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 2020-12-31 N 68786113019.01 165073043.24 68621039975.77 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 90446093.18000000 CAD EUR GBP USD UST Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A 983130AV7 164500000.00000000 PA USD 172177215.00000000 0.250910238406 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N N Host Hotels & Resorts, Inc. N6EL63S0K3PB1YFTDI24 44107P104 6000000.00000000 NS USD 87780000.00000000 0.127919949961 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148YAC2 100000000.00000000 PA USD 102040234.00000000 0.148701089397 Long DBT CORP US N 2 2022-10-31 Variable 2.87600000 N N N N N N DISH DBS Corp. N/A 25470XAW5 128200000.00000000 PA USD 134610000.00000000 0.196164325180 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N N/A N/A 00C5JX3G6 -20000.00000000 NC USD -3320000.00000000 -0.00483816625 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written JPMorgan Chase & Co. JPMorgan Chase & Co. 100.00000000 130.00000000 USD 2021-01-15 XXXX -74186.64000000 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EF8 40000000.00000000 PA USD 42908000.00000000 0.062528927010 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N DISH DBS Corp. N/A 25470XBB0 40000000.00000000 PA USD 42650000.00000000 0.062152949030 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397XL2 149650000.00000000 PA USD 157226031.25000000 0.229122192414 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 17328L201 113000.00000000 NS USD 364858245.09000000 0.531700255809 Long SN CORP US N 2 2021-12-02 Fixed 9.54000000 N N N N N N N/A N/A 00C5K6G12 -5000.00000000 NC USD -345000.00000000 -0.00050276125 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Union Pacific Corp. Union Pacific Corp. 100.00000000 220.00000000 USD 2021-01-15 XXXX 1282385.30000000 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 30000000.00000000 NS USD 1236600000.00000000 1.802071202122 Long EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EE1 30000000.00000000 PA USD 31334550.00000000 0.045663181454 Long DBT CORP US N 2 2025-12-01 Fixed 5.50000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 1800000.00000000 NS USD 101826000.00000000 0.148388890690 Long EC CORP US N 1 N N N Olin Corp. 549300GKK294V7W57P06 680665AM8 40000000.00000000 PA USD 50032000.00000000 0.072910582552 Long DBT CORP US N 2 2025-06-01 Fixed 9.50000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 02557T307 1750000.00000000 NS USD 88602500.00000000 0.129118561932 Long EP CORP US N 1 N N Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC N/A 85208NAE0 100000000.00000000 PA USD 116000000.00000000 0.169044363129 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83369J653 1165000.00000000 NS USD 205964560.92000000 0.300147827827 Long SN CORP FR N 2 2021-12-20 Fixed 8.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBE4 40000000.00000000 PA USD 41763280.40000000 0.060860751184 Long DBT CORP GB N 2 2023-02-15 Variable 4.61000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BN8 124800000.00000000 PA USD 140439443.04000000 0.204659450060 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AQ1 31500000.00000000 PA USD 32383872.36000000 0.047192336885 Long DBT CORP GB N 2 2022-06-12 Fixed 2.37500000 N N N N N N MI into Intel Corp N/A N/A 6167000.00000000 NS USD 292854805.73000000 0.426771156242 Long SN CORP US N 2 2021-12-08 Fixed 8.50000000 N N N N N N Goldman Sachs International into Bristol-Myers Squibb Co. 5493006EIK6TMNDMB826 N/A 3984000.00000000 NS USD 248050093.88000000 0.361478190898 Long SN CORP US N 2 2021-02-10 Fixed 8.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EC5 60000000.00000000 PA USD 63562500.00000000 0.092628295960 Long DBT CORP US N 2 2028-09-01 Fixed 6.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313586752 4500000.00000000 NS USD 38610000.00000000 0.056265541900 Long EP CORP US N 1 N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CP1 40000000.00000000 PA USD 46581499.60000000 0.067882240806 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 10000000.00000000 NS USD 620300000.00000000 0.903950159046 Long EC CORP US N 1 N N N Weatherford International Ltd. N/A N/A 170000000.00000000 PA USD 170637500.00000000 0.248666444082 Long DBT CORP US N 2 2024-09-01 Fixed 8.75000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290BU6 50100000.00000000 PA USD 52893075.00000000 0.077079967046 Long DBT CORP MX N 2 2026-04-16 Fixed 7.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313400624 6500000.00000000 NS USD 56940000.00000000 0.082977465832 Long EP CORP US N 1 N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAN2 75000000.00000000 PA USD 77796750.00000000 0.113371569459 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N Belk, Inc. N/A 07384DAC6 48264252.50000000 PA USD 17323488.15000000 0.025245155357 Long LON CORP US N 2 2025-07-31 Variable 7.75000000 N N N N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 1180000.00000000 NS USD 267978000.00000000 0.390518709851 Long EC CORP US N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 11000000.00000000 NS USD 548020000.00000000 0.798618033468 Long EC CORP US N 1 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 4487000.00000000 NS USD 564823560.00000000 0.823105508455 Long EC CORP US N 1 N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AU6 30000000.00000000 PA USD 32273250.00000000 0.047031129244 Long DBT CORP US N 2 2027-06-01 Fixed 6.62500000 N N N N N N BP plc 213800LH1BZH3DI6G760 055622104 6000000.00000000 NS USD 123120000.00000000 0.179420189556 Long EC CORP GB N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 125000000.00000000 PA USD 148878066.25000000 0.216956878389 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZR7 110000000.00000000 PA USD 122644500.00000000 0.178727253395 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N Utah Acquisition Sub, Inc. 254900JOFV74IJ7H9933 62854AAN4 110000000.00000000 PA USD 125915309.30000000 0.183493735076 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 187350000.00000000 PA USD 217148017.50000000 0.316445244165 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAN6 100000000.00000000 PA USD 111062500.00000000 0.161849048104 Long DBT CORP US N 2 2026-11-15 Fixed 4.37500000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 16516FAH2 77725000.00000000 PA USD 66195662.13000000 0.096465547816 Long LON CORP US N 2 2024-06-24 Variable 0.00000000 Y N N N N N Vertical US Newco, Inc. 549300C2AFWPAYWS5574 92537RAA7 43000000.00000000 PA USD 45660625.00000000 0.066540269596 Long DBT CORP US N 2 2027-07-15 Fixed 5.25000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331842 1500000.00000000 NS USD 72210000.00000000 0.105230116048 Long EP CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48124BAC9 60700000.00000000 PA USD 62960704.12000000 0.091751311466 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 235824642.78000000 0.343662297836 Long SN CORP US N 2 2021-01-11 Fixed 10.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCT7 75000000.00000000 PA USD 86834859.75000000 0.126542616930 Long DBT CORP US N 2 2026-02-17 Fixed 4.12500000 N N N N N N Churchill Capital Corp. II N/A N/A 185000000.00000000 PA USD 179345469.45000000 0.261356385029 Long DBT CORP US N 2 2027-10-15 Fixed 6.00000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 N/A 50000000.00000000 NS 82130398.06000000 0.119686903738 Long EC CORP GB N 2 N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AM2 200000000.00000000 PA USD 217375000.00000000 0.316776020994 Long DBT CORP US N 2 2021-11-15 Fixed 11.50000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A 1248EPBR3 40000000.00000000 PA USD 41506200.00000000 0.060486113318 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 78014V275 4545000.00000000 NS USD 215483585.40000000 0.314019702231 Long SN CORP CA N 2 2021-12-21 Fixed 9.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505682 250000.00000000 NS USD 379645000.00000000 0.553248683106 Long EP CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599ED3 60000000.00000000 PA USD 65235000.00000000 0.095065595075 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJQ4 65000000.00000000 PA USD 72996082.90000000 0.106375658144 Long DBT CORP US N 2 2024-02-01 Variable 6.75000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 7525000.00000000 NS USD 472720500.00000000 0.688885653972 Long EC CORP US N 1 N N N Motors Liquidation Co., Escrow Account N/A N/A 11000000.00000000 NS USD 0.00000000 0.000000 Long EP CORP US N 3 N N N CHS/Community Health Systems, Inc. N/A 203668108 10000000.00000000 NS USD 74300000.00000000 0.108275829142 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 6000000.00000000 NS USD 944280000.00000000 1.376079407035 Long EC CORP US N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 12500000.00000000 NS USD 1022500000.00000000 1.490067769828 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 N/A 140000000.00000000 NS 280873669.39000000 0.409311297947 Long EC CORP GB N 2 N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331107 2500000.00000000 NS USD 303525000.00000000 0.442320606197 Long EC CORP US N 1 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R102 10000000.00000000 NS USD 287600000.00000000 0.419113438242 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBG4 250000000.00000000 PA USD 269125000.00000000 0.392190208855 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 131477AT8 261500000.00000000 PA USD 264766135.00000000 0.385838126460 Long DBT CORP US N 2 2025-04-15 Fixed 11.00000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBC3 335000000.00000000 PA USD 361297500.00000000 0.526511256791 Long DBT CORP US N 2 2026-03-15 Fixed 8.00000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 8500000.00000000 NS USD 312885000.00000000 0.455960737567 Long EC CORP US N 1 N N N Golden Nugget, Inc. 91D14OD6M4H1RVBN7R43 38113YAE9 38500000.00000000 PA USD 38271695.00000000 0.055772537130 Long DBT CORP US N 2 2024-10-15 Fixed 6.75000000 N N N N N N National Bank of Canada into International Paper Co. BSGEFEIOM18Y80CKCV46 63306A106 5000000.00000000 NS USD 248986005.40000000 0.362842075095 Long SN CORP CA N 2 2021-12-06 Fixed 9.50000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91831AAC5 122400000.00000000 PA USD 126275184.00000000 0.184018172916 Long DBT CORP CA N 2 2025-04-15 Fixed 6.12500000 N N N N N N HighPoint Operating Corp. XE2KCQGOGYZ847CKN141 06846NAD6 205783000.00000000 PA USD 80978697.25000000 0.118008554342 Long DBT CORP US N 2 2022-10-15 Fixed 7.00000000 N N N N N N HighPoint Operating Corp. XE2KCQGOGYZ847CKN141 06846NAF1 175845000.00000000 PA USD 69458775.00000000 0.101220813652 Long DBT CORP US N 2 2025-06-15 Fixed 8.75000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CR9 120000000.00000000 PA USD 127972800.00000000 0.186492073051 Long DBT CORP US N 2 2026-12-08 Fixed 4.34600000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBD1 420000000.00000000 PA USD 456750000.00000000 0.665612179823 Long DBT CORP US N 2 2027-12-15 Fixed 8.00000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587602 5000000.00000000 NS USD 259500000.00000000 0.378163898553 Long EP CORP US N 1 N N N Nucor Corp. 549300GGJCRSI2TIEJ46 670346105 1000000.00000000 NS USD 53190000.00000000 0.077512669610 Long EC CORP US N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAN5 125000000.00000000 PA USD 144207368.75000000 0.210150369042 Long DBT CORP GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBH7 50000000.00000000 PA USD 54717300.50000000 0.079738372544 Long DBT CORP GB N 2 2025-05-07 Variable 3.93200000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851406 500000.00000000 NS USD 49880000.00000000 0.072689076145 Long EP CORP US N 1 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 3000000.00000000 NS USD 505200000.00000000 0.736217347009 Long EC CORP US N 1 N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A 983130AX3 96827000.00000000 PA USD 99985980.88000000 0.145707469480 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N Goldman Sachs International into Texas Instruments, Inc. W22LROWP2IHZNBB6K528 N/A 920000.00000000 NS USD 197174068.85000000 0.287337628400 Long SN CORP GB N 2 2022-02-01 Fixed 9.00000000 N N N N N N Morgan Stanley Finance LLC into General Dynamics Corp. 5493003FCPSE9RKT4B56 61765M736 1450000.00000000 NS USD 211996941.88000000 0.308938689875 Long SN CORP US N 2 2021-05-24 Fixed 8.00000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537127 50000.00000000 NS USD 2505000.00000000 0.003650483876 Long EP CORP US N 1 N N BNP Paribas Issuance BV into Raytheon Technologies Corp. 7245009UXRIGIRYOBR48 N/A 4546000.00000000 NS USD 321098106.65000000 0.467929525351 Long SN CORP NL N 2 2021-06-16 Fixed 9.00000000 N N N N N N Sunoco LP / Sunoco Finance Corp. N/A 86765LAL1 15775000.00000000 PA USD 16225534.00000000 0.023645129840 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 500000.00000000 NS USD 132810000.00000000 0.193541222993 Long EC CORP US N 1 N N N Multiplan Corp. N/A 62548M100 4400000.00000000 NS USD 35156000.00000000 0.051232100260 Long EC CORP US N 1 N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAE4 200995000.00000000 PA USD 203256193.75000000 0.296200981246 Long DBT CORP US N 2 2025-04-15 Fixed 7.25000000 N N N N N N Morgan Stanley Finance LLC into CVS Health Corp. 5493003FCPSE9RKT4B56 61765M744 3732000.00000000 NS USD 248901303.47000000 0.362718640752 Long SN CORP US N 2 2021-05-25 Fixed 8.00000000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167DD6 1070000000.00000000 PA USD 188855000.00000000 0.275214424128 Long DBT CORP US N 2 2025-01-01 Fixed 11.50000000 Y N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967KU4 130000000.00000000 PA USD 152115616.90000000 0.221674892939 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48126HAA8 55000000.00000000 PA USD 58320864.80000000 0.084989771097 Long DBT CORP US N 2 2023-08-01 Variable 6.00000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAP5 150000000.00000000 PA USD 180358021.50000000 0.262831955860 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EN0 70000000.00000000 PA USD 79362150.00000000 0.115652793994 Long DBT CORP US N 2 2025-03-17 Variable 6.10000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CW8 50000000.00000000 PA USD 61506750.00000000 0.089632494671 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 N/A 1630000.00000000 NS USD 210606584.10000000 0.306912550690 Long SN CORP NL N 2 2021-12-22 Fixed 10.00000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAK8 87300000.00000000 PA USD 89897175.00000000 0.131005264612 Long DBT CORP CA N 2 2024-03-15 Fixed 7.00000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAC5 89610000.00000000 PA USD 93902767.05000000 0.136842529759 Long DBT CORP US N 2 2027-09-15 Fixed 4.87500000 N N N N N N Societe Generale SA into Ford Motor Co. N/A N/A 37800000.00000000 NS USD 307123550.37000000 0.447564698055 Long SN CORP US N 2 2021-02-23 Fixed 12.00000000 N N N N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DAZ8 62636000.00000000 PA USD 65473410.80000000 0.095413026125 Long DBT CORP US N 2 2023-03-15 Fixed 3.87500000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587107 21000000.00000000 NS USD 1290030000.00000000 1.879933618691 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 6000000.00000000 NS USD 369960000.00000000 0.539134936064 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBE9 570000000.00000000 PA USD 459360150.00000000 0.669415896585 Long DBT CORP US N 2 2028-04-01 Fixed 6.87500000 N N N N N N UBS AG London into Caterpillar, Inc. BFM8T61CT2L1QCEMIK50 N/A 1428600.00000000 NS USD 194997705.72000000 0.284166060130 Long SN CORP US N 2 2021-04-29 Fixed 9.50000000 N N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AU5 111402000.00000000 PA USD 124770240.00000000 0.181825049640 Long DBT CORP US N 2 2024-07-15 Fixed 9.25000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAH8 190650000.00000000 PA USD 223184422.50000000 0.325241970361 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCL8 75000000.00000000 PA USD 80709259.50000000 0.117615908369 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCU2 120000000.00000000 PA USD 122488800.00000000 0.178500355056 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N BOFA SECURITIES INC . 549300HN4UKV1E2R3U73 N/A 12575734.00000000 PA USD 12575734.00000000 0.018326352973 Long RA CORP US N 2 Repurchase Y 0.06000000 2021-01-04 12575734.00000000 USD 12827265.13409036 USD UST N N FNMA B1V7KEBTPIMZEU4LTD58 313586810 4250.00000000 NS USD 132812500.00000000 0.193544866191 Long EP CORP US N 2 N N N BNP Paribas Issuance BV into Texas Instruments, Inc. 7245009UXRIGIRYOBR48 N/A 1439000.00000000 NS USD 200392400.55000000 0.292027635577 Long SN CORP NL N 2 2021-06-01 Fixed 8.50000000 N N N N N N JPMorgan Chase Bank NA into Raytheon Technologies Corp. N/A N/A 2120000.00000000 NS USD 151863631.92000000 0.221307680521 Long SN CORP US N 2 2022-01-11 Fixed 10.00000000 N N N N N N International Paper Co. 824LMFJDH41EY779Q875 460146103 2426573.00000000 NS USD 120649209.56000000 0.175819558553 Long EC CORP US N 1 N N N NextEra Energy, Inc. N/A 65339F770 4000000.00000000 NS USD 203360000.00000000 0.296352255914 Long EP CORP US N 1 N N KKR & Co., Inc. 549300JOHU21WRN2Z451 48251W401 1350000.00000000 NS USD 81378000.00000000 0.118590449851 Long EP CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810EV6 400000000.00000000 PA USD 520218752.00000000 0.758103858792 Long DBT UST US N 2 2025-08-15 Fixed 6.87500000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 28470RAK8 35000000.00000000 PA USD 38791462.50000000 0.056529983389 Long DBT CORP US N 2 2027-07-01 Fixed 8.12500000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 1057000.00000000 NS USD 288793540.00000000 0.420852759010 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBH2 250000000.00000000 PA USD 270377500.00000000 0.394015450793 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 7500000.00000000 NS USD 620925000.00000000 0.904860958416 Long EC CORP US N 1 N N N BCE, Inc. 5493001I9203PRB5KR45 05534B760 7500000.00000000 NS 320906375.28000000 0.467650119253 Long EC CORP CA N 1 N N N Societe Generale SA into Oracle Corp. O2RNE8IBXP4R0TD8PU41 83369J612 3390000.00000000 NS USD 202297373.55000000 0.294803712711 Long SN CORP FR N 2 2021-08-05 Fixed 8.00000000 N N N N N N Royal Bank of Canada into Analog Devices, Inc. N/A N/A 1240000.00000000 NS USD 163872469.04000000 0.238807906580 Long SN CORP US N 2 2021-09-10 Fixed 8.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N101 2750000.00000000 NS USD 144100000.00000000 0.209993902818 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967GR6 100000000.00000000 PA USD 104375000.00000000 0.152103494841 Long DBT CORP US N 2 2023-05-15 Variable 5.35000000 N N N N N N Institutional Fiduciary Trust Money Market Portfolio N/A 457756500 68298000.00000000 NS USD 68298000.00000000 0.099529240629 Long STIV RF US N 1 N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 158000000.00000000 PA USD 165193740.00000000 0.240733366994 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GAW7 60540000.00000000 PA USD 65799412.50000000 0.095888101554 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 83369J646 2345000.00000000 NS USD 247975244.17000000 0.361369113988 Long SN CORP FR N 2 2021-12-10 Fixed 2.52050000 N N N N N N UBS AG London into S&P 500 Index BFM8T61CT2L1QCEMIK50 90269A443 75000.00000000 NS USD 80361750.00000000 0.117109490075 Long SN CORP CH N 2 2021-05-07 Variable 0.00000100 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 8000000.00000000 NS USD 372720000.00000000 0.543157026083 Long EC CORP US N 1 N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 69351T106 5000000.00000000 NS USD 141000000.00000000 0.205476337942 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 5428264.00000000 NS USD 163825007.52000000 0.238738741904 Long EC CORP US N 1 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 12429TAD6 105000000.00000000 PA USD 107224950.00000000 0.156256667106 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N Sprint Communications, Inc. 549300JKU50UT08ZWD77 852061AS9 347700000.00000000 PA USD 376819875.00000000 0.549131687792 Long DBT CORP US N 2 2022-11-15 Fixed 6.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CZ1 50000000.00000000 PA USD 67769804.50000000 0.098759512423 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N UBS AG London into Oracle Corp. N/A N/A 4303900.00000000 NS USD 252713673.72000000 0.368274327828 Long SN CORP US N 2 2021-04-29 Fixed 9.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAL3 35000000.00000000 PA USD 36624629.65000000 0.053372303396 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBF6 133300000.00000000 PA USD 140545521.50000000 0.204814035971 Long DBT CORP US N 2 2025-02-15 Fixed 6.62500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AJ4 80000000.00000000 PA USD 94642000.00000000 0.137919798407 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N Merrill Lynch International & Co. CV into Intel Corp. AHYI0DDQ2LCHPGHJC422 59027A797 4583000.00000000 NS USD 230067778.20000000 0.335272940021 Long SN CORP CW N 2 2021-02-23 Fixed 8.00000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 9000000.00000000 NS USD 1334700000.00000000 1.945030271286 Long EC CORP US N 1 N N N JPMorgan Chase Bank NA into Cisco Systems, Inc. 7H6GLXDRUGQFU57RNE97 48128D628 6050000.00000000 NS USD 269128817.34000000 0.392195771785 Long SN CORP US N 2 2021-01-19 Fixed 7.50000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 3000000.00000000 NS USD 91830000.00000000 0.133821929881 Long EC CORP US N 1 N N N Freeport-McMoRan, Inc. 549300IRDTHJQ1PVET45 35671DCD5 30000000.00000000 PA USD 33425700.00000000 0.048710570419 Long DBT CORP US N 2 2029-09-01 Fixed 5.25000000 N N N N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DAZ3 1370000000.00000000 PA USD 1445206150.00000000 2.106068562222 Long SN CORP US N 2 2023-06-30 Variable 9.87500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GAV2 55258000.00000000 PA USD 58493908.48000000 0.085241944016 Long DBT CORP US N 2 2031-11-15 Fixed 6.87500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 15000000.00000000 NS USD 1906050000.00000000 2.777646623649 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48127FAA1 113100000.00000000 PA USD 111255339.00000000 0.162130068327 Long DBT CORP US N 2 2021-01-01 Variable 3.54512900 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UAR7 70000000.00000000 PA USD 76322484.70000000 0.111223153608 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AC6 100000000.00000000 PA USD 97875000.00000000 0.142631181390 Long DBT CORP US N 2 2028-11-01 Fixed 5.75000000 N N N N N N Royal Bank of Canada into CVS Health Corp. N/A N/A 3933000.00000000 NS USD 258428556.33000000 0.376602506201 Long SN CORP US N 2 2021-09-03 Fixed 7.50000000 N N N N N N Weatherford International Ltd. 549300A2JKMG5PGOGF82 947075AP2 613500000.00000000 PA USD 480063750.00000000 0.699586817934 Long DBT CORP BM N 2 2024-12-01 Fixed 11.00000000 N N N N N N JPMorgan Chase Bank NA into Barrick Gold Corp. N/A N/A 13200000.00000000 NS USD 265730095.49000000 0.387242885831 Long SN CORP CA N 2 2021-02-09 Fixed 10.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 4000000.00000000 NS USD 274120000.00000000 0.399469317423 Long EC CORP US N 1 N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GAU1 40200000.00000000 PA USD 41431125.00000000 0.060376708098 Long DBT CORP AU N 2 2022-05-15 Fixed 4.75000000 N N N N N N Unilever plc 549300MKFYEKVRWML317 N/A 3000000.00000000 NS 179934182.88000000 0.262214304743 Long EC CORP GB N 2 N N N American Airlines Group, Inc. N/A 02376RAC6 16000000.00000000 PA USD 14414160.00000000 0.021005452562 Long DBT CORP US N 2 2022-06-01 Fixed 5.00000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAK2 25041000.00000000 PA USD 27588041.81000000 0.040203473773 Long DBT CORP US N 2 2025-07-15 Fixed 3.95000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AP9 69000000.00000000 PA USD 74738965.29000000 0.108915524038 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 N/A 1593000.00000000 NS USD 245782076.21000000 0.358173056393 Long SN CORP GB N 2 2022-01-26 Fixed 9.00000000 N N N N N N Endo Dac / Endo Finance LLC / Endo Finco, Inc. N/A 29273DAB6 62939000.00000000 PA USD 70373669.38000000 0.102554070012 Long DBT CORP US N 2 2027-07-31 Fixed 9.50000000 N N N N N N N/A N/A 00C5JS0B1 -20000.00000000 NC USD -460000.00000000 -0.00067034833 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Intel Corp. Intel Corp. 100.00000000 55.00000000 USD 2021-01-15 XXXX 1719436.93000000 N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CR8 40000000.00000000 PA USD 44913942.80000000 0.065452145312 Long DBT CORP US N 2 2027-05-04 Fixed 3.12500000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 6500000.00000000 NS USD 274430000.00000000 0.399921073911 Long EC CORP US N 1 N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506309 500000.00000000 NS USD 20420000.00000000 0.029757637026 Long EP CORP US N 1 N N N Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. N/A 983130AU9 84000000.00000000 PA USD 85379700.00000000 0.124422043195 Long DBT CORP US N 2 2023-05-30 Fixed 4.25000000 N N N N N N Chevron Corp. N/A 166764100 17500000.00000000 NS USD 1477875000.00000000 2.153676191036 Long EC CORP US N 1 N N N Barclays Bank plc into Comcast Corp. G5GSEF7VJP5I7OUK5573 06747G398 6400000.00000000 NS USD 276497581.70000000 0.402934117287 Long SN CORP GB N 2 2021-04-28 Fixed 9.00000000 N N N N N N Motors Liquidation Co., Escrow Account N/A N/A 400000000.00000000 NS USD 0.00000000 0.000000 Long DBT CORP US N 3 2033-07-15 Fixed 0.00000000 Y N N N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J207 95000.00000000 NS USD 95339150.00000000 0.138935740457 Long EP CORP US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U133 850000.00000000 NS USD 85280500.00000000 0.124277481119 Long EP CORP US N 1 N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 1258100.00000000 NS USD 222092393.00000000 0.323650578712 Long EC CORP US N 1 N N N Par Pharmaceutical, Inc. 549300KK5WR4MGN4YT97 69888XAA7 76744000.00000000 PA USD 83367774.64000000 0.121490106634 Long DBT CORP US N 2 2027-04-01 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 400194746.40000000 0.583195396836 Long SN CORP NL N 2 2021-02-16 Fixed 7.00000000 N N N N N N TOTAL SE 529900S21EQ1BO4ESM68 89151E109 12500000.00000000 NS USD 523875000.00000000 0.763432032194 Long EC CORP FR N 1 N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAN4 30000000.00000000 PA USD 33034650.00000000 0.048140701469 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537101 6500000.00000000 NS USD 541255000.00000000 0.788759541084 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAK6 30000000.00000000 PA USD 33725116.20000000 0.049146903357 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N Merrill Lynch International & Co. CV into Comcast Corp. AHYI0DDQ2LCHPGHJC422 59027C140 5600000.00000000 NS USD 259441161.11000000 0.378078153874 Long SN CORP CW N 2 2021-08-09 Fixed 7.00000000 N N N N N N N/A N/A 00C5K1B00 -10000.00000000 NC USD -1280000.00000000 -0.00186531711 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written PepsiCo, Inc. PepsiCo, Inc. 100.00000000 150.00000000 USD 2021-01-15 XXXX 41813.33000000 N N N Societe Generale SA into Microsoft Corp. O2RNE8IBXP4R0TD8PU41 83369J620 1240000.00000000 NS USD 272386079.77000000 0.396942511897 Long SN CORP FR N 2 2021-08-24 Fixed 8.00000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AL4 25000000.00000000 PA USD 29480132.00000000 0.042960777059 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 59027C256 4500000.00000000 NS USD 283082349.06000000 0.412529960431 Long SN CORP CW N 2 2021-11-08 Fixed 8.00000000 N N N N N N Rio Tinto plc 213800YOEO5OQ72G2R82 767204100 8871864.00000000 NS USD 667341610.08000000 0.972502909188 Long EC CORP GB N 1 N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAE5 50000000.00000000 PA USD 55156400.00000000 0.080378263021 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AG0 90000000.00000000 PA USD 99018450.00000000 0.144297507054 Long DBT CORP US N 2 2023-05-01 Fixed 5.87500000 N N N N N N FMG Resources August 2006 Pty. Ltd. 549300EFD6S2NFE9D745 30251GAY3 25000000.00000000 PA USD 26468750.00000000 0.038572353332 Long DBT CORP AU N 2 2023-03-15 Fixed 5.12500000 N N N N N N Citigroup Global Markets Holdings, Inc. into Apple, Inc. 82VOJDD5PTRDMVVMGV31 17327U269 1180000.00000000 NS USD 353929950.76000000 0.515774682058 Long SN CORP US N 2 2021-01-13 Fixed 8.00000000 N N N N N N CCO Holdings LLC / CCO Holdings Capital Corp. N/A 1248EPBT9 30000000.00000000 PA USD 31875750.00000000 0.046451860845 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCX5 100000000.00000000 PA USD 111642334.00000000 0.162694028011 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 65000000.00000000 PA USD 74382214.40000000 0.108395638460 Long DBT CORP US N 2 2025-12-15 Fixed 4.25000000 N N N N N N BASF SE 529900PM64WH8AF1E917 N/A 5000000.00000000 NS 395229557.24000000 0.575959730979 Long EC CORP DE N 2 N N N Viatris, Inc. 254900ZZTSW7NL773X71 92556V106 1563393.00000000 NS USD 29297984.82000000 0.042695337800 Long EC CORP US N 1 N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 17500000.00000000 NS USD 959700000.00000000 1.398550649099 Long EC CORP US N 1 N N N United Airlines Pass-Through Trust N/A 90931GAA7 55000000.00000000 PA USD 59576902.00000000 0.086820167722 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N DISH DBS Corp. N/A 25470XAL9 300000000.00000000 PA USD 310125000.00000000 0.451938647548 Long DBT CORP US N 2 2023-03-15 Fixed 5.00000000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167CY1 203359000.00000000 PA USD 10167950.00000000 0.014817539931 Long DBT CORP US N 2 2026-09-15 Fixed 5.50000000 Y N N N N Chesapeake Energy Corp. USD XXXX N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EH3 55000000.00000000 PA USD 61046104.90000000 0.088961206244 Long DBT CORP US N 2 2024-09-05 Variable 6.25000000 N N N N N N Goldman Sachs International into Facebook, Inc. W22LROWP2IHZNBB6K528 N/A 2590000.00000000 NS USD 487233748.64000000 0.710035506328 Long SN CORP GB N 2 2021-03-26 Fixed 9.00000000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 6500000.00000000 NS USD 904410000.00000000 1.317977693604 Long EC CORP US N 1 N N N CHS/Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBA7 735000000.00000000 PA USD 762562500.00000000 1.111266311716 Long DBT CORP US N 2 2024-06-30 Fixed 8.12500000 N N N N N N Barclays Bank plc into Fidelity National Information Services, Inc. N/A N/A 1495000.00000000 NS USD 209663150.44000000 0.305537704636 Long SN CORP US N 2 2021-06-02 Fixed 7.50000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 12000000.00000000 NS USD 575160000.00000000 0.838168585324 Long EC CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBJ3 113000000.00000000 PA USD 129018927.46000000 0.188016572621 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Bausch Health Americas, Inc. KOO0397YRO83WY5MGD97 91911XAV6 137000000.00000000 PA USD 152933100.00000000 0.222866193887 Long DBT CORP US N 2 2026-04-01 Fixed 9.25000000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AT9 55000000.00000000 PA USD 61462500.00000000 0.089568010076 Long DBT CORP US N 2 2025-05-01 Fixed 9.50000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 17170000.00000000 NS USD 806131500.00000000 1.174758500140 Long EC CORP US N 1 N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AN4 45000000.00000000 PA USD 48009375.00000000 0.069963053630 Long DBT CORP US N 2 2028-01-15 Fixed 5.62500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 17500000.00000000 NS USD 1028125000.00000000 1.498264964161 Long EC CORP US N 1 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AF7 36552000.00000000 PA USD 39522113.54000000 0.057594745800 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWQ3 100000000.00000000 PA USD 109628662.00000000 0.159759546108 Long DBT CORP US N 2 2025-09-29 Variable 3.27200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ES3 350000000.00000000 PA USD 448123046.00000000 0.653040300989 Long DBT UST US N 2 2024-11-15 Fixed 7.50000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 N/A 6000000.00000000 NS 598323390.77000000 0.871924108088 Long EC CORP GB N 2 N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AG6 50000000.00000000 PA USD 54062500.00000000 0.078784145531 Long DBT CORP US N 2 2026-03-15 Fixed 6.75000000 N N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AQ4 128585000.00000000 PA USD 125839067.33000000 0.183382629255 Long DBT CORP US N 2 2023-04-15 Fixed 7.75000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAY5 25000000.00000000 PA USD 27724320.50000000 0.040402069845 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N Barclays Bank plc into Schlumberger Ltd. G5GSEF7VJP5I7OUK5573 06747F101 7150000.00000000 NS USD 150036925.97000000 0.218645660314 Long SN CORP GB N 2 2021-01-28 Fixed 9.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 37576596.93000000 NS USD 1138946652.95000000 1.659763030919 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHC6 40000000.00000000 PA USD 42136195.60000000 0.061404192671 Long DBT CORP US N 2 2023-12-20 Variable 3.00400000 N N N N N N BNP Paribas Issuance BV into MetLife, Inc. 7245009UXRIGIRYOBR48 N/A 6597000.00000000 NS USD 284371779.52000000 0.414409020353 Long SN CORP NL N 2 2021-09-07 Fixed 9.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHD4 135000000.00000000 PA USD 152733830.85000000 0.222575803141 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N Citigroup Global Markets Holdings, Inc. into Microsoft Corp. 82VOJDD5PTRDMVVMGV31 17327U467 2200000.00000000 NS USD 391446081.75000000 0.570446151629 Long SN CORP US N 2 2021-04-12 Fixed 8.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851505 839000.00000000 NS USD 87029470.00000000 0.126826218359 Long EP CORP US N 1 N N N Royal Bank of Canada into Merck & Co., Inc. ES7IP3U3RHIGC71XBU11 78013P766 3220000.00000000 NS USD 264564960.40000000 0.385544958941 Long SN CORP CA N 2 2021-01-25 Fixed 7.00000000 N N N N N N N/A N/A 00C7K3LP6 -5000.00000000 NC USD -1675000.00000000 -0.00244094231 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Home Depot, Inc. (The) Home Depot, Inc. (The) 100.00000000 280.00000000 USD 2021-02-19 XXXX 1120409.49000000 N N N Credit Suisse AG into Cisco Systems, Inc. ANGGYXNX0JLX3X63JN86 22550T609 5085000.00000000 NS USD 224733850.03000000 0.327499918551 Long SN CORP CH N 2 2021-06-01 Fixed 10.00000000 N N N N N N Barclays plc into Morgan Stanley N/A N/A 5148000.00000000 NS USD 300559696.45000000 0.437999331627 Long SN CORP US N 2 2021-08-20 Fixed 8.00000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 3000000.00000000 NS USD 638100000.00000000 0.929889725112 Long EC CORP US N 1 N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAS5 69300000.00000000 PA USD 78262569.00000000 0.114050397702 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBK0 100200000.00000000 PA USD 113655675.64000000 0.165628028488 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N N/A N/A 00C7MV6H7 -2500.00000000 NC USD -225000.00000000 -0.00032788777 N/A DE US N 1 Options Clearing 549300CII6SLYGKNHA04 Call Written Lockheed Martin Corp. Lockheed Martin Corp. 100.00000000 375.00000000 USD 2021-01-15 XXXX 910685.53000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967HQ7 115000000.00000000 PA USD 124947500.00000000 0.182083366915 Long DBT CORP US N 2 2024-05-15 Variable 6.30000000 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 151290BM4 65000000.00000000 PA USD 66527500.00000000 0.096949128173 Long DBT CORP MX N 2 2025-01-11 Fixed 5.70000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 28470RAH5 30000000.00000000 PA USD 31987650.00000000 0.046614930364 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N Barclays plc N/A N/A 5735000.00000000 NS USD 243609606.86000000 0.355007162447 Long SN CORP US N 2 2021-12-08 Fixed 10.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DY8 50000000.00000000 PA USD 57043750.00000000 0.083128658528 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Credit Suisse AG into SPX Index ANGGYXNX0JLX3X63JN86 22542D274 33000.00000000 NS USD 111159180.00000000 0.161989937837 Long SN CORP CH N 2 2021-02-08 None 0.00000000 N Y N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513E101 6750000.00000000 NS USD 482692500.00000000 0.703417640085 Long EC CORP US N 1 N N N PBF Holding Co. LLC / PBF Finance Corp. N/A 69318FAJ7 37000000.00000000 PA USD 21205625.00000000 0.030902511835 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N Royal Bank of Canada into AbbVie, Inc. ES7IP3U3RHIGC71XBU11 78013P774 2900000.00000000 NS USD 282722715.70000000 0.412005874291 Long SN CORP CA N 2 2021-02-02 Fixed 9.00000000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167DA2 410000000.00000000 PA USD 18962500.00000000 0.027633652895 Long DBT CORP US N 2 2024-10-01 Fixed 7.00000000 Y N N N N N XPO Logistics, Inc. 54930096DB9LCLPN7H13 983793AD2 50000000.00000000 PA USD 50256250.00000000 0.073237377366 Long DBT CORP US N 2 2022-06-15 Fixed 6.50000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAK1 86300000.00000000 PA USD 107245873.00000000 0.156287157754 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RG8 70000000.00000000 PA USD 74536599.90000000 0.108620621206 Long DBT CORP US N 2 2024-06-15 Variable 5.90000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 2500000.00000000 NS USD 520550000.00000000 0.758586579544 Long EC CORP US N 1 N N N Credit Suisse AG London into Broadcom, Inc. ANGGYXNX0JLX3X63JN86 N/A 1275000.00000000 NS USD 426992821.55000000 0.622247668791 Long SN CORP US N 2 2021-04-14 Fixed 10.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DRT1 421415402.01000000 PA USD 441942858.09000000 0.644034042978 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Merrill Lynch International & Co. CV into Pfizer, Inc. AHYI0DDQ2LCHPGHJC422 59027C157 7000000.00000000 NS USD 255994571.70000000 0.373055511531 Long SN CORP CW N 2 2021-08-17 Fixed 8.00000000 N N N N N N Calumet Specialty Products Partners LP / Calumet Finance Corp. N/A 131477AL5 62263000.00000000 PA USD 61859224.45000000 0.090146148283 Long DBT CORP US N 2 2022-01-15 Fixed 7.62500000 N N N N N N Baker Hughes Co. N/A 05722G100 10999999.00000000 NS USD 229349979.15000000 0.334226906544 Long EC CORP US N 1 N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAT9 40000000.00000000 PA USD 44789074.80000000 0.065270177799 Long DBT CORP KY N 2 2027-12-06 Fixed 3.40000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F200 420000.00000000 NS USD 597437400.00000000 0.870632972352 Long EP CORP US N 1 N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BG2 60000000.00000000 PA USD 87450000.00000000 0.127439047893 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 Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 2000000.00000000 NS USD 254820000.00000000 0.371343832868 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QBMZ8 57965539.42000000 PA USD 63184475.46000000 0.092077408739 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GCN8 565000000.00000000 PA USD 608392000.00000000 0.886596880803 Long DBT CORP US N 2 2023-06-15 Fixed 6.75000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AV9 40000000.00000000 PA USD 42668400.00000000 0.062179762963 Long DBT CORP US N 2 2028-07-01 Fixed 7.12500000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 2540000.00000000 NS USD 147980400.00000000 0.215648728221 Long EC CORP US N 1 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 11500000.00000000 NS USD 1052940000.00000000 1.534427342359 Long EC CORP US N 1 N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AS1 202220000.00000000 PA USD 204115812.50000000 0.297453685592 Long DBT CORP US N 2 2025-02-15 Fixed 5.12500000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045V100 3000000.00000000 NS USD 124920000.00000000 0.182043291742 Long EC CORP US N 1 N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AJ2 25000000.00000000 PA USD 26616000.00000000 0.038786937664 Long DBT CORP US N 2 2028-05-01 Fixed 4.00000000 N N N N N N NextEra Energy, Inc. N/A 65339F739 6500000.00000000 NS USD 333905000.00000000 0.486592741989 Long EP CORP US N 1 N N N Danaher Corp. S4BKK9OTCEWQ3YHPFM11 235851409 50000.00000000 NS USD 65055000.00000000 0.094803284856 Long EP CORP US N 1 N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 93000000.00000000 PA USD 99161250.00000000 0.144505606494 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VQT0 421529061.29000000 PA USD 442430769.48000000 0.644745065997 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DAZ8 88500000.00000000 PA USD 95857703.27000000 0.139691417244 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N Wells Fargo Bank NA into Delta Air Lines, Inc. KB1H1DSPRFMYMCUFXT09 N/A 2000000.00000000 NS USD 80538008.76000000 0.117366348263 Long SN CORP US N 2 2021-04-12 Fixed 10.00000000 N N N N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 457756500 498874698.99100000 NS USD 498874698.99000000 0.726999618726 Long STIV RF US N 1 N N N Citigroup Global Markets Holdings, Inc. into Alphabet, Inc. 82VOJDD5PTRDMVVMGV31 17327U798 259000.00000000 NS USD 374782585.17000000 0.546162788122 Long SN CORP US N 2 2021-03-19 Fixed 7.50000000 N N N N N N Weatherford International plc 529900LPBDSCQDJKHQ39 N/A 13900000.00000000 NS USD 83400000.00000000 0.121537067974 Long EC CORP IE N 1 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBB0 170000000.00000000 PA USD 189327764.10000000 0.275903373319 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HHA1 125959000.00000000 PA USD 125093661.67000000 0.182296365246 Long DBT CORP US N 2 2021-01-30 Variable 3.68438000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 91911KAP7 105000000.00000000 PA USD 116335275.00000000 0.169532952343 Long DBT CORP CA N 2 2025-12-15 Fixed 9.00000000 N N N N N N Royal Bank of Canada into Analog Devices, Inc. ES7IP3U3RHIGC71XBU11 78014V192 1718000.00000000 NS USD 225487784.14000000 0.328598610891 Long SN CORP CA N 2 2021-09-15 Fixed 8.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 14000000.00000000 NS USD 1052800000.00000000 1.534223323301 Long EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 8000000.00000000 NS USD 546400000.00000000 0.796257241500 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36179VN48 166390814.05000000 PA USD 176467849.41000000 0.257162889796 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCM2 90000000.00000000 PA USD 93166189.20000000 0.135769130332 Long DBT CORP US N 2 2022-06-30 Fixed 3.00000000 N N N N N N Credit Suisse AG into Texas Instruments, Inc. N/A N/A 2239000.00000000 NS USD 321914479.63000000 0.469119208545 Long SN CORP US N 2 2021-08-13 Fixed 8.00000000 N N N N N N Diamond Sports Group LLC / Diamond Sports Finance Co. N/A 25277LAA4 135000000.00000000 PA USD 109940625.00000000 0.160214163234 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N DISH DBS Corp. N/A 25470XAJ4 391500000.00000000 PA USD 409509000.00000000 0.596768862938 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 29273DAC4 107739000.00000000 PA USD 91685889.00000000 0.133611919948 Long DBT CORP US N 2 2028-06-30 Fixed 6.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A60 60000000.00000000 PA USD 65313000.00000000 0.095179262836 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N Royal Dutch Shell plc 21380068P1DRHMJ8KU70 780259206 6000000.00000000 NS USD 210840000.00000000 0.307252702778 Long EC CORP GB N 1 N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128B648 1017746.00000000 NS USD 28985406.08000000 0.042239823369 Long EP CORP US N 1 N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 1000000.00000000 NS USD 354980000.00000000 0.517304896756 Long EC CORP US N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BF8 65000000.00000000 PA USD 75116124.85000000 0.109465150741 Long DBT CORP US N 2 2048-09-15 Variable 5.70000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AK0 87000000.00000000 PA USD 89978445.00000000 0.131123697676 Long DBT CORP US N 2 2026-08-15 Fixed 5.00000000 N N N N N N PBF Holding Co. LLC / PBF Finance Corp. N/A 69318FAK4 24000000.00000000 PA USD 23571000.00000000 0.034349523132 Long DBT CORP US N 2 2025-05-15 Fixed 9.25000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 1100000.00000000 NS USD 180543000.00000000 0.263101521142 Long EC CORP US N 1 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397XW8 48000000.00000000 PA USD 48180000.00000000 0.070211701858 Long DBT CORP US N 2 2021-03-18 Fixed 3.33600000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AF0 34500000.00000000 PA USD 36526875.00000000 0.053229847599 Long DBT CORP US N 2 2027-08-15 Fixed 4.37500000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAT3 50000000.00000000 PA USD 60026750.00000000 0.087475721762 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AM9 50000000.00000000 PA USD 51503750.00000000 0.075055332909 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48126HAC4 70000000.00000000 PA USD 76799128.70000000 0.111917756896 Long DBT CORP US N 2 2024-10-01 Variable 6.10000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967GD7 135000000.00000000 PA USD 141751084.05000000 0.206570876949 Long DBT CORP US N 2 2023-01-30 Variable 5.95000000 N N N N N N Credit Suisse AG into Pfizer Inc. ANGGYXNX0JLX3X63JN86 22550T773 6250000.00000000 NS USD 237354528.19000000 0.345891767705 Long SN CORP CH N 2 2021-07-20 Fixed 11.00000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAT3 24400000.00000000 PA USD 27925598.70000000 0.040695388338 Long DBT CORP US N 2 2029-01-30 Fixed 4.62500000 N N N N N N Credit Suisse AG into General Motors Co. N/A N/A 5678000.00000000 NS USD 243396109.53000000 0.354696037273 Long SN CORP US N 2 2021-12-17 Fixed 10.00000000 N N N N N N 2021-01-29 Franklin Custodian Funds Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer XXXX