0001752724-21-249150.txt : 20211122 0001752724-21-249150.hdr.sgml : 20211122 20211122151220 ACCESSION NUMBER: 0001752724-21-249150 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211122 PERIOD START: 20210930 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: 211432024 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 C000199719 C000128787 C000018333 C000018332 C000018329 Franklin Custodian Funds 811-00537 0000038721 549300PYEMTLTOE2MK86 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Income Fund S000006756 2I64NSETYA60QJ4H0C97 2021-09-30 2021-09-30 N 72805613788.37 568410244.24 72237203544.13 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 430431074.38000000 0.00000000 0.00000000 8960426.77999999 CAD EUR GBP USD N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 983130AV7 164500000.00000000 PA USD 167995625.00000000 0.232561085919 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N DISH DBS Corp. N/A DISH DBS Corp. 25470XAW5 128200000.00000000 PA USD 138011146.00000000 0.191052725228 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599EF8 30000000.00000000 PA USD 36051750.00000000 0.049907455204 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N Nabors Industries Ltd. N/A Nabors Industries Ltd. 629571AA8 16000000.00000000 PA USD 15587120.00000000 0.021577690213 Long DBT CORP BM N 2 2026-01-15 Fixed 7.25000000 N N N N N N DISH DBS Corp. N/A DISH DBS Corp. 25470XBB0 35000000.00000000 PA USD 37164400.00000000 0.051447728008 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397XL2 149650000.00000000 PA USD 158441937.50000000 0.219335646628 Long DBT CORP US N 2 2025-08-04 Fixed 4.13400000 N N N N N N Citigroup Global Markets Holdings, Inc. into Amazon.com, Inc. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into Amazon.com, Inc. 17328L201 113000.00000000 NS USD 369463770.33000000 0.511459126604 Long SN CORP US N 2 2021-12-02 Fixed 9.54000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp. 30231G102 15000000.00000000 NS USD 882300000.00000000 1.221392795834 Long EC CORP US N 1 N N N BNP Paribas Issuance BV into Delta Air Lines, Inc. 7245009UXRIGIRYOBR48 BNP Paribas Issuance BV into Delta Air Lines, Inc. N/A 3507000.00000000 NS USD 156009865.95000000 0.215968861328 Long SN CORP NL N 2 2022-05-03 Fixed 10.00000000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 Walmart, Inc. 931142103 2000500.00000000 NS USD 278829690.00000000 0.385991810756 Long EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599EE1 30000000.00000000 PA USD 33262500.00000000 0.046046217694 Long DBT CORP US N 2 2025-12-01 Fixed 5.50000000 N N N N N N Olin Corp. 549300GKK294V7W57P06 Olin Corp. 680665AM8 40000000.00000000 PA USD 49900000.00000000 0.069077978592 Long DBT CORP US N 2 2025-06-01 Fixed 9.50000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 02557T307 3600000.00000000 NS USD 178992000.00000000 0.247783678240 Long EP CORP US N 1 N N N Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC N/A Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 85208NAE0 90000000.00000000 PA USD 102964500.00000000 0.142536663863 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83369J653 1165000.00000000 NS USD 228717551.90000000 0.316620163404 Long SN CORP FR N 2 2021-12-20 Fixed 8.00000000 N N N N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 PG&E Corp. 69331C108 10000000.00000000 NS USD 96000000.00000000 0.132895509917 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738EBE4 40000000.00000000 PA USD 40613592.40000000 0.056222542412 Long DBT CORP GB N 2 2023-02-15 Variable 4.61000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BN8 114800000.00000000 PA USD 126033706.93000000 0.174472018221 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N UBS AG into Morgan Stanley BFM8T61CT2L1QCEMIK50 UBS AG into Morgan Stanley, Series 0001 90278V867 2345000.00000000 NS USD 194495513.54000000 0.269245629672 Long SN CORP CH N 2 2022-02-11 Fixed 8.50000000 N N N N N N Credit Suisse AG into Chevron Corp. N/A Credit Suisse AG into Chevron Corp. N/A 2540000.00000000 NS USD 256913970.75000000 0.355653261955 Long SN CORP US N 2 2022-06-07 Fixed 10.00000000 N N N N N N MI into Intel Corp. N/A MI into Intel Corp. N/A 6167000.00000000 NS USD 307738103.85000000 0.426010544084 Long SN CORP US N 2 2021-12-08 Fixed 8.50000000 N N N N N N Belk, Inc. N/A Belk, Inc., Term Loan 07783AAJ4 4913315.85000000 PA USD 4940339.09000000 0.006839050859 Long LON CORP US N 2 2025-07-31 Variable 8.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599EC5 60000000.00000000 PA USD 70275000.00000000 0.097283666244 Long DBT CORP US N 2 2028-09-01 Fixed 6.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Series S 313586752 4000000.00000000 NS USD 10400000.00000000 0.014397013574 Long EP CORP US N 1 N N N N/A N/A Analog Devices, Inc. 00P8ZBZW6 -10000.00000000 NC USD -360000.00000000 -0.00049835816 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Analog Devices, Inc. Analog Devices, Inc. 100.00000000 150.00000000 USD 2021-10-15 XXXX 1199661.94000000 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122108 9500000.00000000 NS USD 562115000.00000000 0.778151662054 Long EC CORP US N 1 N N N Weatherford International Ltd. N/A Weatherford International Ltd. N/A 170000000.00000000 PA USD 177437500.00000000 0.245631740009 Long DBT CORP US N 2 2024-09-01 Fixed 8.75000000 N N N N N N National Bank of Canada into Broadcom, Inc. BSGEFEIOM18Y80CKCV46 National Bank of Canada into Broadcom, Inc. 63306A445 578000.00000000 NS USD 279678037.88000000 0.387166202674 Long SN CORP CA N 2 2022-05-02 Fixed 10.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Series Z 313400624 6000000.00000000 NS USD 14340000.00000000 0.019851266793 Long EP CORP US N 1 N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 Bausch Health Cos., Inc. 91911KAN2 87220000.00000000 PA USD 88637325.00000000 0.122703151079 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co. (The) 382550BL4 30000000.00000000 PA USD 31875000.00000000 0.044125462277 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 Intel Corp. 458140100 6282800.00000000 NS USD 334747584.00000000 0.463400529888 Long EC CORP US N 1 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 International Business Machines Corp. 459200101 3000000.00000000 NS USD 416790000.00000000 0.576974162275 Long EC CORP US N 1 N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 Univision Communications, Inc. 914906AU6 30000000.00000000 PA USD 32625000.00000000 0.045163708448 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N BP plc 213800LH1BZH3DI6G760 BP plc 055622104 10000000.00000000 NS USD 273300000.00000000 0.378336904795 Long EC CORP GB N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650CX6 125000000.00000000 PA USD 142701740.00000000 0.197546046910 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397ZR7 100000000.00000000 PA USD 111875000.00000000 0.154871720541 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N JP Morgan Chase Bank NA into CVS Health Corp. N/A JP Morgan Chase Bank NA into CVS Health Corp. N/A 2950000.00000000 NS USD 235856028.97000000 0.326502158719 Long SN CORP US N 2 2022-02-22 Fixed 9.00000000 N N N N N N Utah Acquisition Sub, Inc. 254900JOFV74IJ7H9933 Utah Acquisition Sub, Inc. 62854AAN4 110000000.00000000 PA USD 121238590.00000000 0.167834002496 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 Sprint Corp. 85207UAF2 187350000.00000000 PA USD 209569710.00000000 0.290113265350 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Merrill Lynch International & Co. CV AHYI0DDQ2LCHPGHJC422 Merrill Lynch International & Co. CV 59027C769 550000.00000000 NS USD 267274792.31000000 0.369996039709 Long SN CORP CW N 2 2022-10-13 Fixed 9.50000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. 64110LAN6 100000000.00000000 PA USD 111875000.00000000 0.154871720541 Long DBT CORP US N 2 2026-11-15 Fixed 4.37500000 N N N N N N TK Elevator US Newco, Inc. 549300C2AFWPAYWS5574 TK Elevator US Newco, Inc. 92537RAA7 43000000.00000000 PA USD 45116675.00000000 0.062456286769 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co. (The) 382550BP5 30000000.00000000 PA USD 31987500.00000000 0.044281199202 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N British American Tobacco plc 213800FKA5MF17RJKT63 British American Tobacco plc N/A 3000000.00000000 NS 104851924.63000000 0.145149479057 Long EC CORP GB N 2 N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167735 4898112.00000000 NS USD 301674718.08000000 0.417616828004 Long EC CORP US N 1 N N N DTE Energy Co. 549300IX8SD6XXD71I78 DTE Energy Co. 233331842 3100000.00000000 NS USD 155806000.00000000 0.215686643939 Long EP CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co., Series Q 48124BAC9 60700000.00000000 PA USD 62521030.35000000 0.086549627176 Long DBT CORP US N 2 2023-05-01 Variable 5.15000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RCT7 75000000.00000000 PA USD 83751819.00000000 0.115940007213 Long DBT CORP US N 2 2026-02-17 Fixed 4.12500000 N N N N N N Dornoch Debt Merger Sub, Inc. N/A Dornoch Debt Merger Sub, Inc. 25830JAA9 35000000.00000000 PA USD 35043750.00000000 0.048512052350 Long DBT CORP US N 2 2029-10-15 Fixed 6.62500000 N N N N N N Multiplan Corp. N/A Multiplan Corp. 17144CAB0 185000000.00000000 PA USD 157897500.00000000 0.218581966428 Long DBT CORP US N 2 2027-10-15 Fixed 6.00000120 N N N N N Multiplan Corp. Multiplan Corp. USD XXXX N N N MPH Acquisition Holdings LLC N/A MPH Acquisition Holdings LLC, Term Loan B 55328HAK7 25000000.00000000 PA USD 24750125.00000000 0.034262296691 Long LON CORP US N 2 2028-09-01 Variable 4.75000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 Vodafone Group plc N/A 175000000.00000000 NS 266266460.71000000 0.368600177811 Long EC CORP GB N 2 N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 Sprint Communications, Inc. 852061AM2 215000000.00000000 PA USD 217687500.00000000 0.301350951199 Long DBT CORP US N 2 2021-11-15 Fixed 11.50000000 N N N N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 CommScope Technologies LLC 20337YAA5 25000000.00000000 PA USD 25343750.00000000 0.035084068536 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A CCO Holdings LLC / CCO Holdings Capital Corp. 1248EPBR3 20002000.00000000 PA USD 20652665.06000000 0.028590067232 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N Royal Bank of Canada into Metlife, Inc. ES7IP3U3RHIGC71XBU11 Royal Bank of Canada into Metlife, Inc. 78014V275 4545000.00000000 NS USD 243756083.18000000 0.337438426767 Long SN CORP CA N 2 2021-12-21 Fixed 9.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599ED3 40000000.00000000 PA USD 49350000.00000000 0.068316598066 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co., Series S 46625HJQ4 65000000.00000000 PA USD 71378125.00000000 0.098810753321 Long DBT CORP US N 2 2024-02-01 Variable 6.75000000 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020107 11000000.00000000 NS USD 610170000.00000000 0.844675555065 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. N/A CHS/Community Health Systems, Inc. 203668108 10000000.00000000 NS USD 117000000.00000000 0.161966402711 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 5500000.00000000 NS USD 888250000.00000000 1.229629548792 Long EC CORP US N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 Merck & Co., Inc. 58933Y105 20000000.00000000 NS USD 1502200000.00000000 2.079537864560 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc N/A 160000000.00000000 NS 406511443.55000000 0.562745266435 Long EC CORP GB N 2 N N N Mozart Buyer LP N/A Mozart Buyer LP, Term Loan N/A 187894037.71000000 PA USD 187894037.71000000 0.260107020332 Long LON CORP US N 3 2022-03-11 Variable 0.00000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 DTE Energy Co. 233331107 4000000.00000000 NS USD 446840000.00000000 0.618573225536 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206R102 22500000.00000000 NS USD 607725000.00000000 0.841290872547 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBG4 250000000.00000000 PA USD 262095000.00000000 0.362825506997 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A Calumet Specialty Products Partners LP / Calumet Finance Corp. 131477AT8 270000000.00000000 PA USD 292612500.00000000 0.405071743705 Long DBT CORP US N 2 2025-04-15 Fixed 11.00000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBC3 335000000.00000000 PA USD 355677875.00000000 0.492374922546 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 Pfizer, Inc. 717081103 31249800.00000000 NS USD 1344053898.00000000 1.860611751365 Long EC CORP US N 1 N N N Golden Nugget, Inc. 91D14OD6M4H1RVBN7R43 Golden Nugget, Inc. 38113YAE9 100000000.00000000 PA USD 100255000.00000000 0.138785826528 Long DBT CORP US N 2 2024-10-15 Fixed 6.75000000 N N N N N N JP Morgan Chase Bank NA into Raytheon Technologies Corp. N/A JP Morgan Chase Bank NA into Raytheon Technologies Corp. N/A 3345000.00000000 NS USD 270738075.16000000 0.374790359921 Long SN CORP US N 2 2022-03-18 Fixed 9.00000000 N N N N N N National Bank of Canada into International Paper Co. BSGEFEIOM18Y80CKCV46 National Bank of Canada into International Paper Co. 63306A106 5000000.00000000 NS USD 271285508.75000000 0.375548187692 Long SN CORP CA N 2 2021-12-06 Fixed 9.50000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 Bausch Health Cos., Inc. 91831AAC5 123454000.00000000 PA USD 126157642.60000000 0.174643585867 Long DBT CORP CA N 2 2025-04-15 Fixed 6.12500000 N N N N N N N/A N/A AT&T, Inc. 00C8YF8Q5 -25000.00000000 NC USD -325000.00000000 -0.00044990667 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written AT&T, Inc. AT&T, Inc. 100.00000000 30.00000000 USD 2021-12-17 XXXX 624170.02000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBR1 750000000.00000000 PA USD 747539062.50000000 1.034839425979 Long DBT UST US N 2 2024-03-15 Fixed 0.25000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 Ford Motor Co. 345370CR9 120000000.00000000 PA USD 127950000.00000000 0.177124796811 Long DBT CORP US N 2 2026-12-08 Fixed 4.34600000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBD1 380000000.00000000 PA USD 414675000.00000000 0.574046308072 Long DBT CORP US N 2 2027-12-15 Fixed 8.00000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 Southern Co. (The), Series 2019 842587602 6300000.00000000 NS USD 321363000.00000000 0.444871872432 Long EP CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738EAN5 125000000.00000000 PA USD 139568277.50000000 0.193208306319 Long DBT CORP GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N N/A N/A Bank of America Corp. 00C8TY5G5 -20000.00000000 NC USD -2240000.00000000 -0.00310089523 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Bank of America Corp. Bank of America Corp. 100.00000000 45.00000000 USD 2021-12-17 XXXX -496669.00000000 N N N Barclays Bank plc into Truist Financial Corp. N/A Barclays Bank plc into Truist Financial Corp. N/A 2740000.00000000 NS USD 155121431.22000000 0.214738976053 Long SN CORP US N 2 2022-08-17 Fixed 8.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738EBH7 50000000.00000000 PA USD 53671950.00000000 0.074299595453 Long DBT CORP GB N 2 2025-05-07 Variable 3.93200000 N N N N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 983130AX3 96827000.00000000 PA USD 97934700.88000000 0.135573770958 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N Mozart Buyer LP N/A Mozart Buyer LP, Term Loan N/A 165537036.67000000 PA USD 165537036.67000000 0.229157592692 Long LON CORP US N 3 2022-03-11 Variable 0.00000000 N N N N N N Goldman Sachs International into CMI Ltd. W22LROWP2IHZNBB6K528 Goldman Sachs International into CMI Ltd., Series MTN2 N/A 920000.00000000 NS USD 206473116.96000000 0.285826564193 Long SN CORP GB N 2 2022-02-01 Fixed 9.00000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 025537127 1600000.00000000 NS USD 76272000.00000000 0.105585482629 Long EP CORP US N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 Bausch Health Cos., Inc. 071734AK3 62000000.00000000 PA USD 61438280.00000000 0.085050745302 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBL3 500000000.00000000 PA USD 486520000.00000000 0.673503369635 Long DBT CORP US N 2 2030-04-01 Fixed 6.12500000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBJ8 775000000.00000000 PA USD 777894625.00000000 1.076861488034 Long DBT CORP US N 2 2029-04-15 Fixed 6.87500000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 Bayer AG N/A 5000000.00000000 NS 271365801.54000000 0.375659339268 Long EC CORP DE N 2 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 Home Depot, Inc. (The) 437076102 1000000.00000000 NS USD 328260000.00000000 0.454419584223 Long EC CORP US N 1 N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 CommScope Technologies LLC 20338HAB9 25000000.00000000 PA USD 23817000.00000000 0.032970545413 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Multiplan Corp. N/A Multiplan Corp. 62548M100 4400000.00000000 NS USD 24772000.00000000 0.034292578871 Long EC CORP US N 1 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Co. 12429TAE4 212495000.00000000 PA USD 211475024.00000000 0.292750845304 Long DBT CORP US N 2 2025-04-15 Fixed 7.25000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 Altice France SA 02156LAF8 50000000.00000000 PA USD 49092250.00000000 0.067959787466 Long DBT CORP FR N 2 2029-07-15 Fixed 5.12500000 N N N N N N Barclays Bank plc into Metlife, Inc. G5GSEF7VJP5I7OUK5573 Barclays Bank plc into Metlife, Inc. 06747W849 4240000.00000000 NS USD 253510739.08000000 0.350942072287 Long SN CORP GB N 2 2022-07-11 Fixed 8.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCG4 750000000.00000000 PA USD 745898437.50000000 1.032568262480 Long DBT UST US N 2 2024-06-15 Fixed 0.25000000 N N N N N N Citigroup Global Markets Holdings, Inc. LyondellBasell Industries NV 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. LyondellBasell Industries NV, Series 0001 17329D364 1600000.00000000 NS USD 156148673.52000000 0.216161016566 Long SN CORP US N 2 2022-06-23 Fixed 10.00000000 N N N N N N N/A N/A 3M Co. 00P8D8DM3 -5000.00000000 NC USD -1575000.00000000 -0.00218031695 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written 3M Co. 3M Co. 100.00000000 175.00000000 USD 2021-10-15 XXXX -515166.21000000 N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209S103 4000000.00000000 NS USD 182080000.00000000 0.252058483809 Long EC CORP US N 1 N N N APX Group, Inc. N/A APX Group, Inc., Term Loan 00213NAM4 20000000.00000000 PA USD 19965600.00000000 0.027638943675 Long LON CORP US N 2 2028-07-10 Variable 4.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967KU4 130000000.00000000 PA USD 145221510.20000000 0.201034235927 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167172 5550000.00000000 NS USD 176878500.00000000 0.244857900530 Long CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co., Series R 48126HAA8 55000000.00000000 PA USD 58100625.00000000 0.080430335269 Long DBT CORP US N 2 2023-08-01 Variable 6.00000000 N N N N N N General Motors Co. 54930070NSV60J38I987 General Motors Co. 37045VAP5 140000000.00000000 PA USD 167261840.20000000 0.231545286907 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp., Series AA 060505EN0 70000000.00000000 PA USD 78107750.00000000 0.108126763174 Long DBT CORP US N 2 2025-03-17 Variable 6.10000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 Ford Motor Co. 345370CW8 50000000.00000000 PA USD 60189000.00000000 0.083321331733 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N BNP Paribas Issuance BV into Apple, Inc. 7245009UXRIGIRYOBR48 BNP Paribas Issuance BV into Apple, Inc. N/A 1630000.00000000 NS USD 219763469.96000000 0.304224775016 Long SN CORP NL N 2 2021-12-22 Fixed 10.00000000 N N N N N N BNP Paribas Issuance BV into Broadcom, Inc. N/A BNP Paribas Issuance BV into Broadcom, Inc. N/A 575000.00000000 NS USD 272256672.32000000 0.376892596837 Long SN CORP US N 2 2022-08-08 Fixed 10.00000000 N N N N N N UBS AG into Hindustan Aeronautics Ltd. BFM8T61CT2L1QCEMIK50 UBS AG into Hindustan Aeronautics Ltd. 90278V859 10300000.00000000 NS USD 219804336.66000000 0.304281347942 Long SN CORP CH N 2 2022-02-25 Fixed 12.00000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAC5 73250000.00000000 PA USD 76138247.50000000 0.105400325267 Long DBT CORP US N 2 2027-09-15 Fixed 4.87500000 N N N N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 Weatherford International Ltd. 947075AT4 80000000.00000000 PA USD 82500000.00000000 0.114207078835 Long DBT CORP BM N 2 2028-09-15 Fixed 6.50000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671DAZ8 62636000.00000000 PA USD 64699856.20000000 0.089565837304 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCX7 750000000.00000000 PA USD 746835937.50000000 1.033866070194 Long DBT UST US N 2 2024-09-15 Fixed 0.37500000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671D857 3500000.00000000 NS USD 113855000.00000000 0.157612690433 Long EC CORP US N 1 N N N Southern Co. (The) 549300FC3G3YU2FBZD92 Southern Co. (The) 842587107 17000000.00000000 NS USD 1053490000.00000000 1.458375945237 Long EC CORP US N 1 N N N N/A N/A Morgan Stanley 00P8DPE51 -20000.00000000 NC USD -1660000.00000000 -0.00229798485 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Morgan Stanley Morgan Stanley 100.00000000 90.00000000 USD 2021-10-15 XXXX 901343.72000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967424 6000000.00000000 NS USD 421080000.00000000 0.582912930374 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBE9 550000000.00000000 PA USD 529611500.00000000 0.733156149485 Long DBT CORP US N 2 2028-04-01 Fixed 6.87500000 N N N N N N Credit Suisse AG into Citigroup, Inc. ANGGYXNX0JLX3X63JN86 Credit Suisse AG into Citigroup, Inc., Series MTNN 225510197 4060000.00000000 NS USD 279323609.96000000 0.386675558099 Long SN CORP CH N 2 2022-08-05 Fixed 9.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCJ8 500000000.00000000 PA USD 498281250.00000000 0.689784800010 Long DBT UST US N 2 2026-06-30 Fixed 0.87500000 N N N N N N N/A N/A Microsoft Corp. 00P8P3FE7 -5000.00000000 NC USD -2070000.00000000 -0.00286555943 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Microsoft Corp. 100.00000000 255.00000000 USD 2021-11-19 XXXX -197370.36000000 N N N Bonanza Creek Energy, Inc. IIVIHPH28S64K95M2381 Bonanza Creek Energy, Inc. 097793400 3412600.00000000 NS USD 163463540.00000000 0.226287192720 Long EC CORP US N 1 N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 PG&E Corp. 69331C140 500000.00000000 NS USD 47800000.00000000 0.066170889313 Long EP CORP US N 1 N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A Calumet Specialty Products Partners LP / Calumet Finance Corp. 131477AU5 111402000.00000000 PA USD 121339615.41000000 0.167973854823 Long DBT CORP US N 2 2024-07-15 Fixed 9.25000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 Sprint Corp. 85207UAH8 190650000.00000000 PA USD 217236142.50000000 0.300726124270 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XCL8 75000000.00000000 PA USD 79287212.25000000 0.109759526061 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N SCIH Salt Holdings, Inc. N/A SCIH Salt Holdings, Inc. 78433BAB4 83000000.00000000 PA USD 79785410.00000000 0.110449195269 Long DBT CORP US N 2 2029-05-01 Fixed 6.62500000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc 046353108 2500000.00000000 NS USD 150150000.00000000 0.207856883480 Long EC CORP GB N 1 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCU3 500000000.00000000 PA USD 498710940.00000000 0.690379632006 Long DBT UST US N 2 2023-08-31 Fixed 0.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 313586810 4250.00000000 NS USD 34637500.00000000 0.047949669007 Long EP CORP US N 2 N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 FMG Resources August 2006 Pty. Ltd. 30251GBC0 35000000.00000000 PA USD 36211000.00000000 0.050127909475 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167180 3000000.00000000 NS USD 87720000.00000000 0.121433272186 Long CORP US N 1 N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167DG9 25000000.00000000 PA USD 26742500.00000000 0.037020397645 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N JPMorgan Chase Bank NA into Raytheon Technologies Corp. N/A JPMorgan Chase Bank NA into Raytheon Technologies Corp. N/A 2120000.00000000 NS USD 163612455.76000000 0.226493341010 Long SN CORP US N 2 2022-01-11 Fixed 10.00000000 N N N N N N NextEra Energy, Inc. N/A NextEra Energy, Inc. 65339F770 5250000.00000000 NS USD 267540000.00000000 0.370363174200 Long EP CORP US N 1 N N N KKR & Co., Inc. 549300JOHU21WRN2Z451 KKR & Co., Inc., Series C 48251W401 1350000.00000000 NS USD 106663500.00000000 0.147657293979 Long EP CORP US N 1 N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 28470RAK8 35000000.00000000 PA USD 39391625.00000000 0.054530938446 Long DBT CORP US N 2 2027-07-01 Fixed 8.12500000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 Air Products and Chemicals, Inc. 009158106 1150000.00000000 NS USD 294526500.00000000 0.407721347934 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBH2 250000000.00000000 PA USD 265312500.00000000 0.367279583072 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Mizuho Markets Cayman LP into LAS Vegas sands corp. 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP into LAS Vegas sands corp. 6068FP307 1734000.00000000 NS USD 65952839.94000000 0.091300378065 Long SN CORP KY N 2 2022-08-29 Fixed 12.00000000 N N N N N N DIRECTV Holdings LLC / DIRECTV Financing Co., Inc. N/A DIRECTV Holdings LLC / DIRECTV Financing Co., Inc. 25461LAA0 35000000.00000000 PA USD 36575000.00000000 0.050631804950 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 718172109 8777900.00000000 NS USD 832057141.00000000 1.151840187849 Long EC CORP US N 1 N N N Credit Suisse AG into Morgan Stanley ANGGYXNX0JLX3X63JN86 Credit Suisse AG into Morgan Stanley, Series DMTR 22550T880 2970000.00000000 NS USD 258481806.68000000 0.357823661490 Long SN CORP CH N 2 2022-07-06 Fixed 8.50000000 N N N N N N BCE, Inc. 5493001I9203PRB5KR45 BCE, Inc. 05534B760 7500000.00000000 NS 375636421.04000000 0.520004101225 Long EC CORP CA N 1 N N N Citigroup Global Markets Holdings, Inc. into Intel Corp. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into Intel Corp. 17329B749 3857000.00000000 NS USD 214517314.54000000 0.296962373978 Long SN CORP US N 2 2022-04-06 Fixed 10.00000000 N N N N N N American Airlines Inc/AAdvantage Loyalty IP Ltd. N/A American Airlines Inc/AAdvantage Loyalty IP Ltd. 00253XAA9 50000000.00000000 PA USD 52625000.00000000 0.072850273014 Long DBT CORP US N 2 2026-04-20 Fixed 5.50000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 Xcel Energy, Inc. 98389B100 2500000.00000000 NS USD 156250000.00000000 0.216301285672 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc., Series D 172967GR6 100000000.00000000 PA USD 103250000.00000000 0.142931889572 Long DBT CORP US N 2 2023-05-15 Variable 5.35000000 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 Nabors Industries, Inc. 62957HAG0 28000000.00000000 PA USD 27304340.00000000 0.037798168617 Long DBT CORP US N 2 2025-02-01 Fixed 6.50000000 N N N N N N Institutional Fiduciary Trust Money Market Portfolio N/A Institutional Fiduciary Trust Money Market Portfolio 457756500 1876000.00000000 NS USD 1876000.00000000 0.002596999756 Long STIV RF US N 1 N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033GDJ6 205000000.00000000 PA USD 215610800.00000000 0.298476116767 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N Citigroup Global Markets Holdings, Inc. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. 17329T880 3225000.00000000 NS USD 58634064.79000000 0.081168791029 Long SN CORP US N 2 2022-10-13 Fixed 9.00000000 N N N N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 FMG Resources August 2006 Pty. Ltd. 30251GAW7 60540000.00000000 PA USD 64720287.00000000 0.089594120238 Long DBT CORP AU N 2 2024-05-15 Fixed 5.12500000 N N N N N N Societe Generale SA into AbbVie, Inc. O2RNE8IBXP4R0TD8PU41 Societe Generale SA into AbbVie, Inc. 83369J646 2345000.00000000 NS USD 250432170.57000000 0.346680322995 Long SN CORP FR N 2 2021-12-10 Fixed 10.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 902973304 7000000.00000000 NS USD 416080000.00000000 0.575991289233 Long EC CORP US N 1 N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 PPL Corp. 69351T106 6500000.00000000 NS USD 181220000.00000000 0.250867961533 Long EC CORP US N 1 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 Mauser Packaging Solutions Holding Co. 12429TAD6 115000000.00000000 PA USD 116150000.00000000 0.160789723717 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 Sprint Communications, Inc. 852061AS9 347700000.00000000 PA USD 366030744.00000000 0.506706691346 Long DBT CORP US N 2 2022-11-15 Fixed 6.00000000 N N N N N N DISH Network Corp. 529900U350CWHH15G169 DISH Network Corp. 25470MAD1 85000000.00000000 PA USD 83140625.00000000 0.115093914106 Long DBT CORP US N 2 2024-03-15 Fixed 2.37500000 N N N N Y DISH Network Corp. DISH Network Corp. USD XXXX N N N National Bank of Canada into Air Products & Chemicals, Inc. N/A National Bank of Canada into Air Products & Chemicals, Inc. N/A 590000.00000000 NS USD 154863837.55000000 0.214382381864 Long SN CORP US N 2 2022-04-13 Fixed 8.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650CZ1 40000000.00000000 PA USD 51578417.20000000 0.071401458901 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 Cisco Systems, Inc. 17275R102 13000000.00000000 NS USD 707590000.00000000 0.979536811066 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 CHS/Community Health Systems, Inc. 12543DBF6 150900000.00000000 PA USD 158067750.00000000 0.218817648309 Long DBT CORP US N 2 2025-02-15 Fixed 6.62500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404121AJ4 80000000.00000000 PA USD 95276000.00000000 0.131893256280 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N Jazz Pharmaceuticals, Inc. 635400WUEO2NSG5OIU34 Jazz Pharmaceuticals, Inc., Term Loan G5080AAF9 19950000.00000000 PA USD 19999974.75000000 0.027686529611 Long LON CORP LU N 2 2028-05-05 Variable 4.00000000 N N N N N N Royal Bank of Canada into International Paper Co. N/A Royal Bank of Canada into International Paper Co. N/A 2852000.00000000 NS USD 159880089.92000000 0.221326521620 Long SN CORP US N 2 2022-03-18 Fixed 9.50000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448108 5000100.00000000 NS USD 752065041.00000000 1.041104865778 Long EC CORP US N 1 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 Freeport-McMoRan, Inc. 35671DCD5 25000000.00000000 PA USD 27187500.00000000 0.037636423707 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033GAV2 55258000.00000000 PA USD 63503322.47000000 0.087909441886 Long DBT CORP US N 2 2031-11-15 Fixed 6.87500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46625H100 5000000.00000000 NS USD 818450000.00000000 1.133003438456 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co., Series V 48127FAA1 108100000.00000000 PA USD 108508047.23000000 0.150210752778 Long DBT CORP US N 2 2022-01-01 Variable 3.46488120 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 MPH Acquisition Holdings LLC 553283AC6 157000000.00000000 PA USD 148127930.00000000 0.205057674899 Long DBT CORP US N 2 2028-11-01 Fixed 5.75000000 N N N N N N Endo Luxembourg Finance Co. I SARL / Endo US, Inc. N/A Endo Luxembourg Finance Co. I SARL / Endo US, Inc. 29280BAA3 55000000.00000000 PA USD 55074525.00000000 0.076241219618 Long DBT CORP LU N 2 2029-04-01 Fixed 6.12500000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 NiSource, Inc. 65473P105 1000000.00000000 NS USD 24230000.00000000 0.033542272971 Long EC CORP US N 1 N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 Weatherford International Ltd. 947075AP2 584000000.00000000 PA USD 615936040.00000000 0.852657647002 Long DBT CORP BM N 2 2024-12-01 Fixed 11.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 617446448 810000.00000000 NS USD 78821100.00000000 0.109114273716 Long EC CORP US N 1 N N N Unilever plc 549300MKFYEKVRWML317 Unilever plc N/A 10000000.00000000 NS 541323407.55000000 0.749369273714 Long EC CORP GB N 2 N N N American Airlines Group, Inc. N/A American Airlines Group, Inc. 02376RAC6 49471000.00000000 PA USD 49594677.50000000 0.068655312036 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 Microchip Technology, Inc. 595017AP9 69000000.00000000 PA USD 72945265.44000000 0.100980190069 Long DBT CORP US N 2 2023-06-01 Fixed 4.33300000 N N N N N N Goldman Sachs International into Texas Instruments, Inc. W22LROWP2IHZNBB6K528 Goldman Sachs International into Texas Instruments, Inc. N/A 1593000.00000000 NS USD 279599929.97000000 0.387058075689 Long SN CORP GB N 2 2022-01-26 Fixed 9.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828ZF0 750000000.00000000 PA USD 746015625.00000000 1.032730488444 Long DBT UST US N 2 2025-03-31 Fixed 0.50000000 N N N N N N Royal Bank of Canada into United Parcel Service, Inc. N/A Royal Bank of Canada into United Parcel Service, Inc. N/A 1355000.00000000 NS USD 233161030.52000000 0.322771396289 Long SN CORP US N 2 2022-03-08 Fixed 8.50000000 N N N N N N Endo Dac / Endo Finance LLC / Endo Finco, Inc. N/A Endo Dac / Endo Finance LLC / Endo Finco, Inc. 29273DAB6 135712000.00000000 PA USD 136201920.32000000 0.188548163048 Long DBT CORP US N 2 2027-07-31 Fixed 9.50000000 N N N N N N National Bank of Canada into Bristol-Myers Squibb Co. BSGEFEIOM18Y80CKCV46 National Bank of Canada into Bristol-Myers Squibb Co. 63306A411 3984000.00000000 NS USD 237610448.13000000 0.328930850686 Long SN CORP CA N 2 2022-02-16 Fixed 8.50000000 N N N N N N DIRECTV Financing LLC N/A DIRECTV Financing LLC, Term Loan 25460HAB8 20000000.00000000 PA USD 20035400.00000000 0.027735569785 Long LON CORP US N 2 2027-08-02 Variable 5.75000000 N N N N N N Endo Dac / Endo Finance LLC / Endo Finco, Inc. N/A Endo Dac / Endo Finance LLC / Endo Finco, Inc. 29273DAA8 47500000.00000000 PA USD 46688937.50000000 0.064632814130 Long DBT CORP US N 2 2024-10-15 Fixed 5.87500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 Bausch Health Cos., Inc. 071734AN7 35000000.00000000 PA USD 36312500.00000000 0.050268418790 Long DBT CORP CA N 2 2028-06-01 Fixed 4.87500000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp. 913017CR8 40000000.00000000 PA USD 43493733.60000000 0.060209603176 Long DBT CORP US N 2 2027-05-04 Fixed 3.12500000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 Exelon Corp. 30161N101 7000000.00000000 NS USD 338380000.00000000 0.468428985894 Long EC CORP US N 1 N N N Royal Bank of Canada into Cisco Systems, Inc. N/A Royal Bank of Canada into Cisco Systems, Inc. N/A 3175000.00000000 NS USD 154998135.20000000 0.214568293892 Long SN CORP US N 2 2022-01-25 Fixed 8.50000000 N N N N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. 983130AU9 84000000.00000000 PA USD 84761880.00000000 0.117338263168 Long DBT CORP US N 2 2023-05-30 Fixed 4.25000000 N N N N N N Chevron Corp. N/A Chevron Corp. 166764100 12000000.00000000 NS USD 1217400000.00000000 1.685281185139 Long EC CORP US N 1 N N N Japan into Baker Hughes Co. N/A Japan into Baker Hughes Co. N/A 9836000.00000000 NS USD 237270369.37000000 0.328460070059 Long SN CORP US N 2 2022-02-15 Fixed 12.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc., Series A 25746U133 3050000.00000000 NS USD 296246500.00000000 0.410102392486 Long EP CORP US N 1 N N Halliburton Co. ENYF8GB5SMQZ25S06U51 Halliburton Co. 406216101 4000000.00000000 NS USD 86480000.00000000 0.119716705183 Long EC CORP US N 1 N N N Par Pharmaceutical, Inc. 549300KK5WR4MGN4YT97 Par Pharmaceutical, Inc. 69888XAA7 99744000.00000000 PA USD 101745862.08000000 0.140849668990 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 TotalEnergies SE 89151E109 7500000.00000000 NS USD 359475000.00000000 0.497631389870 Long EC CORP FR N 1 N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 WESCO Distribution, Inc. 95081QAN4 30000000.00000000 PA USD 32051400.00000000 0.044369657776 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 025537101 8750000.00000000 NS USD 710325000.00000000 0.983322948771 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XAK6 30000000.00000000 PA USD 32483136.00000000 0.044967322108 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167164 3618000.00000000 NS USD 131007780.00000000 0.181357767981 Long CORP US N 1 N N N N/A N/A Workday, Inc. 00P8LH4C6 -5000.00000000 NC USD -4012500.00000000 -0.00555461701 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Workday, Inc. Workday, Inc. 100.00000000 230.00000000 USD 2021-12-17 XXXX -1817126.25000000 N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide, Inc. 035240AL4 25000000.00000000 PA USD 28233190.75000000 0.039084002930 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N Merrill Lynch International & Co. CV into Oracle Corp. AHYI0DDQ2LCHPGHJC422 Merrill Lynch International & Co. CV into Oracle Corp. 59027C256 4500000.00000000 NS USD 295087680.63000000 0.408498206121 Long SN CORP CW N 2 2021-11-08 Fixed 8.00000000 N N N N N N Merrill Lynch International & Co. CV into Gilead Sciences, Inc. AHYI0DDQ2LCHPGHJC422 Merrill Lynch International & Co. CV into Gilead Sciences, Inc. 59027C652 3725000.00000000 NS USD 247431368.85000000 0.342526228467 Long SN CORP CW N 2 2022-01-25 Fixed 10.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738EAE5 50000000.00000000 PA USD 53792361.00000000 0.074466283799 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 Vistra Corp. 92840M102 10000000.00000000 NS USD 171000000.00000000 0.236720127040 Long EC CORP US N 1 N N N SCIH Salt Holdings, Inc. N/A SCIH Salt Holdings, Inc. 78433BAA6 30000000.00000000 PA USD 30187500.00000000 0.041789408391 Long DBT CORP US N 2 2028-05-01 Fixed 4.87500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404121AG0 90000000.00000000 PA USD 96864300.00000000 0.134091984805 Long DBT CORP US N 2 2023-05-01 Fixed 5.87500000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A CCO Holdings LLC / CCO Holdings Capital Corp. 1248EPBT9 30000000.00000000 PA USD 31276800.00000000 0.043297357131 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YCX5 100000000.00000000 PA USD 108621648.00000000 0.150368013531 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAJ2 65000000.00000000 PA USD 71883366.10000000 0.099510172837 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N BASF SE 529900PM64WH8AF1E917 BASF SE N/A 6000000.00000000 NS 454842023.09000000 0.629650651983 Long EC CORP DE N 2 N N N Citigroup Global Markets Holdings, Inc. into Target Corp. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into Target Corp. 17329B269 1386000.00000000 NS USD 290711717.78000000 0.402440437222 Long SN CORP US N 2 2022-03-09 Fixed 9.00000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 Coca-Cola Co. (The) 191216100 15000000.00000000 NS USD 787050000.00000000 1.089535532087 Long EC CORP US N 1 N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2020-1, Class A 90931GAA7 51011125.00000000 PA USD 57187577.52000000 0.079166377869 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Belk, Inc. N/A Belk, Inc., First Lien Term Loan 07783AAK1 29833102.32000000 PA USD 23158094.84000000 0.032058404400 Long LON CORP US N 2 2025-07-31 Variable 13.00000000 N N N N N N DISH DBS Corp. N/A DISH DBS Corp. 25470XAL9 300000000.00000000 PA USD 311250000.00000000 0.430872161060 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 CMS Energy Corp. 125896100 2000000.00000000 NS USD 119460000.00000000 0.165371850153 Long EC CORP US N 1 N N N N/A N/A Bristol-Myers Squibb Co. 00C8KWBG1 -10000.00000000 NC USD -280000.00000000 -0.00038761190 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Bristol-Myers Squibb Co. Bristol-Myers Squibb Co. 100.00000000 70.00000000 USD 2021-12-17 XXXX 554674.19000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp., Series X 060505EH3 55000000.00000000 PA USD 60534375.00000000 0.083799444095 Long DBT CORP US N 2 2024-09-05 Variable 6.25000000 N N N N N N Mizuho Markets Cayman LP into Workday, Inc. 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP into Workday, Inc. 6068FP109 921000.00000000 NS USD 222430853.94000000 0.307917309955 Long SN CORP KY N 2 2022-06-07 Fixed 9.50000000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp. 165167735 101888.00000000 NS USD 6275281.92000000 0.008687049902 Long EC CORP US N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 Procter & Gamble Co. (The) 742718109 6000000.00000000 NS USD 838800000.00000000 1.161174517902 Long EC CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 89832Q109 7170000.00000000 NS USD 420520500.00000000 0.582138398731 Long EC CORP US N 1 N N N Societe Generale SA into Honeywell International, Inc. O2RNE8IBXP4R0TD8PU41 Societe Generale SA into Honeywell International, Inc. 83369J661 1271000.00000000 NS USD 270229959.69000000 0.374086961332 Long SN CORP FR N 2 2022-02-01 Fixed 8.00000000 N N N N N N N/A N/A Texas Instruments, Inc. 00P8RH0S9 -10000.00000000 NC USD -1380000.00000000 -0.00191037295 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Texas Instruments, Inc. Texas Instruments, Inc. 100.00000000 165.00000000 USD 2021-11-19 XXXX 1049657.50000000 N N N N/A N/A Intel Corp. 00C8XRYA6 -25000.00000000 NC USD -1175000.00000000 -0.00162658566 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Intel Corp. Intel Corp. 100.00000000 60.00000000 USD 2021-11-19 XXXX 465166.50000000 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HBJ3 113000000.00000000 PA USD 125300257.92000000 0.173456684052 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 Bausch Health Americas, Inc. 91911XAV6 137000000.00000000 PA USD 146483825.00000000 0.202781693937 Long DBT CORP US N 2 2026-04-01 Fixed 9.25000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 Univision Communications, Inc. 914906AT9 55000000.00000000 PA USD 59764650.00000000 0.082733892049 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156R108 3500000.00000000 NS USD 216055000.00000000 0.299091035366 Long EC CORP US N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 Post Holdings, Inc. 737446AN4 40000000.00000000 PA USD 42074000.00000000 0.058244225877 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N N/A N/A Caterpillar, Inc. 00P8YB864 -10000.00000000 NC USD -5470000.00000000 -0.00757227540 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Caterpillar, Inc. Caterpillar, Inc. 100.00000000 180.00000000 USD 2021-12-17 XXXX -1852492.06000000 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343V104 25000000.00000000 NS USD 1350250000.00000000 1.869189190269 Long EC CORP US N 1 N N N Morgan Stanley Finance II Ltd. Into Rio Tinto Ltd. 9JTFSIOT3N7GCDN62R31 Morgan Stanley Finance II Ltd. Into Rio Tinto Ltd. 61772E107 2972000.00000000 NS USD 213019211.91000000 0.294888508218 Long SN CORP JE N 2 2022-06-07 Fixed 10.00000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 Cleveland-Cliffs, Inc. 185899AG6 50000000.00000000 PA USD 53375000.00000000 0.073888519185 Long DBT CORP US N 2 2026-03-15 Fixed 6.75000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162100 2000000.00000000 NS USD 425300000.00000000 0.588754795498 Long EC CORP US N 1 N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A Calumet Specialty Products Partners LP / Calumet Finance Corp. 131477AQ4 132585000.00000000 PA USD 131590612.50000000 0.182164599463 Long DBT CORP US N 2 2023-04-15 Fixed 7.75000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YAY5 25000000.00000000 PA USD 26987116.00000000 0.037359026479 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. 18453HAD8 35000000.00000000 PA USD 36443750.00000000 0.050450111870 Long DBT CORP US N 2 2029-06-01 Fixed 7.50000000 N N N N N N Bonanza Creek Energy, Inc. IIVIHPH28S64K95M2381 Bonanza Creek Energy, Inc. 097793AD5 32713617.00000000 PA USD 33003296.08000000 0.045687394390 Long DBT CORP US N 2 2026-04-30 Fixed 7.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 060505104 10000000.00000000 NS USD 424500000.00000000 0.587647332915 Long EC CORP US N 1 N N N National Bank of Canada into Bank of America Corp. N/A National Bank of Canada into Bank of America Corp. N/A 5833000.00000000 NS USD 248227238.22000000 0.343627972902 Long SN CORP US N 2 2022-06-15 Fixed 8.00000000 N N N N N N N/A N/A Amazon.com, Inc. 00P89D1V0 -1000.00000000 NC USD -10359000.00000000 -0.01434025611 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Amazon.com, Inc. Amazon.com, Inc. 100.00000000 3150.00000000 USD 2021-12-17 XXXX -3125224.06000000 N N N Goldman Sachs International into Union Pacific Corp. W22LROWP2IHZNBB6K528 Goldman Sachs International into Union Pacific Corp. N/A 1085000.00000000 NS USD 217447904.26000000 0.301019272053 Long SN CORP GB N 2 2022-02-09 Fixed 8.00000000 N N N N N N Endo Finance LLC N/A Endo Finance LLC 29271LAA2 53224000.00000000 PA USD 46837120.00000000 0.064837947348 Long DBT CORP US N 2 2022-01-15 Fixed 5.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHC6 40000000.00000000 PA USD 41232026.40000000 0.057078658055 Long DBT CORP US N 2 2023-12-20 Variable 3.00400000 N N N N N N N/A N/A Bank of America Corp. 00P8GSNW3 -25000.00000000 NC USD -1550000.00000000 -0.00214570875 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Bank of America Corp. Bank of America Corp. 100.00000000 38.00000000 USD 2021-11-19 XXXX 374165.05000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHD4 135000000.00000000 PA USD 146414746.80000000 0.202686067035 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N Societe Generale SA into Schlumberger NV N/A Societe Generale SA into Schlumberger NV N/A 8975000.00000000 NS USD 245467341.99000000 0.339807370643 Long SN CORP US N 2 2022-02-10 Fixed 10.00000000 N N N N N N N/A N/A Texas Instruments, Inc. 00C8RJJM2 -7200.00000000 NC USD -2844000.00000000 -0.00393702948 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Texas Instruments, Inc. Texas Instruments, Inc. 100.00000000 200.00000000 USD 2021-11-19 XXXX -444921.92000000 N N N 3M Co. LUZQVYP4VS22CLWDAR65 3M Co. 88579Y101 1500000.00000000 NS USD 263130000.00000000 0.364258286714 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. 64110LAS5 69300000.00000000 PA USD 79954875.00000000 0.110683790453 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HBK0 100200000.00000000 PA USD 110057926.50000000 0.152356294402 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc., Series M 172967HQ7 115000000.00000000 PA USD 124430000.00000000 0.172251961448 Long DBT CORP US N 2 2024-05-15 Variable 6.30000000 N N N N N N Midas OpCo Holdings LLC N/A Midas OpCo Holdings LLC 59565JAA9 35000000.00000000 PA USD 36260000.00000000 0.050195741558 Long DBT CORP US N 2 2029-08-15 Fixed 5.62500000 N N N N N N Credit Suisse AG into General Motors Co. N/A Credit Suisse AG into General Motors Co. N/A 4820000.00000000 NS USD 258701677.36000000 0.358128034679 Long SN CORP US N 2 2022-02-08 Fixed 12.00000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 Caesars Entertainment, Inc. 28470RAH5 30000000.00000000 PA USD 31620225.00000000 0.043772770052 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N Barclays plc N/A Barclays plc N/A 5735000.00000000 NS USD 284256289.29000000 0.393504005337 Long SN CORP US N 2 2021-12-08 Fixed 10.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599DY8 50000000.00000000 PA USD 59796000.00000000 0.082777290739 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp. 75513E101 2959550.00000000 NS USD 254402918.00000000 0.352177140750 Long EC CORP US N 1 N N N PBF Holding Co. LLC / PBF Finance Corp. N/A PBF Holding Co. LLC / PBF Finance Corp. 69318FAJ7 37000000.00000000 PA USD 23680000.00000000 0.032780892446 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N N/A N/A AbbVie, Inc. 00C8GTV30 -10000.00000000 NC USD -240000.00000000 -0.00033223877 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written AbbVie, Inc. AbbVie, Inc. 100.00000000 125.00000000 USD 2021-11-19 XXXX 1184362.63000000 N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCF6 750000000.00000000 PA USD 743759767.50000000 1.029607641228 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N N Roller Bearing Co. of America, Inc. N/A Roller Bearing Co. of America, Inc. 775631AD6 17000000.00000000 PA USD 17446250.00000000 0.024151336353 Long DBT CORP US N 2 2029-10-15 Fixed 4.37500000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 Sprint Corp. 85207UAK1 86300000.00000000 PA USD 104679742.50000000 0.144911122474 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287Y109 9000000.00000000 NS USD 970830000.00000000 1.343947373885 Long EC CORP US N 1 N N N Mizuho Markets Cayman LP into JPMorgan Chase & Co. 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP into JPMorgan Chase & Co. 6068FP208 1620000.00000000 NS USD 253698933.50000000 0.351202595135 Long SN CORP KY N 2 2022-06-30 Fixed 8.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co., Series S 949746RG8 70000000.00000000 PA USD 75381250.00000000 0.104352392259 Long DBT CORP US N 2 2024-06-15 Variable 5.90000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 Union Pacific Corp. 907818108 1000000.00000000 NS USD 196010000.00000000 0.271342176030 Long EC CORP US N 1 N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A Calumet Specialty Products Partners LP / Calumet Finance Corp. 131477AL5 33215000.00000000 PA USD 33261999.23000000 0.046045524463 Long DBT CORP US N 2 2022-01-15 Fixed 7.62500000 N N N N N N APX Group, Inc. 549300OMQVKPRU98OE64 APX Group, Inc. 00213MAW4 35000000.00000000 PA USD 34595750.00000000 0.047891873304 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N Royal Bank of Canada into Barrick Gold Corp. N/A Royal Bank of Canada into Barrick Gold Corp. N/A 8910000.00000000 NS USD 161103700.32000000 0.223020400037 Long SN CORP CA N 2 2022-04-08 Fixed 10.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851109 5621111.00000000 NS USD 711070541.50000000 0.984355022915 Long EC CORP US N 1 N N N BNP Paribas Issuance BV into Bank of America Corp. 7245009UXRIGIRYOBR48 BNP Paribas Issuance BV into Bank of America Corp. N/A 7200000.00000000 NS USD 295973333.06000000 0.409724239780 Long SN CORP NL N 2 2022-04-13 Fixed 9.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 3140QBMZ8 40070219.28000000 PA USD 43686728.47000000 0.060476771423 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033GCN8 599200000.00000000 PA USD 646686600.00000000 0.895226515247 Long DBT CORP US N 2 2023-06-15 Fixed 6.75000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 CommScope, Inc. 203372AV9 40000000.00000000 PA USD 40875200.00000000 0.056584693197 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N N/A N/A AstraZeneca plc 00C8DB9V5 -10000.00000000 NC USD -1170000.00000000 -0.00161966402 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written AstraZeneca plc AstraZeneca plc 100.00000000 60.00000000 USD 2021-10-15 XXXX -510333.42000000 N N N UBS AG into JPMorgan Chase & Co. BFM8T61CT2L1QCEMIK50 UBS AG into JPMorgan Chase & Co. 90278V826 1725000.00000000 NS USD 270419708.20000000 0.374349635551 Long SN CORP CH N 2 2022-05-06 Fixed 8.50000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441C204 6000000.00000000 NS USD 585540000.00000000 0.810579550802 Long EC CORP US N 1 N N N N/A N/A Apple, Inc. 00P8P1M37 -10000.00000000 NC USD -2520000.00000000 -0.00348850713 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Apple, Inc. Apple, Inc. 100.00000000 130.00000000 USD 2021-11-19 XXXX -160333.64000000 N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 Univision Communications, Inc. 914906AS1 217220000.00000000 PA USD 220662937.00000000 0.305469932629 Long DBT CORP US N 2 2025-02-15 Fixed 5.12500000 N N N N N N Clear Channel Outdoor Holdings, Inc. N/A Clear Channel Outdoor Holdings, Inc. 18453HAC0 20000000.00000000 PA USD 21076800.00000000 0.029177209202 Long DBT CORP US N 2 2028-04-15 Fixed 7.75000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 Ashtead Capital, Inc. 045054AJ2 15000000.00000000 PA USD 15946221.00000000 0.022074803865 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N NextEra Energy, Inc. N/A NextEra Energy, Inc. 65339F739 7250000.00000000 NS USD 370547500.00000000 0.512959364178 Long EP CORP US N 1 N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 MPH Acquisition Holdings LLC 553283AD4 50000000.00000000 PA USD 49931250.00000000 0.069121238849 Long DBT CORP US N 2 2028-09-01 Fixed 5.50000000 N N N N N N RBC Bearings, Inc. N/A RBC Bearings, Inc., Series A 75524B203 200000.00000000 NS USD 22294000.00000000 0.030862213521 Long EP CORP US N 1 N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 United Rentals North America, Inc. 911365BG8 93000000.00000000 PA USD 98442360.00000000 0.136276537809 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N N/A N/A Pfizer, Inc. 00C8MNVU6 -20000.00000000 NC USD -200000.00000000 -0.00027686564 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Pfizer, Inc. Pfizer, Inc. 100.00000000 55.00000000 USD 2021-12-17 XXXX 2021528.46000000 N N N TELUS Corp. L2TEUTQ8OSHMJWVLCE40 TELUS Corp. 87971M103 4000000.00000000 NS 87903066.66000000 0.121686696532 Long EC CORP CA N 1 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DAZ8 78500000.00000000 PA USD 83247899.02000000 0.115242416560 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N N/A N/A International Business Machines Corp. 00C8N8NA1 -10000.00000000 NC USD -2620000.00000000 -0.00362693995 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written International Business Machines Corp. International Business Machines Corp. 100.00000000 145.00000000 USD 2021-11-19 XXXX -1059320.57000000 N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 Institutional Fiduciary Trust - Money Market Portfolio 457756500 3274175619.62100000 NS USD 3274175619.62000000 4.532533734670 Long STIV RF US N 1 N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAH5 50000000.00000000 PA USD 50369000.00000000 0.069727228531 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N Weatherford International plc 529900LPBDSCQDJKHQ39 Weatherford International plc N/A 11835017.00000000 NS USD 232794784.39000000 0.322264391433 Long EC CORP IE N 1 N N N Barclays plc into MetLife, Inc. N/A Barclays plc into MetLife, Inc. N/A 4251700.00000000 NS USD 257840597.99000000 0.356936018200 Long SN CORP US N 2 2022-03-09 Fixed 9.50000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBB0 170000000.00000000 PA USD 183263898.10000000 0.253697387369 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co., Series I 46625HHA1 115959000.00000000 PA USD 116594419.37000000 0.161404945996 Long DBT CORP US N 2 2021-10-30 Variable 3.59849880 N N N N N N DT Midstream, Inc. N/A DT Midstream, Inc. 23345M107 566185.00000000 NS USD 26180394.40000000 0.036242258996 Long EC CORP US N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 Bausch Health Cos., Inc. 91911KAP7 105000000.00000000 PA USD 110956125.00000000 0.153599695940 Long DBT CORP CA N 2 2025-12-15 Fixed 9.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 25746U109 12000000.00000000 NS USD 876240000.00000000 1.213003766770 Long EC CORP US N 1 N N N N/A N/A JPMorgan Chase & Co. 00C8V3C07 -10000.00000000 NC USD -3290000.00000000 -0.00455443987 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 170.00000000 USD 2021-11-19 XXXX -1690082.77000000 N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650100 2800000.00000000 NS USD 237608000.00000000 0.328927461671 Long EC CORP US N 1 N N N NiSource, Inc. 549300D8GOWWH0SJB189 NiSource, Inc. 65473P121 1167000.00000000 NS USD 120726150.00000000 0.167124617339 Long EP CORP US N 1 N N N Diamond Sports Group LLC / Diamond Sports Finance Co. N/A Diamond Sports Group LLC / Diamond Sports Finance Co. 25277LAA4 152000000.00000000 PA USD 100510000.00000000 0.139138830227 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N N/A N/A Broadcom, Inc. N/A -2500.00000000 NC USD -1160000.00000000 -0.00160582074 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Broadcom, Inc. Broadcom, Inc. 100.00000000 430.00000000 USD 2021-11-19 XXXX 952306.70000000 N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 Entergy Corp. 29364G103 1500000.00000000 NS USD 148965000.00000000 0.206216454529 Long EC CORP US N 1 N N N Citigroup Global Markets Holdings, Inc. into CVS Health Corp. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into CVS Health Corp., Series 0009 17329D224 3287000.00000000 NS USD 268383488.14000000 0.371530838643 Long SN CORP US N 2 2022-05-18 Fixed 8.00000000 N N N N N N DISH DBS Corp. N/A DISH DBS Corp. 25470XAJ4 383500000.00000000 PA USD 395724062.50000000 0.547811990338 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. N/A Endo Dac / Endo Finance LLC / Endo Finco, Inc. 29273DAC4 160739000.00000000 PA USD 115214500.42000000 0.159494685241 Long DBT CORP US N 2 2028-06-30 Fixed 6.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397A60 60000000.00000000 PA USD 65250000.00000000 0.090327416896 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 Royal Dutch Shell plc, Class A 780259206 5500000.00000000 NS USD 245135000.00000000 0.339347300245 Long EC CORP GB N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830109 2500000.00000000 NS USD 862750000.00000000 1.194329178970 Long EC CORP US N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 Prudential Financial, Inc. 744320BF8 65000000.00000000 PA USD 76125982.40000000 0.105383346343 Long DBT CORP US N 2 2048-09-15 Variable 5.70000000 N N N N N N PBF Holding Co. LLC / PBF Finance Corp. N/A PBF Holding Co. LLC / PBF Finance Corp. 69318FAK4 43430000.00000000 PA USD 41209206.95000000 0.057047068446 Long DBT CORP US N 2 2025-05-15 Fixed 9.25000000 N N N N N N American Airlines Inc/AAdvantage Loyalty IP Ltd. N/A American Airlines Inc/AAdvantage Loyalty IP Ltd. 00253XAB7 50000000.00000000 PA USD 53937500.00000000 0.074667203814 Long DBT CORP US N 2 2029-04-20 Fixed 5.75000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 Texas Instruments, Inc. 882508104 720000.00000000 NS USD 138391200.00000000 0.191578844709 Long EC CORP US N 1 N N N Altice France SA 5493001ZMCICV4N02J21 Altice France SA 02156LAH4 25000000.00000000 PA USD 24779187.50000000 0.034302528730 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 Ashtead Capital, Inc. 045054AF0 34500000.00000000 PA USD 36196365.00000000 0.050107649831 Long DBT CORP US N 2 2027-08-15 Fixed 4.37500000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. 64110LAT3 50000000.00000000 PA USD 61332500.00000000 0.084904311062 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N N/A N/A Merck & Co., Inc. 00C912243 -25000.00000000 NC USD -2000000.00000000 -0.00276865645 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Merck & Co., Inc. Merck & Co., Inc. 100.00000000 82.50000000 USD 2021-12-17 XXXX 471162.26000000 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SA N/A 469689.00000000 PA USD 469689.00000000 0.000650203741 Long RA CORP US N 2 Repurchase Y 0.05000000 2021-10-01 469688.99999993 USD 479082.91940361 USD UST N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Information Services, Inc. 31620M106 2000000.00000000 NS USD 243360000.00000000 0.336890117640 Long EC CORP US N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 Bausch Health Cos., Inc. 071734AM9 82000000.00000000 PA USD 76487140.00000000 0.105883307004 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N National Bank of Canada into AbbVie, Inc. BSGEFEIOM18Y80CKCV46 National Bank of Canada into AbbVie, Inc., Series 0001 63306A536 2197000.00000000 NS USD 240569857.41000000 0.333027644492 Long SN CORP CA N 2 2022-08-12 Fixed 8.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co., Series X 48126HAC4 70000000.00000000 PA USD 76119750.00000000 0.105374718656 Long DBT CORP US N 2 2024-10-01 Variable 6.10000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967GD7 135000000.00000000 PA USD 140821875.00000000 0.194943696725 Long DBT CORP US N 2 2023-01-30 Variable 5.95000000 N N N N N N Mizuho Markets Cayman LP 549300KHUXLS6Q30KT26 Mizuho Markets Cayman LP 6068FP406 1273500.00000000 NS USD 195228351.41000000 0.270260117822 Long SN CORP KY N 2 2022-10-11 Fixed 9.00000000 N N N N N N Citigroup Global Markets Holdings, Inc. into Texas Instruments, Inc. 82VOJDD5PTRDMVVMGV31 Citigroup Global Markets Holdings, Inc. into Texas Instruments, Inc., Series 0003 17329D117 1328000.00000000 NS USD 250737465.56000000 0.347102951468 Long SN CORP US N 2 2022-06-21 Fixed 8.00000000 N N N N N N Barclays Bank plc into Newmont Corp. G5GSEF7VJP5I7OUK5573 Barclays Bank plc into Newmont Corp. 06747T713 3278000.00000000 NS USD 187849952.99000000 0.260045992609 Long SN CORP GB N 2 2022-06-15 Fixed 9.50000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 Bausch Health Cos., Inc. 071734AH0 93000000.00000000 PA USD 88369995.00000000 0.122333078613 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N Credit Suisse AG into General Motors Co. N/A Credit Suisse AG into General Motors Co. N/A 5678000.00000000 NS USD 280778343.08000000 0.388689386222 Long SN CORP US N 2 2021-12-17 Fixed 10.00000000 N N N N N N 2021-11-01 Franklin Custodian Funds Jeff White Jeff White Interim Chief Financial Officer, Chief Accounting Officer and Treasurer