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