simec SA de CV 43,534 175 0.0%
GS Engineering & Construction Corp. 8,978 449 0.0%
GS Holdings Corp. 51 3 0.0%
GS Mortgage Securities Corp. II 3.94% 02-15-2020 29,592 39 0.0%
GS Mortgage Securities Corp. Trust 3.52% 07-15-2031 25,208 33 0.0%
GS Retail Co. Ltd. 111 5 0.0%
GSAA Home Equity Trust 0.436% 10-25-2035 4,937 6 0.0%
GSAA Home Equity Trust 0.5639% 10-25-2035 29,909 39 0.0%
GSR Mortgage Loan Trust 2.864% 05-25-2034 6,619 9 0.0%
Guangdong Investment Ltd. 41,841 106 0.0%
Guangzhou Automobile Group Co. Ltd. Class H 70,943 115 0.0%
Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. 651 3 0.0%
Guangzhou R&F Properties Co. Ltd. H 131,341 323 0.0%
Guaranty Trust Bank PLC 1,149,866 148 0.0%
Guararapes Confeccoes SA 98 5 0.0%
Guardian Capital Group Ltd. 45 1 0.0%
Gulf Keystone Petroleum Ltd. 29,121 116 0.0%
GW Honos Security Corp. 8.75% 05-15-2025 Callable 2020 144A 81,918 102 0.0%
H&R Real Estate Investment Trust 23,734 539 0.0%
H&R Real Estate Investment Trust 2.92% 05-06-2022 237,967 236 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 470,607 467 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 143,846 144 0.0%
H.J. Heinz Co. 4.875% 02-15-2025 144A 94,256 126 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 598,034 725 0.0%
Haemonetics Corp. 62,195 7,106 0.4%
Halma PLC 17,036 462 0.0%
Halo Buyer Inc. Delayed Draw Term Loan 1st Lien F/R 06-28-2025 26,286 34 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 62,419 80 0.0%
Hana Financial Group Inc. 10,034 455 0.0%
Hang Lung Development Co. 420,124 1,735 0.1%
Hanil Hyundai Cement Co. Ltd. 104 5 0.0%
Hanjaya Mandala Sampoerna TBK PT 335,871 119 0.0%
Hanjin Kal Corp. 115 3 0.0%
Hanjin Transportation Co. Ltd. 112 6 0.0%
Hannover Rueckversicherung SE Reg. 7,843 1,537 0.1%
HannStar Display Corp. 5,532 2 0.0%
Hansol Paper Co. Ltd. 3,153 66 0.0%
Hanwha General Insurance Co. Ltd. 422 3 0.0%
HAP Seng Consolidated BHD 61,931 197 0.0%
HarborView Mortgage Loan Trust 0.495% 06-20-2035 56,421 73 0.0%
HarborView Mortgage Loan Trust 2.36901% 05-19-2035 99,463 6 0.0%
HarborView Mortgage Loan Trust 2.3736% 06-19-2034 28,568 38 0.0%
Hardwoods Acquisition Inc. 7.50% 08-01-2021 Callable 144A 156,277 149 0.0%
Harmony Gold Mining Co. Ltd. ADR 1,985 5 0.0%
Hartalega Holdings Bhd 76,306 123 0.0%
Harum Energy TBK PT 27,076 4 0.0%
Haseko Corp. 6,591 108 0.0%
Hawaiian Electric Industries Inc. 21,892 1,102 0.0%
HC2 Holdings Inc. 11.50% 12-01-2021 Callable 2020 144A 80,008 94 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 327,405 454 0.0%
HCA Holdings Inc. 6.25% 02-15-2021 121,218 167 0.0%
HCA Inc. 4.50% 02-15-2027 Callable 2026 443,969 590 0.0%
HCA Inc. 5.00% 03-15-2024 121,657 167 0.0%
HCA Inc. 5.25% 04-15-2025 Callable 2025 170,977 239 0.0%
HCA Inc. 5.375% 02-01-2025 98,640 135 0.0%
HCA Inc. 5.88% 02-01-2029 Callable 2028 209,553 289 0.0%
HCA Inc. 7.50% 02-15-2022 Callable 222,489 321 0.0%
HD Supply Holdings Inc. 7,917 448 0.0%
HDFC Bank Ltd. ADR 2,766 368 0.0%
Health Montreal Collective LP 6.721% 09-30-2049 145,622 185 0.0%
Healthcare Services Group Inc. 14,313 719 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 52 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04-17-2025 1,243 2 0.0%
Heathrow Funding Ltd. 3.00% 06-17-2023 969,983 976 0.0%
Heathrow Funding Ltd. 3.25% 05-21-2025 1,167,105 1,171 0.1%
Heathrow Funding Ltd. 3.40% 03-08-2028 344,239 340 0.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 580,999 581 0.0%
Heidrick & Struggles International Inc. 1,577 89 0.0%
Heineken Malaysia Bhd 1,074 8 0.0%
Helen of Troy Ltd. 1,880 277 0.0%
Hellenic Telecommunications Organization SA (OTE) 1,009 17 0.0%
Helvetia Holding AG 90 71 0.0%
Hengan International Group Co. Ltd. 651 7 0.0%
Henkel AG & Co. KGaA 9,737 1,203 0.1%
Henkel AG & Co. KGaA Pfd. 12,474 1,640 0.1%
Hennes & Mauritz AB B 57,996 1,154 0.1%
Henry Schein Inc. 16,628 1,297 0.1%
Herbalife Nutrition Ltd. 27,071 1,998 0.2%
Hermes International 44 36 0.0%
Heroux-Devtek Inc. 22 0.0%
Hexindai Inc. 9,416 46 0.0%
High Arctic Energy Services Inc. 45 0.0%
Hikma Pharmaceuticals PLC 4,223 123 0.0%
Hillman Group Inc. Term Loan B 1st Lien F/R 05-21-2025 111,822 143 0.0%
Hilton Domestic Operating Co. Inc. 4.25% 09-01-2024 Callable 2019 25,208 33 0.0%
Hisense Kelon Electrical Holdings Co. Ltd. 84,823 116 0.0%
Hitachi Ltd. 33,909 1,335 0.1%
HKC Holdings Ltd. 17,787 21 0.0%
HMS Holdings Corp. 20,648 936 0.0%
Hokuhoku Financial Group Inc. 5,630 81 0.0%
Holiday Entertainment Co. Ltd. 2,603 7 0.0%
Hollis Receivables Term Trust II 1.788% 02-26-2020 2,253,585 2,242 0.2%
HollyFrontier Corp. 71,785 4,834 0.3%
Holy Stone Enterprise Co. Ltd. 325 2 0.0%
Home Capital Group Inc. 112 2 0.0%
Home Equity Asset Trust 1.71% 06-25-2033 6,440 9 0.0%
HomeServe PLC 15,717 261 0.0%
Honda Auto Receivables Owner Trust 1.57% 01-18-2019 2,769 4 0.0%
Honda Canada Finance Inc. F/R 04-17-2020 2,007,483 2,016 0.2%
Honda Canada Finance Inc. F/R 06-07-2019 Series 16-3 403,691 404 0.0%
Honda Canada Finance Inc. F/R 12-18-2020 219,397 220 0.0%
Honda Motor Co. Ltd. 32,133 1,196 0.1%
Hong Leong Financial Group BHD 3,775 24 0.0%
Hongkong Land Holdings Ltd. 268,278 2,530 0.2%
Horizon North Logistics Inc. 6,947 14 0.0%
Horizon Pharma Financing Inc. 6.63% 05-01-2023 Callable 2018 144A 248,622 338 0.0%
Hormel Foods Corp. 34,768 1,983 0.2%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 166,546 218 0.0%
Host Hotels & Resorts Inc. 27,562 711 0.0%
Hotel Shilla Co. Ltd. 36 3 0.0%
House Foods Corp. 3,188 168 0.0%
Howard Hughes Corp. 5.38% 03-15-2025 Callable 2020 144A 44,932 58 0.0%
HP Inc. 4,715 122 0.0%
HSBC Bank Canada 2.17% 06-29-2022 751,195 739 0.0%
HSBC Bank Canada 2.54% 01-31-2023 356,951 355 0.0%
HSBC Bank Canada 3.25% 09-15-2023 1,436,683 1,464 0.1%
HSBC Bank Canada F/R 07-10-2019 4,967,150 4,970 0.3%
HSBC Holdings PLC 124,711 1,333 0.1%
HSBC Holdings PLC 0.45% 09-24-2021 1,006,571 12 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 472,383 474 0.0%
Hua Hong Semiconductor Ltd. 1,953 6 0.0%
Huadian Power International Corp. Ltd. 176,661 102 0.0%
Huaxin Cement Co. Ltd. 10,855 41 0.0%
Hub International Ltd. Term Loan B 1st Lien F/R 04-25-2025 88,268 115 0.0%
HUBER+SUHNER AG 1,904 193 0.0%
Huchems Fine Chemical Corp. 671 17 0.0%
Hudbay Minerals Inc. 7.25% 01-15-2023 Callable 2019 144A 162,193 220 0.0%
HudBay Minerals Inc. 7.63% 01-15-2025 Callable 2020 144A 84,658 116 0.0%
Hudson Ltd. 11,617 228 0.0%
Hugo Boss AG 1,162 113 0.0%
Huishang Bank Corp. Ltd. 18,159 11 0.0%
Humedix Co. Ltd. 703 23 0.0%
Hungary Government International Bond 6.25% 01-29-2020 307,978 418 0.0%
Huntington Ingalls Industries Inc. 4,131 1,138 0.0%
Huntsman Corp. 9,485 309 0.0%
Hurricane Energy PLC 7,850 6 0.0%
Husky Energy Inc. 47,792 699 0.0%
Husky Energy Inc. 3.60% 03-10-2027 Callable 2026 235,303 235 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 24,179 324 0.0%
Husky Energy Inc. 7.25% 12-15-2019 75,343 102 0.0%
Huvis Corp. 9,481 83 0.0%
Hwail Pharmaceutical Co. Ltd. 9,485 75 0.0%
Hydro One Inc. 36,755 759 0.0%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 382,701 374 0.0%
Hydro One Inc. 3.72% 11-18-2047 635,497 631 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 314,330 272 0.0%
Hypera SA 16,011 151 0.0%
Hyprop Investments Ltd. 21,138 153 0.0%
Hyster-Yale Group Inc. Term Loan B 1st Lien F/R 05-30-2023 0 0.0%
Hyundai Engineering & Construction Co. Ltd. 229 15 0.0%
Hyundai Heavy Industries Co. Ltd. 125 53 0.0%
Hyundai Home Shopping Network Corp. 16 2 0.0%
Hyundai Hy Communications & Network Co. Ltd. 7,635 37 0.0%
Hyundai Marine & Fire Insurance Co. Ltd. 862 38 0.0%
Hyundai Mipo Dockyard Co. Ltd. 29 2 0.0%
Hyundai Motor Co. 891 132 0.0%
Hyundai Motor Securities Co. Ltd. 140 2 0.0%
Hyundai Telecommunication Co. Ltd. 7,356 93 0.0%
i-SENS Inc. 3,005 84 0.0%
IA Financial Corporate Inc. 37,454 1,891 0.1%
IAC/InterActiveCorp 1,332 373 0.0%
IAMGOLD Corp. 38,077 168 0.0%
Iberdrola SA 26,143 288 0.0%
IBI Group Inc. 5,446 25 0.0%
ICA Gruppen AB 28,567 1,444 0.1%
Icahn Enterprises LP 6.00% 08-01-2020 Callable 22,795 30 0.0%
ICICI Bank Ltd. ADR 13,118 170 0.0%
IDEX Corp. 180 34 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 11-02-2024 306,407 384 0.0%
IG Design Group PLC 4,457 43 0.0%
IGB Real Estate Investment Trust 10,283 6 0.0%
IGG Inc. 118,030 221 0.0%
iHeartCommunications Inc. Term Loan 1st Lien F/R 01-30-2019 85,480 79 0.0%
IHS Markit Ltd. 4.00% 03-01-2026 Callable 2025 144A 16,164 21 0.0%
IHS Markit Ltd. 4.75% 08-01-2028 Callable 2028 132,617 175 0.0%
Ildong Pharmaceutical Co. Ltd. 4,189 99 0.0%
Imagine! Print Solutions Inc. Term Loan 1st Lien F/R 06-21-2022 0 0.0%
IMCD Group NV 1,696 175 0.0%
Impala Platinum Holdings Ltd. 1,887 11 0.0%
Imperial Oil Ltd. 33,393 1,190 0.1%
Indigo Natural Resources LLC 6.88% 02-15-2026 144A 44,384 51 0.0%
Indivior Finance SARL Term Loan B 1st Lien F/R 12-14-2022 0 0.0%
Indofood CBP Sukses Makmur TBK PT 181,933 174 0.0%
Indonesia Treasury Bond 8.75% 05-15-2031 1,283,502,284 126 0.0%
Indonesia Treasury Bond 9.00% 03-15-2029 822,478,824 83 0.0%
Industrial Alliance Insurance and Financial Services Inc. 2.80% 05-16-2024 Callable 2019 115,432 116 0.0%
Industrial Alliance Insurance and Financial Services Inc. F/R 09-15-2028 443,969 450 0.0%
Industrial and Commercial Bank of China Ltd. H 1,688,537 1,709 0.1%
Industrial Bank of Korea 1,157 19 0.0%
Industrias CH SAB de CV 5,213 30 0.0%
Industries Qatar QSC 651 31 0.0%
Industrivarden AB Class C 2,776 76 0.0%
Infocom Corp. 5,702 135 0.0%
Infor (US) Inc. 6.50% 05-15-2022 Callable 2019 67,124 90 0.0%
Infor Software Parent LLC 7.13% 05-01-2021 Callable 144A 47,672 63 0.0%
Infosys Ltd. ADR 59,325 836 0.0%
Infratil Ltd. 12,776 46 0.0%
ING Groep NV 58,908 1,025 0.0%
Ingersoll-Rand PLC 531 74 0.0%
Innocean Worldwide Inc. 1,925 157 0.0%
Innovative Industrial Properties Inc. 3,465 360 0.0%
Inovalis Real Estate Investment Trust 2,264 23 0.0%
InPower BC General Partnership 4.471% 03-31-2033 318,414 337 0.0%
Insperity Inc. 34,633 5,752 0.4%
Inspur International Ltd. 22,376 17 0.0%
Institutional Mortgage Securities Canada Inc. 4.697% 02-12-2021 286,981 297 0.0%
Instructure Inc. 17,200 1,057 0.0%
Intact Financial Corp. 12,411 1,365 0.1%
Intact Financial Corp. 3.77% 03-02-2026 MTN 578,047 601 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 36,178 47 0.0%
Integrys Energy Group Inc. Pfd. 723 24 0.0%
Intel Corp. 4.00% 12-01-2022 113,985 111 0.0%
Intelsat Jackson Holdings SA 9.75% 07-15-2025 Callable 2021 144A 99,343 136 0.0%
Inter Pipeline Ltd. 45,327 959 0.0%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 557,610 544 0.0%
Inter Pipeline Ltd. 3.173% 03-24-2025 Callable 2024 MTN 483,038 475 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 419,042 415 0.0%
Inter Pipeline Ltd. 3.776% 05-30-2022 273,974 281 0.0%
Inter-American Development Bank 3.50% 05-15-2021 119,465 110 0.0%
Interconexion Electrica SA ESP 11,634 70 0.0%
Interfor Corp. 8,247 122 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 95,091 124 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 654 1 0.0%
International Bank for Reconstruction and Development 2.80% 01-13-2021 92,064 87 0.0%
International Bank for Reconstruction and Development 3.38% 01-25-2022 111,793 104 0.0%
International Business Machines Corp. 2.625% 08-05-2022 38,360 69 0.0%
International Business Machines Corp. 2.75% 12-21-2020 39,456 70 0.0%
International Container Terminal Services Inc. 3,160 9 0.0%
International CSRC Investment Holdings Co. Ltd. 180,297 343 0.0%
International Equipment Solutions LLC Term Loan B F/R 08-15-2022 0 0.0%
International Finance Corp. 2.88% 07-31-2023 118,369 157 0.0%
International Finance Corp. 3.625% 05-20-2020 318,989 291 0.0%
International Finance Corp. 7.00% 07-20-2027 501,675 31 0.0%
International Game Technology PLC 6.50% 02-15-2025 Callable 2024 144A 53,704 75 0.0%
International Paper Co. 3,491 210 0.0%
International Seaways Inc. 21,037 460 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 892 1 0.0%
International Textile Group Inc. Term Loan 2nd Lien F/R 04-19-2025 0 0.0%
Interparfums SA 956 64 0.0%
Interprovincial Pipe Line Ltd. 8.20% 02-15-2024 52,388 64 0.0%
InterRent Real Estate Investment Trust 75,268 1,062 0.0%
Intertape Polymer Group Inc. 7.00% 10-15-2026 Callable 2021 144A 164,385 220 0.0%
INTOPS Co. Ltd. 6,104 89 0.0%
Intuitive Surgical Inc. 1,371 988 0.0%
Investec Ltd. 115,980 991 0.0%
Investec PLC 521 4 0.0%
Investor AB B 702 41 0.0%
Invitation Homes Inc. 3,663 111 0.0%
IPH Ltd. 5,865 33 0.0%
IPL Plastics Inc. 89,645 955 0.0%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 94,121 99 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 118,205 146 0.0%
IRB Brasil Resseguros SA 6,412 200 0.0%
IRB Holding Corp. Term Loan 1st Lien F/R 01-19-2025 23,931 31 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 951,642 959 0.0%
IS Dongseo Co. Ltd. 129 5 0.0%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 276,385 345 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $75.00 Exp. 06-21-2019 0 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $83.00 Exp. 04-18-2019 24 0.0%
iShares iBoxx $ Investment Grade Corporate Bond ETF 659 101 0.0%
iShares J.P. Morgan USD Emerging Markets Bond ETF 40 6 0.0%
iShares MSCI EAFE Small Cap Index Fund ETF 44 3 0.0%
iShares MSCI India ETF 113,010 4,859 0.3%
iShares MSCI Thailand ETF 9,782 1,153 0.1%
iShares TIPS Bond ETF 631 92 0.0%
Israel Chemicals Ltd. 91,399 673 0.0%
Itausa- Investimentos Itau SA 30,952 134 0.0%
Itron Inc. 5.00% 01-15-2026 Callable 2021 144A 240,753 308 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 145,054 147 0.0%
J Sainsbury PLC 340,494 1,360 0.1%
J.B. Hunt Transport Services Inc. 10,740 1,521 0.1%
Jack Henry & Associates Inc. 27,185 4,742 0.3%
Jamieson Wellness Inc. 77,689 1,518 0.1%
Janus International Group LLC Term Loan 1st Lien F/R 02-15-2025 171,088 223 0.0%
Japan Petroleum Exploration Co. Ltd. 5,939 163 0.0%
Japan Post Holdings Co. Ltd. 288,006 4,606 0.3%
Japfa Comfeed Indonesia Tbk 137,286 29 0.0%
JB Financial Group Co. Ltd. 3,050 21 0.0%
JBS SA 5,565 26 0.0%
Jefferies Finance LLC 6.88% 04-15-2022 Callable 129,639 171 0.0%
Jeld-Wen Inc. 4.63% 12-15-2025 Callable 2020 144A 10,411 13 0.0%
Jeld-Wen Inc. 4.88% 12-15-2027 Callable 2022 144A 37,260 46 0.0%
Jetway Information Co. Ltd. 53,618 44 0.0%
JNBY Design Ltd. 133 0.0%
John Deere Canada Funding Inc. F/R 09-21-2020 855,649 856 0.0%
John Deere Financial Inc. 2.99% 01-14-2022 54,697 55 0.0%
John Laing Group PLC 185,776 1,245 0.1%
Johnson & Johnson 8,689 1,562 0.1%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 110,879 140 0.0%
JPMorgan Chase & Co. 48,949 6,719 0.4%
JPMorgan Chase & Co. 2.75% 08-24-2022 59,184 96 0.0%
JPMorgan Chase & Co. 3.19% 03-05-2021 371,158 376 0.0%
JPMorgan Chase & Co. 4.40% 07-22-2020 89,872 120 0.0%
JPMorgan Chase & Co. 6.10% 10-01-2024 32,880 45 0.0%
JPMorgan Chase Commercial Morgage Securities 3.66% 06-15-2023 144A 49,320 65 0.0%
JPMorgan Chase Commercial Mortgage Securities Trust 4.38% 07-05-2023 46,032 63 0.0%
JPMorgan Mortgage Trust 2.80614% 07-25-2035 24,080 32 0.0%
JSE Ltd. 1,757 26 0.0%
Jupai Holdings Ltd. 9,777 57 0.0%
Just Energy Group Inc. 161,473 769 0.0%
Kalbe Farma Tbk PT 126,620 18 0.0%
Kambi Group PLC 1,480 35 0.0%
Kamei 2,955 42 0.0%
KAP Industrial Holdings Ltd. 135,806 99 0.0%
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS 465,862 304 0.0%
Kardex AG 232 41 0.0%
Karo Pharma AB 5,865 35 0.0%
Kasen International Holdings Ltd. 37,609 32 0.0%
KB Financial Group Inc. 5,146 267 0.0%
KB Financial Group Inc. ADR 6,443 333 0.0%
KDDI Corp. 1,624 52 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 145,545 184 0.0%
Keihan Holdings Co. Ltd. 902 49 0.0%
Kelly Services Inc. Class A 11,871 377 0.0%
Kelt Exploration Ltd. 22 0.0%
Kennedy-Wilson Holdings Inc. 50,276 1,374 0.1%
KEPCO Plant Service & Engineering Co. Ltd. 54 2 0.0%
Kering 2,291 1,646 0.1%
Kerry Properties Ltd. 46,158 254 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 902 1 0.0%
Keyera Corp. 7,665 248 0.0%
Keyera Corp. 3.93% 06-21-2028 Callable 2028 358,727 362 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 56,118 72 0.0%
KFC Holding Co. 4.75% 06-01-2027 Callable 2022 144A 104,116 135 0.0%
KFC Holding Co. 5.00% 06-01-2024 Callable 2019 144A 123,899 165 0.0%
KFC Holding Co. 5.25% 06-01-2026 Callable 2021 144A 212,782 285 0.0%
Kforce Inc. 6,647 324 0.0%
KFW 3.375% 02-15-2021 124,945 115 0.0%
KFW 3.75% 05-29-2020 184,129 168 0.0%
KGInicis Co. Ltd. 226 4 0.0%
Kia Motors Corp. 8,306 355 0.0%
Killam Apartment Real Estate Investment Trust 53,834 964 0.0%
Kimberly-Clark de Mexico SAB de CV Class A 7 0.0%
Kinaxis Inc. 2,888 239 0.0%
Kinden Corp. 17,331 369 0.0%
Kinder Morgan Canada Ltd. 17,315 265 0.0%
Kindred Healthcare Inc. Term Loan B 1st Lien F/R 06-21-2025 135,181 173 0.0%
Kinetic Concepts Inc. 12.50% 11-01-2021 Callable 2019 144A 10,411 15 0.0%
Kingboard Holdings Ltd. 27,269 126 0.0%
Kingboard Laminates Holdings Ltd. 8,786 14 0.0%
Kinnevik AB 4,728 158 0.0%
Kinross Gold Corp. 173,794 763 0.0%
Kirin Holdings Co. Ltd. 32,022 941 0.0%
Kirkland Lake Gold Ltd. 78,527 3,779 0.3%
KITZ Corp. 6,208 60 0.0%
KLCCP Stapled Group 14,579 37 0.0%
KLX Energy Services Holdings Inc. 722 25 0.0%
KM Corp. 4,547 38 0.0%
Knight Therapeutics Inc. 5,636 43 0.0%
Kobe Steel Ltd. 3,104 32 0.0%
Koc Holding AS 748 3 0.0%
Kohl's Corp. 3,006 267 0.0%
Kolmar BNH Co. Ltd. 310 11 0.0%
Komatsu Ltd. 29,614 955 0.0%
Kommunalbanken AS 1.13% 12-15-2021 69,048 120 0.0%
Kommuninvest I Sverige AB 2.50% 12-01-2020 30,197 4 0.0%
Koninklijke Ahold Delhaize NV 62,712 2,128 0.2%
Korea Alcohol Industrial Co. Ltd. 10,113 87 0.0%
Korea Electric Power Corp. 2,690 110 0.0%
Korea Electric Power Corp. ADR 1,334 27 0.0%
Korea Investment Holdings Co. Ltd. 435 33 0.0%
Korea Zinc Co. Ltd. 44 24 0.0%
Korean Air Co. Ltd 17,797 765 0.0%
Kreditanstalt Fuer Wiederaufbau 0.00% 09-15-2023 44,936 67 0.0%
Kreditanstalt Fuer Wiederaufbau 0.38% 03-15-2023 90,968 139 0.0%
Kreditanstalt Fuer Wiederaufbau 2.13% 08-15-2023 210,433 346 0.0%
Kreditanstalt für Wiederaufbau 2.75% 09-08-2020 299,209 394 0.0%
Kreditanstalt für Wiederaufbau 5.05% 02-04-2025 542,175 623 0.0%
Kronos Acquisition Holdings Inc. 9.00% 08-15-2023 144A 44,397 50 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 600,234 581 0.0%
KT Corp. ADR 228 4 0.0%
KTCS Corp. 14,950 42 0.0%
Kuehne + Nagel International AG 3,000 515 0.0%
Kumba Iron Ore Ltd. 12,476 435 0.0%
Kumho Industrial Co. Ltd. 6,403 94 0.0%
Kumho Petrochemical Co. Ltd. 1,229 137 0.0%
Kungthai Card PCL 34,007 43 0.0%
Kunlun Energy Co. Ltd. 30,590 44 0.0%
Kwang Dong Pharmaceutical Co. Ltd. 11,362 96 0.0%
KWG Property Holding Ltd. 4,507 6 0.0%
Kyobo Securities Co. Ltd. 468 5 0.0%
Kyushu Railway Co. 3,068 138 0.0%
L E Lundbergforetagen AB Class B 25,211 1,022 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 56,987 74 0.0%
L'Oréal 5,471 1,817 0.1%
La Comer SAB de CV 90,389 125 0.0%
Laboratorios Almirall SA 1,624 37 0.0%
Labrador Iron Ore Royalty Corp. 43,563 1,430 0.1%
Lai Sun Development Co. Ltd. 14,652 31 0.0%
Lamar Media Corp. 5.00% 05-01-2023 Callable 2048 17,317 23 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 20,822 28 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 993,500 1,313 0.1%
Lancaster Colony Corp. 1,096 226 0.0%
Lancer Finance Co. SPV Ltd. 5.85% 12-12-2018 144A 103,683 0.0%
Landwirtschaftliche Rentenbank 2.70% 09-05-2022 179,745 171 0.0%
Landwirtschaftliche Rentenbank 3.00% 02-13-2023 121,657 112 0.0%
Landwirtschaftliche Rentenbank 5.38% 04-23-2024 183,033 187 0.0%
Lannett Co. Inc. Term Loan B 1st Lien F/R 11-25-2022 0 0.0%
Lao Feng Xiang Co. Ltd. 11,768 54 0.0%
Lar Espana Real Estate SOCIMI SA 2,640 31 0.0%
Largo Resources Ltd. 43,187 98 0.0%
Larsen & Toubro Ltd. 325 8 0.0%
Lassonde Industries Inc. Class A Sub. voting 134 23 0.0%
Laurentian Bank of Canada 3.00% 09-12-2022 259,278 258 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 0 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2018 144A 534,538 720 0.0%
Legal & General Group PLC 72,708 356 0.0%
Lennar Corp. 5.88% 11-15-2024 Callable 2024 55,343 77 0.0%
Lenovo Group Ltd. 422,866 501 0.0%
Leon's Furniture Ltd. 112 2 0.0%
Leroy Seafood Group ASA 28,110 279 0.0%
LF Corp. 4,289 127 0.0%
LG Chem Ltd. 13 6 0.0%
LG Corp. 2,546 223 0.0%
LG Display Co. Ltd. 3,082 77 0.0%
LG Electronics Inc. 48 4 0.0%
LG FinanceCo Corp. 5.88% 11-01-2024 Callable 2019 144A 95,457 126 0.0%
LG Uplus Corp. 933 16 0.0%
Li Ning Co. Ltd. 246,730 455 0.0%
Liberty Expedia Holdings Inc. 839 49 0.0%
Liberty Global PLC Class A 48,309 1,674 0.1%
Liberty Holdings Ltd. 5,971 57 0.0%
Liberty Latin America Ltd. Class A 2,940 76 0.0%
Lida Holdings Ltd. 10,384 28 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 66,562 88 0.0%
LifeScan Global Corp. Term Loan 1st Lien F/R 06-19-2024 174,223 221 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 92,346 112 0.0%
Lifetime Brands Inc. Term Loan B 1st Lien F/R 03-31-2025 0 0.0%
Lilang China Co. Ltd. 18,549 23 0.0%
Linamar Corp. 1,562 81 0.0%
Lindab International AB 3,032 37 0.0%
Linx SA 1,399 14 0.0%
Lion Travel Service Co. Ltd. 24,858 94 0.0%
Lions Gate Capital Holdings LLC 6.38% 02-01-2024 Callable 2021 144A 234,415 316 0.0%
Lions Gate Capital Holdings LLC Term Loan B 1st Lien F/R 03-20-2025 35,897 47 0.0%
Lite-On Technology Corp. 200,039 380 0.0%
Live Nation Entertainment Inc. 5.63% 03-15-2026 144A Callable 2021 37,264 50 0.0%
LivePerson Inc. 21,838 803 0.0%
LiveRamp Holdings Inc. 5,784 409 0.0%
Liverty Latin America Ltd.-Class C 7,859 200 0.0%
Livingston International Inc. Term Loan 1st Lien F/R 03-18-2020 27,522 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 3,139,569 3,135 0.2%
Lloyds Banking Group PLC 3.50% 02-03-2025 518,378 513 0.0%
LMBE-MC HoldCo II LLC Term Loan B 1st Lien F/R 11-15-2025 0 0.0%
Loblaw Companies Ltd. 38,372 2,515 0.2%
Loblaw Companies Ltd. 3.92% 06-10-2024 Callable 2024 150,949 157 0.0%
Loblaw Companies Ltd. 4.49% 12-11-2028 Callable 2028 387,496 412 0.0%
Loblaw Companies Ltd. 5.90% 01-18-2036 Callable 1,915,814 2,251 0.2%
Logan Property Holdings Co. Ltd. 59,733 112 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 12-31-2018 39,122 37 0.0%
Lojas Renner SA 103,350 1,566 0.1%
Longfor Group Holdings Ltd. 32,054 125 0.0%
Lonking Holdings Ltd. 382,935 169 0.0%
Loral Space & Communications Inc. 5,459 294 0.0%
LOTTE Fine Chemical Co. Ltd. 267 15 0.0%
Lotte Food Co. Ltd. 17 13 0.0%
Lotte Non-Life Insurance Co. Ltd. 2,294 8 0.0%
Lotus Pharmaceutical Co. Ltd. 1,953 9 0.0%
Louisiana-Pacific Corp. 4.88% 09-15-2024 Callable 2019 29,041 38 0.0%
Lower Mattagami Energy LP 2.31% 10-21-2026 277,569 266 0.0%
LPL Holdings Inc. 5.75% 09-15-2025 Callable 2020 61,918 82 0.0%
LS Corp. 442 31 0.0%
LS Industrial Systems Co. Ltd. 61 4 0.0%
LSR Group OJSC-GDR Regs 45,422 117 0.0%
LT Group Inc. 178,009 67 0.0%
Lucara Diamond Corp. 23,711 39 0.0%
Lukoil 1,172 129 0.0%
Lukoil PJSC - Sponsored ADR 140 15 0.0%
Lululemon Athletica Inc. 20,636 4,083 0.3%
Lundin Gold Inc. 22 0.0%
Lundin Mining Corp. 186,574 1,246 0.1%
Luye Pharma Group Ltd. 41,109 40 0.0%
LVMH Moet Hennessy Louis Vuitton SE 1,992 900 0.0%
LyondellBasell Industries NV Class A 20,660 2,324 0.2%
M&T Bank Corp. F/R 12-29-2049 Callable 2026 62,472 82 0.0%
Maanshan Iron and Steel Co. Ltd. H 5,858 4 0.0%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 0 0.0%
Mackenzie Floating Rate Income ETF 238 5 0.0%
Mackenzie Global High Yield Fixed Income ETF 2,265 43 0.0%
Mackenzie Maximum Diversification All World Developed ex North America Index ETF 66,200 1,426 0.1%
Mackenzie Maximum Diversification Canada Index ETF 25,500 582 0.0%
Mackenzie Multi-Strategy Absolute Return Fund Series R 6,452,641 62,974 2.8%
Mackenzie Unconstrained Fixed Income Fund Series R 855 8 0.0%
Mackenzie US High Yield Bond Index ETF (CAD-Hedged) 87 8 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 512,003 49,278 2.3%
Mackenzie US TIPS Index ETF (CAD-Hedged) 37,969 3,653 0.3%
Macquarie Group Ltd. 5,335 641 0.0%
Macquarie Korea Infrastructure Fund 11,661 136 0.0%
Macquarie Mexico Real Estate Management SA de CV 142,394 216 0.0%
Macy's Inc. 46,638 1,521 0.1%
Maeil Dairies Co. Ltd. 183 17 0.0%
Magazine Luiza SA 1,793 109 0.0%
Magellan Aerospace Corp. 2,107 37 0.0%
Magna International Inc. 17,437 1,211 0.1%
Magna International Inc. 3.10% 12-15-2022 Callable 2022 2,087,718 2,102 0.2%
Magna International Inc. Class A 9,255 642 0.0%
Magnit PJSC GDR 1,009 19 0.0%
Magnitogorsk Iron & Steel Work 118,162 105 0.0%
Mahindra & Mahindra Ltd. 12,275 149 0.0%
Mahle-Metal Leve SA 716 7 0.0%
Mainstreet Equity Corp. 90 4 0.0%
Makalot Industrial Co. Ltd. 12,586 101 0.0%
MAKUS Inc. 14,822 80 0.0%
Malayan Banking BHD 358 1 0.0%
Malaysia Steel Works (KL) BHD 659,422 91 0.0%
Mallinckrodt PLC 16,463 540 0.0%
Manhattan Associates Inc. 4,583 330 0.0%
Manila Electric Co. 3,691 34 0.0%
Manila Water Co. 4,849 3 0.0%
Manpower Inc. 2,856 316 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 388,917 383 0.0%
Manulife Bank of Canada 2.08% 05-26-2022 557,625 548 0.0%
Manulife Bank of Canada 2.84% 01-12-2023 253,062 254 0.0%
Manulife Bank of Canada F/R 03-04-2021 1,491,900 1,511 0.1%
Manulife Financial Capital Trust 7.41% 12-31-2108 (F/R @ 12-15-2019) Callable 2019 958,972 995 0.0%
Manulife Financial Corp. 201,741 4,487 0.3%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 150,482 152 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 966,076 958 0.0%
Manulife Financial Corp. Pfd. Series 13 7,210 143 0.0%
Maple Leaf Foods Inc. 47,882 1,329 0.1%
Marathon Petroleum Corp. 5.13% 12-15-2026 Callable 2026 144A 153,441 212 0.0%
Marcopolo SA 18 0.0%
Marcopolo SA Pfd. 152,481 216 0.0%
Mariposa Borrower Inc. 8.75% 10-15-2021 Callable 144A 50,805 35 0.0%
Maritimes & Northeast Pipeline LP 4.34% 11-30-2019 3,454 3 0.0%
Markel Corp. 983 1,299 0.1%
Martinrea International Inc. 83,785 1,028 0.0%
Masonite Worldwide Holdings Inc. 993 72 0.0%
MasTec Inc. 4.875% 03-15-2023 Callable 2019 10,959 15 0.0%
Matson Inc. 5,612 267 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 1,228,151 1,187 0.1%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 144A 114,877 146 0.0%
Mattamy Group Corp. 6.88% 12-15-2023 Callable 2019 144A 90,138 118 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 661,394 770 0.0%
MAXIMUS Inc. 32,464 3,018 0.2%
Mayne Pharma Group Ltd. 1,378 1 0.0%
MBK PCL 43,282 39 0.0%
MCAP RMBS Issuer Corp. 2.40% 10-15-2022 138,900 138 0.0%
MCAP RMBS Issuer Corp. 2.75% 05-15-2023 Callable 2023 297,816 296 0.0%
MCAP Service Corp. 1.08% 05-01-2022 212,595 213 0.0%
MCAP Service Corp. 1.13% 10-01-2021 404,795 404 0.0%
MCAP Service Corp. 1.24% 09-01-2021 298,716 300 0.0%
MCAP Service Corp. 1.386% 04-01-2021 304,135 306 0.0%
McCormick & Co. Inc. non-voting 1,577 282 0.0%
McDermott Escrow 1 Inc. 10.63% 05-01-2024 Callable 2021 144A 149,174 163 0.0%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 644 1 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 589,590 590 0.0%
McDonald's Corp. 3.80% 04-01-2028 Callable 2028 88,794 117 0.0%
McGrath RentCorp. 30,318 2,386 0.2%
McGraw-Hill Global Education Holdings LLC Term Loan 1st Lien F/R 05-04-2022 35,528 43 0.0%
MDC Partners Inc. 6.50% 05-01-2024 Callable 2019 144A 143,577 164 0.0%
Medicare Group 293 7 0.0%
Medifast Inc. 3,042 510 0.0%
Medtronic PLC 27,430 3,265 0.2%
MEG Energy Corp. 55,289 299 0.0%
MEG Energy Corp. 6.375% 01-30-2023 Callable 144A 369,526 445 0.0%
MEG Energy Corp. 6.50% 01-15-2025 Callable 2020 144A 232,768 303 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2018 144A 307,046 370 0.0%
MEG Energy Corp. Term Loan B 1st Lien F/R 12-31-2023 0 0.0%
Megacable Holdings SAB de CV 47,020 282 0.0%
MegaStudyEdu Co. Ltd. 4,640 181 0.0%
Melancthon Wolfe Wind LP 3.834% 12-31-2028 293,461 296 0.0%
Mellanox Technologies Ltd. 12,999 1,837 0.1%
MercadoLibre Inc. 364 220 0.0%
Mercer International Inc. 5.50% 01-15-2026 Callable 2021 42,740 55 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 331,554 456 0.0%
Mercer International Inc. 7.75% 12-01-2022 Callable 76,384 105 0.0%
Merck & Co. Inc. 13,254 1,417 0.1%
Merck KGaA 16,161 2,195 0.2%
Mercuries & Associates Holding Ltd. 8,982 7 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 144A 598,130 816 0.0%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 112,413 148 0.0%
Meridian Energy Ltd. 1,823 6 0.0%
Meritz Fire & Marine Insurance Co. Ltd. 2,644 68 0.0%
Meritz Securities Co. Ltd. 95,274 511 0.0%
Merrill Lynch & Co. Inc. 1.06% 05-01-2022 125,659 126 0.0%
Merrill Lynch & Co. Inc. 1.06% 06-01-2022 533,699 535 0.0%
Merrill Lynch & Co. Inc. F/R 09-15-2026 107,409 133 0.0%
Merrill Lynch Mortgage Investors Trust 2.266% 12-25-2034 4,696 6 0.0%
Merrill Lynch Mortgage Investors Trust 2.52% 02-25-2035 10,830 15 0.0%
Merrill Lynch Mortgage Investors Trust 2.69% 10-25-2036 6,771 9 0.0%
Merrill Lynch Mortgage Investors Trust F/R 08-25-2036 58,484 76 0.0%
Mesa Laboratories Inc. 4,267 1,291 0.1%
Metal Cayman 4.58% 10-15-2042 17-1 Class A 99,367 130 0.0%
Methanex Corp. 27,768 2,057 0.2%
MetLife Inc. 21,950 1,305 0.1%
Metlifecare Ltd. 99,139 452 0.0%
Metro Inc. 56,574 2,798 0.2%
Metro Inc. 4.27% 12-04-2047 Callable 2047 984,900 960 0.0%
Metropolitan Life Global Funding I 3.027% 06-11-2020 1,169,413 1,178 0.1%
Mexichem SAB de CV 12 0.0%
Mexico City Airport Trust 3.88% 04-30-2028 Callable 2028 6,794 8 0.0%
MGM Growth Properties Operating Partnership LP 4.50% 01-15-2028 Callable 2027 26,302 33 0.0%
Micro Focus International PLC 2,256 74 0.0%
Microchip Technology Inc. 4.33% 06-01-2023 Callable 2023 144A 5,480 7 0.0%
Micron Technology Inc. 9,098 489 0.0%
Micron Technology Inc. Term Loan B 1st Lien F/R 04-26-2022 0 0.0%
Microsoft Corp. 42,916 6,324 0.4%
Microsoft Corp. 2.00% 08-08-2023 193,993 247 0.0%
Microsoft Corp. 2.40% 02-06-2022 Callable 2022 87,680 114 0.0%
Microsoft Corp. 2.40% 08-08-2026 126,041 158 0.0%
Middleby Corp. 4,717 761 0.0%
MILIT-AIR Inc. 5.75% 06-30-2019 99,819 101 0.0%
Milk Specialties Co. Term Loan 1st Lien F/R 08-16-2023 0 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 170,484 171 0.0%
Mining and Metallurgical Co. Norilsk Nickel OJSC 195 55 0.0%
Minmetals Land Ltd. 86,355 22 0.0%
Minotaur Acquisition Inc. Term Loan 1st Lien F/R 02-27-2026 224,566 293 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. 2,662 16 0.0%
Mirati Therapeutics Inc. 808 77 0.0%
Mirion Technologies Inc. Term Loan B 1st Lien F/R 03-04-2026 0 0.0%
Mirle Automation Corp. 47,168 86 0.0%
Mission Broadcasting Inc. Term Loan B3 1st Lien F/R 01-17-2024 0 0.0%
Mitchells & Butlers PLC 35,242 176 0.0%
Mitsubishi Corp. 4,511 167 0.0%
Mitsubishi Electric Corp. 82,235 1,353 0.1%
Mitsubishi Heavy Industries Ltd. 3,753 201 0.0%
Mitsuboshi Belting Ltd. 2,199 55 0.0%
Mitsui & Co. Ltd. 17,334 358 0.0%
MiX Telematics Ltd. ADR 4,228 106 0.0%
Mizuho Financial Group Inc. 732,818 1,515 0.1%
MK Restaurants Group PCL 1,009 3 0.0%
MLCC Mortgage Investors Inc. 4.7986% 01-25-2037 11,984 16 0.0%
Mobile TeleSystems ADR 9,298 95 0.0%
Molina Healthcare Inc. 4.88% 06-15-2025 Callable 2020 144A 15,617 20 0.0%
Molina Healthcare Inc. 5.38% 11-15-2022 Callable 2022 47,398 64 0.0%
Molson Coors Brewing Co. 1.25% 07-15-2024 Callable 2024 78,912 117 0.0%
Monarch Casino & Resort Inc. 276 16 0.0%
Moncler SPA 6,973 352 0.0%
Mondelez International Inc. 4.13% 05-07-2028 Callable 2028 88,794 118 0.0%
Mondi Ltd. 62,109 1,920 0.2%
Moorim P&P Co. Ltd. 19,308 150 0.0%
Moorim Paper Co. Ltd. 25,442 100 0.0%
Morgan Stanley 3.00% 02-07-2024 774,281 770 0.0%
Morgan Stanley Capital 4.295% 09-09-2024 48,224 63 0.0%
Morgan Stanley Capital I Trust 2014-150E 4.29503% 09-09-2024 88,776 118 0.0%
Morgan Stanley Capital I Trust 2017-CLS 3.20% 11-15-2034 70,144 92 0.0%
Morguard North American Residential Real Estate Investment Trust 8,852 157 0.0%
Morguard Real Estate Investment Trust 874 11 0.0%
Morneau Shepell Inc. 50,668 1,383 0.1%
Mosenergo PJSC 340,105 14 0.0%
Motor Oil (Hellas) Corinth Refineries SA 1,269 41 0.0%
Mowi ASA 21,784 661 0.0%
Mpact Ltd. 42,852 96 0.0%
MPLX LP 5.50% 02-15-2049 Callable 2048 185,225 250 0.0%
MTY Food Group Inc. 3,810 224 0.0%
Muhibbah Engineering (M) Bhd 3,254 3 0.0%
Mullen Group Ltd. 2,331 29 0.0%
MultiChoice Group Ltd. 1,959 19 0.0%
Murphy Oil Corp. 6.88% 08-15-2024 Callable 186,321 260 0.0%
Murray & Roberts Holdings Ltd. 1,855 2 0.0%
Mutual Life Assurance Co. of Canada 6.30% 05-15-2028 123,068 153 0.0%
MVW Owner Trust 2018-1 3.45% 01-21-2036 144A 74,103 98 0.0%
NanoString Technologies Inc. 3,498 117 0.0%
Nanya Technology Corp. 27,336 73 0.0%
Naspers Ltd. 1,959 557 0.0%
National Bank of Canada 57,799 3,589 0.3%
National Bank of Canada 1.96% 06-30-2022 3,436,317 3,375 0.2%
National Bank of Canada 2.98% 03-04-2024 172,260 173 0.0%
National Bank of Canada 3.18% 02-01-2028 Callable 2023 310,778 309 0.0%
National Bank of Canada F/R 06-11-2019 4,616,114 4,618 0.3%
National Oilwell Varco Inc. 16,760 620 0.0%
National Presto Industries Inc. 481 71 0.0%
National Western Life Group Inc. 705 286 0.0%
Nationstar Home Equity Loan Trust 0.45375% 09-25-2036 51,409 67 0.0%
Natura Cosmeticos SA 2,376 40 0.0%
Natural Grocers by Vitamin Cottage Inc. 1,027 19 0.0%
Natural Health Trends Corp. 666 11 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 193,570 192 0.0%
NAV CANADA 7.40% 06-01-2027 428,163 568 0.0%
NAV CANADA 7.56% 03-01-2027 323,919 388 0.0%
Navient Private Education Refi Loan Trust 3.19% 02-18-2042 101,929 133 0.0%
Navistar Inc. Term Loan B 1st Lien F/R 11-06-2024 143,754 189 0.0%
NCR Corp. 8,567 316 0.0%
NCsoft Corp. 491 264 0.0%
Nedbank Group Ltd. 195 5 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 103,978 135 0.0%
Nemak SAB de CV 3,707 3 0.0%
Neopost SA 559 19 0.0%
Neptune Finco Corp. 10.875% 10-15-2025 Callable 2020 144A 29,863 46 0.0%
Neste Oil OYJ 12,104 1,530 0.1%
Nestle Holdings Inc. 1.75% 12-09-2020 50,416 89 0.0%
Nestle Malaysia BHD 130 6 0.0%
Nestlé SA Reg. 5,476 652 0.0%
NetEase Inc. 506 149 0.0%
Netflix Inc. 3.63% 05-15-2027 132,617 203 0.0%
Netflix Inc. 4.88% 04-15-2028 58,356 75 0.0%
Netflix Inc. 6.38% 05-15-2029 144A 28,058 39 0.0%
NetLink NBN Trust 142,766 111 0.0%
Nevsun Resources Ltd. 5,177 31 0.0%
New Arclin US Holding Corp. Term Loan 1st Lien F/R 02-14-2024 44,113 58 0.0%
New Brunswick (F-M) Project Co. Inc. 6.47% 11-30-2027 1,152,683 1,331 0.1%
New Century Home Equity Loan Trust 0.63125% 06-25-2035 16,977 22 0.0%
New Gold Inc. 119,049 138 0.0%
New Gold Inc. 6.25% 11-15-2022 Callable 144A 83,836 98 0.0%
New Gold Inc. 6.38% 05-15-2025 Callable 2020 144A 55,069 59 0.0%
New Hope Corp. Ltd. 62,491 245 0.0%
New Oriental Education & Technology Group Inc. ADR 65 7 0.0%
New Red Finance Inc. 4.25% 05-15-2024 Callable 2020 144A 608,067 781 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 1,450,940 1,859 0.1%
New Residential Mortgage Loan Trust F/R 01-25-2048 144A 71,893 95 0.0%
New Residential Mortgage Loan Trust F/R 07-25-2056 17-5A 57,965 78 0.0%
New South Wales Treasury Corp. 6.00% 03-01-2022 71,460 75 0.0%
New Zealand Local Government Funding Agency Ltd. 04-14-2022 52,827 48 0.0%
New Zealand Local Government Funding Agency Ltd. 2.75% 04-15-2025 150,153 136 0.0%
Newell Brands Inc. 4.20% 04-01-2026 Callable 2026 720,437 892 0.0%
Newfield Exploration Co. 5.375% 01-01-2026 Callable 81,104 113 0.0%
Newfield Exploration Co. 5.625% 07-01-2024 313,174 441 0.0%
NewOcean Energy Holdings Ltd. 124,858 51 0.0%
NEXEN TIRE Corp. 149 2 0.0%
Nexstar Broadcasting Inc. Term Loan B3 1st Lien F/R 01-17-2024 0 0.0%
NextEra Energy Inc. Conv. Pfd. 4,643 371 0.0%
NFI Group Inc. 34,653 1,198 0.1%
NH Investment & Securities Co. Ltd. 430 7 0.0%
NHN Entertainment Corp. 154 13 0.0%
Nibe Industrier AB 16,349 269 0.0%
Nickel Asia Corp. 1,387,104 97 0.0%
Nielsen Holdings PLC 33,014 1,138 0.0%
Nien Made Enterprise Co. Ltd. 3,254 37 0.0%
Nike Inc. Class B 4,431 500 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 408,451 540 0.0%
Nine Point Energy Holdings Inc. 1,139 22 0.0%
Nine Point Energy Holdings Inc. Pfd. 29 46 0.0%
Nippo Corp. 14,179 362 0.0%
Nippon Electric Glass Co. Ltd. 433 15 0.0%
Nissan Canada Financial Services Inc. 2.61% 03-05-2021 381,813 381 0.0%
Nissan Motor Co. Ltd. 28,475 323 0.0%
NMN Holdings III Corp. Term Loan 1st Lien F/R 10-26-2025 122,938 160 0.0%
NN Group NV 48,677 2,790 0.2%
Noble Holding International Ltd. 7.88% 02-01-2026 Callable 2021 144A 26,575 33 0.0%
Nokia OYJ 9,276 74 0.0%
Nokia OYJ 3.38% 06-12-2022 355,175 459 0.0%
Norbord Inc. 18,198 619 0.0%
Nordic Investment Bank 1.375% 07-15-2020 806,660 124 0.0%
Nordic Investment Bank 4.13% 03-19-2020 162,209 148 0.0%
Nordic Investment Bank 5.00% 04-19-2022 93,160 94 0.0%
Norfolk Southern Corp. 21,361 5,038 0.3%
NOROO Paint & Coatings Co. Ltd. 8,956 89 0.0%
North Battleford Power LP 4.958% 12-31-2032 528,315 581 0.0%
North Pacific Bank Ltd. 12,235 44 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 416,813 403 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 222,872 222 0.0%
North West Redwater Partnership/NWR Financing Co. Ltd. 4.15% 06-01-2033 432,425 455 0.0%
Northam Platinum Ltd. 781 4 0.0%
Northland Power Inc. 43,944 1,096 0.0%
Northrop Grumman Corp. 1,915 730 0.0%
Northview Apartment Real Estate Investment Trust 43,713 1,213 0.1%
NorthWest Healthcare Properties Real Estate Investment Trust 5,745 64 0.0%
Norwegian Government 3.75% 05-25-2021 3,081,967 501 0.0%
Nouvelle Autoroute 30 Financement Inc. 3.75% 03-31-2033 106,552 110 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 200,609 207 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.12% 06-30-2042 161,605 166 0.0%
NOVA Chemicals Corp. 4.88% 06-01-2024 Callable 144A 47,288 60 0.0%
NOVA Chemicals Corp. 5.25% 06-01-2027 Callable 2027 144A 129,699 161 0.0%
NOVA Chemicals Corp. 5.25% 08-01-2023 Callable 2018 144A 166,576 219 0.0%
Nova Measuring Instruments Ltd. 668 22 0.0%
Novanta Inc. 2,972 319 0.0%
Novartis AG Reg. 17,441 2,093 0.2%
Novatek Microelectronics Corp. 122,425 893 0.0%
Novatek OAO 130 30 0.0%
Novelis Corp. 6.25% 08-15-2024 Callable 2019 144A 13,973 19 0.0%
Novolipetsk Steel PJSC 30,265 96 0.0%
NRG Energy Inc. 2.75% 06-01-2048 Conv. Callable 2025 115,081 170 0.0%
NRG Energy Inc. 5.75% 01-15-2028 Callable 2023 2,740 4 0.0%
NRG Energy Inc. 6.63% 01-15-2027 Callable 2021 130,425 183 0.0%
NRG Energy Inc. 7.25% 05-15-2026 Callable 2021 109,590 156 0.0%
NRG Yield Operating LLC 5.375% 08-15-2024 Callable 272,097 352 0.0%
NTPC Ltd. 4.38% 11-26-2024 88,338 117 0.0%
NTT DoCoMo Inc. 2,050 63 0.0%
Nucor Corp. 2,572 205 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 422,454 546 0.0%
Nutrien Ltd. 78,414 5,617 0.3%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 466,540 457 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 117,208 149 0.0%
NVE Corp. 639 86 0.0%
NWH Escrow Corp. 7.50% 08-01-2021 Callable 144A 39,673 38 0.0%
NXP BV/NXP Funding LLC 4.63% 06-01-2023 144A 118,369 159 0.0%
Nykredit Realkredit AS 1.00% 01-01-2023 85,559 18 0.0%
O-TA Precision Industry Co. Ltd. 102,981 83 0.0%
Oasis Petroleum Inc. 2.625% 09-15-2023 Conv. Callable 2020 133,713 165 0.0%
Oasis Petroleum Inc. 6.875% 01-15-2023 Callable 63,178 83 0.0%
OBIC Business Consultants Co. Ltd. 863 44 0.0%
Obsidian Energy Ltd. 216,941 99 0.0%
Ocado Group PLC 4,818 87 0.0%
Occidental Petroleum Corp. 3.50% 06-15-2025 Callable 2025 99,079 132 0.0%
OceanaGold Corp. 57,530 244 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 194,680 256 0.0%
OE Solutions Co. Ltd. 571 13 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 80,668 109 0.0%
Oi SA 10,902 7 0.0%
Oil Refineries Ltd. 28,530 20 0.0%
Okta Inc. 432 48 0.0%
Olin Corp. 5.00% 02-01-2030 Callable 2024 117,208 150 0.0%
Ollie's Bargain Outlet Holding Inc. 20,746 2,407 0.2%
Olympic Tower Mortgage Trust 3.57% 05-10-2039 58,088 76 0.0%
Olympic Tower Mortgage Trust 4.08% 05-10-2039 42,744 54 0.0%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 101,225 133 0.0%
Omega Healthcare Investors Inc. 4.95% 04-01-2024 Callable 85,480 115 0.0%
OMERS Realty Corp. 2.858% 02-23-2024 Callable 2024 210,086 212 0.0%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 2,147,565 2,185 0.2%
OMERS Realty Corp. 3.63% 06-05-2030 Callable 2030 687,441 716 0.0%
Omnicom Group Inc. 15,556 1,549 0.1%
Ontario Electricity Financial Corp. 0% 11-27-2020 689,039 664 0.0%
Ontario Electricity Financial Corp. 8.25% 06-22-2026 346,473 474 0.0%
Ontario Hydro 0% 05-26-2025 282,364 239 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 816,902 820 0.0%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 191,794 188 0.0%
Ontario Power Generation Inc. 4.25% 01-18-2049 Callable 2048 103,705 109 0.0%
OPB Finance Trust 2.98% 01-25-2027 310,778 314 0.0%
Open Text Corp. 42,761 2,133 0.2%
Oppenheimer Holdings Inc. Class A non-voting 17,903 665 0.0%
Opteum Mortgage Acceptance Corp. 0.52% 11-25-2035 5,909 8 0.0%
Oracle Corp. 22,017 1,510 0.1%
Orange SA 25,101 505 0.0%
Oregon Clean Energy LLC Term Loan 1st Lien F/R 02-15-2026 108,328 142 0.0%
Origin Property PCL Equity Uncovered Call Exp. 09-30-2020 3,600 0.0%
Orior AG 664 76 0.0%
Ornge Issuer Trust 5.727% 06-11-2034 675,529 774 0.0%
Orsted A/S 1,129 108 0.0%
Ortho-Clinical Diagnostics Inc. 6.625% 05-15-2022 Callable 144A 103,288 131 0.0%
Oshkosh Corp. 5.375% 03-01-2025 Callable 2020 32,329 44 0.0%
Osisko Mining Inc. 2 0.0%
Osteon Merger Sub Inc. Term Loan B 1st Lien F/R 02-06-2025 125,691 166 0.0%
OTP Bank NYRT 716 40 0.0%
Ottogi Corp. 100 89 0.0%
Outdoor Americas Capital LLC/Outfront Media Capital Corp. 5.625% 02-15-2024 6,301 9 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 229,710 263 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%
Packaging Corp. of America 571 72 0.0%
Pan American Silver Corp. 51,053 898 0.0%
Pandox AB 1,101 25 0.0%
PAR Technology Corp. 632 22 0.0%
Parade Technologies Ltd. 325 8 0.0%
Paramount Resources Ltd. 6.875% 06-30-2023 Callable 2019 144A 273,974 370 0.0%
Parex Resources Inc. 113,850 2,319 0.2%
Park Aerospace Holdings Ltd. 4.50% 03-15-2023 [144A] Callable 2023 177,587 232 0.0%
Park Aerospace Holdings Ltd. 5.25% 08-15-2022 144A 138,619 186 0.0%
Park Hotels & Resorts Inc. 294,304 12,093 0.6%
Parkland Fuel Corp. 53,020 1,952 0.2%
Parkland Fuel Corp. 5.63% 05-09-2025 Callable 2020 117,809 117 0.0%
Parkland Fuel Corp. 5.75% 09-16-2024 Callable 2019 993,963 989 0.0%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 716,684 932 0.0%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 30,190 31 0.0%
Parkland Fuel Corp. 6.50% 01-21-2027 Callable 2022 54,795 55 0.0%
Parsley Energy LLC/Parsley Finance Corp. 5.38% 01-15-2025 Callable 2020 144A 146,865 194 0.0%
Partners Group Holding AG 1,996 1,899 0.1%
Pason Systems Inc. 79,919 1,619 0.1%
Patterson Companies Inc. 27,097 804 0.0%
PAX Global Technology Ltd. 42,478 26 0.0%
Peab AB 8,355 96 0.0%
Pearson PLC 113,866 1,681 0.1%
Pembina Pipeline Corp. 69,092 3,327 0.2%
Pembina Pipeline Corp. 2.99% 01-22-2024 Callable 2023 220,919 219 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 219,143 222 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 486,590 499 0.0%
Pembina Pipeline Corp. 4.75% 03-26-2048 Callable 2047 1,363,161 1,386 0.1%
Pembina Pipeline Corp. 4.75% 04-30-2043 279,700 283 0.0%
Pembina Pipeline Corp. 4.81% 03-25-2044 157,165 161 0.0%
Pengrowth Energy Corp. 21,515 17 0.0%
Penske Automotive Group Inc. 5.375% 12-01-2024 Callable 2019 84,932 111 0.0%
Penske Automotive Group Inc. 5.50% 05-15-2026 Callable 2021 32,603 42 0.0%
People's Insurance Co. of China (Hong Kong) Ltd. 3,580 2 0.0%
People's United Financial Inc. Pfd. Series A 2,307 71 0.0%
PepsiCo Inc. 10,601 1,612 0.1%
PepsiCo Inc. 2.15% 05-06-2024 Callable 2024 507,190 494 0.0%
PepsiCo Inc. 2.50% 11-01-2022 755 1 0.0%
Peregrine Holdings Ltd. 46,101 80 0.0%
Perficient Inc. 3,564 134 0.0%
Pertamina Persero PT 4.30% 05-20-2023 144A 70,144 93 0.0%
Perusahaan Listrik Negara PT 5.45% 05-21-2028 144A 108,505 149 0.0%
Petrobras Distribuidora SA 14,275 122 0.0%
PetroChina Co. Ltd. ADR 195 17 0.0%
PetroChina Co. Ltd. H 70,943 62 0.0%
Petroleo Brasileiro SA - Petrobras ADR 54,693 1,131 0.0%
Petroleo Brasileiro SA - Petrobras Pfd. 44,980 426 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 253,634 85 0.0%
Petroleos Mexicanos 6.50% 01-23-2029 1,309 2 0.0%
Petron Corp. 14,807 3 0.0%
Petron Malaysia Refining & Marketing Bhd 5,988 13 0.0%
Petronas Chemicals Group BHD 479,747 1,431 0.1%
PetSmart Inc. Term Loan B2 1st Lien F/R 03-10-2022 1,783 2 0.0%
Pfizer Inc. 135,019 7,699 0.4%
PGE Polska Grupa Energetyczna SA 9,665 39 0.0%
Phillips 66 13,606 1,724 0.1%
Phoenix Group Holdings 6,266 76 0.0%
PHX Energy Services Corp. 986 3 0.0%
PICC Property & Casualty Co. Ltd. H 651 1 0.0%
Pick n Pay Stores Ltd. 7,745 50 0.0%
Ping An Insurance (Group) Co. of China Ltd. H 78,554 1,088 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 [144A] 309,105 384 0.0%
Pisces Midco Inc. Term Loan B 1st Lien F/R 03-29-2025 2,823 4 0.0%
Pixelle Specialty Solutions LLC B 1st Lien F/R 10-23-2024 0 0.0%
Pizza Pizza Royalty Corp. 1,479 15 0.0%
PJSC Polyus 348 38 0.0%
Plaskolite PPC Intermediate II LLC Term Loan 1st Lien F/R 12-12-2025 0 0.0%
Plaza Retail REIT 45 0.0%
Plaza Trust F/R 04-02-2019 1,919,724 1,920 0.2%
Plenary Properties LTAP LP 6.288% 01-31-2044 1,960,591 2,547 0.2%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 154,906 200 0.0%
PNC Financial Services Group Inc. 3.50% 01-23-2024 Callable 2023 61,376 81 0.0%
PNC Financial Services Group Inc. F/R 05-29-2049 Callable 2023 14,686 19 0.0%
Polaris Infrastructure Inc. 3,227 38 0.0%
Polo Ralph Lauren Corp. Class A 7,868 1,295 0.1%
Polski Koncern Naftowy Orlen SA 2,734 97 0.0%
Polskie Gornictwo Naftowe i Gazownictwo SA 4,621 11 0.0%
Porsche Automobil Holding SE Pfd. 119,003 10,438 0.6%
Porto Seguro SA 1,725 34 0.0%
Post Holdings Inc. 5.00% 08-15-2026 Callable 2021 144A 466,950 592 0.0%
Post Holdings Inc. 5.63% 01-15-2028 Callable 2022 144A 76,720 98 0.0%
Post Holdings Inc. 5.75% 03-01-2027 Callable 2022 144A 189,609 247 0.0%
Post Holdings Inc. Term Loan B 1st Lien F/R 05-24-2024 120,971 159 0.0%
Postal Savings Bank of China Co. Ltd. 45,560 36 0.0%
Power Corp. of Canada Sub. Voting* 20,663 580 0.0%
Power Financial Corp.* 22 1 0.0%
Powerlong Real Estate Holdings Ltd. 493,064 302 0.0%
Powszechna Kasa Oszczednosci Bank Polski 2,766 37 0.0%
Powszechny Zaklad Ubezpieczen SA 4,231 60 0.0%
PPB Group BHD 224,723 1,335 0.1%
Precinct Properties New Zealand Ltd. 64,061 86 0.0%
Precision Drilling Corp. 74,271 247 0.0%
Precision Drilling Corp. 6.50% 12-15-2021 Callable 113,002 150 0.0%
Precision Drilling Corp. 7.75% 12-15-2023 Callable 2019 169,042 226 0.0%
Premier Dental Services Inc. Term B 1L F/R 06-30-2023 0 0.0%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 291,243 517 0.0%
Premier Inc. Class A 1,915 92 0.0%
Premium Brands Holdings Corp. 18,207 1,347 0.1%
President Chain Store Corp. 10,140 138 0.0%
Press Metal Aluminium Holdings BHD 170,252 233 0.0%
Principal Financial Group Inc. 21,806 1,510 0.1%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 187,222 244 0.0%
Propulsion Acquisition LLC Term Loan 1st Lien F/R 07-13-2021 0 0.0%
ProShares Short VIX Short-Term Futures ETF 57,900 3,887 0.3%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 1,647 2 0.0%
Prosperity Real Estate Investment Trust 262,257 145 0.0%
Proto Labs Inc. 481 72 0.0%
Province of Alberta 0.63% 04-18-2025 127,137 192 0.0%
Province of Alberta 1.00% 11-15-2021 150,153 260 0.0%
Province of Alberta 2.20% 06-01-2026 11,475 11 0.0%
Province of Alberta 2.55% 12-15-2022 170,484 173 0.0%
Province of Alberta 3.10% 06-01-2024 653,877 678 0.0%
Province of Alberta 3.40% 12-01-2023 121,657 128 0.0%
Province of British Columbia 2.70% 12-18-2022 546,969 559 0.0%
Province of British Columbia 3.25% 12-18-2021 178,475 184 0.0%
Province of British Columbia 3.30% 12-18-2023 204,226 214 0.0%
Province of British Columbia 3.70% 12-18-2020 353,399 364 0.0%
Province of British Columbia 6.35% 06-18-2031 773,393 1,065 0.0%
Province of British Columbia 6.60% 01-09-2020 3,682,580 68 0.0%
Province of Manitoba 2.55% 06-02-2023 185,579 188 0.0%
Province of Manitoba 3.30% 06-02-2024 228,910 240 0.0%
Province of Manitoba 6.30% 03-05-2031 367,606 493 0.0%
Province of New Brunswick 3.35% 12-03-2021 53,276 55 0.0%
Province of New Brunswick 3.65% 06-03-2024 509,854 541 0.0%
Province of New Brunswick 4.50% 06-02-2020 302,964 313 0.0%
Province of New Brunswick 4.55% 03-26-2037 91,458 108 0.0%
Province of Newfoundland 3.00% 06-02-2026 730,589 746 0.0%
Province of Newfoundland 3.70% 10-17-2048 1,186,687 1,265 0.1%
Province of Ontario 0% 06-02-2024 1,685,305 1,485 0.1%
Province of Ontario 0% 06-02-2026 333,864 276 0.0%
Province of Ontario 0% 07-13-2022 324,985 301 0.0%
Province of Ontario 2.20% 10-03-2022 153,441 197 0.0%
Province of Ontario 2.60% 09-08-2023 1,880,651 1,908 0.1%
Province of Ontario 2.65% 02-05-2025 489,106 497 0.0%
Province of Ontario 2.70% 06-02-2029 6,355,855 6,353 0.4%
Province of Ontario 2.85% 06-02-2023 306,694 314 0.0%
Province of Ontario 2.90% 06-02-2028 10,861,249 11,074 0.6%
Province of Ontario 2.90% 06-02-2049 8,122,851 7,915 0.4%
Province of Ontario 2.90% 12-02-2046 17,759 17 0.0%
Province of Ontario 3.15% 06-02-2022 779,609 805 0.0%
Province of Ontario 3.50% 06-02-2024 739,652 782 0.0%
Province of Ontario 4.00% 06-02-2021 79,914 83 0.0%
Province of Ontario 4.20% 06-02-2020 106,552 110 0.0%
Province of Ontario 4.60% 06-02-2039 692,591 856 0.0%
Province of Ontario 5.60% 06-02-2035 299,057 401 0.0%
Province of Ontario 6.20% 06-02-2031 467,055 631 0.0%
Province of Ontario 6.50% 03-08-2029 675,720 897 0.0%
Province of Ontario Generic Coupon Strip 0% 12-02-2023 630,436 564 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 371,158 308 0.0%
Province of Quebec 2.50% 09-01-2026 701,470 701 0.0%
Province of Quebec 2.75% 09-01-2025 1,353,216 1,381 0.1%
Province Of Quebec 2.75% 09-01-2028 925,231 936 0.0%
Province of Quebec 3.00% 09-01-2023 956,540 988 0.0%
Province of Quebec 3.50% 12-01-2048 1,436,683 1,579 0.1%
Province of Quebec 3.75% 09-01-2024 470,607 505 0.0%
Province of Quebec 4.25% 12-01-2031 Real Return 44,397 83 0.0%
Province of Quebec 4.50% 12-01-2020 346,296 362 0.0%
Province of Quebec 4.50% 12-01-2021 Real Return 19,535 30 0.0%
Province of Saskatchewan 3.05% 12-02-2028 9,663 10 0.0%
Province of Saskatchewan 3.30% 06-02-2048 332,089 346 0.0%
Prudential Financial Inc. 6,458 814 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 103,145 135 0.0%
PSA Peugeot Citroen 6,605 221 0.0%
PSC Industrial Outsourcing LP Term Loan 2nd Lien F/R 10-05-2025 72,811 91 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 260,201 339 0.0%
PSPIB-RE Summit Inc. 3.27% 06-12-2020 742,774 746 0.0%
PT ACE Hardware Indonesia TBK 603,734 99 0.0%
PT Astra International TBK 500,786 335 0.0%
PT Bank Pembangunan Daerah Jawa TBK 114,192 8 0.0%
PT Bank Permata TBK 140,877 14 0.0%
PT Bank Rakyat Indonesia (Persero) TBK 126,114 45 0.0%
PT Gudang Garam TBK 24,483 196 0.0%
PT Indah Kiat Pulp & Paper Corp. TBK 87,149 90 0.0%
PT Indiak Energy TBK 58,056 11 0.0%
PT Indo Tambangraya Megah TBK 22,292 45 0.0%
PT Malindo Feedmill TBK 622,482 86 0.0%
PT Mitra Adiperkasa TBK 1,476,274 146 0.0%
PT Panin Financial TBK 176,088 7 0.0%
PT Perusahaan Gas Negara 174,721 42 0.0%
PT Ramayana Lestari Sentosa TBK 716,817 117 0.0%
PT Salim Ivomas Pratama TBK 1,050,284 47 0.0%
PT Surya Semesta Internusa TBK 1,799,707 99 0.0%
PT Tambang Batubara Bukit Asam TBK 83,179 31 0.0%
PT. Pelabuhan Indonesia II 4.25% 05-05-2025 144A 95,352 124 0.0%
PTC Thetapeutics Inc. 1,556 71 0.0%
Public Bank BHD 586 5 0.0%
Publicis Groupe SA 6,774 494 0.0%
PulteGroup Inc. 7.875% 06-15-2032 102,466 147 0.0%
Puregold Price Club Inc. 5,304 6 0.0%
PW Medtech Group Ltd. 10,414 2 0.0%
Q Holding Co. Term Loan B 1st Lien F/R 12-17-2021 0 0.0%
Qatar Islamic Bank 2,050 108 0.0%
QGEP Participacoes SA 51,182 237 0.0%
Qiagen NV 4,277 215 0.0%
QinetiQ Group PLC 161,614 865 0.0%
Qingling Motors Co. Ltd.  116,422 42 0.0%
Qinhuangdao Port Co. Ltd. 2,278 1 0.0%
Quad Graphics Inc. 55 1 0.0%
Quad/Graphics Inc. 7.00% 05-01-2022 264,605 349 0.0%
Quad/Graphics Inc. Term Loan B 1st Lien F/R 06-30-2026 244,352 321 0.0%
Qualitas Controladora SAB de CV 1,790 6 0.0%
Quanta Computer Inc. 12,336 30 0.0%
Quanta Storage Inc. 3,580 7 0.0%
Quarterhill Inc. 118,713 159 0.0%
Quebecor Inc. Class B Sub. voting 145,920 4,665 0.3%
Quebecor Media Inc. 6.625% 01-15-2023 144A 1,082,476 1,152 0.1%
Queensland Treasury Corp. 2.75% 08-20-2027 34,223 32 0.0%
Queensland Treasury Corp. 6.00% 07-21-2022 334,282 353 0.0%
Queensland Treasury Corp. 6.25% 02-21-2020 77,816 76 0.0%
R.R. Donnelley & Sons Co. Term Loan B 1st Lien F/R 01-04-2024 0 0.0%
R1 RCM Inc. Term Loan B 1st Lien F/R 05-02-2025 157,864 207 0.0%
Rabobank Nederland of NY 2.50% 01-19-2021 1,258 2 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,001,327 1,152 0.1%
Rackspace Hosting Inc. Term Loan B 1st Lien F/R 11-03-2023 103,898 131 0.0%
Radiant Opto-Electronics Corp. 132,989 520 0.0%
Radware Ltd. 11,661 385 0.0%
Rallye SA 2,026 36 0.0%
Randon SA Implementos e Participacoes 87,096 294 0.0%
Raspadskaya 16,824 52 0.0%
Rayonier Advanced Materials Inc. 536 10 0.0%
Real Estate Asset Liquidity Trust 2.87% 06-12-2022 232,571 233 0.0%
Real Estate Asset Liquidity Trust 3.64% 06-12-2027 301,899 307 0.0%
Real Matters Inc. 493 2 0.0%
Realogy Group LLC Term Loan B 1st Lien F/R 01-26-2025 116,013 149 0.0%
Realtek Semiconductor Corp. 161,655 1,228 0.1%
Recipe Unlimited Corp. 45 1 0.0%
Reckitt Benckiser Group PLC 25,192 2,534 0.2%
Red Star Macalline Group Corp. Ltd. 12,301 16 0.0%
Redefine Property Ltd. 3 0.0%
Regional SAB de CV 41,880 286 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 78,912 123 0.0%
Regions Financial Corp. 7.375% 12-10-2037 44,936 76 0.0%
Reinsurance Group of America Inc. 26,794 5,092 0.3%
Reitmans (Canada) Ltd. Class A non-voting 336 1 0.0%
Reliance Industries Ltd. GDR 144A London shares 12,659 578 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2018 144A 478,440 651 0.0%
Reliance LP 3.84% 03-15-2025 Callable 2025 524,573 524 0.0%
Reliance Steel & Aluminum Co. 5,083 597 0.0%
Renault SA 1,588 143 0.0%
Renesas Electronics Corp. 171,076 1,316 0.1%
Renewable Energy Group Inc. 39,081 1,366 0.1%
Renfro Corp. Term Loan B 1st Lien F/R 03-31-2021 0 0.0%
Rentokil Initial PLC 14,725 90 0.0%
REP WWEX Acquisition Parent LLC Term Loan 1st Lien F/R 01-02-2025 0 0.0%
Repsol SA 91,858 2,079 0.2%
Republic of Argentina 5.88% 01-11-2028 9,361 10 0.0%
Republic of Argentina 6.88% 01-11-2048 1,812 2 0.0%
Republic of Austria 0.00% 07-15-2023 183,033 276 0.0%
Republic of Colombia 11.00% 07-24-2020 Series B 477,690,164 221 0.0%
Republic of Colombia 7.00% 05-04-2022 Series B 737,569,302 329 0.0%
Republic of Colombia 7.00% 09-11-2019 618,018,998 266 0.0%
Republic of Finland 1.50% 04-15-2023 172,073 276 0.0%
Republic of Indonesia 2.15% 07-18-2024 144A 73,432 114 0.0%
Republic of Indonesia 5.88% 01-15-2024 144A 43,840 63 0.0%
Republic of Indonesia 7.50% 05-15-2038 2,280,576,929 199 0.0%
Republic of Ireland Treasury 3.90% 03-20-2023 628,011 1,093 0.0%
Republic of Portugal 3.85% 04-15-2021 98,640 160 0.0%
Republic of South Africa 8.00% 01-31-2030 152,596 13 0.0%
Republic of the Philippines 3.88% 11-22-2019 5,350,700 134 0.0%
Republic of the Philippines 4.00% 01-26-2022 4,638,296 111 0.0%
Republic of the Philippines 4.25% 04-11-2020 5,494,277 137 0.0%
Republic of the Philippines 5.50% 03-08-2023 4,552,807 113 0.0%
Republic Services Inc. 22,149 2,285 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 81,690 106 0.0%
Resolute Forest Products Inc. 6,675 72 0.0%
Resolute Forest Products Inc. 5.875% 05-15-2023 49,724 65 0.0%
Resolute Investment Managers Inc. Term Loan 2nd Lien F/R 04-30-2023 7,104 9 0.0%
Resona Holdings Inc. 43,200 257 0.0%
Restaurant Brands International Inc. 19,341 1,610 0.1%
Restaurant Technologies Inc. Term Loan 2nd Lien F/R 09-24-2026 0 0.0%
Retail Value Inc. 6,765 277 0.0%
Revlon Consumer Products Corp. Term Loan B 1st Lien F/R 09-07-2023 41,201 41 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 266,381 351 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu 5.75% 10-15-2020 Callable 338,717 447 0.0%
RHB Capital BHD 42,631 78 0.0%
Rightmove PLC 155,590 1,309 0.1%
RingCentral Inc. Class A 3,420 474 0.0%
Rio Tinto Ltd. 131,508 11,804 0.6%
Rio Tinto PLC 19,924 1,507 0.1%
RioCan Real Estate Investment Trust 36,141 909 0.0%
RiseSun Real Estate Development Co. Ltd. 9,995 19 0.0%
Ritchie Bros. Auctioneers Inc. 18,522 903 0.0%
Ritchie Bros. Auctioneers Inc. 5.38% 01-15-2025 Callable 2020 144A 243,289 327 0.0%
Rite Aid Corp. 6.125% 04-01-2023 Callable 2018 144A 138,881 156 0.0%
Rite Aid Corp. 7.70% 02-15-2027 563,901 506 0.0%
Rivers Pittsburgh Borrower LP 6.13% 08-15-2021 Callable 2018 144A 99,179 131 0.0%
Road King Infrastructure Ltd. 4,556 11 0.0%
Robertshaw US Holding Corp. Term Loan 1st Lien F/R 02-15-2025 32,128 40 0.0%
Robertshaw US Holding Corp. Term Loan 2nd Lien F/R 02-15-2026 46,028 54 0.0%
ROC Finance LLC 10.25% 11-15-2022 Callable 2019 144A 26,028 37 0.0%
ROC Finance LLC 6.75% 11-15-2021 Callable 2018 144A 77,261 105 0.0%
Roche Holding AG Genusscheine 4,221 1,542 0.1%
Rockwool International AS Class B 714 229 0.0%
Rogers Communications Inc. 4.00% 06-06-2022 438,359 455 0.0%
Rogers Communications Inc. 6.68% 11-04-2039 381,813 501 0.0%
Rogers Communications Inc. Class B non-voting 68,995 5,017 0.3%
Rogers Sugar Inc. 4,774 29 0.0%
Rollins Inc. 1,172 61 0.0%
Rolls-Royce Holdings PLC 31,439 524 0.0%
Rosneft Oil Co. 6,443 51 0.0%
Rosneft Oil Co. GDR 14,310 113 0.0%
Rosseti PJSC 2,297,764 45 0.0%
Rostelecom PJSC 77,164 112 0.0%
Rowan Companies Inc. 59,740 889 0.0%
Roxgold Inc. 1,121 1 0.0%
Royal Bank of Canada 252,788 25,999 1.2%
Royal Bank of Canada 2.15% 10-26-2020 131,521 171 0.0%
Royal Bank of Canada 2.36% 12-05-2022 572,187 568 0.0%
Royal Bank of Canada 2.95% 05-01-2023 297,814 302 0.0%
Royal Bank of Canada 3.30% 09-26-2023 1,182,733 1,206 0.1%
Royal Bank of Canada 3.31% 01-20-2026 1,459,769 1,476 0.1%
Royal Bank of Canada 3.45% 09-29-2026 Callable 2021 689,927 701 0.0%
Royal Bank of Canada F/R 03-23-2020 Covered 1,928,422 1,936 0.2%
Royal Bank of Canada F/R 08-01-2019 9,486,729 9,492 0.5%
Royal Dutch Shell PLC 4,001 164 0.0%
Royal Dutch Shell PLC Class A 119,731 4,907 0.3%
Royal Dutch Shell PLC Class B 5,522 228 0.0%
RS PCL 5,630 4 0.0%
Ruentex Development Co. Ltd. 10,999 23 0.0%
Ruentex Industries Ltd. 23,756 83 0.0%
Rumo SA 1,595 11 0.0%
Russel Metals Inc. 17,593 422 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 480,747 485 0.0%
Russell Investments US Institutional Holdings Term Loan B 1st Lien F/R 06-01-2023 102,215 133 0.0%
Russian Federal Bond - OFZ 7.05% 01-19-2028 714,665 13 0.0%
RWE AG 2,544 82 0.0%
S&T Motiv Co. Ltd 43 2 0.0%
Sabina Gold & Silver Corp. 41,852 57 0.0%
Safran SA 3,248 583 0.0%
Salmar ASA 16,411 1,035 0.0%
Sam Young Electronics Co. Ltd. 4,348 63 0.0%
Samjin Pharmaceutical Co. Ltd. 140 7 0.0%
Samsonite International SA 132,632 523 0.0%
Samsung C&T Corp. 61 8 0.0%
Samsung Electronics Co. Ltd. 66,398 3,499 0.3%
Samsung Electronics Co. Ltd. GDR 33 43 0.0%
Samsung Fire & Marine Insurance Co. Ltd. 963 339 0.0%
Samsung SDI Co. Ltd. 432 120 0.0%
Samsung SDS Co. Ltd. 192 52 0.0%
San Miguel Corp. 16,362 71 0.0%
San Miguel Food and Beverage Inc. 33,389 88 0.0%
Sandvik AB 11,290 244 0.0%
Sangsangin Co. Ltd. 494 12 0.0%
Sanofi 19,999 2,200 0.2%
Santander Consumer Bank AS F/R 03-30-2020 55,361 8 0.0%
Sany Heavy Equipment International Holdings Co. Ltd. 284,861 134 0.0%
Sao Martinho SA 2,766 18 0.0%
Sappi Ltd. 98 1 0.0%
Saputo Inc. 1,703 73 0.0%
Saracen Mineral Holdings Ltd. 11,820 29 0.0%
Sarantis SA 1,237 14 0.0%
Sartorius Stedim Biotech SA 2,773 429 0.0%
Sasol Ltd. 163 7 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 185,174 245 0.0%
SBA Communications Corp. 4.88% 09-01-2024 Callable 2019 298,113 393 0.0%
SBA Tower Trust 3.45% 03-15-2023 144A 141,385 185 0.0%
Sberbank of Russia PJSC 57,325 238 0.0%
Scatec Solar ASA 5,504 70 0.0%
Schibsted ASA Class B 2,472 120 0.0%
Schindler Holding AG 20 6 0.0%
Schindler Holding AG PC 17 5 0.0%
Schlumberger Ltd. 4.30% 05-01-2029 Callable 2029 63,568 85 0.0%
Schneider National Inc. 7,922 228 0.0%
Schnitzer Steel Industries Inc. Class A 2,072 66 0.0%
Scholastic Corp. 2,706 151 0.0%
Schouw & Co. 17 2 0.0%
SCI Pharmtech Inc. 39,017 129 0.0%
Scientex BHD 23,864 68 0.0%
Scientific Games International Inc. 10.00% 12-01-2022 Callable 2019 151,782 211 0.0%
Scientific Games International Inc. 5.50% 02-15-2026 Callable 2021 324,985 452 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 335,456 326 0.0%
Seabridge Gold Inc. 45 1 0.0%
SEACOR Marine Holdings Inc. 269 5 0.0%
SeAH Steel Corp. 1,478 91 0.0%
Sealed Air Corp. 4.875% 12-01-2022 Callable 2022 144A 61,376 83 0.0%
Sealed Air Corp. 5.13% 12-01-2024 Callable 2024 144A 127,137 172 0.0%
Sealed Air Corp. 5.50% 09-15-2025 Callable 2025 144A 158,482 218 0.0%
Sealed Air Corp. 6.50% 12-01-2020 144A 116,177 160 0.0%
SeaWorld Entertainment Inc. 13,595 488 0.0%
Secure Energy Services Inc. 16,629 141 0.0%
Securus Technologies Holdings Inc. Term Loan 1st Lien F/R 11-01-2024 0 0.0%
Segro PLC 29,781 343 0.0%
Sempio Co. 588 24 0.0%
Sempra Energy 2.85% 11-15-2020 Callable 2020 1,258 2 0.0%
Seohan Co. Ltd. 39,882 89 0.0%
Sequel Merger Sub II LLC B Term Loan 1st Lien F/R 07-02-2025 90,343 118 0.0%
Ser Educacional SA 4,426 29 0.0%
Service Corp. International 3,153 171 0.0%
Service Corp. International 4.63% 12-15-2027 Callable 2022 56,442 74 0.0%
Service Corp. International 5.375% 05-15-2024 Callable 2019 126,302 170 0.0%
SES SA 20,347 538 0.0%
Seven & i Holdings Co. Ltd. 27,769 1,604 0.1%
Seven Generations Energy Ltd. 4,297 41 0.0%
Seven Generations Energy Ltd. 6.75% 05-01-2023 Callable 144A 41,644 56 0.0%
Severstal PAO 6,994 144 0.0%
SEWOON MEDICAL Co. Ltd. 20,656 94 0.0%
SFA Engineering Corp. 202 10 0.0%
SFAVE Commercial Mortgage Securities Trust 4.38801% 01-05-2035 53,704 58 0.0%
SFS Group AG 648 70 0.0%
Shandong Weigao Group Medical Polymer Co. Ltd. Class H 10,414 12 0.0%
Shanghai Electric Group Co. Ltd. 15,620 8 0.0%
Shanghai Haohai Biological Technology Co. Ltd. 3,115 25 0.0%
Shanghai Industrial Holdings Ltd. 74,707 220 0.0%
Shanghai Prime Machinery Co. Ltd. 16,922 3 0.0%
Shaw Communications Inc. 3.15% 02-19-2021 MTN 257,502 260 0.0%
Shaw Communications Inc. 4.35% 01-31-2024 Callable 657,074 691 0.0%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 451,072 471 0.0%
Shaw Communications Inc. 6.75% 11-09-2039 3,658,657 4,542 0.3%
Shaw Communications Inc. Class B non-voting 24,294 659 0.0%
Shaw Communications Inc. Pfd Series A 9,483 146 0.0%
ShawCor Ltd. 6,046 125 0.0%
Shenzhen Expressway Co. Ltd. 61,831 89 0.0%
Sherritt International Corp. 16,046 7 0.0%
Shimao Property Holdings Ltd. 33,130 103 0.0%
Shin Kong Financial Holding Co. Ltd. 226 0.0%
Shinhan Financial Group Co. Ltd. ADR 228 12 0.0%
Shinkong Synthetic Fibers Corp. 230,956 129 0.0%
ShinMaywa Industries Ltd. 29,739 488 0.0%
Shinsegae Co. Ltd. 16 5 0.0%
Shinyoung Securities Co. Ltd. 189 13 0.0%
Shopify Inc. 2,913 726 0.0%
ShotSpotter Inc. 790 52 0.0%
Shun Tak Holdings Ltd. 696,017 363 0.0%
Shutterfly Inc. Term Loan B2 1st Lien F/R 08-17-2024 0 0.0%
Siegfried Holding AG 432 205 0.0%
Siemens AG 8,721 1,254 0.1%
Siemens Healthineers AG 1,381 74 0.0%
Sienna Senior Living Inc. 3.47% 02-03-2021 195,346 198 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 191,076 282 0.0%
Sigma US Corp. Term Loan B 1st Lien F/R 03-06-2025 124,741 163 0.0%
Signature Bank 10,714 1,913 0.1%
Sika AG 1,577 281 0.0%
Silicon Laboratories Inc. 2,565 273 0.0%
Silvercorp Metals Inc. 1,121 4 0.0%
Sime Darby BHD 52,784 37 0.0%
Sime Darby Plantation BHD 33,207 55 0.0%
SIMMTECH Co. Ltd. 11,284 89 0.0%
Sinclair Television Group Inc. 5.625% 08-01-2024 Callable 2019 144A 139,193 185 0.0%
Sinil Pharmaceutical Co. Ltd. 5,590 68 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. ADR 944 63 0.0%
Sinopec Shanghai Petrochemical Co. Ltd. Class H 2,267,819 1,512 0.1%
Sinopharm Group Co. H 13,433 79 0.0%
Sinotruk Hong Kong Ltd. 35,522 85 0.0%
Sirius XM Radio Inc. 5.00% 08-01-2027 Callable 2022 144A 190,151 245 0.0%
Sirius XM Radio Inc. 5.375% 07-15-2026 Callable 144A 158,921 210 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 189,363 245 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 110,055 145 0.0%
Six Flags Entertainment Corp. 4.88% 07-31-2024 Callable 2019 144A 57,809 75 0.0%
Six Flags Entertainment Corp. 5.50% 04-15-2027 Callable 2022 144A 84,384 109 0.0%
SK Holdings Co. Ltd. 888 283 0.0%
SK Hynix Inc. 19,116 1,563 0.1%
SK Telecom Co. Ltd. ADR 9,340 314 0.0%
SKF AB B 11,513 255 0.0%
SKY Perfect JSAT Holdings Inc. 6,929 41 0.0%
SkyWest Inc. 2,526 180 0.0%
Slate Office REIT 16,562 113 0.0%
Slate Office REIT Class U 538 7 0.0%
SLC Agricola SA 23,118 332 0.0%
Smart Real Estate Investment Trust 448 15 0.0%
Smart Real Estate Investment Trust 3.556% 02-06-2025 Series N 149,529 149 0.0%
SMI Acquisition Inc. Term Loan 1st Lien F/R 10-27-2024 93,180 109 0.0%
SMI Acquisition Inc. Term Loan 2nd Lien F/R 10-27-2025 0 0.0%
Snap-On Inc. 363 76 0.0%
SNC-Lavalin Group Inc. 6,948 253 0.0%
SNC-Lavalin Group Inc. 2.69% 11-24-2020 132,480 131 0.0%
SNC-Lavalin Group Inc. 3.24% 03-02-2023 Callable 2023 545,194 532 0.0%
SNC-Lavalin Group Inc. F/R 03-02-2021 236,014 232 0.0%
SNC-Lavalin Innisfree McGill Finance Inc. 6.632% 06-30-2044 83,982 107 0.0%
Societe BIC SA 180 22 0.0%
Societe Generale 2,057 83 0.0%
Soda Sanayii AS 7,290 14 0.0%
Sodexo SA 764 110 0.0%
Sofina SA 2,162 556 0.0%
Soft-World International Corp. 31,151 96 0.0%
SoftBank Group Corp. 7,159 869 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 177,587 239 0.0%
SoftBank Group Corp. 6.13% 04-20-2025 Callable 2025 58,604 79 0.0%
Softcat PLC 6,874 91 0.0%
SOHO China Ltd. 41,509 23 0.0%
Sojitz Corp. 79,688 385 0.0%
Solenis International LP Term Loan 1st Lien F/R 06-26-2025 0 0.0%
Solium Capital Inc. 381 7 0.0%
Somboon Advance Technology PCL 6,085 5 0.0%
Sonic Healthcare Ltd. 35,106 790 0.0%
Sonova Holding AG 3,636 894 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2018 144A 1,128,734 1,136 0.0%
Source Energy Services Ltd. 1,339 2 0.0%
Southern Gas Network PLC 4.875% 12-21-2020 10,960 20 0.0%
SP LP 3.21% 06-15-2019 910,509 911 0.0%
Sparebank 1 Nord-Norge 23,271 250 0.0%
SpareBank 1 SMN 8,373 120 0.0%
SPDR Barclays Capital High Yield Bond ETF 339,372 15,931 0.8%
SPDR S&P 500 ETF Trust Call Option @ $265.00 Exp. 09-20-2019 1 3 0.0%
Spectrum Brands Escrow Corp. 6.625% 11-15-2022 Callable 8,219 11 0.0%
Spectrum Brands Inc. 6.125% 12-15-2024 Callable 2019 67,124 88 0.0%
Spin Master Corp. 24,580 1,101 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 130,796 173 0.0%
Spirit Airlines Inc. 35,034 2,592 0.2%
Springland International Holdings Ltd. 347,742 91 0.0%
Springleaf Finance Corp. 6.00% 06-01-2020 66,028 89 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 347,524 452 0.0%
Sprint Communications Inc. Term Loan B 1st Lien F/R 02-02-2024 0 0.0%
Sprint Communications Inc. Term Loan B1 1st Lien F/R 02-03-2024 0 0.0%
Sprint Corp. 7.13% 06-15-2024 145,622 198 0.0%
Sprint Corp. 7.25% 09-15-2021 54,795 76 0.0%
Sprint Corp. 7.875% 09-15-2023 787,715 1,110 0.0%
Sprint Spectrum Co. LLC 3.36% 03-20-2023 35,976 47 0.0%
Sprint Spectrum Co. LLC 4.74% 03-20-2025 144A 147,031 194 0.0%
SPS Commerce Inc. 3,895 547 0.0%
Spy Hill Power LP 4.14% 03-31-2036 140,772 146 0.0%
Square Inc. Class A 7,940 848 0.0%
SRS Distribution Inc. Term Loan B 1st Lien F/R 05-17-2025 805 1 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 131,536 173 0.0%
Ssangyong Cement Industrial Co. Ltd. 2,153 16 0.0%
SSR Mining Inc. 27,050 494 0.0%
SSY Group Ltd. 7,159 8 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 161,139 211 0.0%
St. Jude Medical Inc. 4.75% 04-15-2043 Callable 2042 58,746 67 0.0%
STAAR Surgical Co. 1,153 56 0.0%
Standard Bank Group Ltd. 586 11 0.0%
Standard Chartered PLC 132,738 1,393 0.1%
Stantec Inc. 69,005 2,234 0.2%
Staples Inc. Term Loan 1st Lien F/R 08-15-2024 252,751 331 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 59,579 76 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 [144A] 71,287 93 0.0%
Stars Group Holdings BV 7.00% 07-15-2026 Callable 2021 144A 254,353 342 0.0%
Starwood Property Trust Inc. 157,718 4,653 0.3%
Steel Dynamics Inc. 4,153 204 0.0%
Steel Dynamics Inc. 4.13% 09-15-2025 Callable 2020 21,918 28 0.0%
Steel Dynamics Inc. 5.00% 12-15-2026 Callable 2021 85,754 115 0.0%
Stella-Jones Inc. 21,085 870 0.0%
Stifel Financial Corp. 3.50% 12-01-2020 128,233 169 0.0%
Stifel Financial Corp. 4.25% 07-18-2024 116,177 155 0.0%
Storm King Funding F/R 03-18-2019 3,523,517 3,524 0.3%
Storm Resources Ltd. 179 0.0%
Strait Crossing Development Inc. 6.17% 09-15-2031 298,725 323 0.0%
Structured Agency Credit Risk Debt Notes 2.154% 04-25-2024 33,189 44 0.0%
Structured Asset Investment Loan Trust 0.87525% 02-25-2035 20,074 26 0.0%
Structured Asset Securities Corp. 2.58074% 12-25-2033 16,958 22 0.0%
Sugarhouse HSP Gaming Prop Mezz LP 5.88% 05-15-2025 Callable 2020 144A 63,014 82 0.0%
Suheung Co. Ltd. 2,261 67 0.0%
Sul America SA 8,591 91 0.0%
Sumitomo Chemical Co. Ltd. 57,095 372 0.0%
Sumitomo Mitsui Construction Co. Ltd. 31,774 275 0.0%
Sumitomo Mitsui Financial Group Inc. 25,155 1,170 0.1%
Summerset Group Holdings Ltd. 26,466 154 0.0%
Summit Industrial Income Real Estate Investment Trust 99,416 1,115 0.0%
Sun Art Retail Group Ltd. 8,786 12 0.0%
Sun Life Financial Inc. 78,339 3,903 0.3%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 485,702 490 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 977,619 983 0.0%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 217,045 216 0.0%
Suncor Energy Inc. 334,010 15,151 0.8%
Sungdo Engineering & Construction Co. Ltd. 14,066 93 0.0%
Sunnic Technology & Merchandise Inc. 101,319 97 0.0%
Sunrise Communications Group AG 1,893 185 0.0%
Sunway Real Estate Investment Trust 60,334 34 0.0%
Superior Industries International Inc. Term Loan B 1st Lien F/R 03-22-2024 0 0.0%
Superior Plus Corp. 44,330 501 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,342,561 1,299 0.1%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 531,641 700 0.0%
Supermax Corp. BHD 84,354 42 0.0%
Surge Energy Inc. 112 0.0%
Surgutneftegas OAO 24,700 13 0.0%
SurModics Inc. 15,145 1,162 0.1%
Suzuken Co. Ltd. 1,408 101 0.0%
SVB Financial Group 1,903 619 0.0%
Svenska Cellulosa AB (SCA) B 13,084 159 0.0%
Swedbank AB 3,061 74 0.0%
Swedish Orphan Biovitrum AB 2,743 78 0.0%
Swire Pacific Ltd. Class A 76,763 1,201 0.1%
Swiss Insured Brazil Power Finance S.A R.L. 9.85% 07-16-2032 144A 1,314,111 481 0.0%
Swiss Life Holding AG Reg. 6,312 3,618 0.3%
Swiss Re Ltd. 6,337 825 0.0%
Swisscom AG Reg. 315 192 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.63% 04-28-2026 Callable 2026 144A 497,966 637 0.0%
Syneos Health Inc. 38,790 2,131 0.2%
Syniverse Holdings Inc. Term Loan 1st Lien F/R 02-09-2023 107,965 135 0.0%
Synnex Technology International Corp. 66,061 106 0.0%
Synovus Financial Corp. 3.13 11-01-2022 Callable 2022 116,177 148 0.0%
Synovus Financial Corp. 5.75% 12-15-2025 Callable 2020 130,425 174 0.0%
Synthomer PLC 10,045 67 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 284,528 290 0.0%
T-Mobile USA Inc. 4.50% 02-01-2026 Callable 2021 7,397 10 0.0%
T-Mobile USA Inc. 4.75% 02-01-2028 Callable 2023 64,110 82 0.0%
T-Mobile USA Inc. 5.38% 04-15-2027 Callable 2022 38,356 52 0.0%
T-Mobile USA Inc. 6.50% 01-15-2024 Callable 2019 310,778 425 0.0%
T-Mobile USA Inc. 6.50% 01-15-2026 Callable 2026 241,519 341 0.0%
TA Enterprise BHD 16,011 3 0.0%
Tabcorp Holdings Ltd. 153,096 675 0.0%
Tableau Software Inc. Class A 1,063 184 0.0%
Tabula Rasa HealthCare Inc. 266 19 0.0%
Taco Bell Funding LLC 4.97% 05-25-2046 144A 207,827 283 0.0%
Tactile Systems Technology Inc. 4,273 427 0.0%
Taekwang Industrial Co. Ltd. 33 57 0.0%
Taeyoung Engineering & Construction Co. Ltd. 937 13 0.0%
TAG Immobilien AG 12,469 382 0.0%
TaiDoc Technology Corp. 46,015 349 0.0%
Taiwan High Speed Rail Corp. 66,712 94 0.0%
Taiwan Navigation Co. Ltd. 94,396 73 0.0%
Taiwan Paiho Ltd. 57,896 160 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. 19,928 203 0.0%
Taiwan Semiconductor Manufacturing Co. Ltd. ADR 25,188 1,294 0.1%
Taiwan Styrene Monomer Corp. 219,314 228 0.0%
Taiwan Takisawa Technology Co. Ltd. 77,801 105 0.0%
Talen Energy Supply LLC 9.50% 07-15-2022 Callable 2020 144A 563,103 794 0.0%
Tallgrass Energy Partners LP 5.50% 01-15-2028 Callable 2023 144A 53,151 70 0.0%
Tamarack Valley Energy Ltd. 22,277 62 0.0%
Targa Resources Partners 5.00% 01-15-2028 18,356 24 0.0%
Targa Resources Partners LP 5.38% 02-01-2027 Callable 2022 35,891 48 0.0%
Targa Resources Partners LP 5.88% 04-15-2026 Callable 2021 144A 92,064 126 0.0%
Target Corp. 3,021 289 0.0%
Taseko Mines Ltd. 45 0.0%
Tassal Group Ltd. 22,412 103 0.0%
Tate & Lyle PLC 19,489 236 0.0%
Tatneft PJSC 12,041 187 0.0%
Tauron Polska Energia SA 23,821 19 0.0%
TAV Havalimanlari Holding AS 2,831 19 0.0%
TCI Co. Ltd. 2,603 52 0.0%
TCL Electronics Holdings Ltd. 8,786 6 0.0%
TD Capital Trust IV 6.63% 06-30-2108 Callable 2021 184,691 200 0.0%
Technimark LLC Term Loan 1st Lien F/R 08-08-2025 0 0.0%
Technology One Ltd. 31,507 217 0.0%
Technovator International Ltd 4,556 1 0.0%
Techtronic Industries Co. Ltd. 106,449 936 0.0%
Teck Resources Ltd. 3.75% 02-01-2023 Callable 2022 362,413 472 0.0%
Teck Resources Ltd. 6.25% 07-15-2041 Callable 2041 90,959 126 0.0%
Teck Resources Ltd. 8.50% 06-01-2024 Callable 144A 13,151 19 0.0%
Teck Resources Ltd. Class B 114,871 3,388 0.2%
Teekay Offshore Partners LP 8.50% 07-15-2023 Callable 2020 144A 88,776 112 0.0%
Tegma Gestao Logistica SA 10,793 104 0.0%
Tego Science Inc. 34 2 0.0%
Teine Energy Ltd. 6.875% 09-30-2022 Callable 2017 144A 164,385 218 0.0%
Tekfen Holding AS 53,787 350 0.0%
Telefonaktiebolaget LM Ericsson B 215,845 2,599 0.2%
Telefonica Brasil SA 10,944 179 0.0%
Telefonica Emisiones SAU 3.987% 01-23-2023 1,510 3 0.0%
Telefonica Emisiones SAU 5.597% 03-12-2020 1,007 2 0.0%
Telephone and Data Systems Inc. 48,603 2,049 0.2%
TeliaSonera AB 6,153 35 0.0%
Telkom SA SOC Ltd. 77,922 509 0.0%
Telstra Corp. Ltd. 2.90% 04-19-2021 87,680 82 0.0%
Telstra Corp. Ltd. 7.75% 07-15-2020 98,640 99 0.0%
TELUS Corp. 86,314 4,126 0.3%
TELUS Corp. 3.35% 03-15-2023 Callable 2022 273,974 278 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 53,276 54 0.0%
TELUS Corp. 3.63% 03-01-2028 Callable 2027 814,061 822 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 163,380 168 0.0%
TELUS Corp. 4.75% 01-17-2045 Callable 266,381 275 0.0%
TELUS Corp. 5.05% 07-23-2020 109,590 113 0.0%
Temasek Financial I Ltd. 3.265% 02-19-2020 54,800 54 0.0%
Temonos AG 1,646 314 0.0%
Tenaga Nasional BHD 268,046 1,163 0.1%
Tenaris SA 51,548 905 0.0%
Tencent Holdings Ltd. 35,092 1,975 0.2%
Tenet Healthcare Corp. 6.00% 10-01-2020 76,987 105 0.0%
Tenet Healthcare Corp. 6.25% 02-01-2027 Callable 2022 144A 253,950 345 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 593,142 801 0.0%
Tensar International Corp. Term Loan 2nd Lien F/R 07-09-2022 8,859 11 0.0%
Teradyne Inc. 24,837 1,334 0.1%
Teranga Gold Corp. 65,822 285 0.0%
Terex Corp. Term Loan 1st Lien F/R 01-31-2024 0 0.0%
Terna Energy SA 976 10 0.0%
Terna SPA 13,416 110 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 842,721 1,055 0.0%
Tervita Corp. 1,413 10 0.0%
Tervita Corp. Class A Voting 521 4 0.0%
Tervita Escrow Corp. 7.63% 12-01-2021 Callable 2019 144A 273,974 359 0.0%
Teva Pharmaceutical Finance Netherlands II BV 4.50% 03-01-2025 Callable 2024 144A 93,160 144 0.0%
Teva Pharmaceutical Finance Netherlands III BV 3.15% 10-01-2026 Callable 161,801 177 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.00% 04-15-2024 50,411 67 0.0%
Teva Pharmaceutical Finance Netherlands III BV 6.75% 03-01-2028 Callable 2027 76,165 103 0.0%
Teva Pharmaceutical Industries Ltd. 2.20% 07-21-2021 129,639 162 0.0%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 214,881 256 0.0%
Textron Inc. 16,603 1,186 0.1%
TFI International Inc. 22,747 922 0.0%
Thales SA 2,511 407 0.0%
The a2 Milk Co. Ltd. 5,745 74 0.0%
The ADT Corp. 3.50% 07-15-2022 156,729 203 0.0%
The AES Corp. 3,276 74 0.0%
The AES Corp. 4.88% 05-15-2023 Callable 2019 4,384 6 0.0%
The AES Corp. 5.13% 09-01-2027 Callable 2022 32,329 44 0.0%
The AES Corp. 5.50% 04-15-2025 Callable 2020 186,302 253 0.0%
The Allstate Corp. 413 51 0.0%
The Bank of Nova Scotia 125,120 9,151 0.5%
The Bank of Nova Scotia 1.90% 12-02-2021 DPNT 1,204,043 1,186 0.1%
The Bank of Nova Scotia 2.29% 06-28-2024 869,291 852 0.0%
The Bank of Nova Scotia 2.36% 11-08-2022 506,124 502 0.0%
The Bank of Nova Scotia 2.98% 04-17-2023 1,362,096 1,380 0.1%
The Bank of Nova Scotia 3.10% 02-02-2028 355,175 360 0.0%
The Bank of Nova Scotia 4.50% 12-16-2025 246,577 333 0.0%
The Bank of Nova Scotia F/R 01-18-2029 Callable 2024 893,265 912 0.0%
The Bank of Nova Scotia F/R 08-27-2019 8,510,412 8,515 0.5%
The Basic House Co. Ltd. 178 1 0.0%
The Berkeley Group Holdings PLC 2,274 157 0.0%
The Boeing Co. 2,811 1,627 0.1%
The British Land Co. PLC 92,087 971 0.0%
The Canadian Pacific Railway Co. 6.91% 10-01-2024 Callable 170,769 191 0.0%
The Chefs' Warehouse Inc. 3,582 151 0.0%
The Chemours Co. 5.38% 05-15-2027 Callable 2027 9,863 13 0.0%
The Chemours Co. 7.00% 05-15-2025 Callable 2020 32,877 45 0.0%
The Descartes Systems Group Inc. 9,973 453 0.0%
The European Bank for Reconstruction & Development 7.38% 04-15-2019 879,089,944 82 0.0%
The European Financial Stability Facility 0.13% 10-17-2023 147,961 222 0.0%
The European Financial Stability Facility 0.50% 01-20-2023 105,217 161 0.0%
The European Financial Stability Facility 1.88% 05-23-2023 109,601 177 0.0%
The Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 756,523 753 0.0%
The Goldman Sachs Group Inc. 1.38% 05-15-2024 Callable 2023 106,532 161 0.0%
The Goldman Sachs Group Inc. 2.43% 04-26-2023 Callable 758,298 743 0.0%
The Goldman Sachs Group Inc. 3.31% F/R 10-31-2025 Callable 2024 532,762 528 0.0%
The Goldman Sachs Group Inc. 5.20% 12-17-2019 21,239 19 0.0%
The Goldman Sachs Group Inc. F/R 02-23-2023 212,625 277 0.0%
The Hershey Co. 9,962 1,450 0.1%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 954,847 878 0.0%
The International Bank for Reconstruction and Development 3.625% 06-22-2020 256,465 41 0.0%
The International Bank for Reconstruction and Development 4.625% 10-06-2021 152,345 145 0.0%
The Israel Corp. Ltd. 235 87 0.0%
The Juroku Bank Ltd. 938 26 0.0%
The Keg Royalties Income Fund 762 13 0.0%
The KeyW Holding Corp. Term Loan 1st Lien F/R 05-04-2024 142,725 188 0.0%
The Link Real Estate Investment Trust 41,145 612 0.0%
The Manufacturers Life Insurance Co. 2.389% 01-05-2026 Callable 2021 836,437 833 0.0%
The Manufacturers Life Insurance Co. 2.64% 01-15-2025 Callable 2020 213,105 213 0.0%
The Manufacturers Life Insurance Co. 3.18% 11-22-2027 Callable 222,340 225 0.0%
The Marcus Corp. 14,860 829 0.0%
The Mosaic Co. 2,604 107 0.0%
The Nanto Bank Ltd. 1,299 33 0.0%
The Neiman Marcus Group Ltd. LLC 8.00% 10-15-2021 Callable 144A 52,329 36 0.0%
The North West Co. Inc. 12,080 388 0.0%
The Pasha Group Term Loan B 1st Lien F/R 12-13-2022 161,302 214 0.0%
The Procter & Gamble Co. 11,021 1,429 0.1%
The Progressive Corp. 41,487 3,978 0.3%
The Sage Group PLC 9,597 111 0.0%
The Shiga Bank Ltd. 2,238 69 0.0%
The SPAR Group Ltd. 3,724 69 0.0%
The TJX Companies Inc. 131,357 8,862 0.5%
The Toronto-Dominion Bank 278,435 21,011 1.0%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 2,953,280 2,871 0.2%
The Toronto-Dominion Bank 2.05% 12-01-2022 75,512 75 0.0%
The Toronto-Dominion Bank 2.982% 09-30-2025 Callable 2020 390,692 393 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 1,424,962 1,450 0.1%
The Toronto-Dominion Bank 3.226% 07-24-2024 181,494 187 0.0%
The Toronto-Dominion Bank 4.86% 03-04-2031 Callable 2026 422,658 460 0.0%
The Toronto-Dominion Bank 5.38% 07-01-2028 341,113 386 0.0%
The Toronto-Dominion Bank 5.50% 04-01-2024 56,375 63 0.0%
The Toronto-Dominion Bank 6.125% 12-01-2024 274,259 315 0.0%
The Toronto-Dominion Bank F/R 06-28-2023 1,774,099 1,785 0.1%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,202,267 1,197 0.1%
The Toronto-Dominion Bank F/R 07-31-2019 1,162,804 1,163 0.1%
The Toronto-Dominion Bank F/R 09-14-2028 Callable 2023 515,004 524 0.0%
The Towa Bank Ltd. 4,217 35 0.0%
The Travelers Companies Inc. 425 74 0.0%
The Unite Group PLC 10,010 160 0.0%
The Walt Disney Co. 23,776 3,529 0.3%
The Walt Disney Co. 2.76% 10-07-2024 3,011,173 3,009 0.2%
The Wharf Holdings Ltd. 98,624 406 0.0%
The Williams Companies Inc. 3.70% 01-15-2023 Callable 2022 65,760 87 0.0%
The Williams Companies Inc. 4.55% 06-24-2024 Callable 2024 152,345 208 0.0%
Thermo Fisher Scientific Inc. 1,634 558 0.0%
Thermo Fisher Scientific Inc. 0.75% 09-12-2024 Callable 2024 34,634 52 0.0%
Thermo Fisher Scientific Inc. 1.40% 01-23-2026 Callable 2025 33,319 50 0.0%
Thomson Reuters Corp. 36,149 2,587 0.2%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 363,565 466 0.0%
Tianjin Development Holdings Ltd. 12,366 6 0.0%
Tianjin Port Development Holdings Ltd. 11,715 2 0.0%
Tianneng Power International Ltd. 7,810 10 0.0%
Tianyun International Holdings Ltd. 452,473 91 0.0%
Tidewater Midstream and Infrastructure Ltd. 202 0.0%
Tim Participacoes SA ADR 3,222 67 0.0%
Tingyi (Cayman Islands) Holding Corp. 9,763 18 0.0%
Tisco Financial Group PCL NVDR 1,172 4 0.0%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 308,132 355 0.0%
Titan Acquisition Ltd. Term Loan 1st Lien F/R 03-16-2025 0 0.0%
TMX Group Ltd. 17,436 1,441 0.1%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 605,411 603 0.0%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 477,270 488 0.0%
Toho Holdings Co. Ltd. 10,469 348 0.0%
Tokyo Electric Power Co. Holdings Inc. 1,195,666 9,793 0.5%
Tomony Holdings Inc. 6,376 31 0.0%
Tongaat Hulett Ltd. 5,022 13 0.0%
Top Glove Corp. BHD 228,696 336 0.0%
Topkey Corp. 651 4 0.0%
Toppan Printing Co. Ltd. 13,750 288 0.0%
Torchmark Corp. 26,296 2,855 0.2%
Torex Gold Resources Inc. 1,995 32 0.0%
Toromont Industries Ltd. 8,315 570 0.0%
Toromont Industries Ltd. 3.84% 10-27-2027 Callable 266,381 273 0.0%
Toronto Hospital 5.64% 12-08-22 245,835 260 0.0%
Total Access Communication PCL NVDR 26,425 56 0.0%
Total SA 18,455 1,380 0.1%
Total System Services Inc. 3,596 447 0.0%
TOTVS SA 1,920 25 0.0%
Tourmaline Oil Corp. 9,917 198 0.0%
Towd Point Mortgage Trust 2.75% 06-25-2057 71,657 92 0.0%
Towd Point Mortgage Trust 3.00% 06-25-2058 174,958 225 0.0%
Towd Point Mortgage Trust 3.75% 05-25-2058 76,957 101 0.0%
Towd Point Mortgage Trust F/R 07-25-2058 144A 73,091 95 0.0%
Toyo Seikan Kaisha Ltd. 24,152 671 0.0%
Toyota Credit Canada Inc. F/R 07-24-2020 647,221 647 0.0%
TPK Holding Co. Ltd. 325 1 0.0%
TransAlta Corp. 74,139 594 0.0%
TransAlta Corp. Pfd. Series A 23,302 277 0.0%
TransAlta Renewables Inc. 1,210 15 0.0%
Transat A.T. Inc. Class B 10,309 57 0.0%
TransCanada Corp. 118,923 6,999 0.4%
TransCanada Corp. Pfd. Series 15 9,105 231 0.0%
TransCanada PipeLines Ltd. 11.80% 11-20-2020 497,245 571 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 335,727 336 0.0%
TransCanada PipeLines Ltd. 3.69% 07-19-2023 80,418 83 0.0%
TransCanada PipeLines Ltd. 3.80% 10-01-2020 2,516 3 0.0%
TransCanada PipeLines Ltd. 4.18% 07-03-2048 Callable 2048 175,812 172 0.0%
TransCanada PipeLines Ltd. 6.28% 05-26-2028 125,554 151 0.0%
TransCanada PipeLines Ltd. 6.89% 08-07-2028 481,617 603 0.0%
TransCanada PipeLines Ltd. 8.05% 02-17-2039 205,114 305 0.0%
TransCanada Trust F/R 05-18-2077 Callable 2027 1,481,223 1,379 0.1%
Transcontinental Inc. Class A Sub. voting 32,713 620 0.0%
TransDigm Group Inc. 6.25% 03-15-2026 Callable 2022 144A 124,945 168 0.0%
TransDigm Inc. 6.50% 05-15-2025 Callable 2020 55,891 73 0.0%
TransGlobe Energy Corp. 75,055 196 0.0%
Transmissora Alianca de Energia Eletrica SA 3,482 30 0.0%
Transurban Finance Co. Pty Ltd. 3.368% 03-06-2019 229,088 229 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 546,969 580 0.0%
Travelport Corporate Finance PLC 6.00% 03-15-2026 Callable 2021 144A 99,298 139 0.0%
Treasury Corp. of Victoria 3.00% 10-20-2028 25,038 24 0.0%
Treasury Corporation of Victoria 2.25% 10-29-2021 116,177 109 0.0%
Trencor Ltd. 2,050 5 0.0%
TRI Pointe Holdings Inc. 5.875% 06-15-2024 22,740 29 0.0%
Trico Products Corp. Term Loan 1st Lien F/R 02-02-2024 1,037 1 0.0%
Tricon Capital Group Inc. 37,382 412 0.0%
Trillium Windpower LP 5.80% 02-15-2033 145,352 165 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 34,415 45 0.0%
Triple-S Management Corp. 1,361 46 0.0%
Trisura Group Ltd. 67 2 0.0%
Triton Container Finance V LLC 3.95% 03-20-2043 Callable 2020 91,590 120 0.0%
Triton Solar US Acquisition Co. Term Loan B 1st Lien F/R 10-12-2024 0 0.0%
True North Commercial Real Estate Investment Trust 4,034 26 0.0%
TSC Auto ID Technology Co. Ltd. 4,091 42 0.0%
Tupras-Turkiye Petrol Rafinerileri AS 1,237 44 0.0%
Tupy SA 22,263 143 0.0%
Turkcell Iletisim Hizmetleri AS (Turkcell) ADR 6,899 60 0.0%
Turkiye Sise ve Cam Fabrikalari AS 3,840 6 0.0%
Twilio Inc. Class A 4,997 800 0.0%
Tyler Technologies Inc. 1,011 272 0.0%
Tyson Foods Inc. 3.95% 08-15-2024 Callable 2024 77,816 103 0.0%
U.S. Bancorp 13,439 914 0.0%
U.S. Bancorp 0.85% 06-07-2024 75,624 114 0.0%
U.S. Bancorp Pfd. Perpetual/Callable 2022 3,557 128 0.0%
U.S. Bancorp Pfd. Security Series A 313 326 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 844,367 1,160 0.1%
Uber Technologies Inc. Term Loan 1st Lien F/R 03-21-2025 0 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 4,073 5 0.0%
Ubiquiti Networks Inc. 4,248 807 0.0%
UBS Group AG 94,454 1,581 0.1%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 1,151 1 0.0%
UMW Holdings BHD 26,750 50 0.0%
Uni-President Enterprises Corp. 131,798 422 0.0%
UniCredit SpA 3.75% 04-12-2022 144A 59,847 77 0.0%
UniCredit SpA 4.63% 04-12-2027 144A 426,920 533 0.0%
Unid Co. Ltd. 26 1 0.0%
Unifin Financiera SAB de CV 12,074 37 0.0%
Unilever NV CVA 28,994 2,064 0.2%
Unilever PLC 4,980 348 0.0%
Unimicron Technology Corp. 583,508 600 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 81,527 94 0.0%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 246,077 242 0.0%
Union Gas Ltd. 8.65% 11-10-2025 33,742 45 0.0%
Union Pacific Corp. 22,143 4,884 0.3%
Unipar Carbocloro SA 1,455 20 0.0%
Uniper SE 120,064 4,601 0.3%
Unipro PJSC 34,983 2 0.0%
United Airlines 2019-1 Class AA Pass Through Trust 4.15% 08-25-2031 258,657 347 0.0%
United Integrated Services Co. Ltd. 5,858 26 0.0%
United Kingdom Treasury 3.75% 09-07-2020 28,496 52 0.0%
United Parcel Service Inc. (UPS) Class B 7,965 1,154 0.1%
United Parcel Service Inc. 2.13% 05-21-2024 Callable 2024 576,982 559 0.0%
United Rentals (North America) Inc. 4.63% 07-15-2023 Callable 2019 163,305 220 0.0%
United Rentals (North America) Inc. 4.88% 01-15-2028 Callable 2023 164,401 207 0.0%
United Rentals (North America) Inc. 5.50% 05-15-2027 Callable 2022 200,569 265 0.0%
United Rentals North America Inc. 6.50% 12-15-2026 Callable 2021 355,175 489 0.0%
United States Cellular Corp. 10,036 616 0.0%
United States Treasury 0.13% 07-15-2024 Inflation Indexed 11,475 16 0.0%
United States Treasury 0.75% 02-15-2042 Inflation Indexed 80,189 109 0.0%
United States Treasury 0.75% 07-15-2028 Inflation Indexed 120,950 160 0.0%
United States Treasury 1.01% 02-15-2048 Inflation Indexed 41,169 54 0.0%
United States Treasury 2.00% 11-15-2026 378,122 475 0.0%
United States Treasury 2.75% 02-15-2028 385,365 509 0.0%
United States Treasury 2.75% 11-15-2042 671,851 838 0.0%
United States Treasury 2.88% 08-15-2028 1,057 1 0.0%
United States Treasury 2.88% 09-30-2023 2,617 3 0.0%
United States Treasury 2.88% 10-31-2023 453 1 0.0%
United States Treasury 3.00% 02-15-2048 1,720,823 2,229 0.2%
United States Treasury 3.00% 02-15-2049 145,769 189 0.0%
United States Treasury 3.13% 02-15-2043 725,556 965 0.0%
United States Treasury 3.13% 11-15-2028 4,736,894 6,454 0.4%
United States Treasury 3.38% 11-15-2048 2,498,656 3,482 0.3%
United States Treasury Inflation Indexed 0.87% 01-15-2029 15,099 20 0.0%
United States Treasury N/B 2.50% 01-31-2024 362,778 477 0.0%
United States Treasury N/B 2.50% 02-15-2022 302,498 398 0.0%
United States Treasury N/B 4.38% 02-15-2038 533,755 857 0.0%
United Utilities Group PLC 7,737 113 0.0%
UnitedHealth Group Inc. 2,104 670 0.0%
UnitedHealth Group Inc. 2.70% 07-15-2020 89,872 118 0.0%
UnitedHealth Group Inc. 3.50% 06-15-2023 149,057 200 0.0%
UniTest Inc. 6,520 112 0.0%
Universal Corp. 1,227 96 0.0%
Universal Insurance Holdings Inc. 7,261 373 0.0%
Universal Vision Biotechnology Co. Ltd. 75,832 89 0.0%
University of Ontario Institute of Technology 6.351% 10-15-2034 173,068 205 0.0%
UPC Holding BV 5.50% 01-15-2028 Callable 2022 144A 66,856 90 0.0%
UPM-Kymmene OYJ 5,282 210 0.0%
Uralkali 10,837 19 0.0%
US Bancorp F/R 12-29-2049 Perpetual Callable 2021 164,401 220 0.0%
US Bancorp Pfd. Series K Callable 2023 4,855 164 0.0%
USANA Health Sciences Inc. 7,921 1,026 0.0%
USB Capital IX 3.50% 10-29-2049 330,555 338 0.0%
Userjoy Technology Co. Ltd. 34,297 96 0.0%
USG Corp. 4.88% 06-01-2027 Callable 2022 144A 2,466 3 0.0%
USG Corp. 5.50% 03-01-2025 Callable 2020 144A 18,630 25 0.0%
Vale SA ADR 2,115 35 0.0%
Valener Inc. 20,415 469 0.0%
Valero Energy Corp. 2,298 247 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 289,453 303 0.0%
Vancouver Airport Authority 3.857% 11-10-2045 Callable 177,587 192 0.0%
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 193 9 0.0%
Vanguard International Semiconductor Corp. 4,231 13 0.0%
Vantage Data Centers LLC 4.07% 02-16-2043 Callable 2023 34,721 46 0.0%
Varonis Systems Inc. 6,280 470 0.0%
Vedanta Resources PLC 6.38% 07-30-2022 144A 143,577 179 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 413,779 406 0.0%
Ventas Canada Finance Ltd. 3.00% 09-30-2019 438,359 440 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 168,708 220 0.0%
Verbund AG 4,078 258 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 129,817 170 0.0%
VeriSign Inc. 4.75% 07-15-2027 Callable 2022 291,954 381 0.0%
Verisk Analytics Inc. 12,829 2,133 0.2%
Verizon Communications Inc. 16,382 1,226 0.1%
Verizon Communications Inc. 3.50% 02-17-2023 92,064 88 0.0%
Verizon Owner Trust 1.42% 01-20-2021 20,453 27 0.0%
Vermilion Energy Inc. 4,077 137 0.0%
Vermilion Energy Inc. 5.63% 03-15-2025 Callable 2020 144A 183,563 234 0.0%
Verso Corp. Class A 69,113 1,786 0.1%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 107,908 143 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 349,847 330 0.0%
Vestel Beyaz Esya Sanayi ve Ticaret AS 521 2 0.0%
ViaSat Inc. 5.63% 09-15-2025 Callable 2020 144A 133,191 171 0.0%
Videotron Ltd./Videotron Ltee. 5.13% 04-15-2027 Callable 2022 144A 146,589 197 0.0%
Videotron Ltee 5.00% 07-15-2022 136,439 185 0.0%
Videotron Ltee 5.625% 06-15-2025 Callable 2025 463,647 489 0.0%
Videotron Ltee 5.75% 01-15-2026 Callable 2020 825,782 865 0.0%
Village Super Market Inc. 1,926 78 0.0%
Vinci SA 11,217 1,409 0.1%
VIP Cineman Holdings Inc. Term Loan 1st Lien F/R 03-01-2023 0 0.0%
Vipshop Holdings Ltd. 8,368 79 0.0%
Visa Inc. Class A 12,743 2,483 0.2%
Vissem Electronics Co. Ltd. 12,431 90 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 67,482 89 0.0%
Vistra Energy Corp. 63,334 2,169 0.2%
Vistra Operations Co. LLC 5.50% 09-01-2026 Callable 2021 144A 21,644 30 0.0%
Vital KSK Holdings Inc. 15,416 204 0.0%
VNDO Trust 3.90% 01-10-2035 2016-350P 87,680 113 0.0%
Vodafone Group PLC 3.75% 01-16-2024 103,907 136 0.0%
Voya Financial Inc. 69,679 4,635 0.3%
VRX Escrow Corp. 5.875% 05-15-2023 Callable 2018 144A 112,877 148 0.0%
VRX Escrow Corp. 6.125% 04-15-2025 Callable 2020 144A 567,638 720 0.0%
Vukile Property Fund Ltd. 92,921 174 0.0%
VVC Holding Corp. Term B 1st Lien F/R 02-07-2026 292,401 383 0.0%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 94,452 117 0.0%
W.H. Smith PLC 8,590 314 0.0%
W.R. Grace & Co.-Conn. 5.125% 10-01-2021 144A 13,151 18 0.0%
W.R. Grace & Co.-Conn. 5.625% 10-01-2024 144A 23,014 32 0.0%
W.W. Grainger Inc. 3,450 1,383 0.1%
W/S Packaging Holdings Inc. 9.00% 04-15-2023 Callable 2020 144A 819,836 1,109 0.0%
Wabtec Corp. 10,912 1,051 0.0%
Wachovia Capital Trust III F/R 03-15-2066 493,422 631 0.0%
Wajax Corp. 3,429 65 0.0%
Wal-Mart de Mexico SAB de CV Series V 145,093 493 0.0%
Wal-Mart Stores Inc. 20,280 2,640 0.2%
Walgreens Boots Alliance Inc. 3.30% 11-18-2021 Callable 2021 90,968 120 0.0%
WaMu Mortgage Pass Through Certificates 0.434% 04-25-2045 2005-AR6 30,877 41 0.0%
WaMu Mortgage Pass Through Certificates 0.561% 07-25-2045 29,716 39 0.0%
WaMu Mortgage Pass Through Certificates 2.40% 01-25-2035 15,731 21 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A1B 36,481 48 0.0%
WaMu Mortgage Pass Through Certificates F/R 01-25-2045 Series 2005-AR2 Class 2A2B 12,630 17 0.0%
WaMu Mortgage Pass Through Certificates F/R 07-25-2045 13,510 18 0.0%
Warrior Met Coal Inc. 126,320 4,865 0.3%
Washington H. Soul Pattison & Co. Ltd. 10,191 280 0.0%
Wasion Group Holdings Ltd. 152,922 98 0.0%
Waste Connections Inc. 33,333 3,657 0.3%
Watco Companies LLC 6.375% 04-01-2023 Callable 2018 144A 32,932 44 0.0%
Waters Corp. 3,107 990 0.0%
Weatherford International Ltd. 9.88% 02-15-2024 Callable 2023 32,055 30 0.0%
Wei Chuan Foods Corp. 98,801 93 0.0%
Weichai Power Co. Ltd. 202,184 369 0.0%
Weiqiao Textile Co. Ltd. 275,897 147 0.0%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 352,253 456 0.0%
Wells Fargo & Co. 12-31-2049 Pfd. Callable 2023 3,711 124 0.0%
Wells Fargo & Co. 2.98% 05-19-2026 382,701 373 0.0%
Wells Fargo & Co. 3.19% 02-08-2024 Callable 2024 687,199 691 0.0%
Wells Fargo & Co. 3.874% 05-21-2025 MTN 442,193 451 0.0%
Wells Fargo & Co. F/R 07-27-2021 76,720 72 0.0%
Wells Fargo Mortgage Backed Securities 2.739% 12-25-2034 12,481 17 0.0%
Wells Fargo Mortgage Backed Securities 2005-AR10 Trust 2.619% 06-25-2035 17,839 25 0.0%
Welltower Inc. 4.13% 03-15-2029 Callable 2028 175,193 229 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 132,673 176 0.0%
Wendy's Funding LLC 4.08% 06-15-2045 130,639 173 0.0%
Wendys Funding LLC 3.57% 03-15-2048 18-1A 34,721 45 0.0%
Werner FinCo LP 8.75% 07-15-2025 Callable 2020 144A 84,658 96 0.0%
Werner FinCo LP Term Loan 1st Lien F/R 06-23-2024 0 0.0%
Wesdome Gold Mines Ltd. 18,624 90 0.0%
Wesfarmers Ltd. 5,450 169 0.0%
West Edmonton Mall Property Inc. 4.31% 02-13-2024 177,587 183 0.0%
West Fraser Timber Co. Ltd. 7,575 491 0.0%
Westcoast Energy Inc. 4.79% 10-28-2041 346,296 377 0.0%
Westcoast Energy Inc. 5.20% Cum. Red. First Pfd. Series 12 6,894 175 0.0%
Western Australian Treasury Corp. 2.50% 07-23-2024 200,569 190 0.0%
Western Australian Treasury Corp. 2.75% 10-20-2022 189,609 181 0.0%
Western Dental Services Inc. Term Loan B 1st Lien F/R 06-30-2023 0 0.0%
Western Digital Corp. 4.75% 02-15-2026 Callable 2025 65,754 82 0.0%
Western Forest Products Inc. 75,123 137 0.0%
WestJet Airlines Ltd. 12,590 263 0.0%
Westpac Banking Corp. 5.00% 10-21-2019 10,960 20 0.0%
Westpac Banking Corp. 7.25% 02-11-2020 131,521 128 0.0%
Westrock Co. 1,451 71 0.0%
Westshore Terminals Investment Corp. 20,854 453 0.0%
Wheaton Precious Metals Corp. 10,152 291 0.0%
Wheelock and Co. Ltd. 10,294 92 0.0%
Whitbread PLC 13,678 1,158 0.1%
Whitecap Resources Inc. 22 0.0%
Whitehaven Coal Ltd. 122,251 502 0.0%
Wholetech System Hitech Ltd. 33,353 42 0.0%
William Morrison Supermarkets PLC 276,680 1,111 0.0%
Williams Partners LP 3.75% 06-15-2027 Callable 2027 372,642 476 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 607,392 815 0.0%
Willis Engine Structured Trust IV 4.75% 09-15-2043 144A Callable 2026 68,826 91 0.0%
Wind Tre SPA 5.00% 01-20-2026 Callable 2020 92,345 105 0.0%
Winpak Ltd. 15,035 645 0.0%
Winstek Semiconductor Co. Ltd. 67,965 77 0.0%
Wipro Ltd. ADR 47,958 353 0.0%
Wirepath Home Systems LLC Term Loan 1st Lien F/R 08-04-2024 0 0.0%
Wisdom Marine Lines Co. Ltd. 65,763 83 0.0%
WisdomTree CBOE S&P 500 PutWrite Strategy Fund 222,200 7,771 0.4%
WiseTech Global Ltd. 6,424 115 0.0%
WMG Acquisition Corp. 5.50% 04-15-2026 Callable 2021 144A 18,356 24 0.0%
WNS (Holdings) Ltd. 5,255 365 0.0%
Wolters Kluwer NV 3,537 307 0.0%
Wolverine World Wide Inc. 5.00% 09-01-2026 Callable 2021 144A 51,507 65 0.0%
Wonderful Hi-Tech Co. Ltd. 109,185 90 0.0%
Woodside Petroleum Ltd. 20,517 694 0.0%
Woolworths Ltd. 1,750 47 0.0%
Woori Bank 1,009 52 0.0%
Woori Financial Group Inc. 1,984 34 0.0%
World Wrestling Entertainment Inc. Class A 46,105 5,076 0.3%
Worldpay Inc. 22,217 2,799 0.2%
WPX Energy Inc. 5.75% 06-01-2026 Callable 2021 121,657 162 0.0%
WSP Global Inc. 7,900 551 0.0%
WTH Car Rental ULC 1.912% 07-20-2020 778,721 773 0.0%
Wuestenrot & Wuerttembergische AG 11,357 285 0.0%
Wyndham Hotels and Resorts Inc. 5.38% 04-15-2021 Callable 2021 144A 49,589 66 0.0%
Wynn Las Vegas LLC 5.25% 05-15-2027 Callable 2027 144A 127,124 160 0.0%
Xiamen International Port Co. Ltd. H 7,810 1 0.0%
Xingda International Holdings Ltd. 2,929 1 0.0%
Xinhua Winshare Publishing and Media Co. Ltd. Class H 1,627 2 0.0%
Xinyuan Real Estate Co. Ltd. 16,331 105 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 121,586 165 0.0%
Xtep International Holdings Ltd. 206,727 178 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 285,529 326 0.0%
Yak Access LLC Term Loan B 2nd Lien F/R 06-29-2026 0 0.0%
Yamana Gold Inc. 226,713 775 0.0%
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H 488 2 0.0%
Yanzhou Coal Mining Co. Ltd. H 5,207 7 0.0%
Yea Shin International Development Co. Ltd. 28,948 20 0.0%
YeaRimDang Publishing Co. Ltd. 13,395 101 0.0%
Yellow Pages Ltd. 4,258 25 0.0%
Yi Jinn Industrial Co. Ltd. 164,564 90 0.0%
Yichang HEC Changjiang Pharmaceutical Co. Ltd. 73,013 410 0.0%
Yihai International Holding Ltd. 119,772 498 0.0%
YIK Corp. 380 2 0.0%
Youngone Holdings Co. Ltd. 33 2 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 64,274 83 0.0%
Yuanta Financial Holding Co. Ltd. 38,075 28 0.0%
Yuasa Trading Co. Ltd. 2,585 102 0.0%
Yuexiu Property Co. Ltd. 674,417 205 0.0%
Yuexiu Transport Infrastructure Ltd. 59,606 61 0.0%
Yum China Holdings Inc. 10,407 571 0.0%
Yurtec Corp. 2,823 30 0.0%
Yuyu Pharma Inc. 6,212 91 0.0%
Yuzhou Properties Co. Ltd. 27,661 18 0.0%
Zeng Hsing Industrial Co. Ltd. 16,677 102 0.0%
Zenith Bank Ltd. 967,499 84 0.0%
Zhen Ding Technology Holding Ltd. 128,133 489 0.0%
Zions Bancorporation 3.35% 03-04-2022 Callable 2022 187,417 247 0.0%
Zions Bancorporation 5.80% 12-29-2049 Callable 2023 65,760 85 0.0%
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 1,185 2 0.0%
ZTE Corp. H Shares 6,378 25 0.0%
Zurich Insurance Group AG 634 276 0.0%
Total Investments -- 2,280,687 99.5%
Currency Hedge Contracts -- -613 0.0%
Other Assets (Liabilities) -- 11,321 0.5%
Total Net Assets -- 2,291,395 100.0%

Asset Allocation (%) Help Holdings by region and sector

As of April 30, 2019
  • Regional Allocation
      Canada
    EQ : 19.7% | FI : 27.1%
    46.8%
      United States
    EQ : 16.6% | FI : 7.0%
    23.6%
      Other
    EQ : 14.0% | FI : 1.9%
    15.9%
      United Kingdom
    EQ : 2.5% | FI : 0.3%
    2.8%
      Japan
    EQ : 2.2%
    2.2%
      Germany
    FI : 0.4%
    0.4%
      Cash & Equivalents 8.3%
  • Sector Allocation
      Fixed Income 36.7%
      Financials 11.4%
      Cash & Equivalents 8.3%
      Other 7.1%
      Industrials 6.5%
      Information Technology 6%
      Consumer Discretionary 4.6%
      Health Care 4.3%
      Energy 4.1%
      Consumer Staples 3.8%
      Exchange Traded Funds 3.6%
      Materials 3.6%
Credit Allocation (%)
AAA 14.4%
AA 4.2%
A 6.2%
BBB 6.3%
BB 2.2%
B 2.5%
CCC & Below 0.5%
NR 0.6%
Cash & Equivalents 7.2%
Equities 55.9%

Other Managed Assets Funds

Portfolio Managers

Alain Bergeron, CFA

Senior Vice President, Portfolio Manager, Head of Team

Mackenzie Multi-Asset Strategies Team

Investment experience since 2000

Andrea Hallett, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 1998

Nelson Arruda, CFA

Vice President, Portfolio Manager

Mackenzie Multi-Asset Strategies Team

Investment experience since 2009

Note: 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).

Effective January 2, 2019, the distribution rate of series T6 (including F6, O6, J6, S6. PWT6, FB6, PWFB6, PWX6) will change from 6% to 5%. The name of the series will change to reflect that (i.e. T6 will be renamed T5). The fund code will remain the same.

Effective June 1, 2018, the management fee and/or administration fee of series F, PW, PWB, PWT, PWFB, and PWX of the fund was reduced. The new fees will not be fully reflected in the current MER until the semi-annual MER for the period ended September 30, 2019.

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 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 ratings issued by a designated rating organization.