0001752724-20-212822.txt : 20201022
0001752724-20-212822.hdr.sgml : 20201022
20201022151804
ACCESSION NUMBER: 0001752724-20-212822
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20201022
PERIOD START: 20200930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FRANKLIN CUSTODIAN FUNDS
CENTRAL INDEX KEY: 0000038721
IRS NUMBER: 132573775
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00537
FILM NUMBER: 201254694
BUSINESS ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
BUSINESS PHONE: 650-312-2000
MAIL ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN CUSTODIAN FUNDS INC
DATE OF NAME CHANGE: 19920703
0000038721
S000006756
FRANKLIN INCOME FUND
C000018329
CLASS A1
FKINX
C000018332
CLASS C
FCISX
C000018333
ADVISOR CLASS
FRIAX
C000018334
CLASS R
FISRX
C000128787
Class R6
FNCFX
C000199719
Class A
FKIQX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-20-114174
0000038721
XXXXXXXX
S000006756
C000018332
C000199719
C000018333
C000018334
C000018329
C000128787
Franklin Custodian Funds
811-00537
0000038721
549300PYEMTLTOE2MK86
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin Income Fund
S000006756
2I64NSETYA60QJ4H0C97
2020-09-30
2020-03-31
N
62413324059.60
1325539773.81
61087784285.79
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
540842244.76000000
0.00000000
0.00000000
0
USD
CAD
GBP
EUR
CHF
N
IBM 8.0% ELN Issued by Barclays Bank PLC 8.00% ELN 12/31/2020
G5GSEF7VJP5I7OUK5573
IBM 8.0% ELN Issued by Barclays Bank PLC 8.00% ELN 12/31/2020
06747E450
2000000.00000000
NS
USD
220979558.00000000
0.361740993855
Long
EP
CORP
GB
N
2
N
N
N
US BANCORP COM USD.01
N1GZ7BBF3NP8GI976H15
US BANCORP COM USD.01
902973304
6000000.00000000
NS
USD
206700000.00000000
0.338365521710
Long
EC
CORP
US
N
1
N
N
N
General Motors Financial Co Inc 4.15% 06/19/2023
5493008B6JBRUJ90QL97
General Motors Financial Co Inc 4.15% 06/19/2023
37045XCL8
75000000.00000000
PA
USD
68304394.50000000
0.111813507886
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
UNION PACIFIC CORP COM USD2.5
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP COM USD2.5
907818108
3200000.00000000
NS
USD
451328000.00000000
0.738818743021
Long
EC
CORP
US
N
1
N
N
N
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND 6.125% 08/15/2029
912810FJ2
100000000.00000000
PA
USD
149707031.00000000
0.245068687218
Long
DBT
UST
US
N
2
2029-08-15
Fixed
6.12500000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS INC COM USD1
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC COM USD1
009158106
500000.00000000
NS
USD
99805000.00000000
0.163379636644
Long
EC
CORP
US
N
1
N
N
N
CSCO 7.5% ELN Issued by JPMorgan Chase Bank, National Association 7.5% ELN 1/19/2021
7H6GLXDRUGQFU57RNE97
CSCO 7.5% ELN Issued by JPMorgan Chase Bank, National Association 7.5% ELN 1/19/2021
48128D628
6050000.00000000
NS
USD
246028501.40000000
0.402745825988
Long
EP
CORP
US
N
2
N
N
N
HOST HOTELS & RESORTS INC REIT USD.01
N6EL63S0K3PB1YFTDI24
HOST HOTELS & RESORTS INC REIT USD.01
44107P104
20000000.00000000
NS
USD
220800000.00000000
0.361447059475
Long
EC
CORP
US
N
1
N
N
N
Centene Corp 4.625% 12/15/2029 144A
549300Z7JJ4TQSQGT333
Centene Corp 4.625% 12/15/2029 144A
15135BAS0
60000000.00000000
PA
USD
60633000.00000000
0.099255523356
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
DISH DBS CORP 5.875% 11/15/2024
N/A
DISH DBS CORP 5.875% 11/15/2024
25470XAW5
128200000.00000000
PA
USD
125646897.00000000
0.205682524696
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
HAL 10.0% ELN Issued by Wells Fargo Bank, N.A. 10.0% ELN 1/11/2021
KB1H1DSPRFMYMCUFXT09
HAL 10.0% ELN Issued by Wells Fargo Bank, N.A. 10.0% ELN 1/11/2021
95002A790
12700000.00000000
NS
USD
121863358.00000000
0.199488914886
Long
EP
CORP
US
N
2
N
N
N
MORGAN STANLEY 5.55% 7/15/2168 PERP
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 5.55% 7/15/2168 PERP
617474AA9
58000000.00000000
PA
USD
51026660.00000000
0.083530055307
Long
DBT
CORP
US
N
2
N/A
Variable
5.55000000
N
N
N
N
N
N
GM 8.5% ELN Issued by Wells Fargo Bank, N.A. 8.5% ELN 11/25/2020
KB1H1DSPRFMYMCUFXT09
GM 8.5% ELN Issued by Wells Fargo Bank, N.A. 8.5% ELN 11/25/2020
95002A840
6512000.00000000
NS
USD
148172680.48000000
0.242556973071
Long
EP
CORP
US
N
2
N
N
N
ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANC 10.00% 04/01/2022 144A
N/A
ASCENT RESOURCES UTICA HOLDINGS LLC / ARU FINANC 10.00% 04/01/2022 144A
04364VAA1
70000000.00000000
PA
USD
37973635.00000000
0.062162403570
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
10.00000000
N
N
N
N
N
N
Tenet Healthcare Corp 7% 08/01/2025
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp 7% 08/01/2025
88033GCW8
155000000.00000000
PA
USD
135044525.00000000
0.221066333603
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
7.00000000
N
N
N
N
N
N
MET 7.5% ELN Issued by Goldman Sachs International 7.50% ELN 12/29/20
W22LROWP2IHZNBB6K528
MET 7.5% ELN Issued by Goldman Sachs International 7.50% ELN 12/29/20
000000000
5210000.00000000
NS
USD
165498562.39000000
0.270919242406
Long
EP
CORP
GB
N
2
N
N
N
BELK INC 6.5% 07/31/2025 Extended Term Loan B
N/A
BELK INC 6.5% 07/31/2025 Extended Term Loan B
07384DAC6
135813907.97000000
PA
USD
64511606.29000000
0.105604757226
Long
LON
CORP
US
N
2
2025-07-31
Floating
7.75000000
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875% 02/01/2022
5493007X5NC5XI1BB106
CHS/COMMUNITY HEALTH SYSTEMS INC 6.875% 02/01/2022
12543DAV2
26766000.00000000
PA
USD
20275245.00000000
0.033190342778
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
6.87500000
N
N
N
N
N
N
GLOBAL EAGLE ENTERTAINMENT INC 10.02025% 01/06/2023 Initial Term Loans
5493000LLKPEGV8XVG26
GLOBAL EAGLE ENTERTAINMENT INC 10.02025% 01/06/2023 Initial Term Loans
37955UAB6
35158523.31000000
PA
USD
23028832.77000000
0.037697934274
Long
LON
CORP
US
N
2
2023-01-06
Floating
9.37800000
N
N
N
N
N
N
Golden Nugget Inc 6.5% 10/23/2023 B Term Loan
91D14OD6M4H1RVBN7R43
Golden Nugget Inc 6.5% 10/23/2023 B Term Loan
000000000
26135237.94000000
PA
USD
20429053.03000000
0.033442124753
Long
LON
CORP
US
N
2
2023-10-23
Floating
6.50000000
N
N
N
N
N
N
Broadcom Inc COM USD 1
549300WV6GIDOZJTV909
Broadcom Inc COM USD 1
11135F101
250000.00000000
NS
USD
59275000.00000000
0.097032492982
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse AG/Nassau ZERO 02/08/2021 S&p 500 INDEX
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/Nassau ZERO 02/08/2021 S&p 500 INDEX
22542D274
33000.00000000
PA
USD
79454760.00000000
0.130066527913
Long
DBT
CORP
CH
N
2
2021-02-08
None
0.00000000
N
N
N
N
N
N
UBS AG LONDON BRANCH ZERO 5/07/2021 S&P 500 INDEX
BFM8T61CT2L1QCEMIK50
UBS AG LONDON BRANCH ZERO 5/07/2021 S&P 500 INDEX
90269A443
75000.00000000
PA
USD
62996250.00000000
0.103124136415
Long
DBT
CORP
CH
N
2
2021-05-07
None
0.00000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A
914906AS1
202220000.00000000
PA
USD
173909200.00000000
0.284687359401
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
GOVT NATL MORTG ASSN 4% 10/20/2049 SF2
549300M8ZYFG0OCMTT87
GOVT NATL MORTG ASSN 4% 10/20/2049 SF2
36179U4D1
77391393.41000000
PA
USD
82399210.93000000
0.134886560207
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
4.00000000
N
N
N
N
N
N
FMG RESOURCES AUGUST 2006 PTY LTD 5.125% 03/15/2023 144A
549300EFD6S2NFE9D745
FMG RESOURCES AUGUST 2006 PTY LTD 5.125% 03/15/2023 144A
30251GAY3
25000000.00000000
PA
USD
24686750.00000000
0.040411925704
Long
DBT
CORP
AU
N
2
2023-03-15
Fixed
5.12500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP 5.50% 09/15/2026 CNV
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 5.50% 09/15/2026 CNV
165167CY1
203359000.00000000
PA
USD
11184745.00000000
0.018309298873
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2049 FNL
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2049 FNL
31329QM99
89627984.99000000
PA
USD
96181162.90000000
0.157447457007
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
MRK 7.0% ELN Issued by Royal Bank of Canada 7.00% ELN 01/25/2021
ES7IP3U3RHIGC71XBU11
MRK 7.0% ELN Issued by Royal Bank of Canada 7.00% ELN 01/25/2021
78013P766
3220000.00000000
NS
USD
260477501.48000000
0.426398672869
Long
EP
CORP
CA
N
2
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE SA/CB LLC 4.875% 04/15/2020 144A
N/A
MALLINCKRODT INTERNATIONAL FINANCE SA/CB LLC 4.875% 04/15/2020 144A
561233AB3
66800000.00000000
PA
USD
48067676.80000000
0.078686233855
Long
DBT
CORP
LU
Y
2
2020-04-15
Fixed
4.87500000
N
N
N
N
N
N
CEMEX FINANCE LLC 6.00% 04/01/2024 144A
529900USOXVC2TX3H980
CEMEX FINANCE LLC 6.00% 04/01/2024 144A
12516UAD7
57800000.00000000
PA
USD
50287734.00000000
0.082320441947
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
6.00000000
N
N
N
N
N
N
GOVT NATL MORTG ASSN 3.5% 12/20/2049 SF2
549300M8ZYFG0OCMTT87
GOVT NATL MORTG ASSN 3.5% 12/20/2049 SF2
36179VBG4
177391892.68000000
PA
USD
187435661.99000000
0.306830022043
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.50000000
N
N
N
N
N
N
CALUMET SPECIALTY PRODUCTS PARTNERS LP/FINANCE C 7.625% 01/15/2022
N/A
CALUMET SPECIALTY PRODUCTS PARTNERS LP/FINANCE C 7.625% 01/15/2022
131477AL5
165665000.00000000
PA
USD
129787924.94000000
0.212461339787
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
7.62500000
N
N
N
N
N
N
BMY 8.0% ELN Issued by Goldman Sachs International 8.0% ELN 02/10/2021
W22LROWP2IHZNBB6K528
BMY 8.0% ELN Issued by Goldman Sachs International 8.0% ELN 02/10/2021
000000000
3984000.00000000
NS
USD
227723260.75000000
0.372780357664
Long
EP
CORP
GB
N
2
N
N
N
COMCAST CORP COM A USD1 (NEW)
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COM A USD1 (NEW)
20030N101
10000000.00000000
NS
USD
343800000.00000000
0.562796644238
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC COM USD.5
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC COM USD.5
58933Y105
3000000.00000000
NS
USD
230820000.00000000
0.377849684185
Long
EC
CORP
US
N
1
N
N
N
DISH DBS CORP 5.875% 07/15/2022
N/A
DISH DBS CORP 5.875% 07/15/2022
25470XAJ4
391500000.00000000
PA
USD
383341140.00000000
0.627525035458
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.87500000
N
N
N
N
N
N
ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 6.00% 02/01/2025 144A
N/A
ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 6.00% 02/01/2025 144A
29273EAA6
74900000.00000000
PA
USD
51563407.00000000
0.084408703970
Long
DBT
CORP
IE
N
2
2025-02-01
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS PLC 3.65% 03/16/2025
213800LBQA1Y9L22JB70
BARCLAYS PLC 3.65% 03/16/2025
06738EAE5
50000000.00000000
PA
USD
49420986.00000000
0.080901585444
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
POST HOLDINGS INC 5.625% 01/15/2028 144A
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 5.625% 01/15/2028 144A
737446AN4
65000000.00000000
PA
USD
66498250.00000000
0.108856870121
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE SA/CB LLC 5.75% 08/01/2022 144A
N/A
MALLINCKRODT INTERNATIONAL FINANCE SA/CB LLC 5.75% 08/01/2022 144A
561233AA5
190110000.00000000
PA
USD
96480825.00000000
0.157938000416
Long
DBT
CORP
LU
Y
2
2022-08-01
Fixed
5.75000000
N
N
N
N
N
N
CHS/Community Health Systems Inc 6.625% 02/15/2025 144A
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc 6.625% 02/15/2025 144A
12543DBF6
300000000.00000000
PA
USD
279750000.00000000
0.457947531197
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.62500000
N
N
N
N
N
N
UNITED STATES TREASURY NOTE/BOND 6.875% 08/15/2025
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND 6.875% 08/15/2025
912810EV6
400000000.00000000
PA
USD
536437500.00000000
0.878142015251
Long
DBT
UST
US
N
2
2025-08-15
Fixed
6.87500000
N
N
N
N
N
N
CITIGROUP INC 4.125% 07/25/2028
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.125% 07/25/2028
172967KU4
165000000.00000000
PA
USD
169686161.70000000
0.277774294294
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
BARCLAYS PLC 4.375% 01/12/2026
213800LBQA1Y9L22JB70
BARCLAYS PLC 4.375% 01/12/2026
06738EAN5
125000000.00000000
PA
USD
127578125.00000000
0.208843922711
Long
DBT
CORP
GB
N
N/A
2026-01-12
Fixed
4.37500000
N
N
N
N
N
N
Bausch Health Cos Inc 5.50% 11/01/2025 144A
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc 5.50% 11/01/2025 144A
91911KAN2
91000000.00000000
PA
USD
92506505.00000000
0.151432084305
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
AVGO 10.0% ELN Issued By Credit Suisse AG, London Branch 10.0% ELN 4/14/2021
ANGGYXNX0JLX3X63JN86
AVGO 10.0% ELN Issued By Credit Suisse AG, London Branch 10.0% ELN 4/14/2021
22550T484
1275000.00000000
NS
USD
290609314.35000000
0.475724103841
Long
EP
CORP
CH
N
2
N
N
N
INTC 8.00% ELN Issued by Royal Bank of Canada 8.00% ELN 11/18/2020
ES7IP3U3RHIGC71XBU11
INTC 8.00% ELN Issued by Royal Bank of Canada 8.00% ELN 11/18/2020
78013P733
5070000.00000000
NS
USD
270699858.39000000
0.443132553512
Long
EP
CORP
CA
N
2
N
N
N
SPRINT CORP 7.125% 06/15/2024
549300ZTTY7CXOLJ6539
SPRINT CORP 7.125% 06/15/2024
85207UAH8
190650000.00000000
PA
USD
210665390.25000000
0.344856819923
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO 6.00% 2/1/2169 PERP
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 6.00% 2/1/2169 PERP
48126HAA8
105000000.00000000
PA
USD
105072975.00000000
0.172003251105
Long
DBT
CORP
US
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO 3.00% 02/15/2027
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO 3.00% 02/15/2027
460146CP6
50000000.00000000
PA
USD
51546263.00000000
0.084380639439
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.00000000
N
N
N
N
N
N
INTC 8% ELN Issued by Merrill Lynch International & Co. C.V. 8.00% ELN 02/23/2021
AHYI0DDQ2LCHPGHJC422
INTC 8% ELN Issued by Merrill Lynch International & Co. C.V. 8.00% ELN 02/23/2021
59027A797
4583000.00000000
NS
USD
260379052.38000000
0.426237512825
Long
EP
CORP
US
N
2
N
N
N
CITIGROUP INC 5.95% 2/15/2169 PERP
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.95% 2/15/2169 PERP
172967JZ5
120000000.00000000
PA
USD
105625800.00000000
0.172908219269
Long
DBT
CORP
US
N
2
N/A
Variable
5.95000000
N
N
N
N
N
N
MORGAN STANLEY COM USD.01
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY COM USD.01
617446448
5960000.00000000
NS
USD
202640000.00000000
0.331719348424
Long
EC
CORP
US
N
1
N
N
N
CVS 8.5% ELN ISSUED BY CREDIT SUISSE AG, LONDON BRANCH 8.50% ELN 8/24/2020
ANGGYXNX0JLX3X63JN86
CVS 8.5% ELN ISSUED BY CREDIT SUISSE AG, LONDON BRANCH 8.50% ELN 8/24/2020
22550T286
4000000.00000000
NS
USD
227189924.00000000
0.371907291541
Long
EP
CORP
CH
N
2
N
N
N
JPMORGAN CHASE & CO 5.00% 1/1/2169 PERP *FORMERLY FIXED*
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 5.00% 1/1/2169 PERP *FORMERLY FIXED*
48127FAA1
195100000.00000000
PA
USD
169687249.50000000
0.277776075010
Long
DBT
CORP
US
N
2
N/A
Variable
4.75338000
N
N
N
N
N
N
BP PLC SPONSORED ADR
213800LH1BZH3DI6G760
BP PLC SPONSORED ADR
055622104
9000000.00000000
NS
USD
219510000.00000000
0.359335344318
Long
EC
CORP
GB
N
1
N
N
N
GOLDEN NUGGET INC 6.75% 10/15/2024 144A
91D14OD6M4H1RVBN7R43
GOLDEN NUGGET INC 6.75% 10/15/2024 144A
38113YAE9
70000000.00000000
PA
USD
44615200.00000000
0.073034569057
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
6.75000000
N
N
N
N
N
N
GOVT NATL MORTG ASSN 4% 11/20/2049 SF2
549300M8ZYFG0OCMTT87
GOVT NATL MORTG ASSN 4% 11/20/2049 SF2
36179U6W7
56238061.06000000
PA
USD
59897790.56000000
0.098051993962
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
4.00000000
N
N
N
N
N
N
Southern Co/The 5.50% 03/15/2057 *FIXED TO FLOAT*
549300FC3G3YU2FBZD92
Southern Co/The 5.50% 03/15/2057 *FIXED TO FLOAT*
842587CY1
46857000.00000000
PA
USD
44802820.05000000
0.073341700920
Long
DBT
CORP
US
N
2
2057-03-15
Variable
5.50000000
N
N
N
N
N
N
RAYTHEON CO NEW COM NPV
YR6K3WJN0KKLUPZSNL57
RAYTHEON CO NEW COM NPV
755111507
2000000.00000000
NS
USD
262300000.00000000
0.429382081977
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Note/Bond 2.875% 05/31/2025
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.875% 05/31/2025
9128284R8
250000000.00000000
PA
USD
281416015.00000000
0.460674778583
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.87500000
N
N
N
N
N
N
United States Treasury Note/Bond 2.5% 02/28/2021
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.5% 02/28/2021
9128286D7
500000000.00000000
PA
USD
510869140.00000000
0.836286904121
Long
DBT
UST
US
N
2
2021-02-28
Fixed
2.50000000
N
N
N
N
N
N
Comcast Corp 3.95% 10/15/2025
51M0QTTNCGUN7KFCFZ59
Comcast Corp 3.95% 10/15/2025
20030NCS8
50000000.00000000
PA
USD
55157147.00000000
0.090291615001
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP 6.25% 03/05/2169 PERP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 6.25% 03/05/2169 PERP
060505EH3
85000000.00000000
PA
USD
86334075.00000000
0.141327887415
Long
DBT
CORP
US
N
2
N/A
Variable
6.25000000
N
N
N
N
N
N
GOVT NATL MORTG ASSN 4% 12/20/2049 SF2
549300M8ZYFG0OCMTT87
GOVT NATL MORTG ASSN 4% 12/20/2049 SF2
36179VBH2
94402086.51000000
PA
USD
101230299.88000000
0.165712836148
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
4.00000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CAPITAL CORP 5.50% 03/01/2025 144A
N/A
WYNN LAS VEGAS LLC/CAPITAL CORP 5.50% 03/01/2025 144A
983130AV7
157500000.00000000
PA
USD
147651525.00000000
0.241703847547
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
TXN 9.0% ELN Issued by JPMorgan Chase Bank, National Association 9% ELN 07/06/2020
7H6GLXDRUGQFU57RNE97
TXN 9.0% ELN Issued by JPMorgan Chase Bank, National Association 9% ELN 07/06/2020
48128D719
2236000.00000000
NS
USD
228277571.13000000
0.373687757378
Long
EP
CORP
US
N
2
N
N
N
BAC 7.0% ELN Issued by Credit Suisse AG, London Branch 7.0% ELN 10/21/2020
ANGGYXNX0JLX3X63JN86
BAC 7.0% ELN Issued by Credit Suisse AG, London Branch 7.0% ELN 10/21/2020
22550T427
8550000.00000000
NS
USD
190843934.40000000
0.312409324763
Long
EP
CORP
CH
N
2
N
N
N
HSBC HOLDINGS PLC 3.40% 03/08/2021
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.40% 03/08/2021
404280AV1
25000000.00000000
PA
USD
25145587.75000000
0.041163037821
Long
DBT
CORP
GB
N
2
2021-03-08
Fixed
3.40000000
N
N
N
N
N
N
AT&T INC 3.00% 06/30/2022
549300Z40J86GGSTL398
AT&T INC 3.00% 06/30/2022
00206RCM2
90000000.00000000
PA
USD
90870934.50000000
0.148754674215
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CAPITAL CORP 5.25% 05/15/2027 144A
N/A
WYNN LAS VEGAS LLC/CAPITAL CORP 5.25% 05/15/2027 144A
983130AX3
99827000.00000000
PA
USD
90717786.25000000
0.148503972292
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC 3.272% 09/29/2025 FIXED TO FLOAT
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC 3.272% 09/29/2025 FIXED TO FLOAT
38141GWQ3
100000000.00000000
PA
USD
102147251.00000000
0.167213874581
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.27200000
N
N
N
N
N
N
PBF Holding Co LLC / PBF Finance Corp 6.00% 02/15/2028 144A
N/A
PBF Holding Co LLC / PBF Finance Corp 6.00% 02/15/2028 144A
69318FAH1
50000000.00000000
PA
USD
34000000.00000000
0.055657608796
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
CHS/Community Health Systems Inc 8% 03/15/2026 144A
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc 8% 03/15/2026 144A
12543DBC3
396500000.00000000
PA
USD
378904123.00000000
0.620261689681
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
Bausch Health Cos Inc 7.25% 05/30/2029 144A
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc 7.25% 05/30/2029 144A
071734AF4
40000000.00000000
PA
USD
41734000.00000000
0.068318077808
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.25000000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC 5.125% 05/15/2023 144A
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 5.125% 05/15/2023 144A
914906AR3
175000000.00000000
PA
USD
156187500.00000000
0.255677140407
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
5.12500000
N
N
N
N
N
N
Sempra Energy 3.4% 02/01/2028
PBBKGKLRK5S5C0Y4T545
Sempra Energy 3.4% 02/01/2028
816851BG3
30000000.00000000
PA
USD
30158211.90000000
0.049368645880
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40000000
N
N
N
N
N
N
Vistra Energy Corp 5.875% 06/01/2023
549300KP43CPCUJOOG15
Vistra Energy Corp 5.875% 06/01/2023
26817RAB4
78000000.00000000
PA
USD
78387660.00000000
0.128319697491
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
5.87500000
N
N
N
N
N
N
FORD MOTOR CO 4.75% 01/15/2043
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 4.75% 01/15/2043
345370CQ1
60000000.00000000
PA
USD
34350000.00000000
0.056230554769
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
FANNIE MAE 4% 12/01/2049 FNL
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 4% 12/01/2049 FNL
31418DJT0
95385306.84000000
PA
USD
101967853.54000000
0.166920203003
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP 6.5% 06/23/2024 Class A Loan
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 6.5% 06/23/2024 Class A Loan
16516FAH2
195000000.00000000
PA
USD
79170000.00000000
0.129600379070
Long
LON
CORP
US
N
2
2024-06-23
Floating
9.00000000
N
N
N
N
N
N
Barclays PLC FRN 05/07/2025 *FIXED TO FLOAT*
213800LBQA1Y9L22JB70
Barclays PLC FRN 05/07/2025 *FIXED TO FLOAT*
06738EBH7
50000000.00000000
PA
USD
48055467.00000000
0.078666246552
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.93200000
N
N
N
N
N
N
CMI 8.0% ELN Issued by Credit Suisse AG, London Branch 8% ELN 07/10/20
ANGGYXNX0JLX3X63JN86
CMI 8.0% ELN Issued by Credit Suisse AG, London Branch 8% ELN 07/10/20
22550T252
1700000.00000000
NS
USD
237471998.70000000
0.388738929519
Long
EP
CORP
CH
N
2
N
N
N
DELL INTERNATIONAL LLC / EMC CORP 5.45% 06/15/2023 144A
N/A
DELL INTERNATIONAL LLC / EMC CORP 5.45% 06/15/2023 144A
25272KAG8
25000000.00000000
PA
USD
25686143.75000000
0.042047921774
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
HSBC Holdings PLC 4.292 09/12/2026 *FIXED TO FLOAT*
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC 4.292 09/12/2026 *FIXED TO FLOAT*
404280BX6
125000000.00000000
PA
USD
130931012.50000000
0.214332560970
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29200000
N
N
N
N
N
N
FANNIE MAE 4% 02/01/2050 FNL
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 4% 02/01/2050 FNL
31418DLU4
241982722.08000000
PA
USD
258604060.33000000
0.423331871262
Long
ABS-MBS
USGA
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS CO 5.15% 04/01/2038
54930070NSV60J38I987
GENERAL MOTORS CO 5.15% 04/01/2038
37045VAP5
165000000.00000000
PA
USD
119866167.30000000
0.196219536690
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC 2.876% 10/31/2022 FIXED TO FLOAT
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC 2.876% 10/31/2022 FIXED TO FLOAT
38148YAC2
115000000.00000000
PA
USD
115684100.50000000
0.189373541457
Long
DBT
CORP
US
N
2
2022-10-31
Variable
2.87600000
N
N
N
N
N
N
N/A
N/A
PEPSICO INC STRIKE 130 EXPIRES 05/15/20 CALLS
000000000
-15000.0000
NC
USD
-3975000.00000000
-0.00650702926
N/A
DE
CORP
US
N
1
SeaPort Global Securities LLC
54930028D6D0G5RZJ888
Susquehanna International Group
549300E8QX0ZMRDC2M81
Call
Written
PEPSICO INC STRIKE 130 EXPIRES 05/15/20 CALLS
PEPSICO INC STRIKE 130 EXPIRES 05/15/20 CALLS
200.00000000
130.00000000
USD
2020-05-15
XXXX
-302513.85000000
N
N
N
BASF SE ORD EUR NPV***REGISTERED SHARES***
529900PM64WH8AF1E917
BASF SE ORD EUR NPV***REGISTERED SHARES***
000000000
10000000.00000000
NS
467292309.80000000
0.764952134478
Long
EC
CORP
DE
N
2
N
N
N
CISCO SYSTEMS INC COM USD NPV
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC COM USD NPV
17275R102
5000000.00000000
NS
USD
196550000.00000000
0.321750088496
Long
EC
CORP
US
N
1
N
N
N
24 HOUR FITNESS WORLDWIDE INC 8.00% 06/01/2022 144A
N/A
24 HOUR FITNESS WORLDWIDE INC 8.00% 06/01/2022 144A
90132BAA5
197630000.00000000
PA
USD
21430206.68000000
0.035081001759
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
8.00000000
N
N
N
N
N
N
Par Pharmaceutical Inc 7.50% 04/01/2027 144A
549300KK5WR4MGN4YT97
Par Pharmaceutical Inc 7.50% 04/01/2027 144A
69888XAA7
85000000.00000000
PA
USD
85218875.00000000
0.139502317846
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
N
N
N
N
N
N
UNITED STATES TREASURY NOTE/BOND 2.00% 11/30/2022
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND 2.00% 11/30/2022
912828M80
450000000.00000000
PA
USD
470636721.00000000
0.770426897132
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00000000
N
N
N
N
N
N
Barclays PLC 4.61% 02/15/2023 *FIXED TO FLOAT*
213800LBQA1Y9L22JB70
Barclays PLC 4.61% 02/15/2023 *FIXED TO FLOAT*
06738EBE4
50000000.00000000
PA
USD
50917206.50000000
0.083350881187
Long
DBT
CORP
GB
N
2
2023-02-15
Variable
4.61000000
N
N
N
N
N
N
CVS Health Corp 4.30% 03/25/2028
549300EJG376EN5NQE29
CVS Health Corp 4.30% 03/25/2028
126650CX6
125000000.00000000
PA
USD
133012996.25000000
0.217740744414
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
ABBVIE INC 3.20% 05/14/2026
FR5LCKFTG8054YNNRU85
ABBVIE INC 3.20% 05/14/2026
00287YAY5
35000000.00000000
PA
USD
36339486.75000000
0.059487321687
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC COM USD1
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC COM USD1
92343V104
12000000.00000000
NS
USD
644760000.00000000
1.055464701393
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC 2.90% 11/06/2022
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.90% 11/06/2022
00287YAL3
35000000.00000000
PA
USD
35452523.05000000
0.058035372316
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90000000
N
N
N
N
N
N
FORD MOTOR CO 4.346% 12/08/2026
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 4.346% 12/08/2026
345370CR9
138000000.00000000
PA
USD
106950000.00000000
0.175075919433
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.34600000
N
N
N
N
N
N
GM 9.0% ELN Issued by Wells Fargo Bank NA 9.0% ELN 6/1/2020
KB1H1DSPRFMYMCUFXT09
GM 9.0% ELN Issued by Wells Fargo Bank NA 9.0% ELN 6/1/2020
94980V280
13580000.00000000
NS
USD
292836404.00000000
0.479369823973
Long
EP
CORP
US
N
2
N
N
N
UNITED TECHNOLOGIES CORP 4.50% 06/01/2042
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP 4.50% 06/01/2042
913017BT5
20000000.00000000
PA
USD
23327838.80000000
0.038187403705
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC 5.95% 7/30/2167 PERP
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.95% 7/30/2167 PERP
172967GD7
175000000.00000000
PA
USD
169345750.00000000
0.277217044258
Long
DBT
CORP
US
N
2
N/A
Variable
5.95000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION CNV PRF 5.375%
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION CNV PRF 5.375%
313586810
4250.00000000
NS
USD
77562500.00000000
0.126968920066
Long
EP
CORP
US
N
2
N
N
N
Cigna Corp 3.75% 07/15/2023
549300VIWYMSIGT1U456
Cigna Corp 3.75% 07/15/2023
125523AF7
36552000.00000000
PA
USD
37690435.80000000
0.061698809738
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
NETFLIX INC 4.875% 04/15/2028
549300Y7VHGU0I7CE873
NETFLIX INC 4.875% 04/15/2028
64110LAS5
79300000.00000000
PA
USD
81486697.50000000
0.133392786221
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
BAT Capital Corp 3.557% 08/15/2027
2138005GYEXN7XRHFA84
BAT Capital Corp 3.557% 08/15/2027
05526DBB0
170000000.00000000
PA
USD
160469426.00000000
0.262686604001
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
JPMORGAN CHASE & CO 5.15% 11/1/2168 PERP
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 5.15% 11/1/2168 PERP
48124BAC9
100000000.00000000
PA
USD
95049000.00000000
0.155594119366
Long
DBT
CORP
US
N
2
N/A
Variable
5.15000000
N
N
N
N
N
N
HCA INC 5.875% 05/01/2023
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875% 05/01/2023
404121AG0
100000000.00000000
PA
USD
105012500.00000000
0.171904254226
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.87500000
N
N
N
N
N
N
Bank of America Corp 3.004% 12/20/2023 FIXED TO FLOAT
9DJT3UXIJIZJI4WXO774
Bank of America Corp 3.004% 12/20/2023 FIXED TO FLOAT
06051GHC6
50000000.00000000
PA
USD
51007364.00000000
0.083498467977
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.00400000
N
N
N
N
N
N
JPMORGAN CHASE & CO 7.90% 10/30/2168 *FORMERLY FIXED*
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 7.90% 10/30/2168 *FORMERLY FIXED*
46625HHA1
204959000.00000000
PA
USD
185333150.96000000
0.303388235678
Long
DBT
CORP
US
N
2
N/A
Variable
5.23950000
N
N
N
N
N
N
XPO LOGISTICS INC 6.50% 06/15/2022 144A
54930096DB9LCLPN7H13
XPO LOGISTICS INC 6.50% 06/15/2022 144A
983793AD2
50000000.00000000
PA
USD
50392000.00000000
0.082491124189
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
6.50000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC COM USD1
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC COM USD1
438516106
2500000.00000000
NS
USD
334475000.00000000
0.547531726531
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO/THE COM USD5
549300FC3G3YU2FBZD92
SOUTHERN CO/THE COM USD5
842587107
19860688.00000000
NS
USD
1075257648.32000000
1.760184398388
Long
EC
CORP
US
N
1
N
N
N
SPRINT CORP 7.625% 03/01/2026
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625% 03/01/2026
85207UAK1
96300000.00000000
PA
USD
109526805.00000000
0.179294119569
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
SPRINT COMMUNICATIONS INC 6.5% 02/03/2024 2018 Incremental Term Loans
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS INC 6.5% 02/03/2024 2018 Incremental Term Loans
85208EAD2
98750000.00000000
PA
USD
97968196.25000000
0.160372810039
Long
LON
CORP
US
N
2
2024-02-03
Floating
4.62500000
N
N
N
N
N
N
TARGET CORP COM USD.0833
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COM USD.0833
87612E106
2000000.00000000
NS
USD
185940000.00000000
0.304381640574
Long
EC
CORP
US
N
1
N
N
N
RIO 10.00% ELN Issued by Barclays Bank PLC 10.00% ELN 10/27/2020
G5GSEF7VJP5I7OUK5573
RIO 10.00% ELN Issued by Barclays Bank PLC 10.00% ELN 10/27/2020
06747D692
5000000.00000000
NS
USD
226299115.00000000
0.370449047458
Long
EP
CORP
GB
N
2
N
N
N
FANNIE MAE 4% 08/01/2049 FNL
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 4% 08/01/2049 FNL
3140QBMZ8
77908864.57000000
PA
USD
84520619.84000000
0.138359282184
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP PFD 8.3750% SER Z
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP PFD 8.3750% SER Z
313400624
6500000.00000000
NS
USD
39585000.00000000
0.064800189535
Long
EP
CORP
US
N
1
N
N
N
Bausch health Cos inc 6.50% 03/15/2022 144A
B3BS7ACMDUWISF18KY76
Bausch health Cos inc 6.50% 03/15/2022 144A
91911KAJ1
70203000.00000000
PA
USD
71168291.25000000
0.116501673914
Long
DBT
CORP
CA
N
2
2022-03-15
Fixed
6.50000000
N
N
N
N
N
N
GOVT NATL MORTG ASSN 4% 09/20/2049 SF2
549300M8ZYFG0OCMTT87
GOVT NATL MORTG ASSN 4% 09/20/2049 SF2
36179UZU9
79852160.26000000
PA
USD
84947264.69000000
0.139057694894
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.00000000
N
N
N
N
N
N
NETFLIX INC 4.375% 11/15/2026
549300Y7VHGU0I7CE873
NETFLIX INC 4.375% 11/15/2026
64110LAN6
100000000.00000000
PA
USD
100805000.00000000
0.165016625138
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.37500000
N
N
N
N
N
N
Bausch Health Cos Inc 5.50% 03/01/2023 144A
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc 5.50% 03/01/2023 144A
91911KAE2
52984000.00000000
PA
USD
52387665.08000000
0.085758004963
Long
DBT
CORP
CA
N
2
2023-03-01
Fixed
5.50000000
N
N
N
N
N
N
KINDER MORGAN INC 7.75% 01/15/2032
549300WR7IX8XE0TBO16
KINDER MORGAN INC 7.75% 01/15/2032
28368EAE6
118000000.00000000
PA
USD
136320361.40000000
0.223154863110
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
TGT 8.00% ELN ISSUED BY MERRILL LYNCH INTERNATIONAL & C 8.00% ELN 05/06/2020
AHYI0DDQ2LCHPGHJC422
TGT 8.00% ELN ISSUED BY MERRILL LYNCH INTERNATIONAL & C 8.00% ELN 05/06/2020
59027A490
3075000.00000000
NS
USD
269435675.85000000
0.441063101240
Long
EP
CORP
US
N
2
N
N
N
N/A
N/A
MCDONALD'S CORP STRIKE 180 EXPIRES 05/15/20 CALLS
000000000
-6000.00000000
NC
USD
-3006000.00000000
-0.00492078741
N/A
DE
CORP
US
N
1
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Call
Written
MCDONALD'S CORP STRIKE 180 EXPIRES 05/15/20 CALLS
MCDONALD'S CORP STRIKE 180 EXPIRES 05/15/20 CALLS
100.00000000
180.00000000
USD
2020-05-15
XXXX
1254152.77000000
N
N
N
MOTORS LIQUIDATION CO ESCROW ACCOUNT USD NPV REF SM # 280615
N/A
MOTORS LIQUIDATION CO ESCROW ACCOUNT USD NPV REF SM # 280615
370ESC717
11000000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
AAPL 8.00% ELN ISSUED BY CITIGROUP GLOBAL MARKET 8.00% ELN 01/13/2021
82VOJDD5PTRDMVVMGV31
AAPL 8.00% ELN ISSUED BY CITIGROUP GLOBAL MARKET 8.00% ELN 01/13/2021
17327U269
1180000.00000000
NS
USD
302854888.30000000
0.495769967499
Long
EP
CORP
US
N
2
N
N
N
AAPL 7.5% ELN Issued by Merrill Lynch International & Co. C.V. 7.50% ELN 4/3/2020
AHYI0DDQ2LCHPGHJC422
AAPL 7.5% ELN Issued by Merrill Lynch International & Co. C.V. 7.50% ELN 4/3/2020
59027A482
1475000.00000000
NS
USD
316322883.20000000
0.517816920188
Long
EP
CORP
US
N
2
N
N
N
HCA Inc 5.625% 09/01/2028
L3CJ6J7LJ2DX62FTXD46
HCA Inc 5.625% 09/01/2028
404121AJ4
120000000.00000000
PA
USD
126270000.00000000
0.206702537137
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
BMY 8.00% ELN Issued by Goldman Sachs International 8.00% ELN 11/4/2020
W22LROWP2IHZNBB6K528
BMY 8.00% ELN Issued by Goldman Sachs International 8.00% ELN 11/4/2020
000000000
5000000.00000000
NS
USD
266263840.00000000
0.435870842449
Long
EP
CORP
GB
N
2
N
N
N
United Airlines Holdings Inc 4.25% 10/01/2022
N/A
United Airlines Holdings Inc 4.25% 10/01/2022
910047AJ8
13150000.00000000
PA
USD
12046057.50000000
0.019719257525
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN TOWER CORP 3.375% 10/15/2026
5493006ORUSIL88JOE18
AMERICAN TOWER CORP 3.375% 10/15/2026
03027XAK6
50000000.00000000
PA
USD
50125052.00000000
0.082054133385
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
Sempra Energy 6.75% CNV PFD B
PBBKGKLRK5S5C0Y4T545
Sempra Energy 6.75% CNV PFD B
816851505
739000.00000000
NS
USD
69414270.00000000
0.113630361309
Long
EP
CORP
US
N
1
N
N
N
ADI 8.50% ELN ISSUED BY ROYAL BANK OF CANADA 8.50% ELN 12/21/20
ES7IP3U3RHIGC71XBU11
ADI 8.50% ELN ISSUED BY ROYAL BANK OF CANADA 8.50% ELN 12/21/20
78013P758
1700000.00000000
NS
USD
158308129.30000000
0.259148586171
Long
EP
CORP
CA
N
2
N
N
N
ANHEUSER-BUSCH INBEV SA/NV SPONSORED ADR
5493008H3828EMEXB082
ANHEUSER-BUSCH INBEV SA/NV SPONSORED ADR
03524A108
337800.00000000
NS
USD
14903736.00000000
0.024397244349
Long
EC
CORP
BE
N
1
N
N
Ashtead Capital Inc 4% 05/01/2028 144A
213800J1134IW58IC398
Ashtead Capital Inc 4% 05/01/2028 144A
045054AJ2
25000000.00000000
PA
USD
21612500.00000000
0.035379413826
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
COCA-COLA CO COM USD0.25
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO COM USD0.25
191216100
6085400.00000000
NS
USD
269278950.00000000
0.440806542827
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp 6.25% 02/01/2027 144A
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp 6.25% 02/01/2027 144A
88033GCX6
50000000.00000000
PA
USD
48937500.00000000
0.080110124425
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
SEMPRA ENERGY COM USD NPV
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY COM USD NPV
816851109
1132578.00000000
NS
USD
127969988.22000000
0.209485398293
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC ORD GBP.25
213800LBQA1Y9L22JB70
BARCLAYS PLC ORD GBP.25
000000000
200000000.00000000
NS
227158334.50000000
0.371855579893
Long
EC
CORP
GB
N
2
N
N
N
LYB INTERNATIONAL FINANCE II BV 3.50% 03/02/2027
549300ZSNDBYN4Z4VZ93
LYB INTERNATIONAL FINANCE II BV 3.50% 03/02/2027
50247WAB3
30200000.00000000
PA
USD
29601435.70000000
0.048457209646
Long
DBT
CORP
NL
N
2
2027-03-02
Fixed
3.50000000
N
N
N
N
N
N
FMG RESOURCES AUGUST 2006 PTY LTD 4.75% 05/15/2022 144A
549300EFD6S2NFE9D745
FMG RESOURCES AUGUST 2006 PTY LTD 4.75% 05/15/2022 144A
30251GAU1
40200000.00000000
PA
USD
40263918.00000000
0.065911570489
Long
DBT
CORP
AU
N
2
2022-05-15
Fixed
4.75000000
N
N
N
N
N
N
CHEVRON CORP COM USD.75
N/A
CHEVRON CORP COM USD.75
166764100
7500000.00000000
NS
USD
543450000.00000000
0.889621397066
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 02/01/2046
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 02/01/2046
03522AAJ9
20000000.00000000
PA
USD
21928208.80000000
0.035896225499
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Prudential Financial Inc 5.70% 09/15/2048 *FIXED TO FLOAT*
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc 5.70% 09/15/2048 *FIXED TO FLOAT*
744320BF8
100000000.00000000
PA
USD
92923529.00000000
0.152114747795
Long
DBT
CORP
US
N
2
2048-09-15
Variable
5.70000000
N
N
N
N
N
N
CEMEX SAB DE CV 7.75% 04/16/2026 144A
549300RIG2CXWN6IV731
CEMEX SAB DE CV 7.75% 04/16/2026 144A
151290BU6
50100000.00000000
PA
USD
45118056.00000000
0.073857738543
Long
DBT
CORP
MX
N
2
2026-04-16
Fixed
7.75000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS INC 7.00% 08/15/2020
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS INC 7.00% 08/15/2020
852061AR1
102500000.00000000
PA
USD
103499375.00000000
0.169427286011
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
7.00000000
N
N
N
N
N
N
KINDER MORGAN INC 5.625% 11/15/2023 144A
549300WR7IX8XE0TBO16
KINDER MORGAN INC 5.625% 11/15/2023 144A
49456BAB7
66200000.00000000
PA
USD
69275945.27000000
0.113403925318
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
Diamond Sports Group LLC / Diamond Sports Finance Co 5.375% 08/15/2026 144A
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co 5.375% 08/15/2026 144A
25277LAA4
84977000.00000000
PA
USD
69523252.73000000
0.113808764784
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
SPRINT CORP 7.875% 09/15/2023
549300ZTTY7CXOLJ6539
SPRINT CORP 7.875% 09/15/2023
85207UAF2
187350000.00000000
PA
USD
207702767.25000000
0.340007040160
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
Syngenta Finance NV 4.441% 04/24/2023 144A
54930042S3BYCEGOCN86
Syngenta Finance NV 4.441% 04/24/2023 144A
87164KAH7
25000000.00000000
PA
USD
23578895.50000000
0.038598380634
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.44100000
N
N
N
N
N
N
HALLIBURTON CO COM USD2.5
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO COM USD2.5
406216101
6000000.00000000
NS
USD
41100000.00000000
0.067280227103
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos Inc 7.00% 03/15/2024 144A
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc 7.00% 03/15/2024 144A
91911KAK8
87300000.00000000
PA
USD
90028561.50000000
0.147375719307
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
7.00000000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES LLC 6.00% 06/15/2025 144A
M4TWC4QDOKW45N7T6Y12
COMMSCOPE TECHNOLOGIES LLC 6.00% 06/15/2025 144A
20337YAA5
21398000.00000000
PA
USD
19743934.60000000
0.032320593766
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
SLB 9.0% ELN Issued by Barclays Bank PLC 9.00% ELN 01/28/2021
G5GSEF7VJP5I7OUK5573
SLB 9.0% ELN Issued by Barclays Bank PLC 9.00% ELN 01/28/2021
06747F101
7150000.00000000
NS
USD
120778464.95000000
0.197712957446
Long
EP
CORP
GB
N
2
N
N
N
WELLS FARGO & CO COM USD.1666
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO COM USD.1666
949746101
22197153.00000000
NS
USD
637058291.10000000
1.042857092540
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE 4% 10/01/2047 FNL
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 4% 10/01/2047 FNL
3140J6GM3
79484720.31000000
PA
USD
85748242.65000000
0.140368886599
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
HANESBRANDS INC 4.875% 05/15/2026 144A
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC 4.875% 05/15/2026 144A
410345AL6
10000000.00000000
PA
USD
9880500.00000000
0.016174264815
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.87500000
N
N
N
N
N
N
Chesapeake Energy Corp 11.5% 01/01/2025 144A
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp 11.5% 01/01/2025 144A
165167DD6
1084523000.00000000
PA
USD
184368910.00000000
0.301809784321
Long
DBT
CORP
US
N
2
2025-01-01
Fixed
11.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC 3.50% 11/16/2026
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC 3.50% 11/16/2026
38145GAH3
50227000.00000000
PA
USD
51443456.25000000
0.084212345973
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
MS 8.5% ELN Issued by JPMorgan Chase Bank, National Association 8.5% ELN 12/21/2020
7H6GLXDRUGQFU57RNE97
MS 8.5% ELN Issued by JPMorgan Chase Bank, National Association 8.5% ELN 12/21/2020
48128D636
5100000.00000000
NS
USD
181477691.10000000
0.297076892249
Long
EP
CORP
US
N
2
N
N
N
Kraft Heinz Foods Co 4.625% 01/30/2029
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co 4.625% 01/30/2029
50077LAT3
30000000.00000000
PA
USD
30305688.30000000
0.049610063049
Long
DBT
CORP
US
N
2
2029-01-30
Fixed
4.62500000
N
N
N
N
N
N
MOTORS LIQUIDATION CO ESCROW ACCOUNT NPV REF SM# 280593
N/A
MOTORS LIQUIDATION CO ESCROW ACCOUNT NPV REF SM# 280593
370ESCBT1
400000000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
N
3
N
N
N
Bausch Health Americas Inc 9.25% 04/01/2026 144A
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc 9.25% 04/01/2026 144A
91911XAV6
200000000.00000000
PA
USD
209890000.00000000
0.343587515006
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
Bayer US Finance II LLC 4.25% 12/15/2025 144A
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC 4.25% 12/15/2025 144A
07274NAJ2
75000000.00000000
PA
USD
78087570.75000000
0.127828454842
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
ORCL 9.0% ELN ISSUED BY UBS AG, LONDON BRANCH 9.00% ELN 04/29/2021
BFM8T61CT2L1QCEMIK50
ORCL 9.0% ELN ISSUED BY UBS AG, LONDON BRANCH 9.00% ELN 04/29/2021
90269A336
4303900.00000000
NS
USD
216062868.52000000
0.353692429748
Long
EP
CORP
CH
N
2
N
N
N
DAVITA INC 5.125% 07/15/2024
M2XHYMU3TZNEZURC6H66
DAVITA INC 5.125% 07/15/2024
23918KAQ1
202700000.00000000
PA
USD
203359788.50000000
0.332897633917
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
5.12500000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC 6.50% 03/15/2024 TERM LOAN
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 6.50% 03/15/2024 TERM LOAN
914908AX6
61762054.03000000
PA
USD
52806556.20000000
0.086443724907
Long
LON
CORP
US
N
2
2024-03-15
Floating
4.35338000
N
N
N
N
N
N
BANK OF AMERICA CORP 6.10% 9/17/2167 PERP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 6.10% 9/17/2167 PERP
060505EN0
80000000.00000000
PA
USD
80855600.00000000
0.132359686875
Long
DBT
CORP
US
N
2
N/A
Variable
6.10000000
N
N
N
N
N
N
Weatherford International PLC ORD USD 0.001
529900LPBDSCQDJKHQ39
Weatherford International PLC ORD USD 0.001
000000000
15000000.00000000
NS
USD
89250000.00000000
0.146101223089
Long
EC
CORP
IE
N
1
N
N
N
CHS/Community Health Systems Inc 8.125% 06/30/2024 144A
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc 8.125% 06/30/2024 144A
12543DBA7
720000000.00000000
PA
USD
504252000.00000000
0.825454722078
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
8.12500000
N
N
N
N
N
N
SEMPRA ENERGY 6.00% CNV PFD *SER A*
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 6.00% CNV PFD *SER A*
816851406
400000.00000000
NS
USD
37008000.00000000
0.060581670186
Long
EP
CORP
US
N
1
N
N
N
N/A
N/A
INTEL CORP STRIKE 60 EXPIRES 06/19/20 CALLS
000000000
-15000.0000
NC
USD
-3780000.00000000
-0.00618781650
N/A
DE
CORP
US
N
1
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Susquehanna International Group
549300E8QX0ZMRDC2M81
Call
Written
INTEL CORP STRIKE 60 EXPIRES 06/19/20 CALLS
INTEL CORP STRIKE 60 EXPIRES 06/19/20 CALLS
200.00000000
60.00000000
USD
2020-06-19
XXXX
-667101.49000000
N
N
N
SHEA HOMES LP / SHEA HOMES FUNDING CORP 6.125% 04/01/2025 144A
N/A
SHEA HOMES LP / SHEA HOMES FUNDING CORP 6.125% 04/01/2025 144A
82088KAD0
100500000.00000000
PA
USD
100373872.50000000
0.164310874381
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
6.12500000
N
N
N
N
N
N
Sunoco LP / Sunoco Finance Corp 5.5% 02/15/2026
N/A
Sunoco LP / Sunoco Finance Corp 5.5% 02/15/2026
86765LAL1
74775000.00000000
PA
USD
65340077.44000000
0.106960954966
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase & Co PRF USD 6.00% SER EE *JPM C*
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co PRF USD 6.00% SER EE *JPM C*
48128B648
3000000.00000000
NS
USD
78450000.00000000
0.128421747354
Long
EP
CORP
US
N
1
N
N
Broadcom Inc 8% CNV PFD a *AVGOP*
549300WV6GIDOZJTV909
Broadcom Inc 8% CNV PFD a *AVGOP*
11135F200
420000.00000000
NS
USD
392431200.00000000
0.642405359087
Long
EP
CORP
US
N
1
N
N
N
CVS 9.5% ELN ISSUED BY WELLS FARGO BANK NA 9.50% ELN 5/04/2020
PBLD0EJDB5FWOLXP3B76
CVS 9.5% ELN ISSUED BY WELLS FARGO BANK NA 9.50% ELN 5/04/2020
94980V363
4600000.00000000
NS
USD
270223991.60000000
0.442353565052
Long
EP
CORP
US
N
2
N
N
N
MET 7.5% ELN Issued by Royal Bank of Canada MET 7.5% ELN 8/21/2020
ES7IP3U3RHIGC71XBU11
MET 7.5% ELN Issued by Royal Bank of Canada MET 7.5% ELN 8/21/2020
78013P717
5350000.00000000
NS
USD
166483547.00000000
0.272531650879
Long
EP
CORP
CA
N
2
N
N
N
CNX Resources Corp 7.25% 03/14/2027 144A
549300JK3KH8PWM3B226
CNX Resources Corp 7.25% 03/14/2027 144A
12653CAC2
70400000.00000000
PA
USD
50229344.00000000
0.082224858189
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
United States Treasury Note/Bond 2.75% 04/30/2023
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.75% 04/30/2023
9128284L1
500000000.00000000
PA
USD
537890625.00000000
0.880520764157
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75000000
N
N
N
N
N
N
Bausch Health Cos Inc 6.125% 04/15/2025 144A
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc 6.125% 04/15/2025 144A
91831AAC5
122400000.00000000
PA
USD
121329612.00000000
0.198615178825
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP 5.75% CNV PFD
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 5.75% CNV PFD
165167768
75631.00000000
NS
USD
2532168.69000000
0.004145131010
Long
EP
CORP
US
N
2
N
N
N
AT&T INC COM USD1
549300Z40J86GGSTL398
AT&T INC COM USD1
00206R102
2000000.00000000
NS
USD
58300000.00000000
0.095436429200
Long
EC
CORP
US
N
1
N
N
N
Googl 7.5% Eln Issued By Citigroup Global Markets Inc 7.500% ELN 03/19/2021
MBNUM2BPBDO7JBLYG310
Googl 7.5% Eln Issued By Citigroup Global Markets Inc 7.500% ELN 03/19/2021
17327U798
259000.00000000
NS
USD
314829161.21000000
0.515371714477
Long
EP
CORP
US
N
2
N
N
N
Bristol-Myers Squibb Co 3.4% 07/26/2029 144A
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co 3.4% 07/26/2029 144A
110122CB2
50000000.00000000
PA
USD
55074823.50000000
0.090156852378
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
NORTONLIFELOCK INC COM USD0.01
YF6ZV0M6AU4FY94MK914
NORTONLIFELOCK INC COM USD0.01
668771108
5500000.00000000
NS
USD
102905000.00000000
0.168454300975
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp 4.625% 07/15/2024
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp 4.625% 07/15/2024
88033GCS7
95200000.00000000
PA
USD
91154000.00000000
0.149218049182
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
Owl Rock Capital Corp COM USD 1
2549000BD79OOCPF2L94
Owl Rock Capital Corp COM USD 1
69121K104
900000.00000000
NS
USD
10386000.00000000
0.017001762498
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos Inc 9.00% 12/15/2025 144A
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc 9.00% 12/15/2025 144A
91911KAP7
105000000.00000000
PA
USD
111478500.00000000
0.182489021828
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
9.00000000
N
N
N
N
N
N
Fortive Corp 5% CNV PFD A *FTVVP*
549300MU9YQJYHDQEF63
Fortive Corp 5% CNV PFD A *FTVVP*
34959J207
31266.00000000
NS
USD
22503078.18000000
0.036837280060
Long
EP
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CORP 4.20% 10/29/2025
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 4.20% 10/29/2025
14040HBJ3
123000000.00000000
PA
USD
122809378.29000000
0.201037539216
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO COM USD0.1
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COM USD0.1
110122108
4350000.00000000
NS
USD
242469000.00000000
0.396918963152
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos Inc 7% 01/15/2028 144A
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc 7% 01/15/2028 144A
071734AD9
40000000.00000000
PA
USD
41702000.00000000
0.068265694176
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
UNITED TECHNOLOGIES CORP 3.125% 05/04/2027
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP 3.125% 05/04/2027
913017CR8
40000000.00000000
PA
USD
40937006.80000000
0.067013409110
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
3.12500000
N
N
N
N
N
N
RIO TINTO PLC SPONSORED ADR
213800YOEO5OQ72G2R82
RIO TINTO PLC SPONSORED ADR
767204100
9650000.00000000
NS
USD
439654000.00000000
0.719708539342
Long
EC
CORP
GB
N
1
N
N
N
DAVITA INC 5.00% 05/01/2025
M2XHYMU3TZNEZURC6H66
DAVITA INC 5.00% 05/01/2025
23918KAR9
129500000.00000000
PA
USD
130140377.50000000
0.213038300572
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.00000000
N
N
N
N
N
N
SHEA HOMES LP / SHEA HOMES FUNDING CORP 5.875% 04/01/2023 144A
N/A
SHEA HOMES LP / SHEA HOMES FUNDING CORP 5.875% 04/01/2023 144A
82088KAC2
100975000.00000000
PA
USD
102458322.75000000
0.167723095456
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
5.87500000
N
N
N
N
N
N
VODAFONE GROUP PLC ORD GBP.2095
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC ORD GBP.2095
G93882192
50000000.00000000
NS
69133237.73000000
0.113170314717
Long
EC
CORP
GB
N
2
N
N
N
ASTRAZENECA PLC 2.375% 06/12/2022
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 2.375% 06/12/2022
046353AQ1
31500000.00000000
PA
USD
31759361.24000000
0.051989708926
Long
DBT
CORP
GB
N
2
2022-06-12
Fixed
2.37500000
N
N
N
N
N
N
CITIGROUP INC 3.50% 05/15/2023
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.50% 05/15/2023
172967GT2
25000000.00000000
PA
USD
25786470.00000000
0.042212154690
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
AMZN 8.00% ELN Issued by Citigroup Global Markets Holdings Inc 8.00% ELN 11/19/2020
82VOJDD5PTRDMVVMGV31
AMZN 8.00% ELN Issued by Citigroup Global Markets Holdings Inc 8.00% ELN 11/19/2020
17327P757
169100.00000000
NS
USD
307046291.01000000
0.502631245509
Long
EP
CORP
US
N
2
N
N
N
IRON MOUNTAIN INC 5.75% 08/15/2024
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 5.75% 08/15/2024
46284PAP9
125000000.00000000
PA
USD
125308750.00000000
0.205128981947
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
5.75000000
N
N
N
N
N
N
POST HOLDINGS INC 5.00% 08/15/2026 144A
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC 5.00% 08/15/2026 144A
737446AK0
87000000.00000000
PA
USD
90018900.00000000
0.147359903542
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
BAYER AG ORD EUR NPV *REGISTERED SHARES*
549300J4U55H3WP1XT59
BAYER AG ORD EUR NPV *REGISTERED SHARES*
D0712D163
3500000.00000000
NS
200490105.18000000
0.328199995341
Long
EC
CORP
DE
N
2
N
N
N
HERTZ CORP 6.25% 10/15/2022
549300PD0C69OJ0NLB27
HERTZ CORP 6.25% 10/15/2022
428040CN7
18000000.00000000
PA
USD
12743622.00000000
0.020861162585
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
6.25000000
N
N
N
N
N
N
IRON MOUNTAIN INC 4.875% 09/15/2027 144A
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC 4.875% 09/15/2027 144A
46284VAC5
125610000.00000000
PA
USD
122716887.68000000
0.200886133152
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.87500000
N
N
N
N
N
N
PFIZER INC COM USD.05
765LHXWGK1KXCLTFYQ30
PFIZER INC COM USD.05
717081103
15000000.00000000
NS
USD
489600000.00000000
0.801469566664
Long
EC
CORP
US
N
1
N
N
N
WYNN LAS VEGAS LLC/CAPITAL CORP 4.25% 05/30/2023 144A
N/A
WYNN LAS VEGAS LLC/CAPITAL CORP 4.25% 05/30/2023 144A
983130AU9
84000000.00000000
PA
USD
78747480.00000000
0.128908718691
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
4.25000000
N
N
N
N
N
N
MYLAN NV 3.95% 06/15/2026
549300A0CD4KNFGIIS89
MYLAN NV 3.95% 06/15/2026
62854AAN4
150000000.00000000
PA
USD
150135913.50000000
0.245770762936
Long
DBT
CORP
NL
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO COM USD1
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO COM USD1
46625H100
7000000.00000000
NS
USD
630210000.00000000
1.031646518805
Long
EC
CORP
US
N
1
N
N
N
INTC 8.0% ELN Issued by Royal Bank of Canada 8.0% ELN 8/27/2020
ES7IP3U3RHIGC71XBU11
INTC 8.0% ELN Issued by Royal Bank of Canada 8.0% ELN 8/27/2020
78013P790
3700000.00000000
NS
USD
204720789.10000000
0.335125576239
Long
EP
CORP
CA
N
2
N
N
N
INTEL CORP COM USD.001
KNX4USFCNGPY45LOCE31
INTEL CORP COM USD.001
458140100
2700000.00000000
NS
USD
146124000.00000000
0.239203306697
Long
EC
CORP
US
N
1
N
N
N
EQUINIX INC 5.375% 05/15/2027
549300EVUN2BTLJ3GT74
EQUINIX INC 5.375% 05/15/2027
29444UAR7
75000000.00000000
PA
USD
75249750.00000000
0.123182974926
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.37500000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC COM B USD.01
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC COM B USD.01
911312106
2500000.00000000
NS
USD
233550000.00000000
0.382318662774
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp 3.419% 12/20/28 FIXED TO FLOAT
9DJT3UXIJIZJI4WXO774
Bank of America Corp 3.419% 12/20/28 FIXED TO FLOAT
06051GHD4
135000000.00000000
PA
USD
139673812.05000000
0.228644423239
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41900000
N
N
N
N
N
N
ASTRAZENECA PLC ORD GBP.25
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC ORD GBP.25
G0593M107
7000000.00000000
NS
623340684.49000000
1.020401528354
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury Note/Bond 2.75% 05/31/2023
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.75% 05/31/2023
9128284S6
500000000.00000000
PA
USD
538789060.00000000
0.881991491914
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75000000
N
N
N
N
N
N
METLIFE INC COM USD.01
C4BXATY60WC6XEOZDX54
METLIFE INC COM USD.01
59156R108
9000000.00000000
NS
USD
275130000.00000000
0.450384644355
Long
EC
CORP
US
N
1
N
N
N
Mauser Packaging Solutions Holding Co 7.25% 04/15/2025 144A
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co 7.25% 04/15/2025 144A
12429TAE4
200995000.00000000
PA
USD
153767204.85000000
0.251715145094
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.25000000
N
N
N
N
N
N
F 12% ELN ISSUED BY SOCIETE GENERALE 12% ELN 2/23/2021
O2RNE8IBXP4R0TD8PU41
F 12% ELN ISSUED BY SOCIETE GENERALE 12% ELN 2/23/2021
83369J588
37800000.00000000
NS
USD
193497519.60000000
0.316753213203
Long
EP
CORP
FR
N
2
N
N
N
SCHLUMBERGER LTD ORD USD0.01
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD ORD USD0.01
806857108
12500000.00000000
NS
USD
168625000.00000000
0.276037184801
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Credit Co LLC 5.113% 05/03/2029
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC 5.113% 05/03/2029
345397ZR7
115000000.00000000
PA
USD
98612500.00000000
0.161427527864
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11300000
N
N
N
N
N
N
DOMINION ENERGY INC COM USD NPV
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC COM USD NPV
25746U109
14000000.00000000
NS
USD
1010660000.00000000
1.654438791349
Long
EC
CORP
US
N
1
N
N
N
MCDONALD'S CORP COM USD.01
UE2136O97NLB5BYP9H04
MCDONALD'S CORP COM USD.01
580135101
600000.00000000
NS
USD
99210000.00000000
0.162405628490
Long
EC
CORP
US
N
1
N
N
N
AMZN 7.5% ELN Issued by Goldman Sachs International 7.5% ELN 1/11/2021
W22LROWP2IHZNBB6K528
AMZN 7.5% ELN Issued by Goldman Sachs International 7.5% ELN 1/11/2021
000000000
190000.00000000
NS
USD
354606640.98000000
0.580486991181
Long
EP
CORP
GB
N
2
N
N
N
FREEPORT-MCMORAN INC 3.875% 03/15/2023
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC 3.875% 03/15/2023
35671DAZ8
62636000.00000000
PA
USD
60052578.18000000
0.098305379515
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.87500000
N
N
N
N
N
N
DUKE ENERGY CORP COM USD.001
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP COM USD.001
26441C204
6000000.00000000
NS
USD
485280000.00000000
0.794397776369
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTERNATIONAL INC COM USD NPV
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC COM USD NPV
718172109
4000000.00000000
NS
USD
291840000.00000000
0.477738722089
Long
EC
CORP
US
N
1
N
N
N
SPRINT COMMUNICATIONS INC 11.50% 11/15/2021
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS INC 11.50% 11/15/2021
852061AM2
200000000.00000000
PA
USD
221592000.00000000
0.362743554363
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
11.50000000
N
N
N
N
N
N
CHS/Community Health Systems Inc 8% 12/15/2027 144A
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc 8% 12/15/2027 144A
12543DBD1
570000000.00000000
PA
USD
528675000.00000000
0.865434892067
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
ABBV 9.0% ELN Issued by Royal Bank of Canada 9.0% ELN 2/2/2021
ES7IP3U3RHIGC71XBU11
ABBV 9.0% ELN Issued by Royal Bank of Canada 9.0% ELN 2/2/2021
78013P774
2900000.00000000
NS
USD
227157971.50000000
0.371854985666
Long
EP
CORP
CA
N
2
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION PFD 8.25%
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION PFD 8.25%
313586752
4500000.00000000
NS
USD
28485000.00000000
0.046629617251
Long
EP
CORP
US
N
1
N
N
N
Chesapeake Energy Corp 7% 10/01/2024
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp 7% 10/01/2024
165167DA2
410000000.00000000
PA
USD
34850000.00000000
0.057049049016
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
7.00000000
N
N
N
N
N
N
CITIGROUP INC COM USD0.01
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC COM USD0.01
172967424
720000.00000000
NS
USD
30326400.00000000
0.049643967864
Long
EC
CORP
US
N
1
N
N
N
PROCTER & GAMBLE CO COM NPV
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO COM NPV
742718109
4000000.00000000
NS
USD
440000000.00000000
0.720274937361
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International 5.5% 04/15/2027
54930066VBP7DZEGGJ87
MGM Resorts International 5.5% 04/15/2027
552953CF6
22852000.00000000
PA
USD
20922148.60000000
0.034249316528
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
BKR 8.5% ELN Issued by JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 8.5% ELN 12/8/2020
7H6GLXDRUGQFU57RNE97
BKR 8.5% ELN Issued by JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 8.5% ELN 12/8/2020
48128D644
11360000.00000000
NS
USD
125660571.20000000
0.205704909204
Long
EP
CORP
US
N
2
N
N
N
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2049 FNL
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP 4% 10/01/2049 FNL
3132DV4B8
34602336.90000000
PA
USD
36986783.59000000
0.060546939167
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond 6.125% 11/15/2027
254900HROIFWPRGM1V77
United States Treasury Note/Bond 6.125% 11/15/2027
912810FB9
300000000.00000000
PA
USD
425074218.00000000
0.695841603963
Long
DBT
UST
US
N
2
2027-11-15
Fixed
6.12500000
N
N
N
N
N
N
CHS/Community Health Systems Inc STEP 06/30/2023 144A
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc STEP 06/30/2023 144A
12543DAZ3
1385000000.00000000
PA
USD
1092411825.00000000
1.788265588238
Long
DBT
CORP
US
N
2
2023-06-30
Variable
9.87500000
N
N
N
N
N
N
FMG RESOURCES AUGUST 2006 PTY LTD 5.125% 05/15/2024 144A
549300EFD6S2NFE9D745
FMG RESOURCES AUGUST 2006 PTY LTD 5.125% 05/15/2024 144A
30251GAW7
60540000.00000000
PA
USD
60010577.70000000
0.098236625213
Long
DBT
CORP
AU
N
2
2024-05-15
Fixed
5.12500000
N
N
N
N
N
N
WFC 8.0% ELN Issued by Credit Suisse AG, London Branch 8% ELN 11/30/2020
ANGGYXNX0JLX3X63JN86
WFC 8.0% ELN Issued by Credit Suisse AG, London Branch 8% ELN 11/30/2020
22550T393
5640000.00000000
NS
USD
172271262.00000000
0.282006073741
Long
EP
CORP
CH
N
2
N
N
N
American Airlines Group Inc 5% 06/01/2022 144A
N/A
American Airlines Group Inc 5% 06/01/2022 144A
02376RAC6
16000000.00000000
PA
USD
12940000.00000000
0.021182631112
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
5.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc 5.25% 09/01/29
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc 5.25% 09/01/29
35671DCD5
40000000.00000000
PA
USD
37914000.00000000
0.062064781761
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.00% 04/13/2028
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.00% 04/13/2028
035240AL4
25000000.00000000
PA
USD
26449806.00000000
0.043298028090
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
IP 9.0% ELN Issued by Barclays Bank PLC 9.0% ELN 9/17/2020
G5GSEF7VJP5I7OUK5573
IP 9.0% ELN Issued by Barclays Bank PLC 9.0% ELN 9/17/2020
06747C181
5634000.00000000
NS
USD
174724892.62000000
0.286022638834
Long
EP
CORP
GB
N
2
N
N
N
DAL 10.0% ELN Issued By Wells Fargo Bank, National Association 10.00% ELN 4/12/21
KB1H1DSPRFMYMCUFXT09
DAL 10.0% ELN Issued By Wells Fargo Bank, National Association 10.00% ELN 4/12/21
95002A527
3150000.00000000
NS
USD
95436602.10000000
0.156228619544
Long
EP
CORP
US
N
2
N
N
N
ABBV 10.0% ELN Issued by Citigroup Global Markets Holdings Inc. 10.0% ELN 7/29/2020
82VOJDD5PTRDMVVMGV31
ABBV 10.0% ELN Issued by Citigroup Global Markets Holdings Inc. 10.0% ELN 7/29/2020
17327P427
3520000.00000000
NS
USD
253867275.20000000
0.415577808506
Long
EP
CORP
US
N
2
N
N
N
FORD MOTOR CREDIT CO LLC 3.336% 03/18/2021
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 3.336% 03/18/2021
345397XW8
48000000.00000000
PA
USD
46080000.00000000
0.075432429803
Long
DBT
CORP
US
N
2
2021-03-18
Fixed
3.33600000
N
N
N
N
N
N
Weatherford International Ltd 11% 12/01/2024 144A
549300A2JKMG5PGOGF82
Weatherford International Ltd 11% 12/01/2024 144A
947075AP2
675113000.00000000
PA
USD
412156486.50000000
0.674695426129
Long
DBT
CORP
BM
N
2
2024-12-01
Fixed
11.00000000
N
N
N
N
N
N
Walt Disney Co/The COM USD.01
549300GZKULIZ0WOW665
Walt Disney Co/The COM USD.01
254687106
955000.00000000
NS
USD
92253000.00000000
0.151017099537
Long
EC
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CORP 3.75% 07/28/2026
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.75% 07/28/2026
14040HBK0
110200000.00000000
PA
USD
104273871.58000000
0.170695128001
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
S&P 500 INDEX STRIKE 2500 EXPIRES 06/19/20 PUTS
000000000
-10000.00000000
NC
USD
-164280000.00000000
-0.26892446979
N/A
DE
US
N
1
Credit Suisse Securities (Europe) Ltd.
DL6FFRRLF74S01HE2M14
Put
Written
S&P 500 INDEX STRIKE 2500 EXPIRES 06/19/20 PUTS
S&P 500 INDEX STRIKE 2500 EXPIRES 06/19/20 PUTS
200.00000000
2500.00000000
USD
2020-06-19
XXXX
-75300388.00000000
N
N
N
BANK OF AMERICA CORP PFD 7.25% SERIES L CONV PFD STK
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP PFD 7.25% SERIES L CONV PFD STK
060505682
379968.00000000
NS
USD
481047087.36000000
0.787468547082
Long
EP
CORP
US
N
1
N
N
N
BROADCOM CORP/CAYMAN FINANCE LTD 3.50% 01/15/2028
N/A
BROADCOM CORP/CAYMAN FINANCE LTD 3.50% 01/15/2028
11134LAR0
40000000.00000000
PA
USD
37154050.00000000
0.060820752355
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC 4.333% 06/01/2023
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC 4.333% 06/01/2023
595017AP9
69000000.00000000
PA
USD
68874446.22000000
0.112746675992
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.33300000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO 3.95% 07/15/2025
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 3.95% 07/15/2025
50077LAK2
60000000.00000000
PA
USD
59101241.40000000
0.096748052153
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.95000000
N
N
N
N
N
N
PEPSICO INC COM USD.017
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COM USD.017
713448108
4500000.00000000
NS
USD
540450000.00000000
0.884710431584
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP COM USD.01
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP COM USD.01
060505104
6000000.00000000
NS
USD
127380000.00000000
0.208519594366
Long
EC
CORP
US
N
1
N
N
N
SIRIUS XM RADIO INC 4.625% 05/15/2023 144A
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 4.625% 05/15/2023 144A
82967NAL2
69200000.00000000
PA
USD
68940154.00000000
0.112854238872
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.62500000
N
N
N
N
N
N
NVDA 10% ELN ISSUED BY JPMORGAN CHASE BANK, NATIONAL ASSOCIATION NVDA 10% ELN 7/28/2020
7H6GLXDRUGQFU57RNE97
NVDA 10% ELN ISSUED BY JPMORGAN CHASE BANK, NATIONAL ASSOCIATION NVDA 10% ELN 7/28/2020
48128D685
1786000.00000000
NS
USD
338951589.65000000
0.554859852281
Long
EP
CORP
US
N
2
N
N
N
HCA INC 5.00% 03/15/2024
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.00% 03/15/2024
404119BN8
124800000.00000000
PA
USD
129442563.74000000
0.211895987476
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co 5.50% 04/15/2024 144A
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co 5.50% 04/15/2024 144A
12429TAD6
80000000.00000000
PA
USD
74197600.00000000
0.121460617482
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.50000000
N
N
N
N
N
N
EXXON MOBIL CORP COM NPV
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP COM NPV
30231G102
13500000.00000000
NS
USD
512595000.00000000
0.839112117083
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
JOHNSON & JOHNSON STRIKE 135 EXPIRES 05/15/20 CALLS
000000000
-10000.00000000
NC
USD
-5610000.00000000
-0.00918350545
N/A
DE
CORP
US
N
1
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
Call
Written
JOHNSON & JOHNSON STRIKE 135 EXPIRES 05/15/20 CALLS
JOHNSON & JOHNSON STRIKE 135 EXPIRES 05/15/20 CALLS
100.00000000
135.00000000
USD
2020-05-15
XXXX
-3700330.66000000
N
N
N
GENERAL DYNAMICS CORP COM USD1
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COM USD1
369550108
1000000.00000000
NS
USD
132310000.00000000
0.216589947641
Long
EC
CORP
US
N
1
N
N
N
NCR CORP 6.375% 12/15/2023
549300YKTY8JX1DV2R67
NCR CORP 6.375% 12/15/2023
62886EAS7
35000000.00000000
PA
USD
34781075.00000000
0.056936219584
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
6.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORP 6.875% 11/15/2031
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.875% 11/15/2031
88033GAV2
55258000.00000000
PA
USD
46888761.47000000
0.076756363024
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
ANALOG DEVICES INC COM USD.167
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC COM USD.167
032654105
620000.00000000
NS
USD
55583000.00000000
0.090988731462
Long
EC
CORP
US
N
1
N
N
N
GOLD 10.0% ELN Issued by JPMorgan Chase Bank, National Association 10.00% ELN 2/9/2021
7H6GLXDRUGQFU57RNE97
GOLD 10.0% ELN Issued by JPMorgan Chase Bank, National Association 10.00% ELN 2/9/2021
48128D594
13200000.00000000
NS
USD
231270718.80000000
0.378587505675
Long
EP
CORP
US
N
2
N
N
N
JOHNSON & JOHNSON COM USD1
549300G0CFPGEF6X2043
JOHNSON & JOHNSON COM USD1
478160104
4000000.00000000
NS
USD
524520000.00000000
0.858633204874
Long
EC
CORP
US
N
1
N
N
N
IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO
N/A
IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO
457756500
1872600080.87200000
NS
USD
1872600080.87000000
3.065424786254
Long
EC
RF
US
N
1
N
N
HighPoint Operating Corp 7.00% 10/15/2022
XE2KCQGOGYZ847CKN141
HighPoint Operating Corp 7.00% 10/15/2022
06846NAD6
205783000.00000000
PA
USD
107714230.39000000
0.176326955788
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
7.00000000
N
N
N
N
N
N
Matador Resources Co 5.875% 09/15/2026
549300CI3Q2UUK5R4G79
Matador Resources Co 5.875% 09/15/2026
576485AE6
6100000.00000000
PA
USD
1752072.50000000
0.002868122523
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
Delta Air Lines Inc 3.75% 10/28/2029
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc 3.75% 10/28/2029
247361ZT8
10000000.00000000
PA
USD
8105340.70000000
0.013268349465
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
CITIGROUP INC 5.35% 11/15/2168 PERP
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 5.35% 11/15/2168 PERP
172967GR6
150000000.00000000
PA
USD
133573500.00000000
0.218658282603
Long
DBT
CORP
US
N
2
N/A
Variable
5.35000000
N
N
N
N
N
N
UNILEVER PLC ORD GBP.0311
549300MKFYEKVRWML317
UNILEVER PLC ORD GBP.0311
G92087165
3000000.00000000
NS
151205290.17000000
0.247521320240
Long
EC
CORP
GB
N
2
N
N
N
Bristol-Myers Squibb Co 4.25% 10/26/2049 144A
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co 4.25% 10/26/2049 144A
110122CD8
23400000.00000000
PA
USD
29457740.29000000
0.048221981914
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC COM USD1
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC COM USD1
882508104
2764000.00000000
NS
USD
276206520.00000000
0.452146895208
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO 6.1% 04/01/2169 PERP
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 6.1% 04/01/2169 PERP
48126HAC4
80000000.00000000
PA
USD
81575600.00000000
0.133538318591
Long
DBT
CORP
US
N
2
N/A
Variable
6.10000000
N
N
N
N
N
N
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SP 5.152% 09/20/2029 144A
N/A
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SP 5.152% 09/20/2029 144A
85208NAE0
220000000.00000000
PA
USD
236179350.00000000
0.386622878471
Long
ABS-O
CORP
US
N
2
2028-03-20
Fixed
5.15200000
N
N
N
N
N
N
GOVT NATL MORTG ASSN 4% 01/20/2050 SF2
549300M8ZYFG0OCMTT87
GOVT NATL MORTG ASSN 4% 01/20/2050 SF2
36179VDQ0
178628687.31000000
PA
USD
190127839.39000000
0.311237085471
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
4.00000000
N
N
N
N
N
N
NEXTERA ENERGY INC 5.279% CNV PFD *NEE-PP*
N/A
NEXTERA ENERGY INC 5.279% CNV PFD *NEE-PP*
65339F770
1622000.00000000
NS
USD
71513980.00000000
0.117067562420
Long
EP
CORP
US
N
1
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE SA/CB LLC 5.50% 04/15/2025 144A
N/A
MALLINCKRODT INTERNATIONAL FINANCE SA/CB LLC 5.50% 04/15/2025 144A
561233AC1
106400000.00000000
PA
USD
23142000.00000000
0.037883187728
Long
DBT
CORP
LU
Y
2
2025-04-15
Fixed
5.50000000
N
N
N
N
N
N
Dell International LLC / EMC Corp 4.9% 10/01/2026 144A
N/A
Dell International LLC / EMC Corp 4.9% 10/01/2026 144A
24703DAZ4
30000000.00000000
PA
USD
29949326.40000000
0.049026702719
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
U S TREASURY NOTE
N/A
U S TREASURY NOTE
912828WE6
958031.00000000
PA
USD
958031.00000000
0.001568285723
Short
RA
CORP
US
N
2
Repurchase
Y
0.00010000
2020-04-01
958031.00000000
USD
977194.86000000
USD
UST
N
N
N
United Technologies Corp 3.95% 08/16/2025
I07WOS4YJ0N7YRFE7309
United Technologies Corp 3.95% 08/16/2025
913017DD8
20000000.00000000
PA
USD
21924341.60000000
0.035889894937
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
CALPINE CORP 5.75% 01/15/2025
43R4VPJBXTU2O15HEF41
CALPINE CORP 5.75% 01/15/2025
131347CF1
22819000.00000000
PA
USD
21278717.50000000
0.034833015714
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.75000000
N
N
N
N
N
N
DEUTSCHE TELEKOM AG ORD REGD NPV
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM AG ORD REGD NPV
000000000
5000000.00000000
NS
64559583.30000000
0.105683295039
Long
EC
CORP
DE
N
2
N
N
N
BCE INC ORD CAD NPV
5493001I9203PRB5KR45
BCE INC ORD CAD NPV
05534B760
5000000.00000000
NS
205079928.95000000
0.335713484042
Long
EC
CORP
CA
N
1
N
N
N
N/A
N/A
S&P 500 INDEX STRIKE 2400 EXPIRES 06/19/20 PUTS
000000000
10000.00000000
NC
USD
136460000.00000000
0.223383449891
N/A
DE
US
N
1
Credit Suisse Securities (Europe) Ltd.
DL6FFRRLF74S01HE2M14
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
MORGAN STANLEY
9R7GPTSO7KV3UQJZQ078
Put
Purchased
S&P 500 INDEX STRIKE 2400 EXPIRES 06/19/20 PUTS
S&P 500 INDEX STRIKE 2400 EXPIRES 06/19/20 PUTS
500.00000000
2400.00000000
USD
2020-06-19
XXXX
-65216419.20000000
N
N
N
FORD MOTOR CREDIT CO LLC 4.134% 08/04/2025
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC 4.134% 08/04/2025
345397XL2
145000000.00000000
PA
USD
129340000.00000000
0.211728091814
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
CALUMET SPECIALTY PRODUCTS PARTNERS LP/FINANCE C 7.75% 04/15/2023
N/A
CALUMET SPECIALTY PRODUCTS PARTNERS LP/FINANCE C 7.75% 04/15/2023
131477AQ4
138085000.00000000
PA
USD
96486203.33000000
0.157946804681
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
7.75000000
N
N
N
N
N
N
Tenet Healthcare Corp 05/01/2025
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp 05/01/2025
88033GCU2
133300000.00000000
PA
USD
126968250.00000000
0.207845564353
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.12500000
N
N
N
N
N
N
CATERPILLAR INC COM USD1
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC COM USD1
149123101
1000000.00000000
NS
USD
116040000.00000000
0.189956144844
Long
EC
CORP
US
N
1
N
N
N
BAC 8.5% ELN Issued by Barclays Bank PLC 8.5% ELN 11/25/2020
G5GSEF7VJP5I7OUK5573
BAC 8.5% ELN Issued by Barclays Bank PLC 8.5% ELN 11/25/2020
06747D130
9040000.00000000
NS
USD
202649779.44000000
0.331735357255
Long
EP
CORP
GB
N
2
N
N
N
Bausch Health Americas Inc 8.5% 01/31/2027 144A
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc 8.5% 01/31/2027 144A
91911XAW4
50000000.00000000
PA
USD
52527500.00000000
0.085986913118
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AMERICA INC 4.875% 01/15/2028
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA INC 4.875% 01/15/2028
911365BG8
106000000.00000000
PA
USD
103408300.00000000
0.169278197284
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
CVS HEALTH CORP 5.05% 03/25/2048
549300EJG376EN5NQE29
CVS HEALTH CORP 5.05% 03/25/2048
126650CZ1
65000000.00000000
PA
USD
74102906.80000000
0.121305605803
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
FANNIE MAE 4% 01/01/2050 FNL
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 4% 01/01/2050 FNL
31418DKV3
68058142.98000000
PA
USD
72653705.11000000
0.118933279311
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDINGS INC 5.875% 11/15/2026
549300ZO77UNR6NRBR11
AMC ENTERTAINMENT HOLDINGS INC 5.875% 11/15/2026
00165CAB0
65200000.00000000
PA
USD
27512281.00000000
0.045037287440
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.87500000
N
N
N
N
N
N
AT&T INC 4.125% 02/17/2026
549300Z40J86GGSTL398
AT&T INC 4.125% 02/17/2026
00206RCT7
90000000.00000000
PA
USD
96218837.10000000
0.157509129239
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
4.12500000
N
N
N
N
N
N
HD 7.00% ELN ISSUED BY BNP PARIBAS ISSUANCE BV 7.00% ELN 2/16/2021
7245009UXRIGIRYOBR48
HD 7.00% ELN ISSUED BY BNP PARIBAS ISSUANCE BV 7.00% ELN 2/16/2021
N144Q9QX4
1680000.00000000
NS
USD
323227420.32000000
0.529119568010
Long
EP
CORP
NL
N
2
N
N
N
CITIGROUP INC 6.30% 11/15/2168 PERP
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 6.30% 11/15/2168 PERP
172967HQ7
140000000.00000000
PA
USD
132432300.00000000
0.216790151334
Long
DBT
CORP
US
N
2
N/A
Variable
6.30000000
N
N
N
N
N
N
CVS HEALTH CORP 4.10% 03/25/2025
549300EJG376EN5NQE29
CVS HEALTH CORP 4.10% 03/25/2025
126650CW8
50000000.00000000
PA
USD
52712812.50000000
0.086290267549
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10000000
N
N
N
N
N
N
Truist Financial Corp COM USD5
549300DRQQI75D2JP341
Truist Financial Corp COM USD5
89832Q109
7000000.00000000
NS
USD
215880000.00000000
0.353393076085
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC 2.625% 08/15/2026
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.625% 08/15/2026
92343VDD3
5800000.00000000
PA
USD
6003624.60000000
0.009827864392
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.62500000
N
N
N
N
N
N
INTC 8.5% ELN Issued by Morgan Stanley Finance LLC 8.5% ELN 7/30/2020
5493003FCPSE9RKT4B56
INTC 8.5% ELN Issued by Morgan Stanley Finance LLC 8.5% ELN 7/30/2020
61769Q493
7300000.00000000
NS
USD
370461334.40000000
0.606440941885
Long
EP
CORP
US
N
2
N
N
N
Syngenta Finance NV 5.182% 04/24/2028 144A
54930042S3BYCEGOCN86
Syngenta Finance NV 5.182% 04/24/2028 144A
87164KAC8
20000000.00000000
PA
USD
17117420.20000000
0.028021019914
Long
DBT
CORP
NL
N
2
2028-04-24
Fixed
5.18200000
N
N
N
N
N
N
ASTRAZENECA PLC 2.375% 11/16/2020
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC 2.375% 11/16/2020
046353AK4
25000000.00000000
PA
USD
24941878.75000000
0.040829568532
Long
DBT
CORP
GB
N
2
2020-11-16
Fixed
2.37500000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD 3.40% 12/06/2027
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD 3.40% 12/06/2027
01609WAT9
50000000.00000000
PA
USD
52579751.50000000
0.086072448223
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
CVS HEALTH CORP COM USD1
549300EJG376EN5NQE29
CVS HEALTH CORP COM USD1
126650100
5000000.00000000
NS
USD
296650000.00000000
0.485612636746
Long
EC
CORP
US
N
1
N
N
N
MARTIN MIDSTREAM PARTNERS LP/MARTIN MIDSTREAM FI 7.25% 02/15/2021
N/A
MARTIN MIDSTREAM PARTNERS LP/MARTIN MIDSTREAM FI 7.25% 02/15/2021
573334AD1
12723000.00000000
PA
USD
6934671.15000000
0.011351976882
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
7.25000000
N
N
N
N
N
N
BA 8.5% ELN Issued by Royal Bank of Canada 8.5% ELN 07/29/2020
ES7IP3U3RHIGC71XBU11
BA 8.5% ELN Issued by Royal Bank of Canada 8.5% ELN 07/29/2020
78013P691
847000.00000000
NS
USD
138281983.15000000
0.226366015344
Long
EP
CORP
CA
N
2
N
N
N
NCR CORP 5.00% 07/15/2022
549300YKTY8JX1DV2R67
NCR CORP 5.00% 07/15/2022
62886EAJ7
35000000.00000000
PA
USD
33031250.00000000
0.054071776192
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.00000000
N
N
N
N
N
N
BMY 8.50% ELN ISSUED BY CREDIT SUISSE AG, LONDON 8.50% ELN 5/1/2020
ANGGYXNX0JLX3X63JN86
BMY 8.50% ELN ISSUED BY CREDIT SUISSE AG, LONDON 8.50% ELN 5/1/2020
22550T203
5405000.00000000
NS
USD
275906635.18000000
0.451655987208
Long
EP
CORP
CH
N
2
N
N
N
Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan
N/A
Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan
25277BAB4
24875000.00000000
PA
USD
19526875.00000000
0.031965269698
Long
LON
CORP
US
N
2
2026-08-24
Floating
4.18000000
N
N
N
N
N
N
SPRINT COMMUNICATIONS INC 6.00% 11/15/2022
549300JKU50UT08ZWD77
SPRINT COMMUNICATIONS INC 6.00% 11/15/2022
852061AS9
367700000.00000000
PA
USD
384592138.00000000
0.629572904790
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL FINANCE SA/CB LLC 5.625% 10/15/2023 144A
N/A
MALLINCKRODT INTERNATIONAL FINANCE SA/CB LLC 5.625% 10/15/2023 144A
561233AD9
232950000.00000000
PA
USD
59692272.75000000
0.097715563672
Long
DBT
CORP
LU
Y
2
2023-10-15
Fixed
5.62500000
N
N
N
N
N
N
WELLS FARGO & CO 5.90% 12/15/2168 PERP
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO 5.90% 12/15/2168 PERP
949746RG8
125000000.00000000
PA
USD
122938125.00000000
0.201248296099
Long
DBT
CORP
US
N
2
N/A
Variable
5.90000000
N
N
N
N
N
N
TENET HEALTHCARE CORP 8.125% 04/01/2022
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 8.125% 04/01/2022
88033GCE8
902911000.00000000
PA
USD
858072439.74000000
1.404654710875
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
8.12500000
N
N
N
N
N
N
GILD 9.0% ELN Issued by Merrill Lynch International & Co. C.V. 9.0% ELN 12/30/2020
AHYI0DDQ2LCHPGHJC422
GILD 9.0% ELN Issued by Merrill Lynch International & Co. C.V. 9.0% ELN 12/30/2020
59027A748
2540000.00000000
NS
USD
167815425.10000000
0.274711920004
Long
EP
CORP
US
N
2
N
N
N
VERIZON COMMUNICATIONS INC 3.50% 11/01/2024
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3.50% 11/01/2024
92343VCR3
50000000.00000000
PA
USD
53283138.00000000
0.087223883830
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
CHESAPEAKE ENERGY CORP 5.00% 09/20/2020 CDS
000000000
-25000000.00000000
NC
USD
15461271.05000000
0.025309922811
N/A
DCR
CORP
N/A
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Y
2020-09-20
-6239583.33000000
USD
0.00000000
USD
-25000000.00000000
USD
9838771.05000000
N
N
N
DuPont de Nemours Inc 4.493% 11/15/2025
5493004JF0SDFLM8GD76
DuPont de Nemours Inc 4.493% 11/15/2025
26078JAC4
40000000.00000000
PA
USD
43091511.60000000
0.070540308678
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
N/A
N/A
PROCTER & GAMBLE CO STRIKE 125 EXPIRES 06/19/20 CALLS
000000000
-15000.0000
NC
USD
-2620000.00000000
-0.00428890985
N/A
DE
CORP
US
N
1
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
Call
Written
PROCTER & GAMBLE CO STRIKE 125 EXPIRES 06/19/20 CALLS
PROCTER & GAMBLE CO STRIKE 125 EXPIRES 06/19/20 CALLS
100.00000000
125.00000000
USD
2020-06-19
XXXX
778236.44000000
N
N
N
United States Treasury Note/Bond 2.625% 06/15/2021
254900HROIFWPRGM1V77
United States Treasury Note/Bond 2.625% 06/15/2021
9128284T4
500000000.00000000
PA
USD
515136720.00000000
0.843272883478
Long
DBT
UST
US
N
2
2021-06-15
Fixed
2.62500000
N
N
N
N
N
N
BAT Capital Corp 3.222% 08/15/2024
2138005GYEXN7XRHFA84
BAT Capital Corp 3.222% 08/15/2024
05526DAZ8
88500000.00000000
PA
USD
89063531.72000000
0.145795976660
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
JPMORGAN CHASE & CO 6.125% 10/30/2168 PERP
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 6.125% 10/30/2168 PERP
46625HJW1
60000000.00000000
PA
USD
57041700.00000000
0.093376606578
Long
DBT
CORP
US
N
2
N/A
Variable
6.12500000
N
N
N
N
N
N
ASHTEAD CAPITAL INC 4.375% 08/15/2027 144A
213800J1134IW58IC398
ASHTEAD CAPITAL INC 4.375% 08/15/2027 144A
045054AF0
34500000.00000000
PA
USD
31998750.00000000
0.052381585572
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.37500000
N
N
N
N
N
N
MSFT 8.0% ELN Issued By Citigroup Global Markets Inc 8.0% ELN 4/12/2021
82VOJDD5PTRDMVVMGV31
MSFT 8.0% ELN Issued By Citigroup Global Markets Inc 8.0% ELN 4/12/2021
17327U467
2200000.00000000
NS
USD
340554438.40000000
0.557483697242
Long
EP
CORP
US
N
2
N
N
N
ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 6.00% 07/15/2023 144A
N/A
ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC 6.00% 07/15/2023 144A
29273EAC2
149525000.00000000
PA
USD
109429871.25000000
0.179135440136
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
6.00000000
N
N
N
N
N
N
DISH DBS CORP 5.00% 03/15/2023
N/A
DISH DBS CORP 5.00% 03/15/2023
25470XAL9
300000000.00000000
PA
USD
290256000.00000000
0.475145732315
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
S&P 500 INDEX STRIKE 2900 EXPIRES 09/18/20 PUTS
000000000
-10000.00000000
NC
USD
-416000000.00000000
-0.68098721350
N/A
DE
US
N
1
Credit Suisse Securities (Europe) Ltd.
DL6FFRRLF74S01HE2M14
Put
Written
S&P 500 INDEX STRIKE 2900 EXPIRES 09/18/20 PUTS
S&P 500 INDEX STRIKE 2900 EXPIRES 09/18/20 PUTS
100.00000000
2900.00000000
USD
2020-09-18
XXXX
-368520388.00000000
N
N
N
THE WILLIAMS COS INC COM USD1
D71FAKCBLFS2O0RBPG08
THE WILLIAMS COS INC COM USD1
969457100
16797700.00000000
NS
USD
237687455.00000000
0.389091629003
Long
EC
CORP
US
N
1
N
N
N
24 HOUR FITNESS WORLDWIDE INC 6.50% 05/30/2025 Term Loan
N/A
24 HOUR FITNESS WORLDWIDE INC 6.50% 05/30/2025 Term Loan
90187DAP2
96190533.15000000
PA
USD
24047633.29000000
0.039365699003
Long
LON
CORP
US
N
2
2025-05-30
Floating
5.10338000
N
N
N
N
N
N
ALLERGAN FUNDING SCS 3.80% 03/15/2025
222100FLFVOSKCBCAR54
ALLERGAN FUNDING SCS 3.80% 03/15/2025
00507UAS0
100000000.00000000
PA
USD
102577397.00000000
0.167918018633
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Cigna Corp 4.125% 11/15/2025
549300VIWYMSIGT1U456
Cigna Corp 4.125% 11/15/2025
125523AG5
50000000.00000000
PA
USD
53630024.50000000
0.087791733039
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
TENET HEALTHCARE CORP 6.75% 06/15/2023
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.75% 06/15/2023
88033GCN8
565000000.00000000
PA
USD
524746575.00000000
0.859004105542
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
S&P 500 INDEX STRIKE 2700 EXPIRES 06/19/20 PUTS
000000000
10000.00000000
NC
USD
229200000.00000000
0.375197762825
N/A
DE
US
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Credit Suisse Securities (Europe) Ltd.
DL6FFRRLF74S01HE2M14
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Put
Purchased
S&P 500 INDEX STRIKE 2700 EXPIRES 06/19/20 PUTS
S&P 500 INDEX STRIKE 2700 EXPIRES 06/19/20 PUTS
400.00000000
2700.00000000
USD
2020-06-19
XXXX
143179612.00000000
N
N
N
Cleveland-cliffs Inc 6.75% 03/15/2026 144A
549300TM2WLI2BJMDD86
Cleveland-cliffs Inc 6.75% 03/15/2026 144A
185899AG6
40000000.00000000
PA
USD
35575000.00000000
0.058235865674
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
NETFLIX INC 5.875% 11/15/2028
549300Y7VHGU0I7CE873
NETFLIX INC 5.875% 11/15/2028
64110LAT3
50000000.00000000
PA
USD
53777500.00000000
0.088033148736
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
S&P 500 INDEX STRIKE 3350 EXPIRES 09/18/20 PUTS
000000000
10000.00000000
NC
USD
791750000.00000000
1.296085640127
N/A
DE
US
N
1
Credit Suisse Securities (Europe) Ltd.
DL6FFRRLF74S01HE2M14
Put
Purchased
S&P 500 INDEX STRIKE 3350 EXPIRES 09/18/20 PUTS
S&P 500 INDEX STRIKE 3350 EXPIRES 09/18/20 PUTS
100.00000000
3350.00000000
USD
2020-09-18
XXXX
630129612.00000000
N
N
N
GOVT NATL MORTG ASSN 3.5% 01/20/2050 SF2
549300M8ZYFG0OCMTT87
GOVT NATL MORTG ASSN 3.5% 01/20/2050 SF2
36179VDP2
361525055.02000000
PA
USD
382855557.48000000
0.626730142460
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
PHILIP MORRIS INTERNATIONAL INC STRIKE 80 EXPIRES 05/15/20 CALLS
000000000
-15000.0000
NC
USD
-2250000.00000000
-0.00368322411
N/A
DE
CORP
US
N
1
SeaPort Global Securities LLC
54930028D6D0G5RZJ888
Call
Written
PHILIP MORRIS INTERNATIONAL INC STRIKE 80 EXPIRES 05/15/20 CALLS
PHILIP MORRIS INTERNATIONAL INC STRIKE 80 EXPIRES 05/15/20 CALLS
100.00000000
80.00000000
USD
2020-05-15
XXXX
-660423.59000000
N
N
N
UNITED STATES TREASURY NOTE/BOND 2.375% 03/15/2021
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND 2.375% 03/15/2021
9128284B3
750000000.00000000
PA
USD
766186522.50000000
1.254238521592
Long
DBT
UST
US
N
2
2021-03-15
Fixed
2.37500000
N
N
N
N
N
N
COMMSCOPE INC 5.50% 06/15/2024 144A
549300Z6K4JXMFE8QY54
COMMSCOPE INC 5.50% 06/15/2024 144A
203372AM9
80000000.00000000
PA
USD
74477600.00000000
0.121918974260
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.50000000
N
N
N
N
N
N
ROYAL DUTCH SHELL PLC SPONSORED ADR A
21380068P1DRHMJ8KU70
ROYAL DUTCH SHELL PLC SPONSORED ADR A
780259206
15000000.00000000
NS
USD
523350000.00000000
0.856717928336
Long
EC
CORP
GB
N
1
N
N
N
HighPoint Operating Corp 8.75% 06/15/2025
XE2KCQGOGYZ847CKN141
HighPoint Operating Corp 8.75% 06/15/2025
06846NAF1
175845000.00000000
PA
USD
82647150.00000000
0.135292433612
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
8.75000000
N
N
N
N
N
N
UNITED TECHNOLOGIES CORP COM USD1
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP COM USD1
913017109
3000000.00000000
NS
USD
282990000.00000000
0.463251373918
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
ALPHABET INC STRIKE 1300 EXPIRES 05/15/20 CALLS
000000000
-2500.00000000
NC
USD
-4500000.00000000
-0.00736644822
N/A
DE
CORP
US
N
1
SeaPort Global Securities LLC
54930028D6D0G5RZJ888
Call
Written
ALPHABET INC STRIKE 1300 EXPIRES 05/15/20 CALLS
ALPHABET INC STRIKE 1300 EXPIRES 05/15/20 CALLS
100.00000000
1300.00000000
USD
2020-05-15
XXXX
-1504913.31000000
N
N
N
Walmart Inc 3.4% 06/26/2023
Y87794H0US1R65VBXU25
Walmart Inc 3.4% 06/26/2023
931142EK5
40000000.00000000
PA
USD
42618015.60000000
0.069765201174
Long
DBT
CORP
US
N
2
2023-06-26
Fixed
3.40000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CAPITAL CORP 5.125% 05/01/2027 144A
N/A
CCO HOLDINGS LLC/CAPITAL CORP 5.125% 05/01/2027 144A
1248EPBT9
40000000.00000000
PA
USD
40480800.00000000
0.066266603828
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Walmart Inc 3.55% 06/26/2025
Y87794H0US1R65VBXU25
Walmart Inc 3.55% 06/26/2025
931142ED1
45000000.00000000
PA
USD
49214924.55000000
0.080564265221
Long
DBT
CORP
US
N
2
2025-06-26
Fixed
3.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP 5.20% 12/1/2168 PERP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 5.20% 12/1/2168 PERP
060505ED2
75000000.00000000
PA
USD
71963250.00000000
0.117803012241
Long
DBT
CORP
US
N
2
N/A
Variable
5.20000000
N
N
N
N
N
N
CHS/Community Health Systems Inc 6.875% 04/01/2028 144A
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc 6.875% 04/01/2028 144A
12543DBE9
1400000000.00000000
PA
USD
567000000.00000000
0.928172476099
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.87500000
N
N
N
N
N
N
CALPINE CORP 5.50% 02/01/2024
43R4VPJBXTU2O15HEF41
CALPINE CORP 5.50% 02/01/2024
131347CJ3
186500000.00000000
PA
USD
178568155.00000000
0.292314015130
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
5.50000000
N
N
N
N
N
N
CEMEX SAB DE CV 5.70% 01/11/2025 144A
549300RIG2CXWN6IV731
CEMEX SAB DE CV 5.70% 01/11/2025 144A
151290BM4
65000000.00000000
PA
USD
55411200.00000000
0.090707496838
Long
DBT
CORP
MX
N
2
2025-01-11
Fixed
5.70000000
N
N
N
N
N
N
UNITED STATES TREASURY NOTE/BOND 7.50% 11/15/2024
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND 7.50% 11/15/2024
912810ES3
350000000.00000000
PA
USD
464201171.00000000
0.759891975829
Long
DBT
UST
US
N
2
2024-11-15
Fixed
7.50000000
N
N
N
N
N
N
ALPHABET INC COM USD.001 CL A
5493006MHB84DD0ZWV18
ALPHABET INC COM USD.001 CL A
02079K305
250000.00000000
NS
USD
290487500.00000000
0.475524695151
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The 6.75% CNV PFD 2019 *SOUEU*
549300FC3G3YU2FBZD92
Southern Co/The 6.75% CNV PFD 2019 *SOUEU*
842587602
1600000.00000000
NS
USD
71040000.00000000
0.116291662614
Long
EP
CORP
US
N
1
N
N
N
Fb 9.0% Eln Issued By Goldman Sachs International 9.0% ELN 3/26/2021
W22LROWP2IHZNBB6K528
Fb 9.0% Eln Issued By Goldman Sachs International 9.0% ELN 3/26/2021
000000000
2590000.00000000
NS
USD
425053123.25000000
0.695807072100
Long
EP
CORP
GB
N
2
N
N
N
Allison Transmission Inc 5.875% 06/01/2029 144A
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc 5.875% 06/01/2029 144A
019736AF4
25000000.00000000
PA
USD
24674187.50000000
0.040391361036
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO 6.75% 08/01/2168 PERP
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO 6.75% 08/01/2168 PERP
46625HJQ4
100000000.00000000
PA
USD
104569500.00000000
0.171179068323
Long
DBT
CORP
US
N
2
N/A
Variable
6.75000000
N
N
N
N
N
N
DTE ENERGY CO COM NPV
549300IX8SD6XXD71I78
DTE ENERGY CO COM NPV
233331107
1000000.00000000
NS
USD
94970000.00000000
0.155464797275
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos Inc 5.875% 05/15/2023 144A
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc 5.875% 05/15/2023 144A
91831AAB7
54822000.00000000
PA
USD
54376571.25000000
0.089013821479
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
5.87500000
N
N
N
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp 11% 04/15/2025 144A
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp 11% 04/15/2025 144A
131477AT8
290380000.00000000
PA
USD
211344371.60000000
0.345968304581
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
11.00000000
N
N
N
N
N
N
CCO HOLDINGS LLC/CAPITAL CORP 5.50% 05/01/2026 144A
N/A
CCO HOLDINGS LLC/CAPITAL CORP 5.50% 05/01/2026 144A
1248EPBR3
45000000.00000000
PA
USD
45880537.50000000
0.075105911986
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
2020-04-30
Robert Kubilis
Robert Kubilis
Robert Kubilis
Chief Financial Officer, Chief Accounting Officer and Treasurer