Form NPORT-P Franklin Custodian Funds For: Mar 31

  
    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
      2022-09-30
      2022-03-31
      N
    
    
      76325525906.38
      366080072.60
      75959445833.78
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      37500000.00000000
      0.00000000
      0.00000000
      90700836.71999999
      
        
          CAD
          
          
        
        
          GBP
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
      
      
        
          
            UST
          
        
      
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
        N/A
        
        983130AV7
        
          
          
        
        242000000.00000000
        PA
        USD
        242338800.00000000
        0.319037082669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00P94TPL4
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -55000.00000000
        -0.00007240705
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                NVIDIA Corp.
                NVIDIA Corp.
                
                  
                
              
            
            100.00000000
            190.00000000
            USD
            2022-04-14
            XXXX
            2312842.12000000
          
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        
        11135FBH3
        
          
          
        
        20000000.00000000
        PA
        USD
        17872027.20000000
        0.023528380182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energizer Holdings, Inc.
        5493000D6NN0V57UME20
        
        29272WAD1
        
          
          
        
        20000000.00000000
        PA
        USD
        17532000.00000000
        0.023080737105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International Bank into Texas Instruments, Inc.
        W22LROWP2IHZNBB6K528
        
        N/A
        
          
          
        
        1200000.00000000
        NS
        USD
        222698963.71000000
        0.293181396027
        Long
        SN
        CORP
        GB
        
        N
        
        2
        
          2022-12-14
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp.
        N/A
        
        25470XAW5
        
          
          
        
        180000000.00000000
        PA
        USD
        179795700.00000000
        0.236699594140
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9G02X7
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -4950000.00000000
        -0.00651663521
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Walmart, Inc.
                Walmart, Inc.
                
                  
                
              
            
            100.00000000
            145.00000000
            USD
            2022-04-14
            XXXX
            -3905296.94000000
          
        
        
          N
          N
          N
        
      
      
        Shell plc
        21380068P1DRHMJ8KU70
        
        780259305
        
          
          
        
        5500000.00000000
        NS
        USD
        302115000.00000000
        0.397731969584
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        National Bank of Canada into MetLife, Inc.
        BSGEFEIOM18Y80CKCV46
        
        63306A569
        
          
          
        
        4240000.00000000
        NS
        USD
        280358757.64000000
        0.369090051359
        Long
        SN
        CORP
        CA
        N
        
        2
        
          2022-12-05
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        
        674599EF8
        
          
          
        
        30000000.00000000
        PA
        USD
        33796650.00000000
        0.044493018121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nabors Industries Ltd.
        N/A
        
        629571AA8
        
          
          
        
        16000000.00000000
        PA
        USD
        16026720.00000000
        0.021099048082
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2026-01-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp.
        N/A
        
        25470XBB0
        
          
          
        
        35000000.00000000
        PA
        USD
        33201875.00000000
        0.043710001614
        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
        149664965.00000000
        0.197032723655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-04
          Fixed
          4.13400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO Petroleum Corp.
        YX52P86PXMLYDOTUQ225
        
        17302XAK2
        
          
          
        
        23324000.00000000
        PA
        USD
        23495664.64000000
        0.030931853678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co. (The)
        RVHJWBXLJ1RFUBSY1F30
        
        097023DC6
        
          
          
        
        20000000.00000000
        PA
        USD
        19501161.80000000
        0.025673122790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
        N/A
        
        03969AAR1
        
          
          
        
        110000000.00000000
        PA
        USD
        101805550.00000000
        0.134026188425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp.
        J3WHBG0MTS7O8ZVMDC91
        
        30231G102
        
          
          
        
        8682000.00000000
        NS
        USD
        717046380.00000000
        0.943985796801
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas Issuance BV into Delta Air Lines, Inc.
        7245009UXRIGIRYOBR48
        
        N/A
        
          
          
        
        3507000.00000000
        NS
        USD
        140255271.90000000
        0.184644938309
        Long
        SN
        CORP
        NL
        
        N
        
        2
        
          2022-05-03
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG into Halliburton Co.
        ANGGYXNX0JLX3X63JN86
        
        225510221
        
          
          
        
        7000000.00000000
        NS
        USD
        206560333.42000000
        0.271935018946
        Long
        SN
        CORP
        CH
        N
        
        2
        
          2022-11-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9FVDM2
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -2320000.00000000
        -0.00305426135
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Merck & Co., Inc.
                Merck & Co., Inc.
                
                  
                
              
            
            100.00000000
            82.50000000
            USD
            2022-05-20
            XXXX
            -580300.48000000
          
        
        
          N
          N
          N
        
      
      
        Walmart, Inc.
        Y87794H0US1R65VBXU25
        
        931142103
        
          
          
        
        2000500.00000000
        NS
        USD
        297914460.00000000
        0.392201992431
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        
        674599EE1
        
          
          
        
        30000000.00000000
        PA
        USD
        31617000.00000000
        0.041623526413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Co., Inc.
        5493008B6JBRUJ90QL97
        
        37045XDH6
        
          
          
        
        20000000.00000000
        PA
        USD
        18139919.40000000
        0.023881058110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-10
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        
        893647BB2
        
          
          
        
        21000000.00000000
        PA
        USD
        21216300.00000000
        0.027931088447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International & Co. CV into Analog Devices, Inc.
        AHYI0DDQ2LCHPGHJC422
        
        59027C850
        
          
          
        
        1551000.00000000
        NS
        USD
        250175450.80000000
        0.329353970469
        Long
        SN
        CORP
        CW
        
        N
        
        2
        
          2023-04-04
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada into Cisco Systems, Inc.
        N/A
        
        N/A
        
          
        
        4700000.00000000
        NS
        USD
        260097705.73000000
        0.342416539345
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-12-02
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Olin Corp.
        549300GKK294V7W57P06
        
        680665AM8
        
          
          
        
        40000000.00000000
        PA
        USD
        46115001.20000000
        0.060710028481
        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
        
          
          
        
        3600000.00000000
        NS
        USD
        201132000.00000000
        0.264788661623
        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
        
          
          
        
        90000000.00000000
        PA
        USD
        94855449.60000000
        0.124876437102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          5.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG&E Corp.
        8YQ2GSDWYZXO2EDN3511
        
        69331C108
        
          
          
        
        10000000.00000000
        NS
        USD
        119400000.00000000
        0.157189140454
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C8KCHY0
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -715000.00000000
        -0.00094129175
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Texas Instruments, Inc.
                Texas Instruments, Inc.
                
                  
                
              
            
            100.00000000
            210.00000000
            USD
            2022-06-17
            XXXX
            201349.52000000
          
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada into Merck & Co., Inc.
        N/A
        
        N/A
        
          
        
        2976000.00000000
        NS
        USD
        244157904.50000000
        0.321431919124
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-10-17
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Match Group Holdings II LLC
        N/A
        
        57665RAL0
        
          
          
        
        45000000.00000000
        PA
        USD
        42260625.00000000
        0.055635773189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        
        404119BN8
        
          
          
        
        114800000.00000000
        PA
        USD
        119055501.68000000
        0.156735611184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Holdings, Inc. into General Motors Co.
        82VOJDD5PTRDMVVMGV31
        
        17330L744
        
          
          
        
        2895000.00000000
        NS
        USD
        126015316.71000000
        0.165898151739
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-11-10
          Fixed
          12.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG into Chevron Corp.
        N/A
        
        N/A
        
          
        
        2540000.00000000
        NS
        USD
        292197973.39000000
        0.384676283749
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-06-07
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada into Intel Corp.
        ES7IP3U3RHIGC71XBU11
        
        78014V721
        
          
          
        
        4525000.00000000
        NS
        USD
        227426273.84000000
        0.299404861822
        Long
        SN
        CORP
        CA
        N
        
        2
        
          2022-12-22
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Belk, Inc.
        N/A
        
        07783AAJ4
        
          
        
        4913315.85000000
        PA
        USD
        4890788.30000000
        0.006438683492
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-07-31
          Variable
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        
        674599EC5
        
          
          
        
        60000000.00000000
        PA
        USD
        67645800.00000000
        0.089055152071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        313586752
        
          
          
        
        4000000.00000000
        NS
        USD
        12880000.00000000
        0.016956416491
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Bristol-Myers Squibb Co.
        HLYYNH7UQUORYSJQCN42
        
        110122108
        
          
          
        
        12000000.00000000
        NS
        USD
        876360000.00000000
        1.153720897224
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Bank of Canada into Broadcom, Inc.
        BSGEFEIOM18Y80CKCV46
        
        63306A445
        
          
          
        
        578000.00000000
        NS
        USD
        304958731.00000000
        0.401475718592
        Long
        SN
        CORP
        CA
        N
        
        2
        
          2022-05-02
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        313400624
        
          
          
        
        6000000.00000000
        NS
        USD
        18600000.00000000
        0.024486750523
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        
        91911KAN2
        
          
          
        
        134000000.00000000
        PA
        USD
        132985620.00000000
        0.175074500004
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APX Group, Inc.
        549300OMQVKPRU98OE64
        
        00213MAV6
        
          
          
        
        5000000.00000000
        PA
        USD
        5120100.00000000
        0.006740570502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co. (The)
        5493002BI0S2ZQUY3437
        
        382550BL4
        
          
          
        
        100000000.00000000
        PA
        USD
        93274500.00000000
        0.122795129659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services, Inc.
        42YMHYH0XMHJEXDUB065
        
        038522AQ1
        
          
          
        
        27000000.00000000
        PA
        USD
        26238330.00000000
        0.034542550583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co. LLC
        549300ZH5GKBTJZ7NM23
        
        92840VAA0
        
          
          
        
        35000000.00000000
        PA
        USD
        35229250.00000000
        0.046379024508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp.
        N/A
        
        25470XBE4
        
          
          
        
        75000000.00000000
        PA
        USD
        71578125.00000000
        0.094232026332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp.
        KNX4USFCNGPY45LOCE31
        
        458140100
        
          
          
        
        10468000.00000000
        NS
        USD
        518794080.00000000
        0.682988237085
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Business Machines Corp.
        VGRQXHF3J8VDLUA7XE92
        
        459200101
        
          
          
        
        3000000.00000000
        NS
        USD
        390060000.00000000
        0.513510855323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Univision Communications, Inc.
        549300YQDE2JSGTL8V47
        
        914906AU6
        
          
          
        
        30000000.00000000
        PA
        USD
        31459950.00000000
        0.041416771350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP plc
        213800LH1BZH3DI6G760
        
        055622104
        
          
          
        
        10000000.00000000
        NS
        USD
        294000000.00000000
        0.387048637299
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp.
        549300EJG376EN5NQE29
        
        126650CX6
        
          
          
        
        125000000.00000000
        PA
        USD
        130975940.00000000
        0.172428772435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        
        03027XBW9
        
          
          
        
        30000000.00000000
        PA
        USD
        30107157.30000000
        0.039635830632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penn National Gaming, Inc.
        N/A
        
        707569AS8
        
          
          
        
        20000000.00000000
        PA
        USD
        19857300.00000000
        0.026141975868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        
        345397ZR7
        
          
          
        
        100000000.00000000
        PA
        USD
        100770000.00000000
        0.132662895172
        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
        109313414.10000000
        0.143910231176
        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
        199292625.75000000
        0.262367140205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International & Co. CV into Broadcom, Inc.
        AHYI0DDQ2LCHPGHJC422
        
        59027C769
        
          
          
        
        550000.00000000
        NS
        USD
        292234034.03000000
        0.384723757292
        Long
        SN
        CORP
        CW
        
        N
        
        2
        
          2022-10-13
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Security Services Borrower LLC / Prime Finance, Inc.
        N/A
        
        74166MAF3
        
          
          
        
        61589000.00000000
        PA
        USD
        56427533.86000000
        0.074286394852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-31
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9JT8Z0
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -500000.00000000
        -0.00065824598
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Pfizer, Inc.
                Pfizer, Inc.
                
                  
                
              
            
            100.00000000
            57.50000000
            USD
            2022-05-20
            XXXX
            480303.39000000
          
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        
        64110LAN6
        
          
          
        
        100000000.00000000
        PA
        USD
        104147000.00000000
        0.137108688533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TK Elevator US Newco, Inc.
        549300C2AFWPAYWS5574
        
        92537RAA7
        
          
          
        
        43000000.00000000
        PA
        USD
        42579890.00000000
        0.056056082996
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd.
        549300I7UVBGWRYMYZ18
        
        335934AK1
        
          
          
        
        12400000.00000000
        PA
        USD
        12394172.00000000
        0.016316827833
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co. (The)
        5493002BI0S2ZQUY3437
        
        382550BP5
        
          
          
        
        40000000.00000000
        PA
        USD
        37038800.00000000
        0.048761282541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        British American Tobacco plc
        213800FKA5MF17RJKT63
        
        N/A
        
          
          
        
        2000000.00000000
        NS
        
        84000831.13000000
        0.110586419118
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chesapeake Energy Corp.
        X2MT1W32SPAZ9WSKLE78
        
        165167735
        
          
          
        
        2311761.00000000
        NS
        USD
        201123207.00000000
        0.264777085709
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DTE Energy Co.
        549300IX8SD6XXD71I78
        
        233331842
        
          
          
        
        3250000.00000000
        NS
        USD
        173192500.00000000
        0.228006534406
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        48124BAC9
        
          
          
        
        60700000.00000000
        PA
        USD
        61079375.00000000
        0.080410506329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Variable
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        
        00206RCT7
        
          
          
        
        75000000.00000000
        PA
        USD
        78033156.00000000
        0.102730022768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-17
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dornoch Debt Merger Sub, Inc.
        N/A
        
        25830JAA9
        
          
          
        
        95000000.00000000
        PA
        USD
        82718400.00000000
        0.108898108842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Match Group Holdings II LLC
        N/A
        
        57667JAA0
        
          
          
        
        33730000.00000000
        PA
        USD
        30222080.00000000
        0.039787125443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multiplan Corp.
        N/A
        
        17144CAB0
        
          
          
        
        185000000.00000000
        PA
        USD
        147907500.00000000
        0.194719035106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          6.00000120
          N
          N
          N
          N
          N
          
            
              Multiplan Corp.
              
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.
        N/A
        
        983133AA7
        
          
          
        
        25000000.00000000
        PA
        USD
        23572500.00000000
        0.031033006812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH Acquisition Holdings LLC
        N/A
        
        55328HAK7
        
          
          
        
        33915000.00000000
        PA
        USD
        33031175.10000000
        0.043485276567
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-09-01
          Variable
          4.75786000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        
        03938LBC7
        
          
          
        
        20000000.00000000
        PA
        USD
        20335445.40000000
        0.026771450445
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2029-07-16
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group plc
        213800TB53ELEUKM7Q61
        
        N/A
        
          
          
        
        175000000.00000000
        NS
        
        286984393.69000000
        0.377812647972
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Bank of Canada into General Motors Co.
        N/A
        
        N/A
        
          
        
        4900000.00000000
        NS
        USD
        225647586.22000000
        0.297063233865
        Long
        SN
        CORP
        US
        N
        
        2
        
          2023-03-17
          Fixed
          12.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Technologies LLC
        M4TWC4QDOKW45N7T6Y12
        
        20337YAA5
        
          
          
        
        180993285.00000000
        PA
        USD
        171634122.23000000
        0.225954942596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp.
        N/A
        
        1248EPBR3
        
          
          
        
        20002000.00000000
        PA
        USD
        20317431.54000000
        0.026747735343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope, Inc.
        549300Z6K4JXMFE8QY54
        
        20338QAD5
        
          
          
        
        40000000.00000000
        PA
        USD
        40512000.00000000
        0.053333722429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        
        674599ED3
        
          
          
        
        40000000.00000000
        PA
        USD
        45950000.00000000
        0.060492805727
        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
        67872025.00000000
        0.089352975466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Variable
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        
        281020107
        
          
          
        
        11000000.00000000
        NS
        USD
        771100000.00000000
        1.015146953135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems, Inc.
        N/A
        
        203668108
        
          
          
        
        10000000.00000000
        NS
        USD
        118700000.00000000
        0.156267596079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        
        478160104
        
          
          
        
        5500000.00000000
        NS
        USD
        974765000.00000000
        1.283270288902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co., Inc.
        4YV9Y5M8S0BRK1RP0397
        
        58933Y105
        
          
          
        
        4500000.00000000
        NS
        USD
        369225000.00000000
        0.486081745261
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        
        N/A
        
          
          
        
        160000000.00000000
        NS
        
        310179842.78000000
        0.408349270291
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        
        38141GXG4
        
          
          
        
        20000000.00000000
        PA
        USD
        18575869.00000000
        0.024454982255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co.
        549300IX8SD6XXD71I78
        
        233331107
        
          
          
        
        3500000.00000000
        NS
        USD
        462735000.00000000
        0.609186908778
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        
        00206R102
        
          
          
        
        20000000.00000000
        NS
        USD
        472600000.00000000
        0.622174101999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems, Inc.
        5493007X5NC5XI1BB106
        
        12543DBG4
        
          
          
        
        250000000.00000000
        PA
        USD
        254927500.00000000
        0.335610005051
        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
        
          
          
        
        270000000.00000000
        PA
        USD
        280449000.00000000
        0.369208854700
        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
        349265975.00000000
        0.459805849247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer, Inc.
        765LHXWGK1KXCLTFYQ30
        
        717081103
        
          
          
        
        11500000.00000000
        NS
        USD
        595355000.00000000
        0.783780072991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Calpine Corp.
        43R4VPJBXTU2O15HEF41
        
        131347CN4
        
          
          
        
        56500000.00000000
        PA
        USD
        53924447.50000000
        0.070991101775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        
        12686CBB4
        
          
          
        
        30255000.00000000
        PA
        USD
        30530471.78000000
        0.040193120743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        
        91831AAC5
        
          
          
        
        211251000.00000000
        PA
        USD
        213231478.13000000
        0.280717527345
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG into Fidelity National Information Services, Inc.
        BFM8T61CT2L1QCEMIK50
        
        90278V594
        
          
          
        
        2188000.00000000
        NS
        USD
        224967546.78000000
        0.296167967407
        Long
        SN
        CORP
        CH
        N
        
        2
        
          2022-09-23
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vertiv Group Corp.
        549300ZT8RQ5VK10E643
        
        92535UAB0
        
          
          
        
        17668000.00000000
        PA
        USD
        16145018.40000000
        0.021254786975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CBR1
        
          
          
        
        750000000.00000000
        PA
        USD
        720615232.50000000
        0.948684162437
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CDY4
        
          
          
        
        500000000.00000000
        PA
        USD
        480234375.00000000
        0.632224695333
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9GPDK8
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -965000.00000000
        -0.00127041474
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Texas Instruments, Inc.
                Texas Instruments, Inc.
                
                  
                
              
            
            100.00000000
            200.00000000
            USD
            2022-05-20
            XXXX
            76048.88000000
          
        
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems, Inc.
        5493007X5NC5XI1BB106
        
        12543DBM1
        
          
          
        
        115000000.00000000
        PA
        USD
        110543750.00000000
        0.145529958501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BellRing Brands, Inc.
        549300S3BOK5CMTS8054
        
        07831CAA1
        
          
          
        
        30000000.00000000
        PA
        USD
        30675000.00000000
        0.040383390983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Co.
        20S05OYHG0MQM4VUIC57
        
        345370CR9
        
          
          
        
        120000000.00000000
        PA
        USD
        120861000.00000000
        0.159112535213
        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
        
          
          
        
        380000000.00000000
        PA
        USD
        403636000.00000000
        0.531383550221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        
        88033GDL1
        
          
          
        
        11000000.00000000
        PA
        USD
        10560660.00000000
        0.013903024020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Co. (The)
        549300FC3G3YU2FBZD92
        
        842587602
        
          
          
        
        6300000.00000000
        NS
        USD
        344043000.00000000
        0.452929844634
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP PARIBAS SA 
        R0MUWSFPU8MPRO8K5P83
        
        N/A
        
          
        
        22783450.00000000
        PA
        USD
        22783450.00000000
        0.029994228828
        Long
        RA
        CORP
        US
        
        N
        
        2
        
          Repurchase
          
            
              
            
          
          Y
          0.28000000
          2022-04-01
          
            
              22783449.99999987
              USD
              23239121.32846853
              USD
              UST
            
          
        
        
          
          N
          N
        
      
      
        N/A
        N/A
        
        00C8ZDUV3
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -2600000.00000000
        -0.00342287910
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Amgen, Inc.
                Amgen, Inc.
                
                  
                
              
            
            100.00000000
            240.00000000
            USD
            2022-04-14
            XXXX
            -1057614.67000000
          
        
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        
        06738EAN5
        
          
          
        
        125000000.00000000
        PA
        USD
        127731013.75000000
        0.168156853104
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-01-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mozart Debt Merger Sub, Inc.
        N/A
        
        62482BAA0
        
          
          
        
        187500000.00000000
        PA
        USD
        173676562.50000000
        0.228643798797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank plc into Truist Financial Corp.
        N/A
        
        N/A
        
          
        
        2740000.00000000
        NS
        USD
        152154039.77000000
        0.200309570587
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-08-17
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        
        06738EBH7
        
          
          
        
        50000000.00000000
        PA
        USD
        50432465.00000000
        0.066393934877
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-07
          Variable
          3.93200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michaels Cos., Inc. (The)
        549300H9LWMBP7HYLR98
        
        55916AAB0
        
          
          
        
        10000000.00000000
        PA
        USD
        8574950.00000000
        0.011288852763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
        N/A
        
        983130AX3
        
          
          
        
        168222000.00000000
        PA
        USD
        163081135.68000000
        0.214695004538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier, Inc.
        W7L3VLU8EHQY34Z36697
        
        097751BM2
        
          
          
        
        33400000.00000000
        PA
        USD
        33610921.00000000
        0.044248507385
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs, Inc.
        549300TM2WLI2BJMDD86
        
        185899AL5
        
          
          
        
        30000000.00000000
        PA
        USD
        29726700.00000000
        0.039134961654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Markets Cayman LP into Vistra Corp.
        549300KHUXLS6Q30KT26
        
        6068FP505
        
          
          
        
        7740000.00000000
        NS
        USD
        161393235.56000000
        0.212472897594
        Long
        SN
        CORP
        KY
        
        N
        
        2
        
          2022-11-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        
        893647BE6
        
          
          
        
        130000000.00000000
        PA
        USD
        133623100.00000000
        0.175913737301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        
        071734AK3
        
          
          
        
        81000000.00000000
        PA
        USD
        66550005.00000000
        0.087612546760
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems, Inc.
        5493007X5NC5XI1BB106
        
        12543DBL3
        
          
          
        
        589000000.00000000
        PA
        USD
        549224830.00000000
        0.723050074906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems, Inc.
        5493007X5NC5XI1BB106
        
        12543DBJ8
        
          
          
        
        775000000.00000000
        PA
        USD
        762507000.00000000
        1.003834337691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9L2XM7
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -3000000.00000000
        -0.00394947589
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Johnson & Johnson
                Johnson & Johnson
                
                  
                
              
            
            100.00000000
            175.00000000
            USD
            2022-05-20
            XXXX
            -2077200.51000000
          
        
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        
        N/A
        
          
          
        
        5000000.00000000
        NS
        
        342041840.20000000
        0.450295333839
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        
        437076102
        
          
          
        
        1000000.00000000
        NS
        USD
        299330000.00000000
        0.394065539465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CommScope Technologies LLC
        M4TWC4QDOKW45N7T6Y12
        
        20338HAB9
        
          
          
        
        45000000.00000000
        PA
        USD
        39179700.00000000
        0.051579760186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C8KEJR9
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -2550000.00000000
        -0.00335705450
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Amgen, Inc.
                Amgen, Inc.
                
                  
                
              
            
            100.00000000
            250.00000000
            USD
            2022-06-17
            XXXX
            -691305.29000000
          
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        
        126307AH0
        
          
          
        
        4526000.00000000
        PA
        USD
        4539578.00000000
        0.005976317955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mauser Packaging Solutions Holding Co.
        549300DNGHXL0OMHW304
        
        12429TAE4
        
          
          
        
        340000000.00000000
        PA
        USD
        337382000.00000000
        0.444160691664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calumet Specialty Products Partners LP / Calumet Finance Corp.
        N/A
        
        131477AV3
        
          
          
        
        95000000.00000000
        PA
        USD
        88461150.00000000
        0.116458393066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA into Citigroup, Inc.
        O2RNE8IBXP4R0TD8PU41
        
        83370G516
        
          
          
        
        4091000.00000000
        NS
        USD
        230677603.35000000
        0.303685210993
        Long
        SN
        CORP
        FR
        N
        
        2
        
          2023-03-10
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines, Inc.
        K1OQBWM7XEOO08LDNP29
        
        90932LAH0
        
          
          
        
        66259000.00000000
        PA
        USD
        63093476.28000000
        0.083062054478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lamb Weston Holdings, Inc.
        5493005SMYID1D2OY946
        
        513272AD6
        
          
          
        
        14500000.00000000
        PA
        USD
        13564750.00000000
        0.017857884363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        
        126307AQ0
        
          
          
        
        227000000.00000000
        PA
        USD
        225425755.00000000
        0.296771194846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9LQ420
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -90000.00000000
        -0.00011848427
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Philip Morris International, Inc.
                Philip Morris International, Inc.
                
                  
                
              
            
            100.00000000
            100.00000000
            USD
            2022-04-14
            XXXX
            1255901.53000000
          
        
        
          N
          N
          N
        
      
      
        Altice France SA
        5493001ZMCICV4N02J21
        
        02156LAF8
        
          
          
        
        50000000.00000000
        PA
        USD
        44880000.00000000
        0.059084159326
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp.
        549300DRQQI75D2JP341
        
        89788MAE2
        
          
          
        
        20000000.00000000
        PA
        USD
        18199270.20000000
        0.023959192961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-07
          Variable
          1.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank plc into MetLife, Inc.
        G5GSEF7VJP5I7OUK5573
        
        06747W849
        
          
          
        
        4240000.00000000
        NS
        USD
        267143518.26000000
        0.351692294918
        Long
        SN
        CORP
        GB
        N
        
        2
        
          2022-07-11
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works, Inc.
        GR3KVMWVCR54YWQNXU90
        
        501797AL8
        
          
          
        
        50000000.00000000
        PA
        USD
        51595250.00000000
        0.067924731985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CCG4
        
          
          
        
        750000000.00000000
        PA
        USD
        715458982.50000000
        0.941896000749
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967NG2
        
          
          
        
        20000000.00000000
        PA
        USD
        19501320.40000000
        0.025673331586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Variable
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gap, Inc. (The)
        T2ZG1WRWZ4BUCMQL9224
        
        364760AQ1
        
          
          
        
        37000000.00000000
        PA
        USD
        32302850.00000000
        0.042526442426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Markets Cayman LP into International Paper Co.
        549300KHUXLS6Q30KT26
        
        6068FP604
        
          
          
        
        5376300.00000000
        NS
        USD
        245054119.46000000
        0.322611778917
        Long
        SN
        CORP
        KY
        
        N
        
        2
        
          2022-12-20
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International & Co. CV into Union Pacific Corp.
        AHYI0DDQ2LCHPGHJC422
        
        59027C835
        
          
          
        
        1082000.00000000
        NS
        USD
        282273390.08000000
        0.371610649579
        Long
        SN
        CORP
        CW
        
        N
        
        2
        
          2022-09-21
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.
        N/A
        
        31556TAA7
        
          
          
        
        40000000.00000000
        PA
        USD
        37980800.00000000
        0.050001417971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Holdings, Inc. into LyondellBasell Industries NV
        82VOJDD5PTRDMVVMGV31
        
        17329D364
        
          
          
        
        1600000.00000000
        NS
        USD
        165670922.22000000
        0.218104437705
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-06-23
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APX Group, Inc.
        N/A
        
        00213NAM4
        
          
          
        
        19950000.00000000
        PA
        USD
        19707807.00000000
        0.025945169535
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-10
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967KU4
        
          
          
        
        130000000.00000000
        PA
        USD
        132226968.90000000
        0.174075741928
        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
        55825000.00000000
        0.073493163868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Variable
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co.
        54930070NSV60J38I987
        
        37045VAP5
        
          
          
        
        140000000.00000000
        PA
        USD
        142637357.80000000
        0.187780935253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00P8ZSTE6
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -390000.00000000
        -0.00051343186
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Morgan Stanley
                Morgan Stanley
                
                  
                
              
            
            100.00000000
            80.00000000
            USD
            2022-04-14
            XXXX
            2271694.82000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        060505EN0
        
          
          
        
        70000000.00000000
        PA
        USD
        73062500.00000000
        0.096186194090
        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
        57312500.00000000
        0.075451445664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals North America, Inc.
        NGIZXNT70J2LYT3FBI09
        
        911365BN3
        
          
          
        
        61623000.00000000
        PA
        USD
        59045001.80000000
        0.077732270360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C8YVJ96
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -1050000.00000000
        -0.00138231656
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                3M Co.
                3M Co.
                
                  
                
              
            
            100.00000000
            160.00000000
            USD
            2022-06-17
            XXXX
            -69250.81000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas Issuance BV into Broadcom, Inc.
        N/A
        
        N/A
        
          
          
        
        575000.00000000
        NS
        USD
        290066388.11000000
        0.381870068858
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-08-08
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain, Inc.
        SQL3F6CKNNBM3SQGHX24
        
        46284VAC5
        
          
          
        
        80750000.00000000
        PA
        USD
        79980856.25000000
        0.105294154495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weatherford International Ltd.
        549300A2JKMG5PGOGF82
        
        947075AT4
        
          
          
        
        80000000.00000000
        PA
        USD
        82800000.00000000
        0.109005534586
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Post Holdings, Inc.
        JM1I5YUAURL6DC8N1468
        
        737446AR5
        
          
          
        
        55400000.00000000
        PA
        USD
        49166946.00000000
        0.064727889283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan, Inc.
        549300IRDTHJQ1PVET45
        
        35671DAZ8
        
          
          
        
        62636000.00000000
        PA
        USD
        63397966.94000000
        0.083462913985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment, Inc.
        549300FA4CTCW903Y781
        
        12769GAA8
        
          
          
        
        85000000.00000000
        PA
        USD
        79581250.00000000
        0.104768076078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Co. (The)
        549300FC3G3YU2FBZD92
        
        842587107
        
          
          
        
        13000000.00000000
        NS
        USD
        942630000.00000000
        1.240964819652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Holdings, Inc. into Freeport-McMoRan, Inc.
        82VOJDD5PTRDMVVMGV31
        
        17329T351
        
          
          
        
        6337000.00000000
        NS
        USD
        243956197.35000000
        0.321166373282
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-10-26
          Fixed
          12.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967424
        
          
          
        
        3504000.00000000
        NS
        USD
        187113600.00000000
        0.246333550681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems, Inc.
        5493007X5NC5XI1BB106
        
        12543DBE9
        
          
          
        
        550000000.00000000
        PA
        USD
        499950000.00000000
        0.658180157203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG into Citigroup, Inc.
        ANGGYXNX0JLX3X63JN86
        
        225510197
        
          
          
        
        4060000.00000000
        NS
        USD
        220945977.61000000
        0.290873603914
        Long
        SN
        CORP
        CH
        N
        
        2
        
          2022-08-05
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Corp.
        549300KP43CPCUJOOG15
        
        92840MAC6
        
          
          
        
        100000000.00000000
        PA
        USD
        97530500.00000000
        0.128398119456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Variable
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CCJ8
        
          
          
        
        500000000.00000000
        PA
        USD
        467080080.00000000
        0.614907171679
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVita, Inc.
        M2XHYMU3TZNEZURC6H66
        
        23918KAT5
        
          
          
        
        125000000.00000000
        PA
        USD
        109528125.00000000
        0.144192896351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD Finance SA
        6354006P6QPGGPVJW880
        
        00191AAD8
        
          
          
        
        19000000.00000000
        PA
        USD
        17407610.00000000
        0.022916978670
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Fixed
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        
        88033GCY4
        
          
          
        
        5000000.00000000
        PA
        USD
        5049800.00000000
        0.006648021117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coinbase Global, Inc.
        5493004G3J2SC154DU06
        
        19260QAC1
        
          
          
        
        60000000.00000000
        PA
        USD
        53082000.00000000
        0.069882026412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG&E Corp.
        8YQ2GSDWYZXO2EDN3511
        
        69331C140
        
          
          
        
        500000.00000000
        NS
        USD
        56220000.00000000
        0.074013178193
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances, Inc.
        BZLRL03D3GPGMOGFO832
        
        459506AQ4
        
          
          
        
        13900000.00000000
        PA
        USD
        12430050.81000000
        0.016364061998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International & Co. CV into Ford Motor Co.
        AHYI0DDQ2LCHPGHJC422
        
        59027C819
        
          
          
        
        6892000.00000000
        NS
        USD
        121423594.67000000
        0.159853186574
        Long
        SN
        CORP
        CW
        
        N
        
        2
        
          2022-12-07
          Fixed
          12.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope, Inc.
        549300Z6K4JXMFE8QY54
        
        20338QAA1
        
          
          
        
        79000000.00000000
        PA
        USD
        76918745.00000000
        0.101262909643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calumet Specialty Products Partners LP / Calumet Finance Corp.
        N/A
        
        131477AU5
        
          
          
        
        111402000.00000000
        PA
        USD
        119731527.54000000
        0.157625593796
        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
        204719970.00000000
        0.269512195294
        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
        76136078.25000000
        0.100232535156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-19
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIH Salt Holdings, Inc.
        N/A
        
        78433BAB4
        
          
          
        
        125000000.00000000
        PA
        USD
        112461250.00000000
        0.148054331841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International Bank into Intel Corp.
        W22LROWP2IHZNBB6K528
        
        N/A
        
          
          
        
        3315000.00000000
        NS
        USD
        156915974.45000000
        0.206578619324
        Long
        SN
        CORP
        GB
        
        N
        
        2
        
          2023-04-04
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca plc
        PY6ZZQWO2IZFZC3IOL08
        
        046353108
        
          
          
        
        5000000.00000000
        NS
        USD
        331700000.00000000
        0.436680384327
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CEB3
        
          
          
        
        250000000.00000000
        PA
        USD
        241386720.00000000
        0.317783677000
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Service Properties Trust
        529900IS770AG1K9QG27
        
        44106MAR3
        
          
          
        
        53768000.00000000
        PA
        USD
        53224943.20000000
        0.070070209986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00P9QXBD4
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -1910000.00000000
        -0.00251449965
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Workday, Inc.
                Workday, Inc.
                
                  
                
              
            
            100.00000000
            200.00000000
            USD
            2022-05-20
            XXXX
            640195.39000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        313586810
        
          
          
        
        4250.00000000
        NS
        USD
        32937500.00000000
        0.043361954051
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9KRWD4
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -6450000.00000000
        -0.00849137316
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                AbbVie, Inc.
                AbbVie, Inc.
                
                  
                
              
            
            100.00000000
            150.00000000
            USD
            2022-04-14
            XXXX
            -4522005.64000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -10000.00000000
        NC
        USD
        -1600000.00000000
        -0.00210638714
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Constellation Energy Corp.
                Constellation Energy Corp.
                
                  
                
              
            
            100.00000000
            60.00000000
            USD
            2022-05-20
            XXXX
            -350797.99000000
          
        
        
          N
          N
          N
        
      
      
        FMG Resources August 2006 Pty. Ltd.
        549300EFD6S2NFE9D745
        
        30251GBC0
        
          
          
        
        125000000.00000000
        PA
        USD
        118445000.00000000
        0.155931890629
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International Bank into AbbVie, Inc.
        W22LROWP2IHZNBB6K528
        
        N/A
        
          
          
        
        1740000.00000000
        NS
        USD
        253287691.69000000
        0.333451210589
        Long
        SN
        CORP
        GB
        
        N
        
        2
        
          2023-01-25
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Energy Corp.
        X2MT1W32SPAZ9WSKLE78
        
        165167DG9
        
          
          
        
        25000000.00000000
        PA
        USD
        25849000.00000000
        0.034030000767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Redfin Corp.
        549300HXWD3JEMZU3O57
        
        75737FAC2
        
          
          
        
        22050000.00000000
        PA
        USD
        16358343.75000000
        0.021535628084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          None
          0.00000000
          N
          N
          N
          N
          Y
          
            
              Redfin Corp.
              
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Seagate HDD Cayman
        529900BD50TRWEG1SF63
        
        81180WBE0
        
          
          
        
        7000000.00000000
        PA
        USD
        6238190.00000000
        0.008212527002
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-07-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Paper Co.
        824LMFJDH41EY779Q875
        
        460146103
        
          
          
        
        1500000.00000000
        NS
        USD
        69225000.00000000
        0.091134156180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextEra Energy, Inc.
        N/A
        
        65339F770
        
          
          
        
        7500000.00000000
        NS
        USD
        391125000.00000000
        0.514912919264
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KKR & Co., Inc.
        549300JOHU21WRN2Z451
        
        48251W401
        
          
          
        
        1350000.00000000
        NS
        USD
        100318500.00000000
        0.132068499050
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Medtronic plc
        549300GX3ZBSQWUXY261
        
        N/A
        
          
          
        
        4000000.00000000
        NS
        USD
        443800000.00000000
        0.584259133447
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Caesars Entertainment, Inc.
        549300FA4CTCW903Y781
        
        28470RAK8
        
          
          
        
        35000000.00000000
        PA
        USD
        37548700.00000000
        0.049432561793
        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
        
          
          
        
        1000000.00000000
        NS
        USD
        249910000.00000000
        0.329004506624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bombardier, Inc.
        W7L3VLU8EHQY34Z36697
        
        097751BR1
        
          
          
        
        13600000.00000000
        PA
        USD
        14065120.00000000
        0.018516617447
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems, Inc.
        5493007X5NC5XI1BB106
        
        12543DBH2
        
          
          
        
        250000000.00000000
        PA
        USD
        253050000.00000000
        0.333138291390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Markets Cayman LP into Las Vegas Sands Corp.
        549300KHUXLS6Q30KT26
        
        6068FP307
        
          
          
        
        1734000.00000000
        NS
        USD
        67912694.84000000
        0.089406516983
        Long
        SN
        CORP
        KY
        
        N
        
        2
        
          2022-08-29
          Fixed
          12.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Directv Financing LLC / Directv Financing Co-Obligor, Inc.
        N/A
        
        25461LAA0
        
          
          
        
        74500000.00000000
        PA
        USD
        73388087.50000000
        0.096614827418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Philip Morris International, Inc.
        HL3H1H2BGXWVG3BSWR90
        
        718172109
        
          
          
        
        5500000.00000000
        NS
        USD
        516670000.00000000
        0.680191902835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C8KEJP3
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -4900000.00000000
        -0.00645081062
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Amgen, Inc.
                Amgen, Inc.
                
                  
                
              
            
            100.00000000
            240.00000000
            USD
            2022-06-17
            XXXX
            -2512257.98000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG into Morgan Stanley
        ANGGYXNX0JLX3X63JN86
        
        22550T880
        
          
          
        
        2970000.00000000
        NS
        USD
        253652180.86000000
        0.333931057652
        Long
        SN
        CORP
        CH
        N
        
        2
        
          2022-07-06
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Sports Group LLC
        N/A
        
        25277BAE8
        
          
          
        
        30380942.60000000
        PA
        USD
        30902127.67000000
        0.040682402735
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-25
          Variable
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCE, Inc.
        5493001I9203PRB5KR45
        
        05534B760
        
          
          
        
        7000000.00000000
        NS
        
        388002399.52000000
        0.510802040827
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Holdings, Inc. into Intel Corp.
        82VOJDD5PTRDMVVMGV31
        
        17329B749
        
          
          
        
        3857000.00000000
        NS
        USD
        199822949.65000000
        0.263065307357
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-04-06
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines Inc/AAdvantage Loyalty IP Ltd.
        N/A
        
        00253XAA9
        
          
          
        
        132000000.00000000
        PA
        USD
        133175460.00000000
        0.175324422839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9335S3
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -2825000.00000000
        -0.00371908979
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                AbbVie, Inc.
                AbbVie, Inc.
                
                  
                
              
            
            100.00000000
            160.00000000
            USD
            2022-05-20
            XXXX
            -2014499.94000000
          
        
        
          N
          N
          N
        
      
      
        Boyd Gaming Corp.
        254900787YGRYS2A1Z35
        
        103304BV2
        
          
          
        
        25000000.00000000
        PA
        USD
        24135875.00000000
        0.031774685472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C8YVJA3
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -600000.00000000
        -0.00078989517
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                3M Co.
                3M Co.
                
                  
                
              
            
            100.00000000
            165.00000000
            USD
            2022-06-17
            XXXX
            619847.97000000
          
        
        
          N
          N
          N
        
      
      
        Comcast Corp.
        51M0QTTNCGUN7KFCFZ59
        
        20030N101
        
          
          
        
        6873000.00000000
        NS
        USD
        321793860.00000000
        0.423639030627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967GR6
        
          
          
        
        100000000.00000000
        PA
        USD
        100250000.00000000
        0.131978319351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Variable
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avantor Funding, Inc.
        5493003VM0XB4U8YD238
        
        05352TAB5
        
          
          
        
        15000000.00000000
        PA
        USD
        14119950.00000000
        0.018588800701
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Institutional Fiduciary Trust Money Market Portfolio
        N/A
        
        457756500
        
          
        
        90336000.00000000
        NS
        USD
        90336000.00000000
        0.118926618024
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        
        071734AP2
        
          
          
        
        130000000.00000000
        PA
        USD
        130980850.00000000
        0.172435236411
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-02-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9G8LH4
        
          
          
          
        
        -20000.00000000
        NC
        USD
        -1180000.00000000
        -0.00155346051
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Intel Corp.
                Intel Corp.
                
                  
                
              
            
            100.00000000
            55.00000000
            USD
            2022-05-20
            XXXX
            621007.70000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Finance II Ltd. into Walt Disney Co. (The)
        9JTFSIOT3N7GCDN62R31
        
        61772E123
        
          
          
        
        1815000.00000000
        NS
        USD
        245610394.56000000
        0.323344110615
        Long
        SN
        CORP
        JE
        
        N
        
        2
        
          2023-02-23
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        
        88033GDJ6
        
          
          
        
        256155000.00000000
        PA
        USD
        260600570.03000000
        0.343078556155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals North America, Inc.
        NGIZXNT70J2LYT3FBI09
        
        911365BM5
        
          
          
        
        20000000.00000000
        PA
        USD
        19837200.00000000
        0.026115514380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Holdings, Inc. into Barrick Gold Corp.
        82VOJDD5PTRDMVVMGV31
        
        17329T880
        
          
          
        
        3225000.00000000
        NS
        USD
        68387541.42000000
        0.090031648690
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-10-13
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG Resources August 2006 Pty. Ltd.
        549300EFD6S2NFE9D745
        
        30251GAW7
        
          
          
        
        60540000.00000000
        PA
        USD
        61800745.50000000
        0.081360184795
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2024-05-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Americas, Inc.
        KOO0397YRO83WY5MGD97
        
        91911XAW4
        
          
          
        
        630810000.00000000
        PA
        USD
        629737623.00000000
        0.829044519858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC
        N/A
        
        76174LAA1
        
          
          
        
        55000000.00000000
        PA
        USD
        51161000.00000000
        0.067353045349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International Bank into Honeywell International, Inc.
        W22LROWP2IHZNBB6K528
        
        N/A
        
          
          
        
        1335000.00000000
        NS
        USD
        254307436.46000000
        0.334793696384
        Long
        SN
        CORP
        GB
        
        N
        
        2
        
          2023-04-04
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife, Inc.
        C4BXATY60WC6XEOZDX54
        
        59156R108
        
          
          
        
        4251698.00000000
        NS
        USD
        298809335.44000000
        0.393380088756
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        6174468L6
        
          
          
        
        20000000.00000000
        PA
        USD
        18790959.80000000
        0.024738147565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Variable
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gap, Inc. (The)
        T2ZG1WRWZ4BUCMQL9224
        
        364760AP3
        
          
          
        
        15000000.00000000
        PA
        USD
        13394625.00000000
        0.017633916167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        
        902973304
        
          
          
        
        7000000.00000000
        NS
        USD
        372050000.00000000
        0.489800835058
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPL Corp.
        9N3UAJSNOUXFKQLF3V18
        
        69351T106
        
          
          
        
        3000000.00000000
        NS
        USD
        85680000.00000000
        0.112797031441
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADT Security Corp. (The)
        5493009JEEDYLVRA0J13
        
        00109LAA1
        
          
          
        
        30000000.00000000
        PA
        USD
        27901500.00000000
        0.036732100522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mauser Packaging Solutions Holding Co.
        549300DNGHXL0OMHW304
        
        12429TAD6
        
          
          
        
        218500000.00000000
        PA
        USD
        217929168.75000000
        0.286901999294
        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
        355954398.00000000
        0.468611104376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Markets Cayman LP into Exxon Mobil Corp.
        549300KHUXLS6Q30KT26
        
        6068FP802
        
          
          
        
        3200000.00000000
        NS
        USD
        254642685.41000000
        0.335235048932
        Long
        SN
        CORP
        KY
        
        N
        
        2
        
          2023-02-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH Network Corp.
        529900U350CWHH15G169
        
        25470MAD1
        
          
          
        
        85000000.00000000
        PA
        USD
        79793750.00000000
        0.105047830620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          2.37500000
          N
          N
          N
          N
          Y
          
            
              DISH Network Corp.
              
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Energizer Holdings, Inc.
        5493000D6NN0V57UME20
        
        29272WAC3
        
          
          
        
        20000000.00000000
        PA
        USD
        18204600.00000000
        0.023966209600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank of Canada into Air Products and Chemicals, Inc.
        N/A
        
        N/A
        
          
          
        
        590000.00000000
        NS
        USD
        147839058.18000000
        0.194628932000
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-04-13
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp.
        549300EJG376EN5NQE29
        
        126650CZ1
        
          
          
        
        40000000.00000000
        PA
        USD
        45418531.60000000
        0.059793131850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
        N/A
        
        03969AAQ3
        
          
          
        
        9669000.00000000
        PA
        USD
        9672674.22000000
        0.012733997877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT Operating Partnership LP / MPT Finance Corp.
        N/A
        
        55342UAG9
        
          
          
        
        10000000.00000000
        PA
        USD
        10246850.00000000
        0.013489895677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Co.
        1HNPXZSMMB7HMBMVBS46
        
        694308JP3
        
          
          
        
        13700000.00000000
        PA
        USD
        13208416.74000000
        0.017388774490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cisco Systems, Inc.
        549300LKFJ962MZ46593
        
        17275R102
        
          
          
        
        10000000.00000000
        NS
        USD
        557600000.00000000
        0.734075918905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9NG3W5
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -740000.00000000
        -0.00097420405
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Chevron Corp.
                Chevron Corp.
                
                  
                
              
            
            100.00000000
            200.00000000
            USD
            2022-06-17
            XXXX
            939699.83000000
          
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        
        404121AJ4
        
          
          
        
        80000000.00000000
        PA
        USD
        86618800.00000000
        0.114032954097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jazz Pharmaceuticals, Inc.
        635400WUEO2NSG5OIU34
        
        G5080AAF9
        
          
          
        
        19850000.00000000
        PA
        USD
        19801665.25000000
        0.026068733167
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-05-05
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Workday, Inc.
        549300J0DYC0N31V7G13
        
        98138HAJ0
        
          
          
        
        35000000.00000000
        PA
        USD
        34976642.05000000
        0.046046468172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PepsiCo, Inc.
        FJSUNZKFNQ5YPJ5OT455
        
        713448108
        
          
          
        
        2250000.00000000
        NS
        USD
        376605000.00000000
        0.495797455953
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freeport-McMoRan, Inc.
        549300IRDTHJQ1PVET45
        
        35671DCH6
        
          
          
        
        20000000.00000000
        PA
        USD
        20473000.00000000
        0.026952539970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan, Inc.
        549300IRDTHJQ1PVET45
        
        35671DCD5
        
          
          
        
        25000000.00000000
        PA
        USD
        26233000.00000000
        0.034535533681
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        
        88033GAV2
        
          
          
        
        55258000.00000000
        PA
        USD
        59114455.82000000
        0.077823706019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46625H100
        
          
          
        
        7022500.00000000
        NS
        USD
        957307200.00000000
        1.260287235500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley Finance II Ltd. into Microchip Technology, Inc.
        9JTFSIOT3N7GCDN62R31
        
        61772E131
        
          
          
        
        2045000.00000000
        NS
        USD
        151603202.45000000
        0.199584397682
        Long
        SN
        CORP
        JE
        
        N
        
        2
        
          2023-09-12
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        48127FAA1
        
          
          
        
        108100000.00000000
        PA
        USD
        108100000.00000000
        0.142312781265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Variable
          3.53437920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH Acquisition Holdings LLC
        5493002WXOPRPTXWTU06
        
        553283AC6
        
          
          
        
        270000000.00000000
        PA
        USD
        244293300.00000000
        0.321610166212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endo Luxembourg Finance Co. I SARL / Endo US, Inc.
        N/A
        
        29280BAA3
        
          
          
        
        63355000.00000000
        PA
        USD
        57887780.28000000
        0.076208797529
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Haemonetics Corp.
        549300ZEL6TXZS6F5F95
        
        405024AB6
        
          
          
        
        44559000.00000000
        PA
        USD
        37551609.77000000
        0.049436392482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          None
          0.00000000
          N
          N
          N
          N
          Y
          
            
              Haemonetics Corp.
              
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Weatherford International Ltd.
        549300A2JKMG5PGOGF82
        
        947075AP2
        
          
          
        
        70371000.00000000
        PA
        USD
        72926171.01000000
        0.096006718071
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-12-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        617446448
        
          
          
        
        4000000.00000000
        NS
        USD
        349600000.00000000
        0.460245590476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unilever plc
        549300MKFYEKVRWML317
        
        N/A
        
          
          
        
        10000000.00000000
        NS
        
        454062485.21000000
        0.597769612753
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        
        95000U2F9
        
          
          
        
        20000000.00000000
        PA
        USD
        19755528.60000000
        0.026007994638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-17
          Variable
          3.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines Group, Inc.
        N/A
        
        02376RAC6
        
          
          
        
        109471000.00000000
        PA
        USD
        109596344.30000000
        0.144282706511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microchip Technology, Inc.
        5493007PTFULNYZJ1R12
        
        595017AP9
        
          
          
        
        69000000.00000000
        PA
        USD
        70125544.56000000
        0.092319715856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Energy Corp.
        N/A
        
        21037T109
        
          
          
        
        2000000.00000000
        NS
        USD
        112500000.00000000
        0.148105345905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Weatherford International Ltd.
        549300A2JKMG5PGOGF82
        
        947075AU1
        
          
          
        
        250000000.00000000
        PA
        USD
        254128750.00000000
        0.334558457095
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2030-04-30
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Analog Devices, Inc.
        GYVOE5EZ4GDAVTU4CQ61
        
        032654105
        
          
          
        
        82000.00000000
        NS
        USD
        13544760.00000000
        0.017831567688
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912828ZF0
        
          
          
        
        750000000.00000000
        PA
        USD
        706699215.00000000
        0.930363837232
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        
        N/A
        
          
          
        
        1000000.00000000
        NS
        
        395661860.86000000
        0.520885660126
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9L5KL6
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -685000.00000000
        -0.00090179699
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Johnson & Johnson
                Johnson & Johnson
                
                  
                
              
            
            100.00000000
            185.00000000
            USD
            2022-05-20
            XXXX
            480448.25000000
          
        
        
          N
          N
          N
        
      
      
        Endo Dac / Endo Finance LLC / Endo Finco, Inc.
        N/A
        
        29273DAB6
        
          
          
        
        135712000.00000000
        PA
        USD
        119222992.00000000
        0.156956110844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV Financing LLC
        N/A
        
        25460HAB8
        
          
          
        
        19100000.00000000
        PA
        USD
        19103724.50000000
        0.025149899779
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-08-02
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Endo Dac / Endo Finance LLC / Endo Finco, Inc.
        N/A
        
        29273DAA8
        
          
          
        
        47500000.00000000
        PA
        USD
        44826225.00000000
        0.059013364971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        
        071734AN7
        
          
          
        
        110000000.00000000
        PA
        USD
        105474050.00000000
        0.138855739193
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp.
        I07WOS4YJ0N7YRFE7309
        
        913017CR8
        
          
          
        
        40000000.00000000
        PA
        USD
        40183472.80000000
        0.052901219010
        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
        309595000.00000000
        0.407579329472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00P9L7WD3
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -330000.00000000
        -0.00043444234
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Analog Devices, Inc.
                Analog Devices, Inc.
                
                  
                
              
            
            100.00000000
            150.00000000
            USD
            2022-04-14
            XXXX
            1934892.64000000
          
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        
        88033GDN7
        
          
          
        
        16000000.00000000
        PA
        USD
        15379440.00000000
        0.020246909164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
        N/A
        
        983130AU9
        
          
          
        
        123000000.00000000
        PA
        USD
        122860395.00000000
        0.161744722662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-30
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp.
        N/A
        
        166764100
        
          
          
        
        8000000.00000000
        NS
        USD
        1302640000.00000000
        1.714915091469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Michaels Cos., Inc. (The)
        549300H9LWMBP7HYLR98
        
        55916AAA2
        
          
          
        
        50000000.00000000
        PA
        USD
        45969000.00000000
        0.060517819074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy, Inc.
        ILUL7B6Z54MRYCF6H308
        
        25746U133
        
          
          
        
        3050000.00000000
        NS
        USD
        309727500.00000000
        0.407753764657
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Airlines, Inc.
        K1OQBWM7XEOO08LDNP29
        
        90932LAG2
        
          
          
        
        19212000.00000000
        PA
        USD
        18923820.00000000
        0.024913056950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9K63C4
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -100000.00000000
        -0.00013164919
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Exxon Mobil Corp.
                Exxon Mobil Corp.
                
                  
                
              
            
            100.00000000
            110.00000000
            USD
            2022-05-20
            XXXX
            1449700.49000000
          
        
        
          N
          N
          N
        
      
      
        Par Pharmaceutical, Inc.
        549300KK5WR4MGN4YT97
        
        69888XAA7
        
          
          
        
        143344000.00000000
        PA
        USD
        134000838.08000000
        0.176411026448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        
        89151E109
        
          
          
        
        7000000.00000000
        NS
        USD
        353780000.00000000
        0.465748526883
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        WESCO Distribution, Inc.
        549300I2CEZJG9N4AH67
        
        95081QAN4
        
          
          
        
        30000000.00000000
        PA
        USD
        31242300.00000000
        0.041130236874
        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
        
          
          
        
        8000000.00000000
        NS
        USD
        798160000.00000000
        1.050771225670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        
        03027XAK6
        
          
          
        
        30000000.00000000
        PA
        USD
        29645708.70000000
        0.039028337258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Structured Products BV into Bank of America Corp.
        N/A
        
        N/A
        
          
        
        5711000.00000000
        NS
        USD
        243879052.29000000
        0.321064812431
        Long
        SN
        CORP
        US
        N
        
        2
        
          2023-01-27
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00P8ZY954
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -100000.00000000
        -0.00013164919
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Texas Instruments, Inc.
                Texas Instruments, Inc.
                
                  
                
              
            
            100.00000000
            155.00000000
            USD
            2022-04-14
            XXXX
            2559694.83000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00P9G8B73
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -120000.00000000
        -0.00015797903
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Twilio, Inc.
                Twilio, Inc.
                
                  
                
              
            
            100.00000000
            125.00000000
            USD
            2022-04-14
            XXXX
            1769844.56000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C900BB2
        
          
          
          
        
        -5500.00000000
        NC
        USD
        -33000.00000000
        -0.00004344423
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Walt Disney Co. (The)
                Walt Disney Co. (The)
                
                  
                
              
            
            100.00000000
            160.00000000
            USD
            2022-04-14
            XXXX
            1665505.95000000
          
        
        
          N
          N
          N
        
      
      
        Consolidated Energy Finance SA
        549300PUNIS0USNSL750
        
        20914UAE6
        
          
          
        
        115000000.00000000
        PA
        USD
        117508725.00000000
        0.154699292115
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide, Inc.
        549300CRGMZK3K53BF92
        
        035240AL4
        
          
          
        
        25000000.00000000
        PA
        USD
        25951006.75000000
        0.034164291833
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenneco, Inc.
        549300U0EXXFAQFAD785
        
        880349AT2
        
          
          
        
        6817000.00000000
        PA
        USD
        6784414.74000000
        0.008931627482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto plc
        213800YOEO5OQ72G2R82
        
        767204100
        
          
          
        
        1000000.00000000
        NS
        USD
        80400000.00000000
        0.105845953873
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        
        06738EAE5
        
          
          
        
        50000000.00000000
        PA
        USD
        50236283.50000000
        0.066135663509
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-16
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Corp.
        549300KP43CPCUJOOG15
        
        92840M102
        
          
          
        
        5500000.00000000
        NS
        USD
        127875000.00000000
        0.168346409845
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SCIH Salt Holdings, Inc.
        N/A
        
        78433BAA6
        
          
          
        
        145000000.00000000
        PA
        USD
        136863325.00000000
        0.180179467474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        
        404121AG0
        
          
          
        
        90000000.00000000
        PA
        USD
        93139650.00000000
        0.122617600717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA into Comcast Corp.
        O2RNE8IBXP4R0TD8PU41
        
        83370G524
        
          
          
        
        5300000.00000000
        NS
        USD
        247553808.95000000
        0.325902600042
        Long
        SN
        CORP
        FR
        N
        
        2
        
          2023-04-17
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        
        88033GCX6
        
          
          
        
        35000000.00000000
        PA
        USD
        35969500.00000000
        0.047353557684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Structured Products BV into Goldman Sachs Group, Inc. (The)
        N/A
        
        N/A
        
          
        
        745000.00000000
        NS
        USD
        254100193.56000000
        0.334520862772
        Long
        SN
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calpine Corp.
        43R4VPJBXTU2O15HEF41
        
        131347CK0
        
          
          
        
        4946000.00000000
        PA
        USD
        4977209.26000000
        0.006552455991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC / CCO Holdings Capital Corp.
        N/A
        
        1248EPBT9
        
          
          
        
        72000000.00000000
        PA
        USD
        72201600.00000000
        0.095052826159
        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
        101957528.00000000
        0.134226266240
        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
        66167836.15000000
        0.087109424540
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        
        N/A
        
          
          
        
        5500000.00000000
        NS
        
        313875704.70000000
        0.413214842808
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        BHP Group Ltd.
        WZE1WSENV6JSZFK0JC28
        
        088606108
        
          
          
        
        1250000.00000000
        NS
        USD
        96562500.00000000
        0.127123755235
        Long
        EC
        CORP
        AU
        N
        
        1
        
          N
          N
          
        
      
      
        United Airlines Pass-Through Trust
        N/A
        
        90931GAA7
        
          
          
        
        48128895.87000000
        PA
        USD
        49898123.71000000
        0.065690478863
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Belk, Inc.
        N/A
        
        07783AAK1
        
          
        
        30840062.25000000
        PA
        USD
        20135939.24000000
        0.026508802189
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-07-31
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp.
        N/A
        
        25470XAL9
        
          
          
        
        300000000.00000000
        PA
        USD
        301446000.00000000
        0.396851236460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        060505EH3
        
          
          
        
        55000000.00000000
        PA
        USD
        56991002.75000000
        0.075028197118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-05
          Variable
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Markets Cayman LP into Workday, Inc.
        549300KHUXLS6Q30KT26
        
        6068FP109
        
          
          
        
        921000.00000000
        NS
        USD
        218387919.60000000
        0.287505941101
        Long
        SN
        CORP
        KY
        
        N
        
        2
        
          2022-06-07
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes, Inc.
        549300DXR29GD4N0A520
        
        55903VAG8
        
          
          
        
        45000000.00000000
        PA
        USD
        44993153.25000000
        0.059233124670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Energy Corp.
        X2MT1W32SPAZ9WSKLE78
        
        165167735
        
          
          
        
        101888.00000000
        NS
        USD
        8864256.00000000
        0.011669721787
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00P9LLMF8
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -365000.00000000
        -0.00048051956
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                McDonald's Corp.
                McDonald's Corp.
                
                  
                
              
            
            100.00000000
            210.00000000
            USD
            2022-05-20
            XXXX
            986847.30000000
          
        
        
          N
          N
          N
        
      
      
        Procter & Gamble Co. (The)
        2572IBTT8CCZW6AU4141
        
        742718109
        
          
          
        
        2250000.00000000
        NS
        USD
        343800000.00000000
        0.452609937087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        
        87264ABF1
        
          
          
        
        20000000.00000000
        PA
        USD
        20105244.00000000
        0.026468392152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp.
        549300DRQQI75D2JP341
        
        89832Q109
        
          
          
        
        6500000.00000000
        NS
        USD
        368550000.00000000
        0.485193113186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coinbase Global, Inc.
        5493004G3J2SC154DU06
        
        19260QAD9
        
          
          
        
        60000000.00000000
        PA
        USD
        51266700.00000000
        0.067492198550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co. (The)
        5493002BI0S2ZQUY3437
        
        382550BG5
        
          
          
        
        15000000.00000000
        PA
        USD
        14590500.00000000
        0.019208275994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iliad Holding SASU
        9695009PXA7OI9NXN582
        
        449691AA2
        
          
          
        
        40000000.00000000
        PA
        USD
        40160400.00000000
        0.052870843855
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp.
        ZUE8T73ROZOF6FLBAR73
        
        14040HBJ3
        
          
          
        
        113000000.00000000
        PA
        USD
        115713884.84000000
        0.152336399469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-29
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd.
        549300I7UVBGWRYMYZ18
        
        335934AL9
        
          
          
        
        77598000.00000000
        PA
        USD
        78858191.52000000
        0.103816175400
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Americas, Inc.
        KOO0397YRO83WY5MGD97
        
        91911XAV6
        
          
          
        
        285335000.00000000
        PA
        USD
        292534002.05000000
        0.385118662779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shea Homes LP / Shea Homes Funding Corp.
        N/A
        
        82088KAG3
        
          
          
        
        12963000.00000000
        PA
        USD
        12146331.00000000
        0.015990547148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Univision Communications, Inc.
        549300YQDE2JSGTL8V47
        
        914906AT9
        
          
          
        
        55000000.00000000
        PA
        USD
        57825625.00000000
        0.076126970602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        
        N/A
        
          
          
        
        4000000.00000000
        NS
        
        553944443.31000000
        0.729263407900
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Post Holdings, Inc.
        JM1I5YUAURL6DC8N1468
        
        737446AN4
        
          
          
        
        59800000.00000000
        PA
        USD
        58794762.00000000
        0.077402831675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        
        92343V104
        
          
          
        
        22000000.00000000
        NS
        USD
        1120680000.00000000
        1.475366213771
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00P93AZM3
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -7150000.00000000
        -0.00941291753
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Home Depot, Inc. (The)
                Home Depot, Inc. (The)
                
                  
                
              
            
            100.00000000
            285.00000000
            USD
            2022-05-20
            XXXX
            -3459310.43000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Finance II Ltd. into Rio Tinto Ltd.
        9JTFSIOT3N7GCDN62R31
        
        61772E107
        
          
          
        
        2972000.00000000
        NS
        USD
        247903158.27000000
        0.326362515614
        Long
        SN
        CORP
        JE
        
        N
        
        2
        
          2022-06-07
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9LHSG3
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -525000.00000000
        -0.00069115828
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Honeywell International, Inc.
                Honeywell International, Inc.
                
                  
                
              
            
            100.00000000
            200.00000000
            USD
            2022-04-14
            XXXX
            694847.97000000
          
        
        
          N
          N
          N
        
      
      
        Walt Disney Co. (The)
        549300GZKULIZ0WOW665
        
        254687106
        
          
          
        
        550000.00000000
        NS
        USD
        75438000.00000000
        0.099313520750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cleveland-Cliffs, Inc.
        549300TM2WLI2BJMDD86
        
        185899AG6
        
          
          
        
        50000000.00000000
        PA
        USD
        52579500.00000000
        0.069220489200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen, Inc.
        62QBXGPJ34PQ72Z12S66
        
        031162100
        
          
          
        
        2000000.00000000
        NS
        USD
        483640000.00000000
        0.636708173277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        
        00287YAY5
        
          
          
        
        25000000.00000000
        PA
        USD
        25099227.00000000
        0.033042930638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-14
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings, Inc.
        N/A
        
        18453HAD8
        
          
          
        
        100000000.00000000
        PA
        USD
        99903000.00000000
        0.131521496639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        
        345397C27
        
          
          
        
        50000000.00000000
        PA
        USD
        50902500.00000000
        0.067012732177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Civitas Resources, Inc.
        IIVIHPH28S64K95M2381
        
        097793AD5
        
          
          
        
        32713617.00000000
        PA
        USD
        32729646.67000000
        0.043088316812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Paper Co.
        824LMFJDH41EY779Q875
        
        460146103
        
          
          
        
        3050676.00000000
        NS
        USD
        140788697.40000000
        0.185347188693
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rocket Software, Inc.
        549300PVG26ISP5X1556
        
        77314EAA6
        
          
          
        
        75000000.00000000
        PA
        USD
        68209125.00000000
        0.089796764906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        
        00287YBX6
        
          
          
        
        20000000.00000000
        PA
        USD
        19783606.20000000
        0.026044958573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Holdings, Inc. into Bristol Myers Squibb Co.
        82VOJDD5PTRDMVVMGV31
        
        17329T161
        
          
          
        
        4400000.00000000
        NS
        USD
        279334173.67000000
        0.367741194796
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-12-22
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison IAQ LLC
        549300IXDNBXNHUPBU73
        
        55760LAA5
        
          
          
        
        25000000.00000000
        PA
        USD
        23072500.00000000
        0.030374760830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        060505104
        
          
          
        
        6745000.00000000
        NS
        USD
        278028900.00000000
        0.366022812499
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Bank of Canada into Bank of America Corp.
        N/A
        
        N/A
        
          
          
        
        5833000.00000000
        NS
        USD
        240671461.43000000
        0.316842044841
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Co.
        20S05OYHG0MQM4VUIC57
        
        345370DA5
        
          
          
        
        30000000.00000000
        PA
        USD
        26844300.00000000
        0.035340305218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GHC6
        
          
          
        
        40000000.00000000
        PA
        USD
        40116128.40000000
        0.052812560649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Variable
          3.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GHD4
        
          
          
        
        155000000.00000000
        PA
        USD
        153549232.55000000
        0.202146330669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Variable
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZipRecruiter, Inc.
        549300HLOVNNFCY2IV80
        
        98980BAA1
        
          
          
        
        42000000.00000000
        PA
        USD
        41061720.00000000
        0.054057424391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9H4PP0
        
          
          
          
        
        -20000.00000000
        NC
        USD
        -2360000.00000000
        -0.00310692103
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Intel Corp.
                Intel Corp.
                
                  
                
              
            
            100.00000000
            52.50000000
            USD
            2022-05-20
            XXXX
            -554792.32000000
          
        
        
          N
          N
          N
        
      
      
        DraftKings, Inc.
        5493008P45UYYL683Z97
        
        26142RAB0
        
          
          
        
        48358000.00000000
        PA
        USD
        34987013.00000000
        0.046060121445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          None
          0.00000000
          N
          N
          N
          N
          Y
          
            
              DraftKings, Inc.
              
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        American Axle & Manufacturing, Inc.
        RY5TAKFOBLDUGX31MS24
        
        02406PBB5
        
          
          
        
        30000000.00000000
        PA
        USD
        28181100.00000000
        0.037100191675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C8ZSY12
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -2770000.00000000
        -0.00364668273
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Merck & Co., Inc.
                Merck & Co., Inc.
                
                  
                
              
            
            100.00000000
            80.00000000
            USD
            2022-04-14
            XXXX
            -1727496.93000000
          
        
        
          N
          N
          N
        
      
      
        3M Co.
        LUZQVYP4VS22CLWDAR65
        
        88579Y101
        
          
          
        
        1800000.00000000
        NS
        USD
        267984000.00000000
        0.352798782374
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Honeywell International, Inc.
        ISRPG12PN4EIEOEMW547
        
        438516106
        
          
          
        
        730000.00000000
        NS
        USD
        142043400.00000000
        0.186998994583
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        
        64110LAS5
        
          
          
        
        69300000.00000000
        PA
        USD
        72785790.00000000
        0.095821907599
        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
        100839475.40000000
        0.132754358978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-28
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967HQ7
        
          
          
        
        115000000.00000000
        PA
        USD
        115891250.00000000
        0.152569899277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Variable
          6.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co. LLC
        549300ZH5GKBTJZ7NM23
        
        92840VAF9
        
          
          
        
        25000000.00000000
        PA
        USD
        24637375.00000000
        0.032434906191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Finance Corp.
        5493008I795YYBFWFU90
        
        682691AA8
        
          
          
        
        38000000.00000000
        PA
        USD
        33587820.00000000
        0.044218095104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stagwell Global LLC
        N/A
        
        59565JAA9
        
          
          
        
        45000000.00000000
        PA
        USD
        42511500.00000000
        0.055966048110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment, Inc.
        549300FA4CTCW903Y781
        
        28470RAH5
        
          
          
        
        47000000.00000000
        PA
        USD
        48584840.00000000
        0.063961551412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp.
        IM7X0T3ECJW4C1T7ON55
        
        674599DY8
        
          
          
        
        50000000.00000000
        PA
        USD
        56205000.00000000
        0.073993430814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp.
        I07WOS4YJ0N7YRFE7309
        
        75513E101
        
          
          
        
        2959550.00000000
        NS
        USD
        293202618.50000000
        0.385998890962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00P9H2UH2
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -300000.00000000
        -0.00039494758
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Goldman Sachs Group, Inc. (The)
                Goldman Sachs Group, Inc. (The)
                
                  
                
              
            
            100.00000000
            285.00000000
            USD
            2022-04-14
            XXXX
            1983842.55000000
          
        
        
          N
          N
          N
        
      
      
        PBF Holding Co. LLC / PBF Finance Corp.
        N/A
        
        69318FAJ7
        
          
          
        
        37000000.00000000
        PA
        USD
        29804055.00000000
        0.039236798890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes, Inc.
        549300DXR29GD4N0A520
        
        55903VAL7
        
          
          
        
        60000000.00000000
        PA
        USD
        60341256.00000000
        0.079438778597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CCF6
        
          
          
        
        750000000.00000000
        PA
        USD
        697690432.50000000
        0.918503847469
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royalty Pharma plc
        549300FGFN7VOK8BZR03
        
        78081BAK9
        
          
          
        
        20000000.00000000
        PA
        USD
        17516116.00000000
        0.023059825947
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-09-02
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roller Bearing Co. of America, Inc.
        N/A
        
        775631AD6
        
          
          
        
        35000000.00000000
        PA
        USD
        32681250.00000000
        0.043024602985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Corp.
        549300ZTTY7CXOLJ6539
        
        85207UAK1
        
          
          
        
        86300000.00000000
        PA
        USD
        97502603.00000000
        0.128361393279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        
        00287Y109
        
          
          
        
        4500000.00000000
        NS
        USD
        729495000.00000000
        0.960374304989
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mizuho Markets Cayman LP into JPMorgan Chase & Co.
        549300KHUXLS6Q30KT26
        
        6068FP208
        
          
          
        
        1620000.00000000
        NS
        USD
        222380786.58000000
        0.292762518392
        Long
        SN
        CORP
        KY
        
        N
        
        2
        
          2022-06-30
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Sports Group LLC / Diamond Sports Finance Co.
        N/A
        
        25277LAF3
        
          
          
        
        152000000.00000000
        PA
        USD
        59088480.00000000
        0.077789509061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        
        949746RG8
        
          
          
        
        70000000.00000000
        PA
        USD
        70700000.00000000
        0.093075981826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Variable
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9KPHC7
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -2440000.00000000
        -0.00321224039
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                International Business Machines Corp.
                International Business Machines Corp.
                
                  
                
              
            
            100.00000000
            135.00000000
            USD
            2022-05-20
            XXXX
            -1096298.46000000
          
        
        
          N
          N
          N
        
      
      
        Energizer Holdings, Inc.
        5493000D6NN0V57UME20
        
        29272WAF6
        
          
          
        
        20000000.00000000
        PA
        USD
        19840200.00000000
        0.026119463856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-31
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APX Group, Inc.
        549300OMQVKPRU98OE64
        
        00213MAW4
        
          
          
        
        150000000.00000000
        PA
        USD
        137156250.00000000
        0.180565100883
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVita, Inc.
        M2XHYMU3TZNEZURC6H66
        
        23918KAS7
        
          
          
        
        195000000.00000000
        PA
        USD
        182364000.00000000
        0.240080740450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada into Barrick Gold Corp.
        N/A
        
        N/A
        
          
        
        8910000.00000000
        NS
        USD
        210001522.10000000
        0.276465316189
        Long
        SN
        CORP
        CA
        N
        
        2
        
          2022-04-08
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank plc into Coinbase Global, Inc.
        N/A
        
        N/A
        
          
        
        1000000.00000000
        NS
        USD
        189917935.34000000
        0.250025435619
        Long
        SN
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          15.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        
        816851109
        
          
          
        
        5000000.00000000
        NS
        USD
        840600000.00000000
        1.106643144605
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BNP Paribas Issuance BV into Bank of America Corp.
        7245009UXRIGIRYOBR48
        
        N/A
        
          
          
        
        7200000.00000000
        NS
        USD
        296595501.12000000
        0.390465593665
        Long
        SN
        CORP
        NL
        
        N
        
        2
        
          2022-04-13
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140QBMZ8
        
          
          
        
        32347315.68000000
        PA
        USD
        33387522.22000000
        0.043954404687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp.
        0W9AIBT6U6ADJ2I8HK17
        
        88033GCN8
        
          
          
        
        599200000.00000000
        PA
        USD
        624797824.00000000
        0.822541314173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope, Inc.
        549300Z6K4JXMFE8QY54
        
        203372AV9
        
          
          
        
        70000000.00000000
        PA
        USD
        63315000.00000000
        0.083353688675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG into JPMorgan Chase & Co.
        BFM8T61CT2L1QCEMIK50
        
        90278V826
        
          
          
        
        1725000.00000000
        NS
        USD
        235388440.58000000
        0.309886990348
        Long
        SN
        CORP
        CH
        N
        
        2
        
          2022-05-06
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Corp.
        I1BZKREC126H0VB1BL91
        
        26441C204
        
          
          
        
        6000000.00000000
        NS
        USD
        669960000.00000000
        0.881996955936
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISH DBS Corp.
        N/A
        
        25470XAY1
        
          
          
        
        70000000.00000000
        PA
        USD
        69632150.00000000
        0.091670165883
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Univision Communications, Inc.
        549300YQDE2JSGTL8V47
        
        914906AS1
        
          
          
        
        217220000.00000000
        PA
        USD
        217690281.30000000
        0.286587505886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clear Channel Outdoor Holdings, Inc.
        N/A
        
        18453HAC0
        
          
          
        
        65000000.00000000
        PA
        USD
        65413725.00000000
        0.086116643271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C8ZW4T5
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -100000.00000000
        -0.00013164919
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                PepsiCo, Inc.
                PepsiCo, Inc.
                
                  
                
              
            
            100.00000000
            185.00000000
            USD
            2022-04-14
            XXXX
            1509700.18000000
          
        
        
          N
          N
          N
        
      
      
        Ashtead Capital, Inc.
        213800J1134IW58IC398
        
        045054AJ2
        
          
          
        
        15000000.00000000
        PA
        USD
        14811565.80000000
        0.019499307344
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International Bank into salesforce.com, Inc.
        W22LROWP2IHZNBB6K528
        
        N/A
        
          
          
        
        820000.00000000
        NS
        USD
        174941271.18000000
        0.230308777611
        Long
        SN
        CORP
        GB
        
        N
        
        2
        
          2023-02-08
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/Community Health Systems, Inc.
        5493007X5NC5XI1BB106
        
        12543DBK5
        
          
          
        
        20000000.00000000
        PA
        USD
        18927800.00000000
        0.024918296588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy, Inc.
        N/A
        
        65339F739
        
          
          
        
        7500000.00000000
        NS
        USD
        394050000.00000000
        0.518763658258
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Goldman Sachs International Bank into Twilio, Inc.
        W22LROWP2IHZNBB6K528
        
        N/A
        
          
          
        
        923000.00000000
        NS
        USD
        159094427.79000000
        0.209446535639
        Long
        SN
        CORP
        GB
        
        N
        
        2
        
          2023-03-03
          Fixed
          12.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPH Acquisition Holdings LLC
        5493002WXOPRPTXWTU06
        
        553283AD4
        
          
          
        
        101000000.00000000
        PA
        USD
        97029690.00000000
        0.127738807116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBC Bearings, Inc.
        N/A
        
        75524B203
        
          
          
        
        200000.00000000
        NS
        USD
        19944000.00000000
        0.026256115722
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Rentals North America, Inc.
        NGIZXNT70J2LYT3FBI09
        
        911365BG8
        
          
          
        
        110000000.00000000
        PA
        USD
        111859000.00000000
        0.147261474556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        
        071734AD9
        
          
          
        
        40000000.00000000
        PA
        USD
        35875000.00000000
        0.047229149194
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C8NJV18
        
          
          
          
        
        -5000.00000000
        NC
        USD
        -1380000.00000000
        -0.00181675890
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                AbbVie, Inc.
                AbbVie, Inc.
                
                  
                
              
            
            100.00000000
            170.00000000
            USD
            2022-06-17
            XXXX
            -108352.29000000
          
        
        
          N
          N
          N
        
      
      
        TELUS Corp.
        L2TEUTQ8OSHMJWVLCE40
        
        87971M103
        
          
          
        
        4000000.00000000
        NS
        
        104491101.78000000
        0.137561695761
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        BAT Capital Corp.
        2138005GYEXN7XRHFA84
        
        05526DAZ8
        
          
          
        
        78500000.00000000
        PA
        USD
        78530499.61000000
        0.103384771634
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.22200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL Environmental, Inc.
        549300FYK4MBXWIVZU26
        
        36168QAN4
        
          
          
        
        25000000.00000000
        PA
        USD
        23812000.00000000
        0.031348306637
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        
        988498AR2
        
          
          
        
        37500000.00000000
        PA
        USD
        37640625.00000000
        0.049553580317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Institutional Fiduciary Trust - Money Market Portfolio
        549300M4TP89K77LG374
        
        457756500
        
          
          
        
        1917484332.00100000
        NS
        USD
        1917484332.00000000
        2.524352713414
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.
        N/A
        
        31556TAC3
        
          
          
        
        105000000.00000000
        PA
        USD
        96729675.00000000
        0.127343839779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vistra Operations Co. LLC
        549300ZH5GKBTJZ7NM23
        
        92840VAH5
        
          
          
        
        90000000.00000000
        PA
        USD
        85166100.00000000
        0.112120486221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Weatherford International plc
        529900LPBDSCQDJKHQ39
        
        N/A
        
          
          
        
        7000000.00000000
        NS
        USD
        233100000.00000000
        0.306874276716
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BAT Capital Corp.
        2138005GYEXN7XRHFA84
        
        05526DBB0
        
          
          
        
        190000000.00000000
        PA
        USD
        185243448.80000000
        0.243871511655
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rain CII Carbon LLC / CII Carbon Corp.
        N/A
        
        75079RAC2
        
          
          
        
        21591000.00000000
        PA
        USD
        21086526.29000000
        0.027760242401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46625HHA1
        
          
          
        
        115959000.00000000
        PA
        USD
        115959840.70000000
        0.152660198382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-30
          Variable
          3.76899840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C8KCUT6
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -1500000.00000000
        -0.00197473794
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                International Business Machines Corp.
                International Business Machines Corp.
                
                  
                
              
            
            100.00000000
            140.00000000
            USD
            2022-06-17
            XXXX
            -482496.80000000
          
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        
        91911KAP7
        
          
          
        
        183000000.00000000
        PA
        USD
        189789300.00000000
        0.249856088228
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-12-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG into NextEra Energy, Inc.
        BFM8T61CT2L1QCEMIK50
        
        90278V552
        
          
          
        
        1695000.00000000
        NS
        USD
        133828770.83000000
        0.176184501296
        Long
        SN
        CORP
        CH
        N
        
        2
        
          2023-03-17
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy, Inc.
        ILUL7B6Z54MRYCF6H308
        
        25746U109
        
          
          
        
        9000000.00000000
        NS
        USD
        764730000.00000000
        1.006760899327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tenneco, Inc.
        549300U0EXXFAQFAD785
        
        880349AR6
        
          
          
        
        38500000.00000000
        PA
        USD
        37928467.50000000
        0.049932522655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Goodyear Tire & Rubber Co. (The)
        5493002BI0S2ZQUY3437
        
        382550BF7
        
          
          
        
        30000000.00000000
        PA
        USD
        29827200.00000000
        0.039267269096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twitter, Inc.
        549300I8RX485XMK6836
        
        90184LAN2
        
          
          
        
        50000000.00000000
        PA
        USD
        42225000.00000000
        0.055588873163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          None
          0.00000000
          N
          N
          N
          N
          Y
          
            
              Twitter, Inc.
              
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -1000.00000000
        NC
        USD
        -763000.00000000
        -0.00100448336
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                Alphabet, Inc.
                Alphabet, Inc.
                
                  
                
              
            
            100.00000000
            2200.00000000
            USD
            2022-05-20
            XXXX
            4249615.27000000
          
        
        
          N
          N
          N
        
      
      
        Shea Homes LP / Shea Homes Funding Corp.
        N/A
        
        82088KAE8
        
          
          
        
        25000000.00000000
        PA
        USD
        23570875.00000000
        0.031030867512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NiSource, Inc.
        549300D8GOWWH0SJB189
        
        65473P121
        
          
          
        
        1167000.00000000
        NS
        USD
        138849660.00000000
        0.182794461539
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PMHC II, Inc.
        549300GYZ1T3S8OPH343
        
        69357VAA3
        
          
          
        
        22000000.00000000
        PA
        USD
        19388380.00000000
        0.025524646457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Minerva Merger Sub, Inc.
        N/A
        
        60337JAA4
        
          
          
        
        50000000.00000000
        PA
        USD
        48569000.00000000
        0.063940698180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp.
        4XM3TW50JULSLG8BNC79
        
        29364G103
        
          
          
        
        1500000.00000000
        NS
        USD
        175125000.00000000
        0.230550655126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Holdings, Inc. into CVS Health Corp.
        82VOJDD5PTRDMVVMGV31
        
        17329D224
        
          
          
        
        3287000.00000000
        NS
        USD
        282492877.20000000
        0.371899602609
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-05-18
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dana, Inc.
        KVWHW7YLZPFJM8QYNJ51
        
        235825AH9
        
          
          
        
        25000000.00000000
        PA
        USD
        22912500.00000000
        0.030164122116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS Corp.
        N/A
        
        25470XAJ4
        
          
          
        
        383500000.00000000
        PA
        USD
        385893040.00000000
        0.508025085970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C9ENSP8
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -80000.00000000
        -0.00010531935
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                Morgan Stanley
                Morgan Stanley
                
                  
                
              
            
            100.00000000
            110.00000000
            USD
            2022-05-20
            XXXX
            3119692.07000000
          
        
        
          N
          N
          N
        
      
      
        Endo Dac / Endo Finance LLC / Endo Finco, Inc.
        N/A
        
        29273DAC4
        
          
          
        
        150739000.00000000
        PA
        USD
        85732806.25000000
        0.112866550445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Rentals North America, Inc.
        NGIZXNT70J2LYT3FBI09
        
        911363AM1
        
          
          
        
        57035000.00000000
        PA
        USD
        53845602.80000000
        0.070887303361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG into Amazon.com, Inc.
        ANGGYXNX0JLX3X63JN86
        
        225510353
        
          
          
        
        91000.00000000
        NS
        USD
        280596320.56000000
        0.369402801034
        Long
        SN
        CORP
        CH
        N
        
        2
        
          2023-02-17
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co. LLC
        UDSQCVRUX5BONN0VY111
        
        345397A60
        
          
          
        
        60000000.00000000
        PA
        USD
        61273200.00000000
        0.080665675384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Peloton Interactive, Inc.
        5493002YS021166W0339
        
        70614WAB6
        
          
          
        
        38000000.00000000
        PA
        USD
        31587500.00000000
        0.041584689900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          None
          0.00000000
          N
          N
          N
          N
          Y
          
            
              Peloton Interactive, Inc.
              
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp.
        DPRBOZP0K5RM2YE8UU08
        
        539830109
        
          
          
        
        1500000.00000000
        NS
        USD
        662100000.00000000
        0.871649329102
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prudential Financial, Inc.
        5PRBRS5FEH7NREC8OR45
        
        744320BF8
        
          
          
        
        65000000.00000000
        PA
        USD
        66555451.30000000
        0.087619716770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-15
          Variable
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mozart Debt Merger Sub, Inc.
        N/A
        
        62482BAB8
        
          
          
        
        233000000.00000000
        PA
        USD
        216911350.00000000
        0.285562049089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PBF Holding Co. LLC / PBF Finance Corp.
        N/A
        
        69318FAK4
        
          
          
        
        48430000.00000000
        PA
        USD
        49948764.80000000
        0.065757147451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Everi Holdings, Inc.
        5299006DK5S7BG10K532
        
        30034TAA1
        
          
          
        
        20000000.00000000
        PA
        USD
        18971500.00000000
        0.024975827287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Airlines Inc/AAdvantage Loyalty IP Ltd.
        N/A
        
        00253XAB7
        
          
          
        
        50000000.00000000
        PA
        USD
        49881250.00000000
        0.065668264759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00P93JCU1
        
          
          
          
        
        -10000.00000000
        NC
        USD
        -1200000.00000000
        -0.00157979035
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                salesforce.com, Inc.
                salesforce.com, Inc.
                
                  
                
              
            
            100.00000000
            170.00000000
            USD
            2022-05-20
            XXXX
            660598.90000000
          
        
        
          N
          N
          N
        
      
      
        Texas Instruments, Inc.
        WDJNR2L6D8RWOEB8T652
        
        882508104
        
          
          
        
        2000000.00000000
        NS
        USD
        366960000.00000000
        0.483099890964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Altice France SA
        5493001ZMCICV4N02J21
        
        02156LAH4
        
          
          
        
        25000000.00000000
        PA
        USD
        22466000.00000000
        0.029576308454
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ashtead Capital, Inc.
        213800J1134IW58IC398
        
        045054AF0
        
          
          
        
        34500000.00000000
        PA
        USD
        34999042.50000000
        0.046075958185
        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
        55240000.00000000
        0.072723016069
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROBLOX Corp.
        N/A
        
        771049AA1
        
          
          
        
        107000000.00000000
        PA
        USD
        100218340.00000000
        0.131936639215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International Bank into Cummins, Inc.
        W22LROWP2IHZNBB6K528
        
        N/A
        
          
          
        
        650000.00000000
        NS
        USD
        136372600.68000000
        0.179533432851
        Long
        SN
        CORP
        GB
        
        N
        
        2
        
          2023-01-10
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        
        071734AM9
        
          
          
        
        57000000.00000000
        PA
        USD
        44473110.00000000
        0.058548491911
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Twilio, Inc.
        5493004W8TRGD63APX93
        
        90138FAC6
        
          
          
        
        40000000.00000000
        PA
        USD
        37753400.00000000
        0.049702047698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Structured Products BV into Pfizer, Inc.
        N/A
        
        N/A
        
          
        
        4700000.00000000
        NS
        USD
        250174850.85000000
        0.329353180639
        Long
        SN
        CORP
        US
        N
        
        2
        
          2023-02-13
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank of Canada into AbbVie, Inc.
        BSGEFEIOM18Y80CKCV46
        
        63306A536
        
          
          
        
        2197000.00000000
        NS
        USD
        283410752.69000000
        0.373107978315
        Long
        SN
        CORP
        CA
        N
        
        2
        
          2022-08-12
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JetBlue Airways Corp.
        54930070J9H97ZO93T57
        
        477143AN1
        
          
          
        
        52000000.00000000
        PA
        USD
        48642795.76000000
        0.064037849705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          0.50000000
          N
          N
          N
          N
          N
          
            
              JetBlue Airways Corp.
              
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Penn National Gaming, Inc.
        N/A
        
        707569AV1
        
          
          
        
        65000000.00000000
        PA
        USD
        58259500.00000000
        0.076698163553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodyear Tire & Rubber Co. (The)
        5493002BI0S2ZQUY3437
        
        382550BJ9
        
          
          
        
        45000000.00000000
        PA
        USD
        42187500.00000000
        0.055539504714
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        48126HAC4
        
          
          
        
        70000000.00000000
        PA
        USD
        71793750.00000000
        0.094515894912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Variable
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        
        071734AC1
        
          
          
        
        20000000.00000000
        PA
        USD
        19744000.00000000
        0.025992817329
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967GD7
        
          
          
        
        135000000.00000000
        PA
        USD
        136768500.00000000
        0.180054631124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Variable
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Markets Cayman LP into Microchip Technology, Inc.
        549300KHUXLS6Q30KT26
        
        6068FP406
        
          
          
        
        1273500.00000000
        NS
        USD
        189038367.80000000
        0.248867492021
        Long
        SN
        CORP
        KY
        
        N
        
        2
        
          2022-10-11
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank plc into Medtronic plc
        N/A
        
        N/A
        
          
        
        2600000.00000000
        NS
        USD
        275339766.03000000
        0.362482589239
        Long
        SN
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Quantum Minerals Ltd.
        549300I7UVBGWRYMYZ18
        
        335934AP0
        
          
          
        
        25629000.00000000
        PA
        USD
        25828649.91000000
        0.034003210037
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-03-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Holdings, Inc. into Texas Instruments, Inc.
        82VOJDD5PTRDMVVMGV31
        
        17329D117
        
          
          
        
        1328000.00000000
        NS
        USD
        243516888.33000000
        0.320588026488
        Long
        SN
        CORP
        US
        N
        
        2
        
          2022-06-21
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank plc into Newmont Corp.
        G5GSEF7VJP5I7OUK5573
        
        06747T713
        
          
          
        
        3278000.00000000
        NS
        USD
        251256017.94000000
        0.330776528425
        Long
        SN
        CORP
        GB
        N
        
        2
        
          2022-06-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos., Inc.
        B3BS7ACMDUWISF18KY76
        
        071734AH0
        
          
          
        
        180000000.00000000
        PA
        USD
        148553100.00000000
        0.195568962318
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CED9
        
          
          
        
        2250000000.00000000
        PA
        USD
        2202539062.50000000
        2.899624975305
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-05-02
      Franklin Custodian Funds
      Jeffrey W. White 
      Jeffrey W. White 
      Assistant Treasurer