Complete Fund Holdings Help Full holdings list

As of June 30, 2019
Holding Name No. of Shares/Units Market Value CAD (000s) % of NAV
Zotec Partners LLC Term Loan 1st Lien F/R 02-09-2024 134 0.0%
Ziggo Secured Finance Partnership Term Loan E 1st Lien F/R 04-27-2025 1,007 1 0.0%
YRC Worldwide Inc. Term Loan 1st Lien F/R 07-21-2022 194 0.0%
Yak Access LLC Term Loan B 1st Lien F/R 06-26-2025 1,887 2 0.0%
Xplornet Communications Inc. 9.63% 06-01-2022 Callable 2019 144A 325 0.0%
Williams Scotsman International Inc. 7.88% 12-15-2022 Callable 2019 144A 780 1 0.0%
Welltower Inc. 4.25% 04-15-2028 Callable 2028 1,405 2 0.0%
Welltower Inc. 4.13% 03-15-2029 Callable 2028 2,224 3 0.0%
Wells Fargo & Co. 3.19% 02-08-2024 Callable 2024 7,943 8 0.1%
Wells Fargo & Co. 2.98% 05-19-2026 4,865 5 0.1%
WellDyneDx Inc. Term Loan 1st Lien F/R 08-16-2022 1,343 2 0.0%
Waste Pro USA Inc. 5.50% 02-15-2026 Callable 2021 144A 132 0.0%
W.W. Grainger Inc. 415 146 2.1%
Vyaire Medical Inc. Term Loan B 1st Lien F/R 04-06-2025 1,139 1 0.0%
VVC Holding Corp. Term Loan B 1st Lien F/R 02-07-2026 369 0.0%
VRX Escrow Corp. 6.13% 04-15-2025 Callable 2020 144A 97 0.0%
Vodafone Group PLC 3.75% 01-16-2024 1,285 2 0.0%
Vistage Worldwide Inc. Term Loan 1st Lien F/R 02-01-2025 947 1 0.0%
Vidéotron Ltée 5.75% 01-15-2026 Callable 2020 208 0.0%
Vidéotron Ltée 5.63% 06-15-2025 Callable 2025 87 0.0%
Victory Capital Holdings Inc. Term Loan B 1st Lien F/R 06-07-2026 90 0.0%
Vesta Energy Corp. 8.13% 07-24-2023 Callable 2020 144A 208 0.0%
Vertex Aerospace Services Corp. Term Loan B 1st Lien F/R 06-14-2025 607 1 0.0%
VeriFone Systems Inc. Term Loan 1st Lien F/R 08-09-2025 715 1 0.0%
Ventas Realty LP 4.00% 03-01-2028 Callable 2027 1,836 3 0.0%
Ventas Canada Finance Ltd. 2.55% 03-15-2023 Callable 2023 2,570 3 0.0%
Vancouver Airport Authority 3.66% 11-23-2048 Callable 2048 2,874 3 0.0%
USA Compression Partners LP 6.88% 09-01-2027 Callable 2022 139 0.0%
US Renal Care Inc. Term Loan B 1st Lien F/R 06-14-2026 1,521 2 0.0%
United States Treasury 3.13% 11-15-2028 6,609 10 0.1%
United States Treasury 2.88% 10-31-2023 643 1 0.0%
United States Treasury 2.88% 08-15-2028 3,397 5 0.1%
United States Treasury 2.75% 02-15-2028 5,508 8 0.1%
United States Treasury 2.63% 02-15-2029 2,387 3 0.0%
United States Treasury 2.50% 03-31-2024 4,315 6 0.1%
United States Treasury 2.38% 05-15-2029 4,865 7 0.1%
United States Treasury 2.25% 11-15-2027 643 1 0.0%
United States Treasury 0.75% 07-15-2028 Inflation Indexed 21,481 30 0.4%
United States Treasury 0.50% 04-15-2024 Inflation Indexed 22,215 30 0.4%
United Parcel Service Inc. (UPS) Class B 440 60 0.9%
Union Gas Ltd. 3.59% 11-22-2047 Callable 2047 2,846 3 0.0%
Unimin Corp. Term Loan 1st Lien F/R 05-21-2025 1,175 1 0.0%
Ultra Clean Holdings Inc. Term Loan B 1st Lien F/R 08-27-2025 1,665 2 0.0%
Uber Technologies Inc. Term Loan B 1st Lien F/R 07-13-2023 644 1 0.0%
Uber Technologies Inc. 8.00% 11-01-2026 Callable 2021 144A 1,522 2 0.0%
Trulieve Cannabis Corp. Warrants Exp.06-18-2022 17 0.0%
Trulieve Cannabis Corp. 9.75% 06-18-2024 812 1 0.0%
TriMark USA LLC Term Loan 1st Lien F/R 09-15-2024 97 0.0%
Trillium Windpower LP 5.80% 02-15-2033 2,607 3 0.0%
Trico Group LLC Term Loan 1st Lien F/R 02-02-2024 1,779 2 0.0%
Travelport Finance Luxembourg Sarl Term Loan 1st Lien F/R 03-18-2026 2,197 3 0.0%
Transurban Finance Co. Pty. Ltd. 4.56% 11-14-2028 Callable 2028 5,373 6 0.1%
TransCanada Trust F/R 05-18-2077 Callable 2027 3,778 4 0.1%
TransCanada PipeLines Ltd. 3.69% 07-19-2023 918 1 0.0%
TransCanada Pipelines Ltd. 3.39% 03-15-2028 Callable 2027 3,869 4 0.1%
TransAlta Corp. Pfd. Series A 178 2 0.0%
TMX Group Ltd. 4.46% 10-03-2023 Callable 2023 2,754 3 0.0%
TMX Group Ltd. 3.78% 06-05-2028 Callable 2028 1,568 2 0.0%
TMX Group Ltd. 2.30% 12-11-2024 Callable 2024 4,251 4 0.1%
Titan Acquisition Ltd. 7.75% 04-15-2026 Callable 2021 144A 215 0.0%
Thor Industries Inc. Term Loan B 1st Lien F/R 11-01-2025 99 0.0%
The Toronto-Dominion Bank F/R 07-25-2029 Callable 2024 1,666 2 0.0%
The Toronto-Dominion Bank 3.01% 05-30-2023 2,938 3 0.0%
The Toronto-Dominion Bank 2.85% 03-08-2024 4,441 5 0.1%
The Toronto-Dominion Bank 2.50% 12-02-2024 5,006 5 0.1%
The Toronto-Dominion Bank 1.91% 07-18-2023 DPNT 6,885 7 0.1%
The Toronto-Dominion Bank 2,499 191 2.7%
The Manufacturers Life Insurance Co. 2.39% 01-05-2026 Callable 2021 7,160 7 0.1%
The International Bank for Reconstruction and Development 3.50% 01-22-2021 10,190 9 0.1%
The Bank of Nova Scotia F/R 07-03-2029 Callable 2024 2,690 3 0.0%
The Bank of Nova Scotia 2.29% 06-28-2024 9,088 9 0.1%
The Bank of Nova Scotia 2,636 185 2.6%
Teva Pharmaceutical Industries Ltd. 2.80% 07-21-2023 717 1 0.0%
TerraForm Power Operating LLC 5.00% 01-31-2028 Callable 2027 144A 577 1 0.0%
Tenet Healthcare Corp. 6.75% 06-15-2023 438 1 0.0%
Tenet Healthcare Corp. 6.25% 02-01-2027 Callable 2022 144A 236 0.0%
TELUS Corp. 4.70% 03-06-2048 Callable 2047 1,469 2 0.0%
TELUS Corp. 3.35% 04-01-2024 Callable 3,397 4 0.1%
TELUS Corp. 3.30% 05-02-2029 Callable 2029 1,483 2 0.0%
Telus Corp. 2.75% 07-08-2026 2,020 2 0.0%
TELUS Corp. 2,467 119 1.7%
Telenet Financing USD LLC Term Loan AN 1st Lien F/R 08-15-2026 452 1 0.0%
Telenet Finance Luxembourg Notes Sarl 5.50% 03-01-2028 Callable 2022 144A 139 0.0%
TC Energy Corp. Pfd. Series 15 91 2 0.0%
TC Energy Corp. 1,488 97 1.4%
Talen Energy Supply LLC 6.63% 01-15-2028 Callable 2023 144A 125 0.0%
Sysco Canada Inc. 3.65% 04-25-2025 Callable 2025 3,057 3 0.0%
Sydney Airport Finance Co. Pty. Ltd. 3.63% 04-28-2026 Callable 2026 144A 6,968 9 0.1%
Superior Plus LP 7.00% 07-15-2026 Callable 2021 144A 909 1 0.0%
Superior Plus LP 5.25% 02-27-2024 Callable 2020 1,146 1 0.0%
Suncor Energy Inc. 3.10% 05-24-2029 Callable 2029 2,499 3 0.0%
Sun Life Financial Inc. F/R 11-23-2027 Callable 2022 2,527 3 0.0%
Sun Life Financial Inc. F/R 09-19-2028 Callable 2023 8,629 9 0.1%
Sun Life Financial Inc. F/R 02-19-2026 Callable 2021 6,426 7 0.1%
Stonegate Pub Company Financing PLC 4.88% 03-15-2022 Callable 2019 556 1 0.0%
Stars Group Holdings BV Term Loan B 1st Lien F/R 07-10-2025 221 0.0%
Starfruit US Holdco LLC 8.00% 10-01-2026 Callable 2021 144A 528 1 0.0%
Star West Generation LLC Term Loan B 1st Lien F/R 03-13-2020 762 1 0.0%
St. Joseph Energy Center LLC Term Loan 1st Lien F/R 04-06-2025 876 1 0.0%
SS&C Technologies Inc. Term Loan B5 1st Lien F/R 04-16-2025 616 1 0.0%
Spy Hill Power LP 4.14% 03-31-2036 2,498 3 0.0%
Sprint Corp. 7.88% 09-15-2023 118 0.0%
Sprint Corp. 7.13% 06-15-2024 111 0.0%
Spirit AeroSystems Inc. 3.95% 06-15-2023 Callable 2023 1,680 2 0.0%
Source Energy Services Ltd. 12 0.0%
Source Energy Services Canada LP 10.50% 12-15-2021 Callable 2019 144A 1,362 1 0.0%
Sorenson Communications LLC Term Loan 1st Lien F/R 03-14-2024 97 0.0%
SoftBank Group Corp. 5.38% 07-30-2022 Callable 2022 69 0.0%
SIWF Holdings Inc. Term Loan 1st Lien F/R 05-25-2025 545 1 0.0%
SIRVA Worldwide Inc. Term Loan 1st Lien F/R 07-31-2025 801 1 0.0%
Sigma Bidco BV Term Loan B 1st Lien F/R 03-07-2025 288 0.0%
Shaw Communications Inc. Pfd Series A 20 0.0%
Shaw Communications Inc. Class B non-voting 8,858 237 3.3%
Shaw Communications Inc. 4.40% 11-02-2028 Callable 2028 5,747 6 0.1%
Shaw Communications Inc. 3.80% 03-01-2027 Callable 2,111 2 0.0%
Seven Generations Energy Ltd. 8,691 56 0.9%
Seven & i Holdings Co. Ltd. 2,510 111 1.6%
Sea to Sky Highway Investment LP 2.63% 08-31-2030 5,261 5 0.1%
Scientific Games International Inc. 6.63% 05-15-2021 Callable 2019 208 0.0%
Scientific Games International Inc. 3.38% 02-15-2026 Callable 2021 469 1 0.0%
Savage Enterprises LLC Term Loan B 1st Lien F/R 07-02-2025 983 1 0.0%
Saputo Inc. 2,212 87 1.3%
Saffron Borrowco LLC Term Loan 1st Lien F/R 06-20-2025 90 0.0%
Sabre Industries Inc. Term Loan B 1st Lien F/R 04-09-2026 56 0.0%
Russian Federal Loan Bond - OFZ 7.05% 01-19-2028 56,963 1 0.0%
Russel Metals Inc. 6.00% 03-16-2026 Callable 2021 257 0.0%
Royal Bank of Canada 3.30% 09-26-2023 3,502 4 0.1%
Royal Bank of Canada 2.95% 05-01-2023 9,180 9 0.1%
Royal Bank of Canada 2.36% 12-05-2022 49 0.0%
Royal Bank of Canada 1,802 188 2.6%
Rogers Communications Inc. 3.25% 05-01-2029 Callable 2029 2,683 3 0.0%
Rite Aid Corp. 7.70% 02-15-2027 709 1 0.0%
Rite Aid Corp. 6.13% 04-01-2023 Callable 2020 144A 90 0.0%
Reynolds Group Issuer Inc./Reynolds Group Issuer LLC/Reynolds Group Issue Lu 5.125% 07-15-2023 278 0.0%
Resolute Forest Products Inc. 5.88% 05-15-2023 42 0.0%
Research Now Group Inc. Term Loan 1st Lien F/R 12-20-2024 616 1 0.0%
Republic of South Africa 8.00% 01-31-2030 3,321 0.0%
Republic of Argentina 6.88% 01-11-2048 118 0.0%
Republic of Argentina 5.88% 01-11-2028 629 1 0.0%
Reliance Intermediate Holdings LP 6.50% 04-01-2023 Callable 2020 144A 643 1 0.0%
Reckitt Benckiser Group PLC 1,411 146 2.1%
Rayonier AM Products Inc. 5.50% 06-01-2024 Callable 2019 144A 208 0.0%
Radiate Holdco LLC Term Loan 1st Lien F/R 02-01-2024 768 1 0.0%
Rackspace Hosting Inc. 8.63% 11-15-2024 Callable 2019 144A 1,071 1 0.0%
R.R. Donnelley & Sons Co. Term Loan B 1st Lien F/R 01-04-2024 405 1 0.0%
Quebecor Media Inc. 6.63% 01-15-2023 144A 150 0.0%
Quad/Graphics Inc. 7.00% 05-01-2022 208 0.0%
Puma International Financing SA 5.00% 01-24-2026 Callable 2021 903 1 0.0%
PSC Industrial Outsourcing LP Term Loan B 1st Lien F/R 10-05-2024 1,450 2 0.0%
PS HoldCo LLC Term Loan 1st Lien F/R 03-02-2025 456 1 0.0%
Province of Saskatchewan 3.30% 06-02-2048 5,783 7 0.1%
Province of Quebec 3.50% 12-01-2048 54,804 67 1.0%
Province of Quebec 3.10% 12-01-2051 1,377 2 0.0%
Province Of Quebec 2.75% 09-01-2028 1,744 2 0.0%
Province of Quebec 0% 04-01-2026 Generic Strip 3,397 3 0.0%
Province of Ontario F/R 08-21-2023 14,045 14 0.2%
Province of Ontario 4.60% 06-02-2039 5,233 7 0.1%
Province of Ontario 2.90% 06-02-2049 114,473 125 1.8%
Province of Ontario 2.90% 06-02-2028 16,707 18 0.2%
Province of Ontario 2.70% 06-02-2029 74,081 78 1.2%
Province of Ontario 2.65% 12-02-2050 28,825 30 0.4%
Province of Ontario 2.65% 02-05-2025 6,059 6 0.1%
Province of Newfoundland 3.70% 10-17-2048 12,760 15 0.2%
Province of Newfoundland 3.00% 06-02-2026 10,465 11 0.1%
Prospect Medical Holdings Inc. Term Loan B 1st Lien F/R 02-15-2024 609 1 0.0%
Project Leopard Holdings Inc. Term Loan 1st Lien F/R 07-07-2023 1,319 2 0.0%
Premium Brands Holdings Corp. 2,279 201 2.9%
Premier Foods Finance PLC 6.25% 10-15-2023 Callable 2020 452 1 0.0%
Premier Dental Services Inc. Term Loan B 1st Lien F/R 06-30-2023 105 0.0%
Prairie ECI Acquiror LP Term Loan 1st Lien F/R 03-07-2026 323 0.0%
Power Financial Corp.* 1,921 58 0.9%
Polymer Process Holdings Inc. Term Loan 1st Lien F/R 04-29-2026 1,190 2 0.0%
Pluto Acquisition I Inc. Term Loan 1st Lien F/R 06-18-2026 1,085 1 0.0%
PLH Group Inc. Term Loan 1st Lien F/R 08-06-2023 61 0.0%
Pisces Midco Inc. 8.00% 04-15-2026 Callable 2021 144A 519 1 0.0%
Petroleos De Venezuela SA 6.00% 05-16-2024 1,889 1 0.0%
PepsiCo Inc. 382 66 1.0%
Penske Automotive Group Inc. 3.75% 08-15-2020 257 0.0%
Pembina Pipeline Corp. 4.02% 03-27-2028 Callable 2027 2,662 3 0.0%
Pembina Pipeline Corp. 3.62% 04-03-2029 Callable 2029 1,949 2 0.0%
Pembina Pipeline Corp. 3.54% 02-03-2025 Callable 2,111 2 0.0%
Pembina Pipeline Corp. 5,967 292 4.0%
Parkland Fuel Corp. 6.00% 11-21-2022 Callable 820 1 0.0%
Parkland Fuel Corp. 6.00% 04-01-2026 Callable 2021 144A 784 1 0.0%
Parkland Fuel Corp. 5.88% 07-15-2027 Callable 2022 144A 85 0.0%
Park Aerospace Holdings Ltd. 5.25% 08-15-2022 144A 260 0.0%
Par Pharmaceutical Inc. 7.50% 04-01-2027 Callable 2022 144A 111 0.0%
Panther BF Aggregator 2 LP Term Loan B 1st Lien F/R 03-18-2026 1,099 1 0.0%
Panther BF Aggregator 2 LP 8.50% 05-15-2027 Callable 2022 144A 431 1 0.0%
Panther BF Aggregator 2 LP 6.25% 05-15-2026 144A 264 0.0%
Panther BF Aggregator 2 LP 4.38% 05-15-2026 Callable 2022 69 0.0%
Owens & Minor Inc. Term Loan B 1st Lien F/R 05-01-2025 2,733 3 0.0%
Ortho-Clinical Diagnostics Inc. Term Loan B 1st Lien F/R 06-01-2025 440 1 0.0%
Oracle Corp. 1,727 129 1.8%
OPB Finance Trust 2.98% 01-25-2027 4,131 4 0.1%
Ontario Power Generation Inc. 4.25% 01-18-2049 Callable 2048 1,437 2 0.0%
Ontario Power Generation Inc. 3.84% 06-22-2048 Callable 2047 2,387 3 0.0%
Ontario Power Generation Inc. 3.32% 10-04-2027 Callable 2027 3,397 4 0.1%
Ontario Hydro 0% 05-26-2025 5,416 5 0.1%
Onex Corp. Sub. voting 3,319 263 3.6%
OMERS Realty Corp. 3.63% 06-05-2030 Callable 2030 4,406 5 0.1%
OMERS Realty Corp. 3.24% 10-04-2027 Callable 2027 12,576 13 0.2%
OMERS Finance Trust 2.60% 05-14-2029 3,615 4 0.1%
Omega Healthcare Investors Inc. 4.50% 01-15-2025 Callable 2024 2,020 3 0.0%
Office Depot Inc. Term Loan B 1st Lien F/R 11-08-2022 1,217 2 0.0%
OCI NV 6.63% 04-15-2023 Callable 2020 144A 486 1 0.0%
OCI Beaumont LLC Term Loan B 1st Lien F/R 02-16-2025 1,107 1 0.0%
NVA Holdings Inc. 6.88% 04-01-2026 Callable 2021 104 0.0%
NuVista Energy Ltd. 6.50% 03-02-2023 Callable 2020 250 0.0%
Numericable-SFR 7.38% 05-01-2026 Callable 2021 144A 320 0.0%
Nufarm Australia Ltd. 5.75% 04-30-2026 Callable 2021 144A 632 1 0.0%
NRG Yield Operating LLC 5.38% 08-15-2024 Callable 306 0.0%
Nova Scotia Power Inc. 3.57% 04-05-2049 Callable 2048 1,574 2 0.0%
Nouvelle Autoroute 30 Financement Inc. 4.11% 03-31-2042 2,478 3 0.0%
North West Redwater Partnership 3.65% 06-01-2035 Callable 2034 2,754 3 0.0%
North West Redwater Partnership 2.80% 06-01-2027 Callable 2027 5,508 6 0.1%
North Battleford Power LP 4.96% 12-31-2032 3,212 4 0.1%
NORDAM Group Inc. Term Loan B-Exit 1st Lien F/R 04-04-2026 76 0.0%
Norbord Inc. 5.75% 07-15-2027 Callable 2022 144A 856 1 0.0%
Nokia OYJ 3.38% 06-12-2022 125 0.0%
Nine Energy Service Inc. 8.75% 11-01-2023 Callable 2020 144A 417 1 0.0%
Nexstar Media Group Inc. Bridge Loan Exp. 11-30-2019 2,000,000 0.0%
Nexstar Escrow Inc. 5.63% 07-15-2027 Callable 2022 144A 762 1 0.0%
New Red Finance Inc. 5.00% 10-15-2025 Callable 2020 144A 530 1 0.0%
Netflix Inc. 3.88% 11-15-2029 465 1 0.0%
Neenah Foundry Co. Term Loan B 1st Lien F/R 12-08-2022 1,356 2 0.0%
NAV Canada 3.29% 03-30-2048 Callable 2047 2,111 2 0.0%
NAV Canada 3.21% 09-29-2050 Callable 2050 275 0.0%
National Bank of Canada 2.98% 03-04-2024 3,580 4 0.1%
National Bank of Canada 1.96% 06-30-2022 10,281 10 0.1%
Natel Engineering Co. Inc. Term Loan B 1st Lien F/R 04-29-2026 761 1 0.0%
MyNEXUS Inc. Term Loan 1st Lien F/R 06-19-2024 972 1 0.0%
Multi-Color Corp. Term Loan B 1st Lien F/R 06-17-2026 1,078 1 0.0%
Multi-Color Corp. Bridge Loan Exp. 02-25-2020 2,140,000 0.0%
Morgan Stanley 3.00% 02-07-2024 7,252 7 0.1%
Minotaur Acquisition Inc. Term Loan 1st Lien F/R 02-27-2026 1,329 2 0.0%
Millar Western Forest Products Ltd. 9.50% 06-20-2023 Callable 2020 201 0.0%
Milk Specialties Co. Term Loan 1st Lien F/R 08-16-2023 2,725 4 0.1%
Meredith Corp. Term Loan B 1st Lien F/R 01-31-2025 221 0.0%
Meredith Corp. 6.88% 02-01-2026 Callable 2021 271 0.0%
Mercer International Inc. 7.38% 01-15-2025 Callable 2021 144A 195 0.0%
MEG Energy Corp. 7.00% 03-31-2024 Callable 2019 144A 551 1 0.0%
MEG Energy Corp. 6.38% 01-30-2023 Callable 144A 816 1 0.0%
McDonald's Corp. 3.13% 03-04-2025 Callable 2025 5,691 6 0.1%
McDermott Technology Americas Inc. Term Loan B 1st Lien F/R 04-05-2025 989 1 0.0%
Matterhorn Merger Sub LLC 8.50% 06-01-2026 Callable 2021 144A 836 1 0.0%
Mattamy Group Corp. 6.50% 10-01-2025 Callable 2020 528 1 0.0%
Marriott Ownership Resorts Inc. 6.50% 09-15-2026 Callable 2021 144A 243 0.0%
Manulife Financial Corp. Pfd. Series 13 11 0.0%
Manulife Financial Corp. F/R 08-20-2029 Callable 2024 5,691 6 0.1%
Manulife Financial Corp. F/R 05-09-2028 Callable 2023 1,864 2 0.0%
Manulife Financial Corp. 5,436 129 1.8%
Manulife Bank of Canada 2.84% 01-12-2023 2,527 3 0.0%
Manulife Bank of Canada 1.92% 09-01-2021 2,479 2 0.0%
Mackenzie US Investment Grade Corporate Bond Index ETF (CAD-Hedged) 305 31 0.5%
Mackenzie Unconstrained Fixed Income Fund Series R 1,656 16 0.2%
Mackenzie Credit Absolute Return Fund Series R 1,001 10 0.1%
MacDonald, Dettwiler & Associates Ltd. Term Loan B 1st Lien F/R 10-04-2024 2,493 3 0.0%
Logibec Groupe Informatique Ltd. Term Loan 1st Lien F/R 01-15-2020 155 0.0%
Lions Gate Capital Holdings LLC 6.38% 02-01-2024 Callable 2021 144A 69 0.0%
LifeScan Global Corp. Term Loan 2nd Lien F/R 06-19-2025 56 0.0%
LifeScan Global Corp. Term Loan 1st Lien F/R 06-19-2024 2,484 3 0.0%
LifeMiles Ltd. Term Loan B 1st Lien F/R 08-18-2022 1,866 2 0.0%
Lee Enterprises Inc. 9.50% 03-15-2022 Callable 2020 144A 417 1 0.0%
LBM Borrower LLC Term Loan 1st Lien F/R 08-20-2022 2,636 3 0.0%
Lamb Weston Holdings Inc. 4.88% 11-01-2026 Callable 2021 144A 188 0.0%
Lamb Weston Holdings Inc. 4.63% 11-01-2024 Callable 2021 144A 326 0.0%
LABL Escrow Issuer LLC 6.75% 07-15-2026 Callable 2022 144A 836 1 0.0%
LABL Escrow Issuer LLC 10.50% 07-15-2027 Callable 2022 144A 1,401 2 0.0%
L&W Inc. Term Loan 1st Lien F/R 05-17-2025 1,978 3 0.0%
Kruger Products LP 6.00% 04-24-2025 Callable 2021 384 0.0%
Keystone Peer Review Organization Holdings Inc. Term Loan 1st Lien F/R 05-01-2024 272 0.0%
Keyera Corp. F/R 06-13-2079 Callable 2029 2,162 2 0.0%
Kestrel Acquisition LLC Term Loan B 1st Lien F/R 05-02-2025 789 1 0.0%
Kestra Advisor Services Holdings A Inc. Term Loan 1st Lien F/R 04-29-2026 125 0.0%
Keane Group Holdings LLC Term Loan B 1st Lien F/R 05-18-2025 816 1 0.0%
JP Intermediate B LLC Term Loan 1st Lien F/R 10-19-2025 508 1 0.0%
Johnson & Johnson 1,152 210 2.9%
Jefferies Finance LLC Term Loan 1st Lien F/R 05-21-2026 76 0.0%
JBS USA Lux SA 5.88% 07-15-2024 Callable 2019 144A 271 0.0%
Jane Street Group LLC. Term Loan B 1st Lien F/R 08-25-2022 1,293 2 0.0%
Ivanhoe Cambridge II Inc. 2.91% 06-27-2023 Callable 2023 1,758 2 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 11-15-2019 1 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $85.00 Exp. 01-17-2020 1 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 11-15-2019 10 1 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $84.00 Exp. 09-20-2019 2 0.0%
iShares iBoxx $ High Yield Corporate Bond ETF Put Option @ $82.00 Exp. 07-19-2019 10 0.0%
Isagenix International LLC Term Loan 1st Lien F/R 04-26-2025 1,483 2 0.0%
Iron Mountain Canada Operations ULC 5.38% 09-15-2023 Callable 2019 431 0.0%
IQVIA Holdings Inc. 5.00% 05-15-2027 Callable 2022 144A 153 0.0%
iQor US Inc. Term Loan B 1st Lien F/R 04-01-2021 3,526 5 0.1%
iQor US Inc. Term Loan 2nd Lien F/R 04-01-2022 2,020 2 0.0%
International Textile Group Inc. Term Loan 1st Lien F/R 04-19-2024 1,617 2 0.0%
International Finance Corp. 7.00% 07-20-2027 14,574 1 0.0%
Intermedia Holdings Inc. Term Loan B 1st Lien F/R 07-13-2025 864 1 0.0%
Interior Logic Group Holdings IV LLC Term Loan B 1st Lien F/R 05-21-2025 55 0.0%
Inter Pipeline Ltd. F/R 03-26-2079 Callable 2029 1,909 2 0.0%
Inter Pipeline Ltd. 3.48% 12-16-2026 Callable 2026 5,600 6 0.1%
Inter Pipeline Ltd. 2.73% 04-18-2024 Callable 2024 8,629 9 0.1%
Intelsat Jackson Holdings SA Term Loan B3 1st Lien F/R 11-27-2023 452 1 0.0%
Intelsat Jackson Holdings SA 8.50% 10-15-2024 Callable 2020 144A 56 0.0%
Integro Ltd. United States Term Loan B1 1st Lien F/R 10-31-2022 2,453 3 0.0%
Institutional Shareholder Services Inc. Term Loan 1st Lien F/R 02-26-2026 203 0.0%
Innovative Water Care Global Corp. Term Loan 1st Lien F/R 02-27-2026 1,224 2 0.0%
Ineos US Finance LLC Term Loan B 1st Lien F/R 03-31-2024 499 1 0.0%
II-VI Inc. Term Loan B 1st Lien F/R 05-08-2026 411 1 0.0%
IEA Energy Services LLC Term Loan 1st Lien F/R 09-25-2024 1,366 2 0.0%
Hydro-Quebec Interest Strip 0% 02-15-2025 5,875 5 0.1%
Hydro One Inc. 3.72% 11-18-2047 10,006 11 0.1%
Hydro One Inc. 3.63% 06-25-2049 Callable 2048 1,836 2 0.0%
Hydro One Inc. 2.54% 04-05-2024 Callable 2024 2,499 3 0.0%
Husky Energy Inc. 4.45% 12-31-2049 Pfd. Series 1 44 1 0.0%
HSBC Holdings PLC 3.20% 12-05-2023 6,885 7 0.1%
HSBC Bank Canada 3.25% 09-15-2023 3,488 4 0.1%
HSBC Bank Canada 2.25% 09-15-2022 1,666 2 0.0%
HSBC Bank Canada 2.17% 06-29-2022 1,010 1 0.0%
Hornblower Sub LLC Term Loan 1st Lien F/R 04-28-2025 144 0.0%
Horizon Pharma Financing Inc. 6.63% 05-01-2023 Callable 2020 144A 104 0.0%
Henry Schein Inc. 1,903 174 2.5%
Hennes & Mauritz AB B 4,264 99 1.4%
Henkel AG & Co. KGaA Pfd. 1,124 144 2.0%
Heathrow Funding Ltd. 3.79% 09-04-2030 Callable 2030 3,241 3 0.0%
Heathrow Funding Ltd. 3.40% 03-08-2028 3,833 4 0.1%
Heathrow Funding Ltd. 3.25% 05-21-2025 820 1 0.0%
Heartland Dental LLC Term Loan 1st Lien F/R 04-17-2025 2,097 3 0.0%
Heartland Dental LLC Delay Draw Term Loan 1st Lien F/R 04-17-2025 47 0.0%
HCA Inc. 5.88% 02-01-2029 Callable 2028 188 0.0%
HCA Holdings Inc. 5.25% 06-15-2026 Callable 2025 250 0.0%
Halo Buyer Inc. Term Loan 1st Lien F/R 06-28-2025 511 1 0.0%
Hadrian Merger Sub Inc. 8.50% 05-01-2026 Callable 2021 144A 702 1 0.0%
H&R Real Estate Investment Trust 3.42% 01-23-2023 Callable 2022 1,680 2 0.0%
H&R Real Estate Investment Trust 3.37% 01-30-2024 Callable 2023 6,059 6 0.1%
H&R Real Estate Investment Trust 2.92% 05-06-2022 2,754 3 0.0%
Guala Closures SpA F/R 04-15-2024 Callable 2019 528 1 0.0%
Grifols Worldwide Operations USA Inc. Term Loan B 1st Lien F/R 01-31-2025 447 1 0.0%
Greenhill & Co. Inc. Term Loan B 1st Lien F/R 04-05-2024 76 0.0%
Greater Toronto Airports Authority 2.73% 04-03-2029 Callable 2029 1,109 1 0.0%
Great-West Lifeco Inc.* 1,858 56 0.9%
Gray Escrow Inc. 7.00% 05-15-2027 Callable 2022 144A 49 0.0%
Government of Mexico 7.50% 06-03-2027 12,872 1 0.0%
Government of El Salvador 7.38% 12-01-2019 201 0.0%
Government of Dominican Republic 7.45% 04-30-2044 320 0.0%
Government of Cayman Islands 5.95% 11-24-2019 49 0.0%
Government of Canada 2.75% 12-01-2048 115,391 144 2.0%
Government of Canada 2.25% 06-01-2029 7,160 8 0.1%
Government of Canada 2.00% 09-01-2023 2,387 2 0.0%
Government of Canada 1.75% 05-01-2021 27,448 28 0.4%
Government of Canada 1.50% 09-01-2024 61,230 62 0.9%
Government of Canada 1.50% 06-01-2026 643 1 0.0%
Government of Canada 1.25% 12-01-2047 Real Return 38,188 53 0.8%
Government of Canada 1.00% 09-01-2022 2,938 3 0.0%
Government of Canada 1.00% 06-01-2027 2,754 3 0.0%
Government of Bermuda 4.85% 02-06-2024 1,224 2 0.0%
Government of Bermuda 4.13% 01-03-2023 2,479 3 0.0%
Government of Bermuda 3.72% 01-25-2027 Callable 2026 6,150 8 0.1%
Golden Entertainment Inc. 7.63% 04-15-2026 Callable 2022 144A 118 0.0%
GLOBALFOUNDRIES Inc. Term Loan B 1st Lien F/R 05/24/2026 2,480 3 0.0%
Gildan Activewear Inc. 1,212 61 0.9%
Gibson Energy Inc. 5.25% 07-15-2024 Callable 2020 REGS 1,403 1 0.0%
GFL Environmental Inc. Term Loan B 1st Lien F/R 05-31-2025 173 0.0%
GFL Environmental Inc. 7.00% 06-01-2026 Callable 2021 144A 453 1 0.0%
GFL Environmental Inc. 5.63% 05-01-2022 Callable 2019 144A 265 0.0%
GFL Environmental Inc. 5.38% 03-01-2023 Callable 2020 144A 271 0.0%
Gateway Casinos & Entertainment Ltd. Term Loan B 1st Lien F/R 03-13-2025 228 0.0%
FXI Holdings Inc. 7.88% 11-01-2024 Callable 2020 144A 188 0.0%
Futures Contracts -1 0.0%
Fusion Connect Inc. Term Loan DIP 1st Lien F/R 10-03-2019 104 0.0%
Fusion Connect Inc. Term Loan B 1st Lien F/R 05-03-2023 1,574 1 0.0%
Fusion Connect Inc. Term Loan 1st Lien F/R 06-03/2019 54 0.0%
Frontera Generation Holdings LLC Term Loan B 1st Lien F/R 04-25-2025 910 1 0.0%
Fresenius US Finance II Inc. 4.25% 02-01-2021 144A 556 1 0.0%
Foundation Building Materials LLC Term Loan B 1st Lien F/R 05-11-2025 457 1 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.75% 03-15-2022 Callable 2020 144A 493 1 0.0%
Fortress Transportation and Infrastructure Investors LLC 6.50% 10-01-2025 Callable 2021 144A 396 1 0.0%
FortisAlberta Inc. 3.74% 09-18-2048 Callable 2048 643 1 0.0%
Fortified Trust 2.56% 03-23-2024 3,149 3 0.0%
Forming Machining Industries Holdings LLC Term Loan 1st Lien F/R 10-03-2025 802 1 0.0%
First Quantum Minerals Ltd. 7.25% 04-01-2023 Callable 2019 144A 458 1 0.0%
First Eagle Holdings Inc. Term Loan B 1st Lien F/R 12-01-2024 125 0.0%
Federative Republic of Brazil 10.00% 01-01-2029 69 0.0%
Fédération des Caisses Desjardins du Québec 3.06% 09-11-2023 5,470 6 0.1%
Fédération des Caisses Desjardins du Québec 2.39% 08-25-2022 5,875 6 0.1%
Fédération des Caisses Desjardins du Québec 2.09% 01-17-2022 222 0.0%
Fairfax Financial Holdings Ltd. 8.30% 04-15-2026 3,672 6 0.1%
Fairfax Financial Holdings Ltd. 5.84% 10-14-2022 6,885 8 0.1%
Fairfax Financial Holdings Ltd. 4.95% 03-03-2025 111 0.0%
Fairfax Financial Holdings Ltd. 4.50% 03-22-2023 257 0.0%
Fairfax Financial Holdings Ltd. 4.23% 06-14-2029 Callable 2029 1,200 1 0.0%
FAGE International SA / FAGE USA Dairy Industry Inc. 5.63% 08-15-2026 Callable 2021 144A 1,094 1 0.0%
Exela Intermediate LLC Term Loan B 1st Lien F/R 07-12-2023 79 0.0%
Exela Intermediate LLC 10.00% 07-15-2023 Callable 2020 144A 257 0.0%
EPR Properties 4.95% 04-15-2028 Callable 2028 2,167 3 0.0%
EPCOR Utilities Inc. 3.55% 11-27-2047 Callable 2047 2,894 3 0.0%
EPCOR Utilities Inc. 3.11% 07-08-2049 Callable 2049 3,057 3 0.0%
EnTrans International LLC Term Loan 1st Lien F/R 10-29-2025 895 1 0.0%
Enterprise Merger Sub Inc. Term Loan 1st Lien F/R 09-28-2025 76 0.0%
Ensono LP Term Loan 1st Lien F/R 04-30-2025 82 0.0%
EnerCare Solutions Inc. 3.99% 02-21-2024 Callable 2023 3,213 3 0.0%
EnerCare Solutions Inc. 3.38% 02-21-2022 Callable 2022 4,315 4 0.1%
EnCana Corp. 13,424 90 1.3%
ENC Holding Corp. Term Loan 1st Lien F/R 05-30-2025 365 0.0%
Enbridge Inc. F/R 04-12-2078 Callable 2028 6,399 7 0.1%
Enbridge Inc. 5.37% 09-27-2077 Callable 2027 16,572 16 0.2%
Enbridge Inc. 4.57% 03-11-2044 12,668 14 0.2%
Enbridge Inc. 3.20% 06-08-2027 Callable 2027 2,662 3 0.0%
Enbridge Gas Distribution Inc. 3.51% 11-29-2047 Callable 2047 3,764 4 0.1%
Emera Inc. 2.90% 06-16-2023 2,697 3 0.0%
Emera Inc. 3,674 197 2.8%
Electrical Components International Inc. Term Loan 2nd Lien F/R 06-22-2026 21 0.0%
Electrical Components International Inc. Term Loan 1st Lien F/R 06-22-2025 1,117 1 0.0%
eG Global Finance PLC 6.75% 02-07-2025 Callable 2021 144A 528 1 0.0%
Eastern Power LLC Term Loan B 1st Lien F/R 10-02-2023 499 1 0.0%
EagleTree-Carbide Acquisition Corp. Term Loan 1st Lien F/R 08-28-2024 4,794 6 0.1%
Eagle Credit Card Trust 2.63% 10-17-2022 1,377 1 0.0%
Drive Chassis Holdco LLC. Term Loan 2nd Lien F/R 04-12-2026 76 0.0%
Drax Group PLC 6.63% 11-01-2025 Callable 2021 144A 500 1 0.0%
Dollarama Inc. 6,402 296 4.1%
DMT Solutions Global Corp. Term Loan 1st Lien F/R 06-25-2024 33 0.0%
DISH DBS Corp. 5.88% 11-15-2024 292 0.0%
Diamond 1 Finance Corp. 6.02% 06-15-2026 Callable 2026 144A 1,193 2 0.0%
Diamond 1 Finance Corp. 5.45% 06-15-2023 Callable 2023 144A 1,193 2 0.0%
Diamond 1 Finance Corp. 4.42% 06-15-2021 Callable 2021 144A 551 1 0.0%
DHX Media Ltd. 5.88% 09-30-2024 Conv. 399 0.0%
Dawn Acquisition LLC Term Loan 1st Lien F/R 10-25-2025 83 0.0%
DaVita Healthcare Partners Inc. 5.00% 05-01-2025 Callable 2020 340 0.0%
CVR Partners LP 9.25% 06-15-2023 Callable 2019 144A 118 0.0%
CU Inc. 3.96% 07-27-2045 Callable 1,285 1 0.0%
CU Inc. 3.95% 11-23-2048 Callable 2048 2,965 3 0.0%
CU Inc. 3.76% 11-19-2046 Callable 2046 2,846 3 0.0%
CSC Holdings LLC 6.50% 02-01-2029 Callable 2024 144A 215 0.0%
Crown Subsea Communications Holding Inc. Term Loan 1st Lien F/R 11-02-2025 1,299 2 0.0%
Crosslinx Transit Solutions General Partnership 4.65% 09-30-2046 5,691 6 0.1%
Crombie Real Estate Investment Trust 4.80% 01-31-2025 Callable 2024 1,207 1 0.0%
Credit Acceptance Corp. 6.63% 03-15-2026 Callable 2022 132 0.0%
Cordelio Amalco GP I 4.09% 09-30-2034 1,957 2 0.0%
Cordelio Amalco GP I 4.09% 06-30-2034 2,040 2 0.0%
Conterra Ultra Broadband Holdings Inc. Term Loan B 1st Lien F/R 04-26-2026 761 1 0.0%
Constellium NV 5.88% 02-15-2026 Callable 2020 144A 632 1 0.0%
Constellium NV 4.25% 02-15-2026 Callable 2020 125 0.0%
Concrete Pumping Merger Sub Inc. Term Loan 1st Lien F/R 11-14-2025 217 0.0%
CommScope Technologies LLC 5.00% 03-15-2027 Callable 2022 144A 548 1 0.0%
CommScope Technologies Finance LLC 8.25% 03-01-2027 Callable 2022 144A 389 1 0.0%
CommScope Inc. Term Loan B2 1st Lien F/R 02-07-2026 916 1 0.0%
Commonwealth of Bahamas 6.95% 11-20-2029 623 1 0.0%
Commonwealth of Bahamas 6.00% 11-21-2028 Callable 2028 606 1 0.0%
Commonwealth of Bahamas 5.75% 01-16-2024 935 1 0.0%
Comber Wind Financial Corp. 5.13% 11-15-2030 7,017 8 0.1%
Coeur Mining Inc. 5.88% 06-01-2024 Callable 2020 177 0.0%
Coca-Cola Femsa SAB de CV 3.88% 11-26-2023 556 1 0.0%
Clarity Telecom LLC Term Loan 1st Lien F/R 06-27-2026 118 0.0%
Civitas Solutions Inc. Term Loan 1st Lien F/R 02-05-2026 49 0.0%
Citadel LLC Term Loan B 1st Lien F/R 02-22-2026 4,293 6 0.1%
Choice Properties Real Estate Investment Trust 4.18% 03-08-2028 Callable 2027 4,116 4 0.1%
Choice Properties Real Estate Investment Trust 4.06% 11-24-2025 Callable 11,108 12 0.2%
Choice Properties Real Estate Investment Trust 3.54% 06-11-2029 Callable 2029 3,333 3 0.0%
Chartwell Retirement Residences 4.21% 04-28-2025 Callable 2025 1,490 2 0.0%
Chartwell Retirement Residences 3.79% 12-11-2023 Callable 2023 4,872 5 0.1%
Charter Communications Operating LLC Term Loan B 1st Lien F/R 04-15-2025 48 0.0%
Charter Communications Operating LLC 5.05% 03-30-2029 Callable 2028 3,424 5 0.1%
Charter Communications Operating LLC 4.50% 02-01-2024 Callable 2024 2,598 4 0.1%
CGI Inc. 684 69 1.0%
CEVA Logistics Finance BV Term Loan B 1st Lien F/R 08-03-2025 1,029 1 0.0%
Central 1 Credit Union F/R 02-05-2021 1,377 1 0.0%
Centennial Resource Production LLC 5.38% 01-15-2026 Callable 2021 144A 167 0.0%
Celestica Inc. Term Loan B 1st Lien F/R 06-27-2025 28 0.0%
CCS-CMGC Holdings Inc. Term Loan 1st Lien F/R 09-25-2025 617 1 0.0%
CCO Holdings LLC 5.88% 04-01-2024 Callable 2019 144A 104 0.0%
CCO Holdings LLC 4.00% 03-01-2023 Callable 2019 144A 76 0.0%
CCL Industries Inc. Class B non-voting 3,332 214 3.0%
CCL Industries Inc. 3.86% 04-13-2028 Callable 2028 2,428 3 0.0%
CBS Corp. 4.20% 06-01-2029 Callable 2029 3,707 5 0.1%
Casablanca US Holdings Inc. Term Loan 1st Lien F/R 03-31-2024 2,145 3 0.0%
CareCentrix Inc. Term Loan 1st Lien F/R 03-22-2025 1,995 3 0.0%
Capital Power Corp. 4.99% 01-23-2026 Callable 2025 1,561 2 0.0%
Capital Power Corp. 4.28% 09-18-2024 Callable 2024 4,223 4 0.1%
Canadian Western Bank 1,797 54 0.8%
Canadian Pacific Railway Ltd. 3.15% 03-13-2029 Callable 2028 2,132 2 0.0%
Canadian Natural Resources Ltd. 3.55% 06-03-2024 3,213 3 0.0%
Canadian National Railway Co. 3.60% 07-31-2048 Callable 2048 4,159 5 0.1%
Canadian National Railway Co. 3.00% 02-08-2029 Callable 2028 2,775 3 0.0%
Canadian National Railway Co. 1,094 133 1.9%
Canadian Mortgage Pools 1.75% 06-01-2024 2,570 3 0.0%
Canadian Imperial Bank of Commerce F/R 06-19-2029 Callable 2024 2,690 3 0.0%
Canadian Imperial Bank of Commerce 3.29% 01-15-2024 18,732 19 0.3%
Canadian Imperial Bank of Commerce 2.97% 07-11-2023 42 0.0%
Canadian Imperial Bank of Commerce 2.47% 12-05-2022 21 0.0%
Canada Housing Trust F/R 09-15-2023 2,754 3 0.0%
Canada Housing Trust F/R 03-15-2024 45,257 45 0.7%
Canada Goose Inc. Term Loan 1st Lien F/R 12-02-2024 1,162 2 0.0%
Can Am Construction Inc./Canada Term Loan B 1st Lien F/R 07-01-2024 3,604 5 0.1%
Camelot Finance SA 7.88% 10-15-2024 Callable 2019 144A 351 0.0%
Camelot Finance LP Term Loan 1st Lien F/R 10-03-2023 41 0.0%
California Resources Corp. 8.00% 12-15-2022 Callable 2019 144A 465 0.0%
Calfrac Holdings LP 8.50% 06-15-2026 Callable 2021 144A 97 0.0%
Calceus Acquisition Inc. Term Loan B1 1st Lien F/R 02-08-2025 165 0.0%
C&W Senior Financing Designated Activity Co. 7.50% 10-15-2026 Callable 2021 144A 1,042 1 0.0%
C&D Technologies Inc. Term Loan B 1st Lien F/R 12-13-2025 912 1 0.0%
BWAY Holding Co. 7.25% 04-15-2025 144A 208 0.0%
Burger King Worldwide Inc. Term Loan B 1st Lien F/R 02-16-2024 104 0.0%
Burger King France SAS 6.00% 05-01-2024 Callable 2020 320 1 0.0%
Bulldog Purchaser Inc. Term Loan B 1st Lien F/R 08-31-2025 719 1 0.0%
Bulldog Purchaser Inc. Delayed Draw Term Loan 1st Lien F/R 08-31-2025 35 0.0%
Bruce Power LP 3.97% 06-23-2026 1,928 2 0.0%
Bruce Power LP 3.00% 06-21-2024 Callable 2024 9,088 9 0.1%
Brookfield Renewable Partners ULC 4.25% 01-15-2029 Callable 2028 3,248 3 0.0%
Brookfield Renewable Partners LP Pfd. Series 11 133 3 0.0%
Brookfield Renewable Energy Partners ULC 3.63% 01-15-2027 Callable 2026 3,764 4 0.1%
Brookfield Property Partners LP 3,899 96 1.4%
Brookfield Infrastructure Finance ULC 4.20% 09-11-2028 Callable 2028 4,625 5 0.1%
Brookfield Asset Management Inc. Pfd. Series 48 39 1 0.0%
Brookfield Asset Management Inc. Pfd. Series 46 52 1 0.0%
Brookfield Asset Management Inc. Class A limited voting 5,851 368 5.1%
Bright Bidco BV Term Loan B 1st Lien F/R 06-30-2024 447 0.0%
BP Capital Markets PLC 3.47% 05-15-2025 5,754 6 0.1%
Boardriders Inc. Term Loan B 1st Lien F/R 03-21-2024 2,784 4 0.1%
Berry Global Escrow Corp. 4.88% 07-15-2026 Callable 2022 144A 125 0.0%
Bell Canada 4.45% 02-27-2047 Callable 6,150 7 0.1%
Bell Canada 3.80% 08-21-2028 Callable 2028 5,804 6 0.1%
BCPE Cycle Merger Sub II Inc. 10.63% 07-15-2027 Callable 2022 144A 798 1 0.0%
bcIMC Realty Corp. 3.00% 03-31-2027 Callable 2026 5,049 5 0.1%
Baytex Energy Corp. 5.63% 06-01-2024 Callable 2019 144A 431 1 0.0%
Bausch Health Cos Inc. Term Loan B 1st Lien F/R 05-24-2025 556 1 0.0%
Bausch Health Cos Inc. 9.00% 12-15-2025 Callable 2021 306 0.0%
Bausch Health Cos Inc. 8.50% 01-31-2027 Callable 2022 144A 76 0.0%
Bausch Health Cos Inc. 7.00% 01-15-2028 Callable 2023 144A 97 0.0%
Bausch Health Cos Inc. 5.75% 08-15-2027 Callable 2022 144A 76 0.0%
Bank of Montreal 3.32% 06-01-2026 167 0.0%
Bank of Montreal 3.19% 03-01-2028 3,890 4 0.1%
Bank of Montreal 2.89% 06-20-2023 4,039 4 0.1%
Bank of Montreal 2.85% 03-06-2024 2,499 3 0.0%
Bank of Montreal 2.70% 09-11-2024 DPNT 3,764 4 0.1%
Bank of America Corp. F/R 09-20-2025 Callable 2024 4,293 4 0.1%
Bank of America Corp. F/R 04-25-2025 Callable 2024 3,057 3 0.0%
Bank of America Corp. 3.95% 04-21-2025 1,010 1 0.0%
Bank of America Corp. 3.30% 04-24-2024 Callable 2023 42 0.0%
Ball Metalpack Finco LLC Term Loan B 1st Lien F/R 07-26-2025 712 1 0.0%
AT&T Inc. 4.35% 03-01-2029 Callable 2028 1,207 2 0.0%
AT&T Inc. 4.00% 11-25-2025 Callable 2025 3,876 4 0.1%
AT&T Inc. 2.85% 05-25-2024 4,526 5 0.1%
Asian Development Bank 6.00% 02-24-2021 23,827 0.0%
Ashtead Capital Inc. 4.13% 08-15-2025 Callable 2020 144A 646 1 0.0%
Artis Real Estate Investment Trust 3.68% 02-22-2021 1,483 2 0.0%
Aroundtown SA 4.63% 09-18-2025 Callable 2025 2,874 3 0.0%
Aristocrat International Pty Ltd. Term Loan B 1st Lien F/R 10-19-2024 450 1 0.0%
Ardonagh Midco 3 PLC 8.63% 07-15-2023 Callable 2020 257 0.0%
Arcos Dorados Holdings Inc. 6.63% 09-27-2023 278 0.0%
Arcos Dorados Holdings Inc. 5.88% 04-04-2027 Callable 2022 660 1 0.0%
ArcelorMittal SA 5.13% 06-01-2020 278 0.0%
APFS Staffing Holdings Inc. Term Loan 1st Lien F/R 04-10-2026 859 1 0.0%
Anheuser-Busch InBev Worldwide Inc. 4.75% 01-23-2029 Callable 2028 551 1 0.0%
Anheuser-Busch InBev Finance Inc. 2.60% 05-15-2024 Callable 2024 3,707 4 0.1%
Amcor PLC 14,332 213 3.0%
AMC Entertainment Holdings Inc. 5.88% 11-15-2026 Callable 250 0.0%
Altice France SA Term Loan B13 1st Lien F/R 01-31-2026 447 1 0.0%
AltaLink LP 3.72% 12-03-2046 Callable MTN 4,884 6 0.1%
AltaGas Ltd. Pfd. Series K 71 1 0.0%
Allegiant Travel Co. Term Loan B 1st Lien F/R 01-29-2024 1,224 2 0.0%
Alimentation Couche-Tard Inc. Class B Sub. voting 2,137 176 2.5%
Algonquin Power & Utilities Corp. 4.65% 02-15-2022 2,203 2 0.0%
Algonquin Power & Utilities Corp. 4.09% 02-17-2027 Callable 4,774 5 0.1%
Alcoa Nederland Holding BV 6.13% 05-15-2028 Callable 2023 144A 257 0.0%
Alchemy US Holdco LLC Term Loan B 1st Lien F/R 10-01-2025 814 1 0.0%
Alcami Carolinas Corp. Term Loan 1st Lien F/R 07-06-2025 919 1 0.0%
AL Midcoast Holdings LLC Term Loan B 1st Lien F/R 06-28-2025 1,050 1 0.0%
AIMCo Realty Investors LP 3.04% 06-01-2028 Callable 2028 35 0.0%
Aimco Realty Investors LP 2.712% 06-01-2029 Callable 2029 2,782 3 0.0%
AIMCo Realty Investors LP 2.27% 06-26-2024 Callable 2024 3,580 4 0.1%
AI Ladder Luxembourg Term Loan B 1st Lien F/R 05-04-2025 373 0.0%
AerCap Ireland Capital Designated Activity Co. 4.88% 01-16-2024 Callable 2023 361 1 0.0%
AerCap Ireland Capital Designated Activity Co. 4.45% 10-01-2025 Callable 2025 1,469 2 0.0%
AerCap Ireland Capital Designated Activity Co. 3.30% 01-23-2023 Callable 2022 2,020 3 0.0%
Aegis Toxicology Sciences Corp. Term Loan B 1st Lien F/R 05-09-2025 364 0.0%
Advanced Micro Devices Inc. 7.50% 08-15-2022 243 0.0%
Adtalem Global Education Inc. Term Loan B 1st Lien F/R 04-09-2025 72 0.0%
Acproducts Inc. Term Loan 1st Lien F/R 02-14-2024 1,422 2 0.0%
AAC holdings Inc. Term Loan 1st Lien F/R 06-30-2023 152 0.0%
407 International Inc. 3.72% 05-11-2048 Callable 2047 4,957 6 0.1%
407 International Inc. 3.67% 03-08-2049 Callable 2048 1,483 2 0.0%
407 International Inc. 3.65% 09-08-2044 Callable MTN 1,207 1 0.0%
407 International Inc. 3.60% 05-21-2047 Callable 4,223 5 0.1%
407 International Inc. 3.43% 06-01-2033 MTN 6,059 6 0.1%
407 International Inc. 3.14% 03-06-2030 Callable 2029 1,017 1 0.0%
Total Investments -- 7,285 98.5%
Other Assets (Liabilities) -- 13 0.2%
Currency Hedge Contracts -- 13 0.2%
Cash & Equivalents -- 78 1.1%
Total Net Assets -- 7,389 100.0%