NPORT-P false 0000038721 XXXXXXXX S000006756 C000018333 C000018329 C000018334 C000128787 C000199719 C000018332 Franklin Custodian Funds 811-00537 0000038721 549300PYEMTLTOE2MK86 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Income Fund S000006756 2I64NSETYA60QJ4H0C97 2020-09-30 2020-06-30 N 64642994577.49 544860808.05 64098133769.44 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 204970750.00000000 0.00000000 0.00000000 130515285.05000000 USD CAD EUR UST Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167DA2 410000000.00000000 PA USD 14350000.00000000 0.022387547274 Long DBT CORP US N 2 2024-10-01 Fixed 7.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397XW8 48000000.00000000 PA USD 47656080.00000000 0.074348623271 Long DBT CORP US N 2 2021-03-18 Fixed 3.33600000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851505 739000.00000000 NS USD 72614140.00000000 0.113285887949 Long EP CORP US N 1 N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AG6 50000000.00000000 PA USD 48375000.00000000 0.075470215987 Long DBT CORP US N 2 2026-03-15 Fixed 6.75000000 N N N N N N Royal Bank of Canada into Intel Corp. ES7IP3U3RHIGC71XBU11 78013P733 5070000.00000000 NS USD 292433676.99000000 0.456228067484 Long SN CORP CA N 2 2020-11-18 Fixed 8.00000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LBG0 45000000.00000000 PA USD 48130884.45000000 0.075089369408 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N Barclays Bank plc into Rio Tinto plc G5GSEF7VJP5I7OUK5573 06747D692 5000000.00000000 NS USD 271464027.25000000 0.423513152857 Long SN CORP GB N 2 2020-10-27 Fixed 10.00000000 N N N N N N PBF Holding Co. LLC / PBF Finance Corp. N/A 69318FAH1 37000000.00000000 PA USD 30802500.00000000 0.048055221249 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAT8 30000000.00000000 PA USD 31838100.00000000 0.049670868912 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N Royal Bank of Canada into Analog Devices, Inc. ES7IP3U3RHIGC71XBU11 78013P758 1700000.00000000 NS USD 197145267.38000000 0.307567874111 Long SN CORP CA N 2 2020-12-21 Fixed 8.50000000 N N N N N N DISH DBS Corp. N/A 25470XAL9 300000000.00000000 PA USD 299704500.00000000 0.467571335349 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWQ3 100000000.00000000 PA USD 107870212.00000000 0.168289161721 Long DBT CORP US N 2 2025-09-29 Variable 3.27200000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BX6 100000000.00000000 PA USD 111368527.00000000 0.173746910324 Long DBT CORP GB N 2 2026-09-12 Variable 4.29200000 N N N N N N American Airlines Group, Inc. N/A 02376RAC6 16000000.00000000 PA USD 9328640.00000000 0.014553684251 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank NA into NVIDIA Corp. N/A N/A 1786000.00000000 NS USD 344887304.34000000 0.538061381912 Long SN CORP US N 2 2020-07-28 Fixed 10.00000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAT9 50000000.00000000 PA USD 55573294.00000000 0.086700330777 Long DBT CORP KY N 2 2027-12-06 Fixed 3.40000000 N N N N N N Merrill Lynch International & Co. CV into Gilead Sciences, Inc. AHYI0DDQ2LCHPGHJC422 59027A748 2540000.00000000 NS USD 178559551.72000000 0.278572153695 Long SN CORP CW N 2 2020-12-30 Fixed 9.00000000 N N N N N N Royal Bank of Canada into AbbVie, Inc. ES7IP3U3RHIGC71XBU11 78013P774 2900000.00000000 NS USD 265779684.62000000 0.414644965446 Long SN CORP CA N 2 2021-02-02 Fixed 9.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48124BAC9 90700000.00000000 PA USD 88586961.19000000 0.138205211260 Long DBT CORP US N 2 2023-05-01 Variable 5.15000000 N N N N N N Wells Fargo Bank NA into Halliburton Co. KB1H1DSPRFMYMCUFXT09 95002A790 12700000.00000000 NS USD 171282735.54000000 0.267219535838 Long SN CORP US N 2 2021-01-11 Fixed 10.00000000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167DD6 1075000000.00000000 PA USD 116395625.00000000 0.181589725246 Long DBT CORP US Y 2 2025-01-01 Fixed 11.50000000 N N N N N N Credit Suisse AG London into Broadcom, Inc. ANGGYXNX0JLX3X63JN86 N/A 1275000.00000000 NS USD 377717007.30000000 0.589279258361 Long SN CORP US N 2 2021-04-14 Fixed 10.00000000 N N N N N N Unilever plc 549300MKFYEKVRWML317 N/A 3000000.00000000 NS 161816676.78000000 0.252451463504 Long EC CORP GB N 2 N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAQ1 202700000.00000000 PA USD 206449950.00000000 0.322084182267 Long DBT CORP US N 2 2024-07-15 Fixed 5.12500000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAJ7 35000000.00000000 PA USD 35011025.00000000 0.054620974030 Long DBT CORP US N 2 2022-07-15 Fixed 5.00000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AG5 30000000.00000000 PA USD 34502173.80000000 0.053827111291 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCT7 90000000.00000000 PA USD 102639304.80000000 0.160128382472 Long DBT CORP US N 2 2026-02-17 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284R8 250000000.00000000 PA USD 281547852.50000000 0.439245007526 Long DBT UST US N 2 2025-05-31 Fixed 2.87500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RG8 125000000.00000000 PA USD 124127711.25000000 0.193652613501 Long DBT CORP US N 2 2024-06-15 Variable 5.90000000 N N N N N N Cisco Systems, Inc. 8E6NF1YAL0WT6CWXXV93 17275R102 2000000.00000000 NS USD 93280000.00000000 0.145526857826 Long EC CORP US N 1 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AF7 36552000.00000000 PA USD 39705705.10000000 0.061945181185 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EN0 80000000.00000000 PA USD 84455600.00000000 0.131759842343 Long DBT CORP US N 2 2025-03-17 Variable 6.10000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UAR7 75000000.00000000 PA USD 81998625.00000000 0.127926696422 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FB9 300000000.00000000 PA USD 423281250.00000000 0.660364389893 Long DBT UST US N 2 2027-11-15 Fixed 6.12500000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 3576000.00000000 NS USD 502892880.00000000 0.784567116741 Long EC CORP US N 1 N N N Mallinckrodt International Finance SA / Mallinckrodt CB LLC N/A 561233AC1 106400000.00000000 PA USD 17888500.00000000 0.027907988810 Long DBT CORP LU N 2 2025-04-15 Fixed 5.50000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A 1248EPBT9 40000000.00000000 PA USD 41442000.00000000 0.064653988443 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAS7 35000000.00000000 PA USD 35659925.00000000 0.055633327997 Long DBT CORP US N 2 2023-12-15 Fixed 6.37500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 7500000.00000000 NS USD 292350000.00000000 0.456097522357 Long EC CORP US N 1 N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AD2 50000000.00000000 PA USD 50173750.00000000 0.078276459936 Long DBT CORP US N 2 2022-06-15 Fixed 6.50000000 N N N N N N Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC N/A 85208NAE0 150000000.00000000 PA USD 173034000.00000000 0.269951697224 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Belk, Inc. N/A 07384DAC6 134581317.50000000 PA USD 49054890.23000000 0.076530918055 Long LON CORP US N 2 2025-07-31 Variable 7.75000000 N N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AT8 290380000.00000000 PA USD 282391646.20000000 0.440561416679 Long DBT CORP US N 2 2025-04-15 Fixed 11.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48126HAC4 80000000.00000000 PA USD 82033415.20000000 0.127980972886 Long DBT CORP US N 2 2024-10-01 Variable 6.10000000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142ED1 45000000.00000000 PA USD 51045184.35000000 0.079635991483 Long DBT CORP US N 2 2025-06-26 Fixed 3.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313586752 4500000.00000000 NS USD 35775000.00000000 0.055812857404 Long EP CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAE5 50000000.00000000 PA USD 54325500.00000000 0.084753637594 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBF6 300000000.00000000 PA USD 282750000.00000000 0.441120487247 Long DBT CORP US N 2 2025-02-15 Fixed 6.62500000 N N N N N N N/A N/A N/A -10000.00000000 NC USD -550000.00000000 -0.00085805930 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Duke Energy Corp. Duke Energy Corp. 100.00000000 75.00000000 USD 2020-07-17 XXXX 450389.44000000 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AD9 40000000.00000000 PA USD 41267600.00000000 0.064381905639 Long DBT CORP CA N 2 2028-01-15 Fixed 7.00000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587107 19860688.00000000 NS USD 1029776672.80000000 1.606562644248 Long EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 37045VAP5 165000000.00000000 PA USD 158285617.05000000 0.246942629592 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587CY1 14092000.00000000 PA USD 14293623.12000000 0.022299593263 Long DBT CORP US N 2 2057-03-15 Variable 5.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 3500000.00000000 NS USD 178850000.00000000 0.279025284329 Long EC CORP US N 1 N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 2000000.00000000 NS USD 338140000.00000000 0.527534859620 Long EC CORP US N 1 N N N Mallinckrodt International Finance SA / Mallinckrodt CB LLC N/A 561233AD9 230000000.00000000 PA USD 46000000.00000000 0.071764959905 Long DBT CORP LU N 2 2023-10-15 Fixed 5.62500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BN8 124800000.00000000 PA USD 138857420.83000000 0.216632548662 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank NA into Barrick Gold Corp. N/A N/A 13200000.00000000 NS USD 265267266.53000000 0.413845537974 Long SN CORP CA N 2 2021-02-09 Fixed 10.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AG0 90000000.00000000 PA USD 97558200.00000000 0.152201311119 Long DBT CORP US N 2 2023-05-01 Fixed 5.87500000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017DD8 20000000.00000000 PA USD 22851185.60000000 0.035650313443 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N CEMEX Finance LLC 529900USOXVC2TX3H980 12516UAD7 57800000.00000000 PA USD 57384418.00000000 0.089525879499 Long DBT CORP US N 2 2024-04-01 Fixed 6.00000000 N N N N N N Colt Merger Sub, Inc. N/A 28470RAH5 30000000.00000000 PA USD 29841000.00000000 0.046555177577 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 3500000.00000000 NS 259409376.28000000 0.404706597563 Long EC CORP DE N 2 N N N N/A N/A 00C7CXZ41 -6200.00000000 NC USD -3224000.00000000 -0.00502978762 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Analog Devices, Inc. Analog Devices, Inc. 100.00000000 120.00000000 USD 2020-07-17 XXXX -2019669.46000000 N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687106 955000.00000000 NS USD 106492050.00000000 0.166139080402 Long EC CORP US N 1 N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AJ4 100000000.00000000 PA USD 111772000.00000000 0.174376371708 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N Olin Corp. 549300GKK294V7W57P06 680665AM8 40000000.00000000 PA USD 44675000.00000000 0.069697817038 Long DBT CORP US N 2 2025-06-01 Fixed 9.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DY8 50000000.00000000 PA USD 50312500.00000000 0.078492924896 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AS1 202220000.00000000 PA USD 191098911.10000000 0.298134906372 Long DBT CORP US N 2 2025-02-15 Fixed 5.12500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAE2 52984000.00000000 PA USD 52857103.32000000 0.082462780445 Long DBT CORP CA N 2 2023-03-01 Fixed 5.50000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZR7 115000000.00000000 PA USD 112638475.00000000 0.175728166135 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A 983130AU9 84000000.00000000 PA USD 79221660.00000000 0.123594331599 Long DBT CORP US N 2 2023-05-30 Fixed 4.25000000 N N N N N N BP plc 213800LH1BZH3DI6G760 055622104 15000000.00000000 NS USD 349800000.00000000 0.545725716848 Long EC CORP GB N 1 N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A 983130AX3 99827000.00000000 PA USD 86513073.01000000 0.134969722084 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YDC0 100000000.00000000 PA USD 111618987.00000000 0.174137654930 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBK0 110200000.00000000 PA USD 120348120.74000000 0.187756044774 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AM2 200000000.00000000 PA USD 221955000.00000000 0.346273732084 Long DBT CORP US N 2 2021-11-15 Fixed 11.50000000 N N N N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A 983130AV7 164500000.00000000 PA USD 151043077.50000000 0.235643486974 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N BNP Paribas Issuance BV into Raytheon Technologies Corp. 7245009UXRIGIRYOBR48 N/A 4546000.00000000 NS USD 283430177.04000000 0.442181636768 Long SN CORP NL N 2 2021-06-16 Fixed 9.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 8500000.00000000 NS USD 799510000.00000000 1.247321806397 Long EC CORP US N 1 N N N BNP Paribas Issuance BV into Texas Instruments, Inc. 7245009UXRIGIRYOBR48 N/A 1439000.00000000 NS USD 180807853.49000000 0.282079746877 Long SN CORP NL N 2 2021-06-01 Fixed 8.50000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBJ3 123000000.00000000 PA USD 136652971.71000000 0.213193370342 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Wells Fargo Bank NA into Delta Air Lines, Inc. KB1H1DSPRFMYMCUFXT09 N/A 2000000.00000000 NS USD 59220321.42000000 0.092390086789 Long SN CORP US N 2 2021-04-12 Fixed 10.00000000 N N N N N N Barclays Bank plc into Schlumberger Ltd. G5GSEF7VJP5I7OUK5573 06747F101 7150000.00000000 NS USD 136195963.98000000 0.212480389007 Long SN CORP GB N 2 2021-01-28 Fixed 9.00000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAK6 50000000.00000000 PA USD 55656871.00000000 0.086830719908 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N Golden Nugget Online Gaming, Inc. N/A 51509HAB7 50000000.00000000 PA USD 55000000.00000000 0.085805930322 Long LON CORP US N 2 2023-10-04 Variable 13.00000000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co. N/A 25277LAA4 120000000.00000000 PA USD 87590400.00000000 0.136650468350 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 10000000.00000000 NS USD 446800000.00000000 0.697056175780 Long EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 37045VAV2 20000000.00000000 PA USD 22501232.40000000 0.035104348717 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N Citigroup Global Markets Holdings, Inc. into Amazon.com, Inc. 82VOJDD5PTRDMVVMGV31 17327P757 169100.00000000 NS USD 329815347.51000000 0.514547504138 Long SN CORP US N 2 2020-11-19 Fixed 8.00000000 N N N N N N 2020 Cash Mandatory Exchangeable Trust N/A 901375105 37500.00000000 NS USD 38270625.00000000 0.059706301493 Long EP CORP US N 2 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 250000.00000000 NS USD 78902500.00000000 0.123096407586 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179VDQ0 173738773.01000000 PA USD 184453882.50000000 0.287767945262 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N Golden Nugget, Inc. 91D14OD6M4H1RVBN7R43 38113YAE9 68000000.00000000 PA USD 48960000.00000000 0.076382879064 Long DBT CORP US N 2 2024-10-15 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DKV3 62732225.33000000 PA USD 66473496.83000000 0.103705822495 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 N/A 5000000.00000000 NS 83888735.73000000 0.130875472961 Long EC CORP DE N 2 N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CJ3 158500000.00000000 PA USD 158993727.50000000 0.248047358245 Long DBT CORP US N 2 2024-02-01 Fixed 5.50000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 14000000.00000000 NS USD 1136520000.00000000 1.773093744176 Long EC CORP US N 1 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 3000000.00000000 NS USD 333540000.00000000 0.520358363629 Long EC CORP US N 1 N N N N/A N/A 00C7DS3G9 -10000.00000000 NC USD -750000.00000000 -0.00117008086 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Procter & Gamble Co. (The) Procter & Gamble Co. (The) 100.00000000 130.00000000 USD 2020-08-21 XXXX -75903.13000000 N N N Royal Bank of Canada into MetLife, Inc. ES7IP3U3RHIGC71XBU11 N/A 5350000.00000000 NS USD 195770310.76000000 0.305422793531 Long SN CORP US N 2 2020-08-21 Fixed 7.50000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 580135101 600000.00000000 NS USD 110682000.00000000 0.172675854180 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B648 2299000.00000000 NS USD 62992600.00000000 0.098275248116 Long EP CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJQ4 80000000.00000000 PA USD 86168216.00000000 0.134431707965 Long DBT CORP US N 2 2024-02-01 Variable 6.75000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CR8 40000000.00000000 PA USD 44366164.40000000 0.069216000203 Long DBT CORP US N 2 2027-05-04 Fixed 3.12500000 N N N N N N DISH DBS Corp. N/A 25470XAZ8 40000000.00000000 PA USD 39950000.00000000 0.062326307570 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N Endo Dac / Endo Finance LLC / Endo Finco, Inc. N/A 29273DAB6 79939000.00000000 PA USD 84951175.30000000 0.132532993246 Long DBT CORP US N 2 2027-07-31 Fixed 9.50000000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBD1 552000000.00000000 PA USD 529000920.00000000 0.825298474215 Long DBT CORP US N 2 2027-12-15 Fixed 8.00000000 N N N N N N UBS AG London into Oracle Corp. N/A N/A 4303900.00000000 NS USD 237329482.08000000 0.370259581868 Long SN CORP US N 2 2021-04-29 Fixed 9.00000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AJ2 25000000.00000000 PA USD 24937500.00000000 0.038905188861 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 28368EAE6 109000000.00000000 PA USD 152480202.46000000 0.237885556868 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N N/A N/A 00P7D89S7 -10000.00000000 NC USD -1960000.00000000 -0.00305781133 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written Procter & Gamble Co. (The) Procter & Gamble Co. (The) 100.00000000 110.00000000 USD 2020-08-21 XXXX 601354.94000000 N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAW4 35000000.00000000 PA USD 37212875.00000000 0.058056097442 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AL4 25000000.00000000 PA USD 28866228.75000000 0.045034429323 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 2085000.00000000 NS USD 250054050.00000000 0.390111279837 Long EC CORP US N 1 N N N N/A N/A 00P7JCQV6 -15000.00000000 NC USD -60495000.00000000 -0.09437872281 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written S&P 500 Index US78378X1072 100.00000000 2450.00000000 USD 2020-10-16 XXXX 94776468.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 90269A443 75000.00000000 NS USD 70842000.00000000 0.110521158470 Long SN CORP CH N 2 2021-05-07 Variable 0.00000100 N N N N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GAY3 25000000.00000000 PA USD 25765375.00000000 0.040196763126 Long DBT CORP AU N 2 2023-03-15 Fixed 5.12500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 50000000.00000000 PA USD 54047510.00000000 0.084319943220 Long DBT CORP GB N 2 2025-05-07 Variable 3.93200000 N N N N N N Citigroup Global Markets Holdings, Inc. into Alphabet, Inc. 82VOJDD5PTRDMVVMGV31 17327U798 259000.00000000 NS USD 348883804.97000000 0.544296353814 Long SN CORP US N 2 2021-03-19 Fixed 7.50000000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AR1 102500000.00000000 PA USD 103087325.00000000 0.160827342291 Long DBT CORP US N 2 2020-08-15 Fixed 7.00000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290BU6 50100000.00000000 PA USD 51265326.00000000 0.079979436194 Long DBT CORP MX N 2 2026-04-16 Fixed 7.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J6GM3 67610730.69000000 PA USD 72172693.75000000 0.112597184201 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAV6 175000000.00000000 PA USD 190085000.00000000 0.296553095732 Long DBT CORP US N 2 2026-04-01 Fixed 9.25000000 N N N N N N Morgan Stanley Finance LLC into General Dynamics Corp. 5493003FCPSE9RKT4B56 61765M736 1450000.00000000 NS USD 207291298.50000000 0.323396776645 Long SN CORP US N 2 2021-05-24 Fixed 8.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 15000000.00000000 NS USD 384000000.00000000 0.599081404430 Long EC CORP US N 1 N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AL5 182665000.00000000 PA USD 175087142.48000000 0.273154820871 Long DBT CORP US N 2 2022-01-15 Fixed 7.62500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAK2 25041000.00000000 PA USD 26773545.47000000 0.041769617765 Long DBT CORP US N 2 2025-07-15 Fixed 3.95000000 N N N N N N Goldman Sachs International into Amazon.com, Inc. W22LROWP2IHZNBB6K528 N/A 190000.00000000 NS USD 369086030.15000000 0.575814003380 Long SN CORP US N 2 2021-01-11 Fixed 7.50000000 N N N N N N BNP Paribas Issuance BV into Home Depot, Inc. (The) 7245009UXRIGIRYOBR48 N/A 1680000.00000000 NS USD 380775073.98000000 0.594050172115 Long SN CORP NL N 2 2021-02-16 Fixed 7.00000000 N N N N N N Host Hotels & Resorts, Inc. N6EL63S0K3PB1YFTDI24 44107P104 14500000.00000000 NS USD 156455000.00000000 0.244086669610 Long EC CORP US N 1 N N N Credit Suisse AG into Bank of America Corp. ANGGYXNX0JLX3X63JN86 22550T427 8550000.00000000 NS USD 207616114.75000000 0.323903525018 Long SN CORP CH N 2 2020-10-21 Fixed 7.00000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 3350000.00000000 NS USD 196980000.00000000 0.307310039179 Long EC CORP US N 1 N N N N/A N/A 00C6RGWP0 -10000.00000000 NC USD -80000.00000000 -0.00012480862 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written PepsiCo, Inc. PepsiCo, Inc. 100.00000000 145.00000000 USD 2020-07-17 XXXX 1855968.76000000 N N N N/A N/A 00P7JCJZ5 15000.00000000 NC USD 120150000.00000000 0.187446955058 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index US78378X1072 100.00000000 2750.00000000 USD 2020-10-16 XXXX -155057682.00000000 N N N JPMorgan Chase Bank NA into Morgan Stanley 7H6GLXDRUGQFU57RNE97 48128D636 5100000.00000000 NS USD 237331033.27000000 0.370262001891 Long SN CORP US N 2 2020-12-21 Fixed 8.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VDP2 354416543.05000000 PA USD 374876216.19000000 0.584847317924 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N DISH DBS Corp. N/A 25470XAW5 128200000.00000000 PA USD 127659637.00000000 0.199162798497 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHD4 135000000.00000000 PA USD 150441301.35000000 0.234704651294 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCS7 85200000.00000000 PA USD 83605482.00000000 0.130433566600 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AF4 40000000.00000000 PA USD 42032600.00000000 0.065575388124 Long DBT CORP CA N 2 2029-05-30 Fixed 7.25000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AT9 55000000.00000000 PA USD 58575000.00000000 0.091383315793 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284S6 500000000.00000000 PA USD 537421875.00000000 0.838436071997 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCN8 565000000.00000000 PA USD 561327500.00000000 0.875731424598 Long DBT CORP US N 2 2023-06-15 Fixed 6.75000000 N N N N N N JPMorgan Chase Bank NA into Texas Instruments, Inc. 7H6GLXDRUGQFU57RNE97 48128D719 2236000.00000000 NS USD 278510293.99000000 0.434506088729 Long SN CORP US N 2 2020-07-06 Fixed 9.00000000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBA7 740000000.00000000 PA USD 498105100.00000000 0.777097663703 Long DBT CORP US N 2 2024-06-30 Fixed 8.12500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 91000000.00000000 PA USD 93098460.00000000 0.145243635851 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N Goldman Sachs International into Bristol-Myers Squibb Co. W22LROWP2IHZNBB6K528 N/A 5000000.00000000 NS USD 275965308.25000000 0.430535636564 Long SN CORP US N 2 2020-11-04 Fixed 8.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617474AA9 35000000.00000000 PA USD 32172070.70000000 0.050191899214 Long DBT CORP US N 2 2020-07-15 Variable 5.55000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AK0 87000000.00000000 PA USD 87493725.00000000 0.136499644926 Long DBT CORP US N 2 2026-08-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FJ2 100000000.00000000 PA USD 149427734.00000000 0.233123376941 Long DBT UST US N 2 2029-08-15 Fixed 6.12500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A60 60000000.00000000 PA USD 60286800.00000000 0.094053908366 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCE8 910000000.00000000 PA USD 957138000.00000000 1.493238482485 Long DBT CORP US N 2 2022-04-01 Fixed 8.12500000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAE4 200995000.00000000 PA USD 182853191.30000000 0.285270694397 Long DBT CORP US N 2 2025-04-15 Fixed 7.25000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AN4 65000000.00000000 PA USD 67425475.00000000 0.105191011087 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GAV2 55258000.00000000 PA USD 49652628.48000000 0.077463454175 Long DBT CORP US N 2 2031-11-15 Fixed 6.87500000 N N N N N N Par Pharmaceutical, Inc. 549300KK5WR4MGN4YT97 69888XAA7 86744000.00000000 PA USD 89306851.48000000 0.139328317734 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UZU9 66195681.74000000 PA USD 70189420.79000000 0.109503064539 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.00000000 N N N N N N N/A N/A N/A -2500.00000000 NC USD -800000.00000000 -0.00124808625 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Broadcom, Inc. Broadcom, Inc. 100.00000000 330.00000000 USD 2020-07-17 XXXX 374926.92000000 N N N United States of America 254900HROIFWPRGM1V77 912828M80 450000000.00000000 PA USD 469880860.50000000 0.733064806832 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 7000000.00000000 NS USD 541310000.00000000 0.844501966230 Long EC CORP US N 1 N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AV9 45000000.00000000 PA USD 45117000.00000000 0.070387384697 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 2000000.00000000 NS USD 110540000.00000000 0.172454318869 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128284B3 750000000.00000000 PA USD 761689455.00000000 1.188317678233 Long DBT UST US N 2 2021-03-15 Fixed 2.37500000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAS5 79300000.00000000 PA USD 84922370.00000000 0.132488053872 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCU2 133300000.00000000 PA USD 128795793.00000000 0.200935324362 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VBH2 90948373.30000000 PA USD 96488147.86000000 0.150531914403 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 4.00000000 N N N N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J207 81266.00000000 NS USD 69987091.86000000 0.109187409592 Long EP CORP US N 1 N N N FHLMC Pool N/A 3132DV4B8 28376895.19000000 PA USD 30069212.91000000 0.046911214323 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.00000000 N N N N N N N/A N/A 00C7D34X6 -40000.00000000 NC USD -400000.00000000 -0.00062404312 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written General Motors Co. General Motors Co. 100.00000000 30.00000000 USD 2020-07-17 XXXX 4501937.86000000 N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAH8 190650000.00000000 PA USD 215613711.00000000 0.336380637501 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAY5 35000000.00000000 PA USD 38965272.50000000 0.060790026493 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A 1248EPBR3 40000000.00000000 PA USD 41543800.00000000 0.064812807420 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 13000000.00000000 NS USD 308750000.00000000 0.481683290672 Long EC CORP US N 1 N N N Goldman Sachs International into Facebook, Inc. W22LROWP2IHZNBB6K528 N/A 2590000.00000000 NS USD 475309483.79000000 0.741534044500 Long SN CORP US N 2 2021-03-26 Fixed 9.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DQ96 83740000.00000000 PA USD 88311087.75000000 0.137774818948 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505682 307429.00000000 NS USD 412631203.80000000 0.643749169490 Long EP CORP US N 1 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBB0 170000000.00000000 PA USD 184053813.30000000 0.287143794173 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 780259206 16000000.00000000 NS USD 523040000.00000000 0.815998796285 Long EC CORP GB N 1 N N N N/A N/A 00C6R8016 -10000.00000000 NC USD -50000.00000000 -0.00007800539 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Dominion Energy, Inc. Dominion Energy, Inc. 100.00000000 90.00000000 USD 2020-07-17 XXXX 1892568.61000000 N N N HighPoint Operating Corp. XE2KCQGOGYZ847CKN141 06846NAD6 205783000.00000000 PA USD 50111247.25000000 0.078178948907 Long DBT CORP US N 2 2022-10-15 Fixed 7.00000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 1000000.00000000 NS USD 120770000.00000000 0.188414221909 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128286D7 500000000.00000000 PA USD 507763670.00000000 0.792166074329 Long DBT UST US N 2 2021-02-28 Fixed 2.50000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AF0 34500000.00000000 PA USD 35547420.00000000 0.055457808066 Long DBT CORP US N 2 2027-08-15 Fixed 4.37500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCX6 10000000.00000000 PA USD 9956200.00000000 0.015532745517 Long DBT CORP US N 2 2027-02-01 Fixed 6.25000000 N N N N N N Credit Suisse AG into CVS Health Corp. ANGGYXNX0JLX3X63JN86 22550T286 4000000.00000000 NS USD 251438628.52000000 0.392271371619 Long SN CORP CH N 2 2020-08-24 Fixed 8.50000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 4000000.00000000 NS USD 280240000.00000000 0.437204616608 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179VN48 174090000.00000000 PA USD 184942657.44000000 0.288530486870 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N Goldman Sachs International into Bristol-Myers Squibb Co. W22LROWP2IHZNBB6K528 N/A 3984000.00000000 NS USD 234605868.84000000 0.366010451542 Long SN CORP US N 2 2021-02-10 Fixed 8.00000000 N N N N N N Rio Tinto plc 213800YOEO5OQ72G2R82 767204100 9650000.00000000 NS USD 542137000.00000000 0.845792175401 Long EC CORP GB N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91831AAB7 54822000.00000000 PA USD 54727706.16000000 0.085381122571 Long DBT CORP CA N 2 2023-05-15 Fixed 5.87500000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R102 2900000.00000000 NS USD 87667000.00000000 0.136769972610 Long EC CORP US N 1 N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DAZ3 1385000000.00000000 PA USD 1082509075.00000000 1.688830877500 Long SN CORP US N 2 2023-06-30 Variable 9.87500000 N N N N N N Mallinckrodt International Finance SA / Mallinckrodt CB LLC N/A 561233AA5 190110000.00000000 PA USD 48002775.00000000 0.074889504853 Long DBT CORP LU N 2 2022-08-01 Fixed 5.75000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAK1 96300000.00000000 PA USD 113892565.50000000 0.177684682536 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505ED2 75000000.00000000 PA USD 72620329.50000000 0.113295544237 Long DBT CORP US N 2 2023-06-01 Variable 5.20000000 N N N N N N Motors Liquidation Co., Escrow Account N/A N/A 400000000.00000000 NS USD 0.00000000 0.000000 Long DBT CORP US N 3 2033-07-15 Fixed 0.00000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 17500000.00000000 NS USD 572250000.00000000 0.892771702306 Long EC CORP US N 1 N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290BM4 65000000.00000000 PA USD 63739650.00000000 0.099440726666 Long DBT CORP MX N 2 2025-01-11 Fixed 5.70000000 N N N N N N Credit Suisse AG into Cisco Systems, Inc. ANGGYXNX0JLX3X63JN86 22550T609 5085000.00000000 NS USD 234124273.56000000 0.365259110978 Long SN CORP CH N 2 2021-06-01 Fixed 10.00000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAN6 100000000.00000000 PA USD 104248000.00000000 0.162638120440 Long DBT CORP US N 2 2026-11-15 Fixed 4.37500000 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 62854AAN4 140000000.00000000 PA USD 156648230.20000000 0.244388129556 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95000000 N N N N N N Barclays Bank plc into Fidelity National Information Services, Inc. N/A N/A 1495000.00000000 NS USD 199972643.47000000 0.311978885671 Long SN CORP US N 2 2021-06-02 Fixed 7.50000000 N N N N N N HighPoint Operating Corp. XE2KCQGOGYZ847CKN141 06846NAF1 175845000.00000000 PA USD 43082025.00000000 0.067212604277 Long DBT CORP US N 2 2025-06-15 Fixed 8.75000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 3000000.00000000 NS USD 433770000.00000000 0.676727970833 Long EC CORP US N 1 N N N Credit Suisse AG into Wells Fargo & Co. ANGGYXNX0JLX3X63JN86 22550T393 5640000.00000000 NS USD 152157925.36000000 0.237382769843 Long SN CORP CH N 2 2020-11-30 Fixed 8.00000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DAZ8 62636000.00000000 PA USD 62842698.80000000 0.098041386081 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914908AX6 29061830.83000000 PA USD 27009339.03000000 0.042137481142 Long LON CORP US N 2 2024-03-15 Floating 3.75000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 6000000.00000000 NS USD 479340000.00000000 0.747822084374 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179U4D1 70620433.44000000 PA USD 74910881.83000000 0.116869052848 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4.00000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CW8 50000000.00000000 PA USD 54156250.00000000 0.084489589345 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCL8 75000000.00000000 PA USD 78424338.00000000 0.122350423308 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167CY1 203359000.00000000 PA USD 8134360.00000000 0.012690478679 Long DBT CORP US N 3 2026-09-15 Fixed 5.50000000 N N N N N Chesapeake Energy Corp. USD XXXX N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 3000000.00000000 NS USD 396780000.00000000 0.619019582422 Long EC CORP US N 1 N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AM9 80000000.00000000 PA USD 81466400.00000000 0.127096368036 Long DBT CORP US N 2 2024-06-15 Fixed 5.50000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CR9 120000000.00000000 PA USD 112300800.00000000 0.175201356725 Long DBT CORP US N 2 2026-12-08 Fixed 4.34600000 N N N N N N Sunoco LP / Sunoco Finance Corp. N/A 86765LAL1 67775000.00000000 PA USD 65983029.00000000 0.102940639796 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N PBF Holding Co. LLC / PBF Finance Corp. N/A 69318FAK4 50000000.00000000 PA USD 53468750.00000000 0.083417015216 Long DBT CORP US N 2 2025-05-15 Fixed 9.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179U6W7 53789784.70000000 PA USD 57035047.20000000 0.088980823381 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.00000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 50000000.00000000 NS 79484809.95000000 0.124004873895 Long EC CORP GB N 2 N N N N/A N/A 00C6RE2R4 -20000.00000000 NC USD -160000.00000000 -0.00024961725 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Merck & Co., Inc. Merck & Co., Inc. 100.00000000 85.00000000 USD 2020-07-17 XXXX 1579185.10000000 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 13700000.00000000 NS USD 755281000.00000000 1.178319797447 Long EC CORP US N 1 N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AP9 69000000.00000000 PA USD 74494322.34000000 0.116219175129 Long DBT CORP US N 2 2023-06-01 Fixed 4.33300000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851406 400000.00000000 NS USD 39092000.00000000 0.060987735057 Long EP CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HHA1 204959000.00000000 PA USD 186971568.61000000 0.291695807061 Long DBT CORP US N 2 2020-07-30 Variable 4.23013000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 103000000.00000000 PA USD 105736195.00000000 0.164959865103 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BF8 70000000.00000000 PA USD 78687532.70000000 0.122761035419 Long DBT CORP US N 2 2048-09-15 Variable 5.70000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F200 420000.00000000 NS USD 468027000.00000000 0.730172584561 Long EP CORP US N 1 N N N Endo Dac / Endo Finance LLC / Endo Finco, Inc. N/A 29273DAC4 107739000.00000000 PA USD 70030350.00000000 0.109254896955 Long DBT CORP US N 2 2028-06-30 Fixed 6.00000000 N N N N N N JPMorgan Chase Bank NA into Baker Hughes Co. 7H6GLXDRUGQFU57RNE97 N/A 11360000.00000000 NS USD 178491990.64000000 0.278466751125 Long SN CORP US N 2 2020-12-08 Fixed 8.50000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAN5 125000000.00000000 PA USD 141283750.00000000 0.220417883784 Long DBT CORP GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BG2 60000000.00000000 PA USD 72361860.00000000 0.112892303948 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co. USD XXXX N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCM2 90000000.00000000 PA USD 94025074.50000000 0.146689254383 Long DBT CORP US N 2 2022-06-30 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DLU4 232473895.32000000 PA USD 246619246.05000000 0.384752615321 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AR3 175000000.00000000 PA USD 177132375.00000000 0.276345604128 Long DBT CORP US N 2 2023-05-15 Fixed 5.12500000 N N N N N N Broadcom Corp. / Broadcom Cayman Finance Ltd. N/A 11134LAR0 40000000.00000000 PA USD 42286540.00000000 0.065971561905 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N Motors Liquidation Co., Escrow Account N/A N/A 11000000.00000000 NS USD 0.00000000 0.000000 Long EP CORP US N 3 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967GD7 155000000.00000000 PA USD 154025835.85000000 0.240296911613 Long DBT CORP US N 2 2023-01-30 Variable 5.95000000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 750000.00000000 NS USD 181095000.00000000 0.282527726394 Long EC CORP US N 1 N N N CommScope Technologies LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 21398000.00000000 PA USD 20719683.40000000 0.032324940183 Long DBT CORP US N 2 2025-06-15 Fixed 6.00000000 N N N N N N BASF SE 529900PM64WH8AF1E917 N/A 9500000.00000000 NS 533561229.81000000 0.832413049230 Long EC CORP DE N 2 N N N NortonLifeLock, Inc. YF6ZV0M6AU4FY94MK914 668771108 4000000.00000000 NS USD 79320000.00000000 0.123747752602 Long EC CORP US N 1 N N N Citigroup Global Markets Holdings, Inc. into AbbVie, Inc. 82VOJDD5PTRDMVVMGV31 17327P427 3520000.00000000 NS USD 282398528.51000000 0.440572153825 Long SN CORP US N 2 2020-07-29 Fixed 10.00000000 N N N N N N N/A N/A N/A -7500.00000000 NC USD -4477500.00000000 -0.00698538278 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Air Products and Chemicals, Inc. Air Products and Chemicals, Inc. 100.00000000 250.00000000 USD 2020-08-21 XXXX -1238162.93000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967GR6 150000000.00000000 PA USD 142198500.00000000 0.221844992416 Long DBT CORP US N 2 2023-05-15 Variable 5.35000000 N N N N N N Credit Suisse AG into Cummins, Inc. ANGGYXNX0JLX3X63JN86 22550T252 1700000.00000000 NS USD 294244463.37000000 0.459053089483 Long SN CORP CH N 2 2020-07-10 Fixed 8.00000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 75000000.00000000 PA USD 86232224.25000000 0.134531567736 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAR9 120000000.00000000 PA USD 122820000.00000000 0.191612442948 Long DBT CORP US N 2 2025-05-01 Fixed 5.00000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCD5 40000000.00000000 PA USD 41085600.00000000 0.064097966015 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142EK5 20000000.00000000 PA USD 21733630.60000000 0.033906807143 Long DBT CORP US N 2 2023-06-26 Fixed 3.40000000 N N N N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GAU1 40200000.00000000 PA USD 41064099.00000000 0.064064422137 Long DBT CORP AU N 2 2022-05-15 Fixed 4.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48126HAA8 105000000.00000000 PA USD 106119995.10000000 0.165558634642 Long DBT CORP US N 2 2023-08-01 Variable 6.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 200000000.00000000 NS 282148289.18000000 0.440181753488 Long EC CORP GB N 2 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 12000000.00000000 NS USD 438240000.00000000 0.683701652806 Long EC CORP US N 1 N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 947075AP2 675113000.00000000 PA USD 472579100.00000000 0.737274351387 Long DBT CORP BM N 2 2024-12-01 Fixed 11.00000000 N N N N N N Royal Bank of Canada into Boeing Co. (The) ES7IP3U3RHIGC71XBU11 78013P691 847000.00000000 NS USD 157648138.85000000 0.245948094865 Long SN CORP CA N 2 2020-07-29 Fixed 8.50000000 N N N N N N Credit Suisse AG into SPX Index ANGGYXNX0JLX3X63JN86 22542D274 33000.00000000 NS USD 91302750.00000000 0.142442134631 Long SN CORP CH N 2 2021-02-08 None 0.00000000 N Y N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 7000000.00000000 NS 728491330.36000000 1.136525024239 Long EC CORP GB N 2 N N N DISH DBS Corp. N/A 25470XAJ4 391500000.00000000 PA USD 398948287.50000000 0.622402344715 Long DBT CORP US N 2 2022-07-15 Fixed 5.87500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAP7 105000000.00000000 PA USD 113233050.00000000 0.176655767244 Long DBT CORP CA N 2 2025-12-15 Fixed 9.00000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAK8 87300000.00000000 PA USD 90754461.00000000 0.141586744672 Long DBT CORP CA N 2 2024-03-15 Fixed 7.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 7500000.00000000 NS USD 362250000.00000000 0.565149059258 Long EC CORP US N 1 N N N Merrill Lynch International & Co. CV into Intel Corp. AHYI0DDQ2LCHPGHJC422 59027A797 4583000.00000000 NS USD 277943692.05000000 0.433622128609 Long SN CORP CW N 2 2021-02-23 Fixed 8.00000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AQ1 31500000.00000000 PA USD 32627073.78000000 0.050901753079 Long DBT CORP GB N 2 2022-06-12 Fixed 2.37500000 N N N N N N Royal Bank of Canada into Merck & Co., Inc. ES7IP3U3RHIGC71XBU11 78013P766 3220000.00000000 NS USD 253310460.13000000 0.395191630759 Long SN CORP CA N 2 2021-01-25 Fixed 7.00000000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 620000.00000000 NS USD 76036800.00000000 0.118625606594 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 50000000.00000000 PA USD 56954250.00000000 0.088854771037 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397XL2 145000000.00000000 PA USD 137978375.00000000 0.215261142385 Long DBT CORP US N 2 2025-08-04 Fixed 4.13400000 N N N N N N Morgan Stanley Finance LLC into Intel Corp. 5493003FCPSE9RKT4B56 61769Q493 7300000.00000000 NS USD 400521797.23000000 0.624857189556 Long SN CORP US N 2 2020-07-30 Fixed 8.50000000 N N N N N N JPMorgan Chase Bank NA into Cisco Systems, Inc. 7H6GLXDRUGQFU57RNE97 48128D628 6050000.00000000 NS USD 277363013.51000000 0.432716207475 Long SN CORP US N 2 2021-01-19 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QBMZ8 72919507.22000000 PA USD 78941526.08000000 0.123157292478 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91831AAC5 122400000.00000000 PA USD 124319232.00000000 0.193951406521 Long DBT CORP CA N 2 2025-04-15 Fixed 6.12500000 N N N N N N Weatherford International plc 529900LPBDSCQDJKHQ39 N/A 14700000.00000000 NS USD 28959000.00000000 0.045179162476 Long EC CORP IE N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48127FAA1 195100000.00000000 PA USD 172546463.41000000 0.269191087576 Long DBT CORP US N 2 2020-07-01 Variable 4.75337900 N N N N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GAW7 60540000.00000000 PA USD 62513906.70000000 0.097528434953 Long DBT CORP AU N 2 2024-05-15 Fixed 5.12500000 N N N N N N Chevron Corp. N/A 166764100 7500000.00000000 NS USD 669225000.00000000 1.044063158542 Long EC CORP US N 1 N N N Navistar International Corp. WNDD3CRVXJGC8I7GX671 63934EAW8 30000000.00000000 PA USD 32268750.00000000 0.050342729346 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N Morgan Stanley Finance LLC into CVS Health Corp. 5493003FCPSE9RKT4B56 61765M744 3732000.00000000 NS USD 238472949.30000000 0.372043514024 Long SN CORP US N 2 2021-05-25 Fixed 8.00000000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DAV2 19766000.00000000 PA USD 15874568.75000000 0.024766038910 Long DBT CORP US N 2 2022-02-01 Fixed 6.87500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967HQ7 140000000.00000000 PA USD 140340900.00000000 0.218946936122 Long DBT CORP US N 2 2024-05-15 Variable 6.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ES3 350000000.00000000 PA USD 460468750.00000000 0.718380899600 Long DBT UST US N 2 2024-11-15 Fixed 7.50000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DAZ8 88500000.00000000 PA USD 94884313.01000000 0.148029759105 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N Societe Generale SA into Ford Motor Co. N/A N/A 37800000.00000000 NS USD 223209235.87000000 0.348230475278 Long SN CORP US N 2 2021-02-23 Fixed 12.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EH3 85000000.00000000 PA USD 88151540.75000000 0.137525908425 Long DBT CORP US N 2 2024-09-05 Variable 6.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAC5 120610000.00000000 PA USD 117847427.95000000 0.183854694387 Long DBT CORP US N 2 2027-09-15 Fixed 4.87500000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBC3 370000000.00000000 PA USD 350094000.00000000 0.546184388549 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513E101 5000000.00000000 NS USD 308100000.00000000 0.480669220586 Long EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 125000000.00000000 PA USD 146231616.25000000 0.228137088633 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Shea Homes LP / Shea Homes Funding Corp. N/A 82088KAD0 96278000.00000000 PA USD 97110323.31000000 0.151502575190 Long DBT CORP US N 2 2025-04-01 Fixed 6.12500000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AU6 40000000.00000000 PA USD 38350000.00000000 0.059830135051 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N Barclays Bank plc into International Paper Co. G5GSEF7VJP5I7OUK5573 06747C181 5634000.00000000 NS USD 198721590.45000000 0.310027108066 Long SN CORP GB N 2 2020-09-17 Fixed 9.00000000 N N N N N N Goldman Sachs International into MetLife, Inc. W22LROWP2IHZNBB6K528 N/A 5210000.00000000 NS USD 195384991.84000000 0.304821654469 Long SN CORP US N 2 2020-12-29 Fixed 7.50000000 N N N N N N Upjohn, Inc. N/A 91533BAC4 40000000.00000000 PA USD 41359773.20000000 0.064525705769 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 187350000.00000000 PA USD 211236188.25000000 0.329551230008 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Mallinckrodt International Finance SA / Mallinckrodt CB LLC N/A 561233AG2 57000000.00000000 PA USD 48307500.00000000 0.075364908709 Long DBT CORP LU N 2 2025-04-15 Fixed 10.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810EV6 400000000.00000000 PA USD 533945312.00000000 0.833012258860 Long DBT UST US N 2 2025-08-15 Fixed 6.87500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148YAC2 115000000.00000000 PA USD 117933953.60000000 0.183989683731 Long DBT CORP US N 2 2022-10-31 Variable 2.87600000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967KU4 140000000.00000000 PA USD 158337365.20000000 0.247023362286 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAD6 105000000.00000000 PA USD 103358062.50000000 0.161249721983 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N N/A N/A 00P6RG337 -10000.00000000 NC USD -450000.00000000 -0.00070204852 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Put Written PepsiCo, Inc. PepsiCo, Inc. 100.00000000 120.00000000 USD 2020-07-17 XXXX 1536267.65000000 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 2500000.00000000 NS USD 162425000.00000000 0.253400513319 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 6000000.00000000 NS USD 220920000.00000000 0.344659020486 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128284T4 500000000.00000000 PA USD 511806640.00000000 0.798473543459 Long DBT UST US N 2 2021-06-15 Fixed 2.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284L1 500000000.00000000 PA USD 536357420.00000000 0.836775407423 Long DBT UST US N 2 2023-04-30 Fixed 2.75000000 N N N N N N Barclays Bank plc into Bank of America Corp. G5GSEF7VJP5I7OUK5573 06747D130 9040000.00000000 NS USD 221091951.49000000 0.344927283351 Long SN CORP GB N 2 2020-11-25 Fixed 8.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CZ1 65000000.00000000 PA USD 84688284.85000000 0.132122855798 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AK4 25000000.00000000 PA USD 25190762.75000000 0.039300306059 Long DBT CORP GB N 2 2020-11-16 Fixed 2.37500000 N N N N N N FHLMC Pool N/A 31329QM99 74889513.95000000 PA USD 80115262.30000000 0.124988447539 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Citigroup Global Markets Holdings, Inc. into Microsoft Corp. 82VOJDD5PTRDMVVMGV31 17327U467 2200000.00000000 NS USD 383341890.03000000 0.598054681917 Long SN CORP US N 2 2021-04-12 Fixed 8.00000000 N N N N N N UBS AG London into Caterpillar, Inc. BFM8T61CT2L1QCEMIK50 N/A 1428600.00000000 NS USD 174870050.10000000 0.272816133351 Long SN CORP US N 2 2021-04-29 Fixed 9.50000000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 6000000.00000000 NS USD 717420000.00000000 1.119252555122 Long EC CORP US N 1 N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBE9 1400000000.00000000 PA USD 524125000.00000000 0.817691513274 Long DBT CORP US N 2 2028-04-01 Fixed 6.87500000 N N N N N N NextEra Energy, Inc. N/A 65339F770 2500000.00000000 NS USD 106125000.00000000 0.165566442826 Long EP CORP US N 1 N N N Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. N/A 03522AAJ9 20000000.00000000 PA USD 24538473.20000000 0.038282664029 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Barclays Bank plc into International Business Machines Corp. G5GSEF7VJP5I7OUK5573 06747E450 2000000.00000000 NS USD 241387868.40000000 0.376591102118 Long SN CORP GB N 2 2020-12-31 Fixed 8.00000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 2700000.00000000 NS USD 161541000.00000000 0.252021378003 Long EC CORP US N 1 N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AS9 347700000.00000000 PA USD 367211185.50000000 0.572889043573 Long DBT CORP US N 2 2022-11-15 Fixed 6.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAL3 35000000.00000000 PA USD 36736276.50000000 0.057312552393 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313400624 6500000.00000000 NS USD 51610000.00000000 0.080517164798 Long EP CORP US N 1 N N N Citigroup Global Markets Holdings, Inc. into Apple, Inc. 82VOJDD5PTRDMVVMGV31 17327U269 1180000.00000000 NS USD 346568201.83000000 0.540683763238 Long SN CORP US N 2 2021-01-13 Fixed 8.00000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 4000000.00000000 NS USD 507880000.00000000 0.792347561672 Long EC CORP US N 1 N N N Chesapeake Energy Corp. N/A 16516FAH2 77725000.00000000 PA USD 45080500.00000000 0.070330440761 Long LON CORP US N 2 2024-06-24 Variable 0.00000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 2000000.00000000 NS USD 215000000.00000000 0.335423182168 Long EC CORP US N 1 N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AQ4 142585000.00000000 PA USD 133123772.33000000 0.207687438777 Long DBT CORP US N 2 2023-04-15 Fixed 7.75000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBE4 50000000.00000000 PA USD 52659529.00000000 0.082154543203 Long DBT CORP GB N 2 2023-02-15 Variable 4.61000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045V100 12000000.00000000 NS USD 303600000.00000000 0.473648735378 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHC6 50000000.00000000 PA USD 52613081.00000000 0.082082079314 Long DBT CORP US N 2 2023-12-20 Variable 3.00400000 N N N N N N Barclays Bank plc into Comcast Corp. G5GSEF7VJP5I7OUK5573 06747G398 6400000.00000000 NS USD 249438576.26000000 0.389151074440 Long SN CORP GB N 2 2021-04-28 Fixed 9.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 1000000.00000000 NS USD 117230000.00000000 0.182891440212 Long EC CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851409 50000.00000000 NS USD 53681500.00000000 0.083748928156 Long EP CORP US N 1 N N N Wells Fargo Bank NA into General Motors Co. KB1H1DSPRFMYMCUFXT09 95002A840 6512000.00000000 NS USD 171788959.35000000 0.268009299565 Long SN CORP US N 2 2020-11-25 Fixed 8.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJW1 60000000.00000000 PA USD 61355245.80000000 0.095720799018 Long DBT CORP US N 2 2024-04-30 Variable 6.12500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAT3 24400000.00000000 PA USD 26316269.86000000 0.041056218508 Long DBT CORP US N 2 2029-01-30 Fixed 4.62500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 7000000.00000000 NS USD 262850000.00000000 0.410074341548 Long EC CORP US N 1 N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587602 2500000.00000000 NS USD 110150000.00000000 0.171845876817 Long EP CORP US N 1 N N N Royal Bank of Canada into Intel Corp. ES7IP3U3RHIGC71XBU11 N/A 3700000.00000000 NS USD 222871876.84000000 0.347704158816 Long SN CORP US N 2 2020-08-27 Fixed 8.00000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284PAP9 115000000.00000000 PA USD 116462225.00000000 0.181693628427 Long DBT CORP US N 2 2024-08-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313586810 4250.00000000 NS USD 99875000.00000000 0.155815768925 Long EP CORP US N 2 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CB2 50000000.00000000 PA USD 58320187.00000000 0.090985780038 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAN4 40000000.00000000 PA USD 42288000.00000000 0.065973839662 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 17500000.00000000 NS USD 782600000.00000000 1.220940383092 Long EC CORP US N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCW8 70000000.00000000 PA USD 68788650.00000000 0.107317711070 Long DBT CORP US N 2 2025-08-01 Fixed 7.00000000 N N N N N N BCE, Inc. 5493001I9203PRB5KR45 05534B760 5000000.00000000 NS 208537438.77000000 0.325340889830 Long EC CORP CA N 1 N N N Institutional Fiduciary Trust - Money Market Portfolio N/A 457756500 2456261679.56200000 NS USD 2456261679.56000000 3.832033064168 Long STIV RF US N 1 N N N 2020-07-30 Franklin Custodian Funds Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer XXXX