0001752724-20-249494.txt : 20201125 0001752724-20-249494.hdr.sgml : 20201125 20201125172733 ACCESSION NUMBER: 0001752724-20-249494 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201125 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 SEC ACT: 1940 Act SEC FILE NUMBER: 811-00537 FILM NUMBER: 201352071 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 1 primary_doc.xml NPORT-P false 0000038721 XXXXXXXX S000006756 C000018334 C000018333 C000128787 C000018329 C000199719 C000018332 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 2020-09-30 N 63897633951.46 212336828.03 63685297123.43 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 24750000.00000000 0.00000000 0.00000000 115770508.45999999 USD EUR CAD UST Wells Fargo Bank NA into Delta Air Lines, Inc. KB1H1DSPRFMYMCUFXT09 N/A 2000000.00000000 NS USD 62293194.98000000 0.097814091782 Long SN CORP US N 2 2021-04-12 Fixed 10.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BN8 124800000.00000000 PA USD 139962658.37000000 0.219772325311 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 4000000.00000000 NS USD 658440000.00000000 1.033896408968 Long EC CORP US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 14000000.00000000 NS USD 1105020000.00000000 1.735125766718 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RG8 100000000.00000000 PA USD 102541082.00000000 0.161012174915 Long DBT CORP US N 2 2024-06-15 Variable 5.90000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBB5 4970000.00000000 PA USD 4954468.75000000 0.007779611580 Long DBT CORP US N 2 2024-01-15 Fixed 8.62500000 N N N N N N Goldman Sachs International into Facebook, Inc. W22LROWP2IHZNBB6K528 N/A 2590000.00000000 NS USD 486964707.54000000 0.764642279357 Long SN CORP US N 2 2021-03-26 Fixed 9.00000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AS1 202220000.00000000 PA USD 191982612.50000000 0.301455157110 Long DBT CORP US N 2 2025-02-15 Fixed 5.12500000 N N N N N N Barclays Bank plc into Bank of America Corp. G5GSEF7VJP5I7OUK5573 06747D130 9040000.00000000 NS USD 221397111.43000000 0.347642425222 Long SN CORP GB N 2 2020-11-25 Fixed 8.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AG0 90000000.00000000 PA USD 98100000.00000000 0.154038694064 Long DBT CORP US N 2 2023-05-01 Fixed 5.87500000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513E101 6350000.00000000 NS USD 365379000.00000000 0.573725830770 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DAV2 23805000.00000000 PA USD 21260840.63000000 0.033384221461 Long DBT CORP US N 2 2022-02-01 Fixed 6.87500000 N N N N N N TOTAL SE 529900S21EQ1BO4ESM68 89151E109 12500000.00000000 NS USD 428750000.00000000 0.673232314782 Long EC CORP FR N 1 N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AD9 30000000.00000000 PA USD 31775700.00000000 0.049894875952 Long DBT CORP CA N 2 2028-01-15 Fixed 7.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967GR6 140000000.00000000 PA USD 140068600.00000000 0.219938677099 Long DBT CORP US N 2 2023-05-15 Variable 5.35000000 N N N N N N Caesars Entertainment, Inc. 5299000BKFWWVND5L441 28470RAH5 30000000.00000000 PA USD 31312650.00000000 0.049167785052 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 5000000.00000000 NS USD 374950000.00000000 0.588754417323 Long EC CORP US N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCN8 565000000.00000000 PA USD 593815000.00000000 0.932420867644 Long DBT CORP US N 2 2023-06-15 Fixed 6.75000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91831AAB7 27338000.00000000 PA USD 27222633.64000000 0.042745554891 Long DBT CORP CA N 2 2023-05-15 Fixed 5.87500000 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 62854AAN4 130000000.00000000 PA USD 146226476.50000000 0.229607904971 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48124BAC9 90700000.00000000 PA USD 91561106.71000000 0.143771185572 Long DBT CORP US N 2 2023-05-01 Variable 5.15000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCT7 75000000.00000000 PA USD 85934197.50000000 0.134935693765 Long DBT CORP US N 2 2026-02-17 Fixed 4.12500000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AQ1 31500000.00000000 PA USD 32493894.62000000 0.051022600329 Long DBT CORP GB N 2 2022-06-12 Fixed 2.37500000 N N N N N N HighPoint Operating Corp. XE2KCQGOGYZ847CKN141 06846NAD6 205783000.00000000 PA USD 52169077.25000000 0.081916988074 Long DBT CORP US N 2 2022-10-15 Fixed 7.00000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 2500000.00000000 NS USD 287600000.00000000 0.451595600539 Long EC CORP US N 1 N N N JPMorgan Chase Bank NA into Barrick Gold Corp. N/A N/A 13200000.00000000 NS USD 269502041.82000000 0.423177803972 Long SN CORP CA N 2 2021-02-09 Fixed 10.00000000 N N N N N N Weatherford International Ltd. N/A N/A 190000000.00000000 PA USD 195175600.00000000 0.306468853590 Long DBT CORP US N 2 2024-09-01 Fixed 8.75000000 N N N N N N Par Pharmaceutical, Inc. 549300KK5WR4MGN4YT97 69888XAA7 76744000.00000000 PA USD 80503688.56000000 0.126408593814 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N Y N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 6000000.00000000 NS USD 258660000.00000000 0.406153400680 Long EC CORP US N 1 N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 7500000.00000000 NS USD 1039500000.00000000 1.632244877471 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAL3 35000000.00000000 PA USD 36720284.30000000 0.057658966760 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 780259206 6500000.00000000 NS USD 163605000.00000000 0.256896029994 Long EC CORP GB N 1 N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 12600000.00000000 NS USD 462420000.00000000 0.726101660645 Long EC CORP US N 1 N N N PBF Holding Co. LLC / PBF Finance Corp. N/A 69318FAK4 50000000.00000000 PA USD 51322250.00000000 0.080587282022 Long DBT CORP US N 2 2025-05-15 Fixed 9.25000000 N N N N N N UBS AG London into Oracle Corp. N/A N/A 4303900.00000000 NS USD 242472108.59000000 0.380734831338 Long SN CORP US N 2 2021-04-29 Fixed 9.00000000 N N N N N N N/A N/A 00C7BLX81 -5000.00000000 NC USD -480000.00000000 -0.00075370614 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Target Corp. Target Corp. 100.00000000 165.00000000 USD 2020-10-16 XXXX 10010.44000000 N N N Host Hotels & Resorts, Inc. N6EL63S0K3PB1YFTDI24 44107P104 7386982.00000000 NS USD 79705535.78000000 0.125155317444 Long EC CORP US N 1 N N N N/A N/A 00P7VZV86 -15000.00000000 NC USD -255000.00000000 -0.00040040639 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 95.00000000 USD 2020-10-16 XXXX 3071840.30000000 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CZ1 50000000.00000000 PA USD 63790954.00000000 0.100165904661 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAV6 137000000.00000000 PA USD 150878100.00000000 0.236911982537 Long DBT CORP US N 2 2026-04-01 Fixed 9.25000000 N N N N N N Royal Bank of Canada into CVS Health Corp. N/A N/A 3933000.00000000 NS USD 231733063.89000000 0.363872156301 Long SN CORP US N 2 2021-09-03 Fixed 7.50000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 2500000.00000000 NS USD 108300000.00000000 0.170054949716 Long EC CORP US N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAK8 87300000.00000000 PA USD 90442800.00000000 0.142015196733 Long DBT CORP CA N 2 2024-03-15 Fixed 7.00000000 N N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AL5 64263000.00000000 PA USD 64006911.95000000 0.100505006400 Long DBT CORP US N 2 2022-01-15 Fixed 7.62500000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAT9 40000000.00000000 PA USD 44854333.20000000 0.070431222316 Long DBT CORP KY N 2 2027-12-06 Fixed 3.40000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599ED3 60000000.00000000 PA USD 55462500.00000000 0.087088390107 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N Unilever plc 549300MKFYEKVRWML317 N/A 3000000.00000000 NS 184966880.34000000 0.290438906144 Long EC CORP GB N 2 N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167DA2 410000000.00000000 PA USD 15887500.00000000 0.024946888399 Long DBT CORP US N 2 2024-10-01 Fixed 7.00000000 Y N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AT8 290380000.00000000 PA USD 263516946.20000000 0.413779880290 Long DBT CORP US N 2 2025-04-15 Fixed 11.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967HQ7 140000000.00000000 PA USD 146747300.00000000 0.230425713042 Long DBT CORP US N 2 2024-05-15 Variable 6.30000000 N N N N N N Citigroup Global Markets Holdings, Inc. into Microsoft Corp. 82VOJDD5PTRDMVVMGV31 17327U467 2200000.00000000 NS USD 384210261.29000000 0.603295075385 Long SN CORP US N 2 2021-04-12 Fixed 8.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJQ4 80000000.00000000 PA USD 86773365.60000000 0.136253373257 Long DBT CORP US N 2 2024-02-01 Variable 6.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 4000000.00000000 NS USD 193400000.00000000 0.303680768930 Long EC CORP US N 1 N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AJ2 25000000.00000000 PA USD 26000000.00000000 0.040825749701 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 6500000.00000000 NS USD 903435000.00000000 1.418592737738 Long EC CORP US N 1 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397XL2 149650000.00000000 PA USD 148496198.50000000 0.233171870443 Long DBT CORP US N 2 2025-08-04 Fixed 4.13400000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJW1 60000000.00000000 PA USD 62448063.00000000 0.098057268821 Long DBT CORP US N 2 2024-04-30 Variable 6.12500000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 5000000.00000000 NS USD 301450000.00000000 0.473343163361 Long EC CORP US N 1 N N N JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 N/A 11734630.00000000 PA USD 11734630.00000000 0.018425964123 Long RA CORP US N 2 Repurchase Y 0.06000000 2020-10-01 11734629.99999999 USD 11969323.01238842 USD UST N N Credit Suisse AG into Bank of America Corp. ANGGYXNX0JLX3X63JN86 22550T427 8550000.00000000 NS USD 207364043.99000000 0.325607406036 Long SN CORP CH N 2 2020-10-21 Fixed 7.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 90269A443 75000.00000000 NS USD 74256750.00000000 0.116599518812 Long SN CORP CH N 2 2021-05-07 Variable 0.00000100 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAT3 24400000.00000000 PA USD 27187154.90000000 0.042689845424 Long DBT CORP US N 2 2029-01-30 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ES3 350000000.00000000 PA USD 455095704.00000000 0.714600896213 Long DBT UST US N 2 2024-11-15 Fixed 7.50000000 N N N N N N Credit Suisse AG into SPX Index ANGGYXNX0JLX3X63JN86 22542D274 33000.00000000 NS USD 97818930.00000000 0.153597352007 Long SN CORP CH N 2 2021-02-08 None 0.00000000 N Y N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 145000000.00000000 PA USD 141465625.00000000 0.222132315290 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N Caesars Entertainment, Inc. 5299000BKFWWVND5L441 28470RAK8 40000000.00000000 PA USD 42452200.00000000 0.066659341979 Long DBT CORP US N 2 2027-07-01 Fixed 8.12500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 50000000.00000000 PA USD 53883337.50000000 0.084608755762 Long DBT CORP GB N 2 2025-05-07 Variable 3.93200000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAH8 190650000.00000000 PA USD 219604015.50000000 0.344826868082 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N DISH DBS Corp. N/A 25470XAJ4 391500000.00000000 PA USD 407551500.00000000 0.639945981896 Long DBT CORP US N 2 2022-07-15 Fixed 5.87500000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A 1248EPBR3 40000000.00000000 PA USD 41756200.00000000 0.065566468064 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N Credit Suisse AG into Cisco Systems, Inc. ANGGYXNX0JLX3X63JN86 22550T609 5085000.00000000 NS USD 205784116.28000000 0.323126570142 Long SN CORP CH N 2 2021-06-01 Fixed 10.00000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AL4 25000000.00000000 PA USD 28910120.75000000 0.045395282829 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EN0 80000000.00000000 PA USD 87144400.00000000 0.136835979317 Long DBT CORP US N 2 2025-03-17 Variable 6.10000000 N N N N N N Shea Homes LP / Shea Homes Funding Corp. N/A 82088KAD0 96278000.00000000 PA USD 99709829.31000000 0.156566482082 Long DBT CORP US N 2 2025-04-01 Fixed 6.12500000 N N N N N N Institutional Fiduciary Trust Money Market Portfolio N/A 457756500 23122000.00000000 NS USD 23122000.00000000 0.036306653253 Long STIV RF US N 1 N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UAR7 70000000.00000000 PA USD 76386435.30000000 0.119943595696 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313586752 4500000.00000000 NS USD 39960000.00000000 0.062746036848 Long EP CORP US N 1 N N N Goldman Sachs International into Bristol-Myers Squibb Co. W22LROWP2IHZNBB6K528 N/A 5000000.00000000 NS USD 290396022.15000000 0.455985973634 Long SN CORP US N 2 2020-11-04 Fixed 8.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 5000000.00000000 NS USD 292000000.00000000 0.458504573565 Long EC CORP US N 1 N N N NextEra Energy, Inc. N/A 65339F770 4000000.00000000 NS USD 186720000.00000000 0.293191691699 Long EP CORP US N 1 N N N Citigroup Global Markets Holdings, Inc. into Alphabet, Inc. 82VOJDD5PTRDMVVMGV31 17327U798 259000.00000000 NS USD 353391309.93000000 0.554902506374 Long SN CORP US N 2 2021-03-19 Fixed 7.50000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AF0 34500000.00000000 PA USD 35966250.00000000 0.056474966161 Long DBT CORP US N 2 2027-08-15 Fixed 4.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VQT0 428250643.56000000 PA USD 451897389.32000000 0.709578834882 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N Belk, Inc. N/A 07384DAC6 86348727.03000000 PA USD 33151780.42000000 0.052055626522 Long LON CORP US N 2 2025-07-31 Variable 7.75000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 3000000.00000000 NS USD 499890000.00000000 0.784937846848 Long EC CORP US N 1 N N N N/A N/A 00P7MTUZ1 -10000.00000000 NC USD -360000.00000000 -0.00056527961 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 185.00000000 USD 2020-10-16 XXXX 4319539.13000000 N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A 983130AV7 164500000.00000000 PA USD 158228437.50000000 0.248453637883 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N Chesapeake Energy Corp. N/A 16516FAH2 77725000.00000000 PA USD 55573375.00000000 0.087262488376 Long LON CORP US N 2 2024-06-24 Variable 0.00000000 N N N N N N Goldman Sachs International into Bristol-Myers Squibb Co. W22LROWP2IHZNBB6K528 N/A 3984000.00000000 NS USD 240221045.17000000 0.377200163963 Long SN CORP US N 2 2021-02-10 Fixed 8.00000000 N N N N N N HighPoint Operating Corp. XE2KCQGOGYZ847CKN141 06846NAF1 175845000.00000000 PA USD 44840475.00000000 0.070409461877 Long DBT CORP US N 2 2025-06-15 Fixed 8.75000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AT9 55000000.00000000 PA USD 59125000.00000000 0.092839325041 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290BU6 50100000.00000000 PA USD 52855500.00000000 0.082994823589 Long DBT CORP MX N 2 2026-04-16 Fixed 7.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBK0 100200000.00000000 PA USD 109069552.70000000 0.171263317636 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Societe Generale SA into Microsoft Corp. O2RNE8IBXP4R0TD8PU41 83369J620 1240000.00000000 NS USD 262795686.15000000 0.412647342510 Long SN CORP FR N 2 2021-08-24 Fixed 8.00000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F200 420000.00000000 NS USD 523635000.00000000 0.822222747874 Long EP CORP US N 1 N N N Royal Bank of Canada into Merck & Co., Inc. ES7IP3U3RHIGC71XBU11 78013P766 3220000.00000000 NS USD 267457140.02000000 0.419966855931 Long SN CORP CA N 2 2021-01-25 Fixed 7.00000000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167DD6 1070000000.00000000 PA USD 146311800.00000000 0.229741881735 Long DBT CORP US N 2 2025-01-01 Fixed 11.50000000 Y N N N N N Merrill Lynch International & Co. CV into Pfizer, Inc. AHYI0DDQ2LCHPGHJC422 59027C157 7000000.00000000 NS USD 258572249.53000000 0.406015613036 Long SN CORP CW N 2 2021-08-17 Fixed 8.00000000 N N N N N N Merrill Lynch International & Co. CV into Intel Corp. AHYI0DDQ2LCHPGHJC422 59027A797 4583000.00000000 NS USD 242324910.32000000 0.380503697502 Long SN CORP CW N 2 2021-02-23 Fixed 8.00000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 50000000.00000000 PA USD 59749500.00000000 0.093819928144 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBC3 370000000.00000000 PA USD 363668375.00000000 0.571039771228 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N Credit Suisse AG into Texas Instruments, Inc. N/A N/A 2239000.00000000 NS USD 301990194.10000000 0.474191387557 Long SN CORP US N 2 2021-08-13 Fixed 8.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHD4 135000000.00000000 PA USD 150563866.50000000 0.236418566452 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N Credit Suisse AG London into Broadcom, Inc. ANGGYXNX0JLX3X63JN86 N/A 1275000.00000000 NS USD 403755157.09000000 0.633984883995 Long SN CORP US N 2 2021-04-14 Fixed 10.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWQ3 100000000.00000000 PA USD 108347761.00000000 0.170129945048 Long DBT CORP US N 2 2025-09-29 Variable 3.27200000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 19972000.00000000 PA USD 20269582.80000000 0.031827727459 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 2085000.00000000 NS USD 328220700.00000000 0.515379082496 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DRT1 438515367.20000000 PA USD 461300687.07000000 0.724344091817 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Motors Liquidation Co., Escrow Account N/A N/A 400000000.00000000 NS USD 0.00000000 0.000000 Long DBT CORP US N 3 2033-07-15 Fixed 0.00000000 Y N N N N N Golden Nugget, Inc. 91D14OD6M4H1RVBN7R43 38113YAE9 51500000.00000000 PA USD 43066875.00000000 0.067624517659 Long DBT CORP US N 2 2024-10-15 Fixed 6.75000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 8000000.00000000 NS USD 286800000.00000000 0.450339423625 Long EC CORP US N 1 N N N Citigroup Global Markets Holdings, Inc. into Amazon.com, Inc. 82VOJDD5PTRDMVVMGV31 17327P757 169100.00000000 NS USD 328466605.41000000 0.515765208370 Long SN CORP US N 2 2020-11-19 Fixed 8.00000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAD6 105000000.00000000 PA USD 105525000.00000000 0.165697586046 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 125000000.00000000 PA USD 146412426.25000000 0.229899887200 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Sunoco LP / Sunoco Finance Corp. N/A 86765LAL1 67775000.00000000 PA USD 67931560.25000000 0.106667572137 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N Navistar International Corp. WNDD3CRVXJGC8I7GX671 63934EAW8 30000000.00000000 PA USD 33750900.00000000 0.052996376753 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N BNP Paribas Issuance BV into Raytheon Technologies Corp. 7245009UXRIGIRYOBR48 N/A 4546000.00000000 NS USD 269407832.38000000 0.423029874317 Long SN CORP NL N 2 2021-06-16 Fixed 9.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCM2 90000000.00000000 PA USD 93593765.70000000 0.146962909694 Long DBT CORP US N 2 2022-06-30 Fixed 3.00000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAK6 30000000.00000000 PA USD 33239809.20000000 0.052193851173 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HHA1 178959000.00000000 PA USD 171709374.49000000 0.269621690163 Long DBT CORP US N 2 2020-10-30 Variable 3.73825100 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 250000.00000000 NS USD 91080000.00000000 0.143015741645 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851505 839000.00000000 NS USD 82230390.00000000 0.129119896921 Long EP CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAN6 100000000.00000000 PA USD 109096000.00000000 0.171304845745 Long DBT CORP US N 2 2026-11-15 Fixed 4.37500000 N N N N N N Endo Dac / Endo Finance LLC / Endo Finco, Inc. N/A 29273DAB6 69939000.00000000 PA USD 73217390.63000000 0.114967494754 Long DBT CORP US N 2 2027-07-31 Fixed 9.50000000 N N N N N N Barclays Bank plc into Schlumberger Ltd. G5GSEF7VJP5I7OUK5573 06747F101 7150000.00000000 NS USD 110639083.20000000 0.173727827610 Long SN CORP GB N 2 2021-01-28 Fixed 9.00000000 N N N N N N CEMEX Finance LLC 529900USOXVC2TX3H980 12516UAD7 57800000.00000000 PA USD 59239798.00000000 0.093019583288 Long DBT CORP US N 2 2024-04-01 Fixed 6.00000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 93000000.00000000 PA USD 97766250.00000000 0.153514632758 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AN4 60000000.00000000 PA USD 63656400.00000000 0.099954625125 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N American Airlines Group, Inc. N/A 02376RAC6 16000000.00000000 PA USD 10920000.00000000 0.017146814874 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587107 21000688.00000000 NS USD 1138657303.36000000 1.787943771626 Long EC CORP US N 1 N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LBG0 41700000.00000000 PA USD 47880815.28000000 0.075183468465 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAP7 105000000.00000000 PA USD 114481500.00000000 0.179761271707 Long DBT CORP CA N 2 2025-12-15 Fixed 9.00000000 N N N N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GAY3 25000000.00000000 PA USD 26150000.00000000 0.041061282872 Long DBT CORP AU N 2 2023-03-15 Fixed 5.12500000 N N N N N N Morgan Stanley Finance LLC into General Dynamics Corp. 5493003FCPSE9RKT4B56 61765M736 1450000.00000000 NS USD 198965434.64000000 0.312419732068 Long SN CORP US N 2 2021-05-24 Fixed 8.00000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 17500000.00000000 NS USD 863975000.00000000 1.356631811461 Long EC CORP US N 1 N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAK2 25041000.00000000 PA USD 27219655.39000000 0.042740878380 Long DBT CORP US N 2 2025-07-15 Fixed 3.95000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 20000000.00000000 NS USD 481800000.00000000 0.756532546383 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148YAC2 100000000.00000000 PA USD 102422855.00000000 0.160826532380 Long DBT CORP US N 2 2022-10-31 Variable 2.87600000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 16000000.00000000 NS USD 951840000.00000000 1.494599292133 Long EC CORP US N 1 N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A 1248EPBT9 30000000.00000000 PA USD 31606650.00000000 0.049629430068 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313400624 6500000.00000000 NS USD 57850000.00000000 0.090837293084 Long EP CORP US N 1 N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505682 300000.00000000 NS USD 446400000.00000000 0.700946717944 Long EP CORP US N 1 N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AM2 200000000.00000000 PA USD 219795000.00000000 0.345126755982 Long DBT CORP US N 2 2021-11-15 Fixed 11.50000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537101 6500000.00000000 NS USD 531245000.00000000 0.834172130767 Long EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EC5 60000000.00000000 PA USD 55654500.00000000 0.087389872566 Long DBT CORP US N 2 2028-09-01 Fixed 6.37500000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAS5 69300000.00000000 PA USD 77555709.00000000 0.121779613981 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AK4 25000000.00000000 PA USD 25063507.00000000 0.039355248592 Long DBT CORP GB N 2 2020-11-16 Fixed 2.37500000 N N N N N N Royal Bank of Canada into Analog Devices, Inc. N/A N/A 1240000.00000000 NS USD 147703859.49000000 0.231927722977 Long SN CORP US N 2 2021-09-10 Fixed 8.50000000 N N N N N N Endo Dac / Endo Finance LLC / Endo Finco, Inc. N/A 29273DAC4 107739000.00000000 PA USD 79295904.00000000 0.124512104962 Long DBT CORP US N 2 2028-06-30 Fixed 6.00000000 N N N N N N Institutional Fiduciary Trust - Money Market Portfolio N/A 457756500 533380918.94100000 NS USD 533380918.94000000 0.837525995845 Long STIV RF US N 1 N N N Merrill Lynch International & Co. CV into Comcast Corp. AHYI0DDQ2LCHPGHJC422 59027C140 5600000.00000000 NS USD 243958148.06000000 0.383068241932 Long SN CORP CW N 2 2021-08-09 Fixed 7.00000000 N N N N N N Citigroup Global Markets Holdings, Inc. into Apple, Inc. 82VOJDD5PTRDMVVMGV31 17327U269 1180000.00000000 NS USD 356102751.81000000 0.559160069740 Long SN CORP US N 2 2021-01-13 Fixed 8.00000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AV9 45000000.00000000 PA USD 46296900.00000000 0.072696371205 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 187350000.00000000 PA USD 215007543.75000000 0.337609390960 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 5000000.00000000 NS USD 744400000.00000000 1.168872618364 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBF6 300000000.00000000 PA USD 290940000.00000000 0.456840139155 Long DBT CORP US N 2 2025-02-15 Fixed 6.62500000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 3000000.00000000 NS USD 86130000.00000000 0.135243146990 Long EC CORP US N 1 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DAZ8 62636000.00000000 PA USD 64653505.56000000 0.101520301357 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N NextEra Energy, Inc. N/A 65339F739 6119800.00000000 NS USD 292220450.00000000 0.458850728816 Long EP CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810EV6 400000000.00000000 PA USD 527906248.00000000 0.828929551787 Long DBT UST US N 2 2025-08-15 Fixed 6.87500000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 2523767.00000000 NS USD 360368689.93000000 0.565858535968 Long EC CORP US N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 91000000.00000000 PA USD 93252250.00000000 0.146426654521 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N Barclays Bank plc into Fidelity National Information Services, Inc. N/A N/A 1495000.00000000 NS USD 212671149.07000000 0.333940734637 Long SN CORP US N 2 2021-06-02 Fixed 7.50000000 N N N N N N Societe Generale SA into Oracle Corp. O2RNE8IBXP4R0TD8PU41 83369J612 3390000.00000000 NS USD 193785863.55000000 0.304286660034 Long SN CORP FR N 2 2021-08-05 Fixed 8.00000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 11500000.00000000 NS USD 1018440000.00000000 1.599176020214 Long EC CORP US N 1 N N N BASF SE 529900PM64WH8AF1E917 N/A 6000000.00000000 NS 365298527.22000000 0.573599470709 Long EC CORP DE N 2 N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAN4 30000000.00000000 PA USD 32718750.00000000 0.051375673001 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBJ3 113000000.00000000 PA USD 125393343.93000000 0.196895279748 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHC6 40000000.00000000 PA USD 42024196.00000000 0.065987281049 Long DBT CORP US N 2 2023-12-20 Variable 3.00400000 N N N N N N Goldman Sachs International into Amazon.com, Inc. W22LROWP2IHZNBB6K528 N/A 190000.00000000 NS USD 369386449.16000000 0.580018412168 Long SN CORP US N 2 2021-01-11 Fixed 7.50000000 N N N N N N BNP Paribas Issuance BV into MetLife, Inc. 7245009UXRIGIRYOBR48 N/A 6597000.00000000 NS USD 247220651.12000000 0.388191093213 Long SN CORP NL N 2 2021-09-07 Fixed 9.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967GD7 155000000.00000000 PA USD 159659264.35000000 0.250700352454 Long DBT CORP US N 2 2023-01-30 Variable 5.95000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 8000000.00000000 NS USD 304400000.00000000 0.477975315731 Long EC CORP US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U133 500000.00000000 NS USD 50880000.00000000 0.079892851722 Long EP CORP US N 1 N N JPMorgan Chase Bank NA into Morgan Stanley 7H6GLXDRUGQFU57RNE97 48128D636 5100000.00000000 NS USD 242895637.76000000 0.381399865795 Long SN CORP US N 2 2020-12-21 Fixed 8.50000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 02557T307 1000000.00000000 NS USD 49020000.00000000 0.076972240397 Long EP CORP US N 1 N N BCE, Inc. 5493001I9203PRB5KR45 05534B760 7500000.00000000 NS 310993467.00000000 0.488328517015 Long EC CORP CA N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 175000000.00000000 NS 220781499.26000000 0.346675777977 Long EC CORP GB N 2 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBB0 170000000.00000000 PA USD 183896524.20000000 0.288758210303 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179U6W7 0.01000000 PA USD 0.01000000 0.000000000015 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.00000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CR9 120000000.00000000 PA USD 118620000.00000000 0.186259631905 Long DBT CORP US N 2 2026-12-08 Fixed 4.34600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VN48 172445159.39000000 PA USD 183542212.33000000 0.288201862314 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N Goldman Sachs International into MetLife, Inc. W22LROWP2IHZNBB6K528 N/A 5210000.00000000 NS USD 195564691.83000000 0.307079813808 Long SN CORP US N 2 2020-12-29 Fixed 7.50000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCD5 30000000.00000000 PA USD 32225700.00000000 0.050601475467 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 833516.00000000 NS USD 137746854.16000000 0.216293022694 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179VDP2 326342099.82000000 PA USD 343295725.29000000 0.539050205928 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZR7 115000000.00000000 PA USD 118306250.00000000 0.185766975022 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N Chevron Corp. N/A 166764100 17000000.00000000 NS USD 1224000000.00000000 1.921950678235 Long EC CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851409 50000.00000000 NS USD 63878000.00000000 0.100302586130 Long EP CORP US N 1 N N N Credit Suisse AG into Wells Fargo & Co. ANGGYXNX0JLX3X63JN86 22550T393 5640000.00000000 NS USD 136227887.88000000 0.213907909726 Long SN CORP CH N 2 2020-11-30 Fixed 8.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R102 10000000.00000000 NS USD 285100000.00000000 0.447670047683 Long EC CORP US N 1 N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AS9 347700000.00000000 PA USD 375081375.00000000 0.588960705126 Long DBT CORP US N 2 2022-11-15 Fixed 6.00000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 6000000.00000000 NS USD 214560000.00000000 0.336906648302 Long EC CORP US N 1 N N N Royal Bank of Canada into Analog Devices, Inc. ES7IP3U3RHIGC71XBU11 78014V192 1718000.00000000 NS USD 201739951.01000000 0.316776336332 Long SN CORP CA N 2 2021-09-15 Fixed 8.00000000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167CY1 203359000.00000000 PA USD 7646298.40000000 0.012006379408 Long DBT CORP US N 2 2026-09-15 Fixed 5.50000000 Y N N N N Chesapeake Energy Corp. USD XXXX N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 50000000.00000000 NS 66274103.77000000 0.104064998929 Long EC CORP GB N 2 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCS7 85200000.00000000 PA USD 85498200.00000000 0.134251081272 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N Olin Corp. 549300GKK294V7W57P06 680665AM8 40000000.00000000 PA USD 46674000.00000000 0.073288501598 Long DBT CORP US N 2 2025-06-01 Fixed 9.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DQ96 82248191.17000000 PA USD 86494816.62000000 0.135815989760 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331842 1000000.00000000 NS USD 45160000.00000000 0.070911186788 Long EP CORP US N 1 N N N Morgan Stanley Finance LLC into CVS Health Corp. 5493003FCPSE9RKT4B56 61765M744 3732000.00000000 NS USD 220670207.35000000 0.346501025067 Long SN CORP US N 2 2021-05-25 Fixed 8.00000000 N N N N N N N/A N/A 00C72Y0H9 -5000.00000000 NC USD -530000.00000000 -0.00083221720 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Texas Instruments, Inc. Texas Instruments, Inc. 100.00000000 150.00000000 USD 2020-10-16 XXXX -150187.01000000 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 3750000.00000000 NS USD 173475000.00000000 0.272394112669 Long EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 37045VAV2 20000000.00000000 PA USD 23263522.00000000 0.036528874089 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 3000000.00000000 NS USD 179100000.00000000 0.281226606594 Long EC CORP US N 1 N N N Barclays Bank plc into Comcast Corp. G5GSEF7VJP5I7OUK5573 06747G398 6400000.00000000 NS USD 265120875.90000000 0.416298404616 Long SN CORP GB N 2 2021-04-28 Fixed 9.00000000 N N N N N N Royal Bank of Canada into AbbVie, Inc. ES7IP3U3RHIGC71XBU11 78013P774 2900000.00000000 NS USD 251534533.28000000 0.394964842187 Long SN CORP CA N 2 2021-02-02 Fixed 9.00000000 N N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AU5 118402000.00000000 PA USD 129535340.06000000 0.203399129643 Long DBT CORP US N 2 2024-07-15 Fixed 9.25000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 30000000.00000000 NS USD 1029900000.00000000 1.617170754505 Long EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 37045V100 6500000.00000000 NS USD 192335000.00000000 0.302008483413 Long EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 500000.00000000 NS USD 191640000.00000000 0.300917179719 Long EC CORP US N 1 N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 65000000.00000000 PA USD 74442495.40000000 0.116891180166 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N N/A N/A 00C7RL247 -5000.00000000 NC USD -335000.00000000 -0.00052602408 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written United Parcel Service, Inc. United Parcel Service, Inc. 100.00000000 180.00000000 USD 2020-10-16 XXXX 332756.51000000 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CP1 40000000.00000000 PA USD 46545115.60000000 0.073086124588 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAE2 52984000.00000000 PA USD 52950885.00000000 0.083144599133 Long DBT CORP CA N 2 2023-03-01 Fixed 5.50000000 N N N N N N Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC N/A 85208NAE0 130000000.00000000 PA USD 153481250.00000000 0.240999503704 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N N/A N/A N/A -1200.00000000 NC USD -642000.00000000 -0.00100808197 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Alphabet, Inc. Alphabet, Inc. 100.00000000 1350.00000000 USD 2020-10-16 XXXX 2727482.63000000 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CW8 50000000.00000000 PA USD 57389750.00000000 0.090114598804 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587602 4727400.00000000 NS USD 220013196.00000000 0.345469371955 Long EP CORP US N 1 N N N Barclays Bank plc into Rio Tinto plc G5GSEF7VJP5I7OUK5573 06747D692 5000000.00000000 NS USD 297697530.10000000 0.467450955788 Long SN CORP GB N 2 2020-10-27 Fixed 10.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851406 500000.00000000 NS USD 49225000.00000000 0.077294135732 Long EP CORP US N 1 N N N Broadcom Corp. / Broadcom Cayman Finance Ltd. N/A 11134LAR0 40000000.00000000 PA USD 43357518.00000000 0.068080891443 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91831AAC5 122400000.00000000 PA USD 125429400.00000000 0.196951895752 Long DBT CORP CA N 2 2025-04-15 Fixed 6.12500000 N N N N N N DISH DBS Corp. N/A 25470XAZ8 40000000.00000000 PA USD 41250000.00000000 0.064771622121 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 15000000.00000000 NS USD 1444050000.00000000 2.267477840609 Long EC CORP US N 1 N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCL8 75000000.00000000 PA USD 79522632.75000000 0.124868119239 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCU2 133300000.00000000 PA USD 133599925.00000000 0.209781426851 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AQ4 142585000.00000000 PA USD 128163240.18000000 0.201244629402 Long DBT CORP US N 2 2023-04-15 Fixed 7.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505ED2 75000000.00000000 PA USD 75789969.75000000 0.119007012879 Long DBT CORP US N 2 2023-06-01 Variable 5.20000000 N N N N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GAU1 40200000.00000000 PA USD 41230125.00000000 0.064740413976 Long DBT CORP AU N 2 2022-05-15 Fixed 4.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48126HAA8 65000000.00000000 PA USD 66840975.50000000 0.104955112905 Long DBT CORP US N 2 2023-08-01 Variable 6.00000000 N N N N N N Golden Nugget Online Gaming, Inc. N/A 51509HAD3 13867490.70000000 PA USD 16086289.21000000 0.025259031419 Long LON CORP US N 2 2023-10-04 Variable 13.00000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 6500000.00000000 NS 710246560.98000000 1.115244166331 Long EC CORP GB N 2 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 28368EAE6 95000000.00000000 PA USD 132247909.70000000 0.207658463842 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AG6 50000000.00000000 PA USD 50922500.00000000 0.079959586121 Long DBT CORP US N 2 2026-03-15 Fixed 6.75000000 N N N N N N Rio Tinto plc 213800YOEO5OQ72G2R82 767204100 7500000.00000000 NS USD 452925000.00000000 0.711192410898 Long EC CORP GB N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAY5 25000000.00000000 PA USD 27591380.75000000 0.043324569400 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 947075AP2 670113000.00000000 PA USD 403743082.50000000 0.633965924218 Long DBT CORP BM N 2 2024-12-01 Fixed 11.00000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CR8 40000000.00000000 PA USD 44411182.00000000 0.069735376933 Long DBT CORP US N 2 2027-05-04 Fixed 3.12500000 N N N N N N Nucor Corp. 549300GGJCRSI2TIEJ46 670346105 1000000.00000000 NS USD 44860000.00000000 0.070440120445 Long EC CORP US N 1 N N N Wells Fargo Bank NA into Halliburton Co. KB1H1DSPRFMYMCUFXT09 95002A790 12700000.00000000 NS USD 155624766.47000000 0.244365298584 Long SN CORP US N 2 2021-01-11 Fixed 10.00000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914908AX6 25254625.21000000 PA USD 24383340.64000000 0.038287236994 Long LON CORP US N 2 2024-03-15 Variable 3.75000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAP5 150000000.00000000 PA USD 159244723.50000000 0.250049431647 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N BNP Paribas Issuance BV into Texas Instruments, Inc. 7245009UXRIGIRYOBR48 N/A 1439000.00000000 NS USD 191716118.22000000 0.301036702158 Long SN CORP NL N 2 2021-06-01 Fixed 8.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967KU4 130000000.00000000 PA USD 149640567.70000000 0.234968783155 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 10000000.00000000 NS USD 517800000.00000000 0.813060507508 Long EC CORP US N 1 N N N BNP Paribas Issuance BV into Home Depot, Inc. (The) 7245009UXRIGIRYOBR48 N/A 1680000.00000000 NS USD 396223639.59000000 0.622158735982 Long SN CORP NL N 2 2021-02-16 Fixed 7.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDC0 100000000.00000000 PA USD 111072330.00000000 0.174408120895 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N DISH DBS Corp. N/A 25470XAW5 128200000.00000000 PA USD 132206250.00000000 0.207593048900 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48127FAA1 168100000.00000000 PA USD 155874994.74000000 0.244758212304 Long DBT CORP US N 2 2021-01-01 Variable 3.61613200 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GAV2 55258000.00000000 PA USD 54349558.48000000 0.085340825802 Long DBT CORP US N 2 2031-11-15 Fixed 6.87500000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AU6 30000000.00000000 PA USD 29362500.00000000 0.046105618292 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N JPMorgan Chase Bank NA into Baker Hughes Co. 7H6GLXDRUGQFU57RNE97 N/A 11360000.00000000 NS USD 153705635.27000000 0.241351838199 Long SN CORP US N 2 2020-12-08 Fixed 8.50000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAE4 200995000.00000000 PA USD 189437787.50000000 0.297459219092 Long DBT CORP US N 2 2025-04-15 Fixed 7.25000000 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506309 250000.00000000 NS USD 11075000.00000000 0.017390199151 Long EP CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48126HAC4 75000000.00000000 PA USD 78915242.25000000 0.123914381834 Long DBT CORP US N 2 2024-10-01 Variable 6.10000000 N N N N N N International Paper Co. 824LMFJDH41EY779Q875 460146103 5626574.38800000 NS USD 228101325.69000000 0.358169524196 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBE4 40000000.00000000 PA USD 41881297.20000000 0.065762898332 Long DBT CORP GB N 2 2023-02-15 Variable 4.61000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAN5 125000000.00000000 PA USD 140174708.75000000 0.220105291301 Long DBT CORP GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DAZ8 88500000.00000000 PA USD 94781715.84000000 0.148828254120 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 1704588.00000000 NS USD 359940802.08000000 0.565186657420 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBD1 544000000.00000000 PA USD 533120000.00000000 0.837116295409 Long DBT CORP US N 2 2027-12-15 Fixed 8.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397XW8 48000000.00000000 PA USD 48086400.00000000 0.075506281939 Long DBT CORP US N 2 2021-03-18 Fixed 3.33600000 N N N N N N PBF Holding Co. LLC / PBF Finance Corp. N/A 69318FAH1 37000000.00000000 PA USD 24898225.00000000 0.039095719301 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 7525000.00000000 NS USD 382571000.00000000 0.600721072649 Long EC CORP US N 1 N N N Motors Liquidation Co., Escrow Account N/A N/A 11000000.00000000 NS USD 0.00000000 0.000000 Long EP CORP US N 3 N N N Weatherford International plc 529900LPBDSCQDJKHQ39 N/A 14700000.00000000 NS USD 28665000.00000000 0.045010389045 Long EC CORP IE N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 2000000.00000000 NS USD 236720000.00000000 0.371702748816 Long EC CORP US N 1 N N N BP plc 213800LH1BZH3DI6G760 055622104 9000000.00000000 NS USD 157140000.00000000 0.246744550308 Long EC CORP GB N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QBMZ8 65817038.99000000 PA USD 71558766.75000000 0.112363088471 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAK1 86300000.00000000 PA USD 104414370.00000000 0.163953651339 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 9000000.00000000 NS USD 746550000.00000000 1.172248593820 Long EC CORP US N 1 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AJ4 90000000.00000000 PA USD 103115250.00000000 0.161913745648 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AP9 69000000.00000000 PA USD 74369893.26000000 0.116777178751 Long DBT CORP US N 2 2023-06-01 Fixed 4.33300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313586810 4250.00000000 NS USD 115387500.00000000 0.181183892062 Long EP CORP US N 2 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCE8 850000000.00000000 PA USD 945540000.00000000 1.484706898936 Long DBT CORP US N 2 2022-04-01 Fixed 8.12500000 N N N N N N JPMorgan Chase Bank NA into Cisco Systems, Inc. 7H6GLXDRUGQFU57RNE97 48128D628 6050000.00000000 NS USD 238874155.09000000 0.375085248683 Long SN CORP US N 2 2021-01-19 Fixed 7.50000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AF7 36552000.00000000 PA USD 39638484.51000000 0.062241186428 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A60 60000000.00000000 PA USD 61950000.00000000 0.097275199768 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 14000000.00000000 NS USD 520380000.00000000 0.817111678055 Long EC CORP US N 1 N N N Vertical US Newco, Inc. 549300C2AFWPAYWS5574 92537RAA7 50000000.00000000 PA USD 52057000.00000000 0.081741002007 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBA7 755000000.00000000 PA USD 553037500.00000000 0.868391175011 Long DBT CORP US N 2 2024-06-30 Fixed 8.12500000 N N N N N N Merrill Lynch International & Co. CV into Gilead Sciences, Inc. AHYI0DDQ2LCHPGHJC422 59027A748 2540000.00000000 NS USD 160728012.96000000 0.252378524117 Long SN CORP CW N 2 2020-12-30 Fixed 9.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DLU4 0.02000000 PA USD 0.02000000 0.000000000031 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co. N/A 25277LAA4 175000000.00000000 PA USD 124235125.00000000 0.195076619897 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Wells Fargo Bank NA into General Motors Co. KB1H1DSPRFMYMCUFXT09 95002A840 6512000.00000000 NS USD 195631855.68000000 0.307185275905 Long SN CORP US N 2 2020-11-25 Fixed 8.50000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 2000000.00000000 NS USD 393740000.00000000 0.618258872588 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAE5 50000000.00000000 PA USD 54031736.00000000 0.084841774225 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DAZ3 1385000000.00000000 PA USD 1078423325.00000000 1.693363105317 Long SN CORP US N 2 2023-06-30 Variable 9.87500000 N N N N N N Barclays plc into Morgan Stanley N/A N/A 5148000.00000000 NS USD 249759705.81000000 0.392177970569 Long SN CORP US N 2 2021-08-20 Fixed 8.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EH3 55000000.00000000 PA USD 59037759.55000000 0.092702338242 Long DBT CORP US N 2 2024-09-05 Variable 6.25000000 N N N N N N Societe Generale SA into Ford Motor Co. N/A N/A 37800000.00000000 NS USD 237665438.01000000 0.373187295568 Long SN CORP US N 2 2021-02-23 Fixed 12.00000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BF8 65000000.00000000 PA USD 73639580.95000000 0.115630426921 Long DBT CORP US N 2 2048-09-15 Variable 5.70000000 N N N N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A 983130AU9 84000000.00000000 PA USD 79800000.00000000 0.125303647159 Long DBT CORP US N 2 2023-05-30 Fixed 4.25000000 N N N N N N KKR & Co., Inc. 549300JOHU21WRN2Z451 48251W401 1350000.00000000 NS USD 70200000.00000000 0.110229524192 Long EP CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBE9 1275000000.00000000 PA USD 604828125.00000000 0.949713909362 Long DBT CORP US N 2 2028-04-01 Fixed 6.87500000 N N N N N N UBS AG London into Caterpillar, Inc. BFM8T61CT2L1QCEMIK50 N/A 1428600.00000000 NS USD 187121854.39000000 0.293822691958 Long SN CORP US N 2 2021-04-29 Fixed 9.50000000 N N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AD2 50000000.00000000 PA USD 50236250.00000000 0.078882021862 Long DBT CORP US N 2 2022-06-15 Fixed 6.50000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AK0 87000000.00000000 PA USD 89325945.00000000 0.140261487399 Long DBT CORP US N 2 2026-08-15 Fixed 5.00000000 N N N N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GAW7 60540000.00000000 PA USD 64739962.50000000 0.101656057872 Long DBT CORP AU N 2 2024-05-15 Fixed 5.12500000 N N N N N N Royal Bank of Canada into Analog Devices, Inc. ES7IP3U3RHIGC71XBU11 78013P758 1700000.00000000 NS USD 194917444.87000000 0.306063492947 Long SN CORP CA N 2 2020-12-21 Fixed 8.50000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290BM4 65000000.00000000 PA USD 66462500.00000000 0.104360822673 Long DBT CORP MX N 2 2025-01-11 Fixed 5.70000000 N N N N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 69351T106 4000000.00000000 NS USD 108840000.00000000 0.170902869133 Long EC CORP US N 1 N N N Royal Bank of Canada into Intel Corp. ES7IP3U3RHIGC71XBU11 78013P733 5070000.00000000 NS USD 264023972.39000000 0.414576023533 Long SN CORP CA N 2 2020-11-18 Fixed 8.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DY8 50000000.00000000 PA USD 50405250.00000000 0.079147389235 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N SkyMiles IP Ltd. / Delta Air Lines, Inc. N/A 24736CBS2 25000000.00000000 PA USD 25246100.00000000 0.039641959981 Long LON CORP US N 2 2027-10-20 Variable 4.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B648 1880845.00000000 NS USD 51610386.80000000 0.081039720518 Long EP CORP US N 1 N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 2500000.00000000 NS USD 304175000.00000000 0.477622015974 Long EC CORP US N 1 N N N Barclays Bank plc into International Business Machines Corp. G5GSEF7VJP5I7OUK5573 06747E450 2000000.00000000 NS USD 244238865.42000000 0.383509030265 Long SN CORP GB N 2 2020-12-31 Fixed 8.00000000 N N N N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J207 81266.00000000 NS USD 76092606.44000000 0.119482219408 Long EP CORP US N 1 N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A 983130AX3 99827000.00000000 PA USD 93774988.13000000 0.147247468985 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N DISH DBS Corp. N/A 25470XAL9 300000000.00000000 PA USD 306375000.00000000 0.481076502487 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BG2 60000000.00000000 PA USD 78600000.00000000 0.123419381788 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co. USD XXXX N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAC5 110610000.00000000 PA USD 113117252.18000000 0.177619100937 Long DBT CORP US N 2 2027-09-15 Fixed 4.87500000 N N N N N N N/A N/A 00C72SJQ2 -5000.00000000 NC USD -340000.00000000 -0.00053387518 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written PepsiCo, Inc. PepsiCo, Inc. 100.00000000 145.00000000 USD 2020-10-16 XXXX 159810.22000000 N N N 2020-10-30 Franklin Custodian Funds Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer