Form NPORT-P Capital Group Core Plus For: Mar 31

May 25, 2022 1:09 PM EDT

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    NPORT-P
    false
    
      
      
        
          0001870117
          XXXXXXXX
        
      
      
      
      
        S000074251
        C000231860
      
      
      
    
  
  
    
      Capital Group Core Plus Income ETF
      811-23738
      0001870117
      549300D15HR3L1WV1T24
      6455 Irvine Center Drive
      Irvine
      
      92618
      213-486-9200
      Capital Group Core Plus Income ETF
      S000074251
      549300D15HR3L1WV1T24
      2022-12-31
      2022-03-31
      N
    
    
      168939270.44
      28970392.76
      139968877.68
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      23205186.14000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        AMERISOURCEBERGEN CORP
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073EAT2
        
          
        
        125000.00000000
        PA
        USD
        115695.54000000
        0.082658046501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400HM8
        
          
        
        565000.00000000
        PA
        USD
        525018.26000000
        0.375096427650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444UBH8
        
          
        
        200000.00000000
        PA
        USD
        175296.83000000
        0.125239862536
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VCB7
        
          
        
        60000.00000000
        PA
        USD
        51391.44000000
        0.036716333553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
        
        250000.00000000
        PA
        USD
        217546.37000000
        0.155424815577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDB5
        
          
        
        340000.00000000
        PA
        USD
        344669.90000000
        0.246247527102
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-01-23
          Fixed
          6.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397A60
        
          
        
        375000.00000000
        PA
        USD
        382957.50000000
        0.273601893754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINAN NA
        5493003HSDTSCZRXBA58
        Daimler Trucks Finance North America LLC
        233853AH3
        
          
        
        150000.00000000
        PA
        USD
        131439.30000000
        0.093906089824
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-14
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348BP0
        
          
        
        60000.00000000
        PA
        USD
        49318.79000000
        0.035235540083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        Chesapeake Energy Corp
        92735LAA0
        
          
        
        311000.00000000
        PA
        USD
        329849.71000000
        0.235659323320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brex Inc
        N/A
        Brex Commercial Charge Card Master Trust
        05601DAC7
        
          
        
        1000000.00000000
        PA
        USD
        999962.00000000
        0.714417388046
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CG2
        
          
        
        122000.00000000
        PA
        USD
        123323.83000000
        0.088108036617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAS4
        
          
        
        150000.00000000
        PA
        USD
        137807.87000000
        0.098456079868
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-01-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAC7
        
          
        
        275000.00000000
        PA
        USD
        253680.35000000
        0.181240540186
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2031-07-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAK7
        
          
        
        75000.00000000
        PA
        USD
        72820.88000000
        0.052026479891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACY'S RETAIL HLDGS LLC
        N/A
        Macy's Retail Holdings LLC
        55617LAQ5
        
          
        
        50000.00000000
        PA
        USD
        49383.50000000
        0.035281771789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAQ6
        
          
        
        150000.00000000
        PA
        USD
        147777.98000000
        0.105579170490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BC6
        
          
        
        249000.00000000
        PA
        USD
        256599.07000000
        0.183325803745
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2033-03-28
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Group Central Cash Fund
        549300YD0SRETB6WWP29
        Capital Group Central Cash Fund
        14020B102
        
          
        
        166495.34000000
        NS
        USD
        16649534.00000000
        11.89516860888
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA6
        35564KKY4
        
          
        
        793000.00000000
        PA
        USD
        755122.83000000
        0.539493380611
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-25
          Floating
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AR5
        
          
        
        175000.00000000
        PA
        USD
        155310.75000000
        0.110960916865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBJ1
        
          
        
        100000.00000000
        PA
        USD
        96360.94000000
        0.068844547157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
        
        297000.00000000
        PA
        USD
        304564.81000000
        0.217594664648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
        
        200000.00000000
        PA
        USD
        201540.00000000
        0.143989151974
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        20753XAA2
        
          
        
        357000.00000000
        PA
        USD
        358222.65000000
        0.255930215300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-25
          Floating
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        Molina Healthcare Inc
        60855RAL4
        
          
        
        200000.00000000
        PA
        USD
        190625.00000000
        0.136190989854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI Inc
        55354GAQ3
        
          
        
        100000.00000000
        PA
        USD
        90093.75000000
        0.064366987499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COINBASE GLOBAL INC
        5493004G3J2SC154DU06
        Coinbase Global Inc
        19260QAD9
        
          
        
        350000.00000000
        PA
        USD
        299055.75000000
        0.213658746827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863AZ3
        
          
        
        200000.00000000
        PA
        USD
        183026.38000000
        0.130762197306
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-03-17
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARVEST MIDSTREAM I LP
        549300DW5M17KJOXCY66
        Harvest Midstream I LP
        417558AA1
        
          
        
        75000.00000000
        PA
        USD
        76715.25000000
        0.054808791262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030660
        
          
        
        14310000.00000000
        PA
        USD
        13948507.79000000
        9.965435189020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS FIN US INC
        549300QZ0AI8Q7LNON33
        Stellantis Finance US Inc
        85855CAA8
        
          
        
        600000.00000000
        PA
        USD
        547848.88000000
        0.391407639384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-29
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAF6
        
          
        
        75000.00000000
        PA
        USD
        74893.50000000
        0.053507251927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TB4
        
          
        
        4274000.00000000
        PA
        USD
        3754250.61000000
        2.682203838615
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2266.88000000
        -0.00161956003
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            137735.63000000
            USD
            -2266.88000000
          
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAQ7
        
          
        
        100000.00000000
        PA
        USD
        94097.78000000
        0.067227644859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
        
        440000.00000000
        PA
        USD
        449725.58000000
        0.321303983752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DP0
        
          
        
        400000.00000000
        PA
        USD
        375612.00000000
        0.268353941408
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2031-01-31
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444UBT2
        
          
        
        15000.00000000
        PA
        USD
        13041.86000000
        0.009317685628
        Long
        DBT
        
        US
        N
        
        2
        
          2052-02-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LABL INC
        5493004FUZN8R6Y3VB98
        LABL Inc
        50168QAC9
        
          
        
        75000.00000000
        PA
        USD
        70453.13000000
        0.050334853838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWITTER INC
        549300I8RX485XMK6836
        Twitter Inc
        90184LAP7
        
          
        
        150000.00000000
        PA
        USD
        149504.25000000
        0.106812494661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AS2
        
          
        
        50000.00000000
        PA
        USD
        50520.84000000
        0.036094338139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680BC6
        
          
        
        75000.00000000
        PA
        USD
        72190.71000000
        0.051576258377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBF7
        
          
        
        200000.00000000
        PA
        USD
        173968.57000000
        0.124290894435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636QAU8
        
          
        
        80000.00000000
        PA
        USD
        73027.71000000
        0.052174248454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-18
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG&E CORP
        8YQ2GSDWYZXO2EDN3511
        PG&E Corp
        69331CAJ7
        
          
        
        200000.00000000
        PA
        USD
        194240.00000000
        0.138773706855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBW4
        
          
        
        250000.00000000
        PA
        USD
        251857.35000000
        0.179938107795
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-03-16
          Fixed
          4.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        Roche Holdings Inc
        771196BX9
        
          
        
        200000.00000000
        PA
        USD
        184239.94000000
        0.131629218619
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-13
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        LYB International Finance III LLC
        50249AAJ2
        
          
        
        75000.00000000
        PA
        USD
        68118.28000000
        0.048666733011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114TZJ4
        
          
        
        90000.00000000
        PA
        USD
        79854.88000000
        0.057051882763
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-09-10
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESSIVE CORP
        529900TACNVLY9DCR586
        Progressive Corp/The
        743315AZ6
        
          
        
        350000.00000000
        PA
        USD
        340936.66000000
        0.243580334179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
        
        200000.00000000
        PA
        USD
        269777.00000000
        0.192740703841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXSC Commercial Mortgage Trust
        N/A
        BXSC Commercial Mortgage Trust 2022-WSS
        05610BAL0
        
          
        
        249000.00000000
        PA
        USD
        247899.62000000
        0.177110529218
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-15
          Floating
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES PWR-MINN
        3S1GHB0TEH85KX44SB51
        Northern States Power Co/MN
        665772CS6
        
          
        
        50000.00000000
        PA
        USD
        42495.10000000
        0.030360392041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71643VAB1
        
          
        
        620000.00000000
        PA
        USD
        589644.80000000
        0.421268506094
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-02-16
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636ABC4
        
          
        
        275000.00000000
        PA
        USD
        277402.12000000
        0.198188429169
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2028-04-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC
        05565ECA1
        
          
        
        200000.00000000
        PA
        USD
        201651.16000000
        0.144068569629
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBL4
        
          
        
        50000.00000000
        PA
        USD
        46411.08000000
        0.033158142559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-04-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513ECN9
        
          
        
        80000.00000000
        PA
        USD
        73531.33000000
        0.052534057012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LP/FINANCE CORP
        N/A
        Sunoco LP / Sunoco Finance Corp
        86765LAU1
        
          
        
        75000.00000000
        PA
        USD
        69210.00000000
        0.049446706401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBN2
        
          
        
        100000.00000000
        PA
        USD
        81127.11000000
        0.057960820537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-04
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BZ8
        
          
        
        100000.00000000
        PA
        USD
        93049.25000000
        0.066478528328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-12
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAV8
        
          
        
        450000.00000000
        PA
        USD
        480818.25000000
        0.343517971973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCY4
        
          
        
        200000.00000000
        PA
        USD
        201992.00000000
        0.144312080905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGP3
        
          
        
        150000.00000000
        PA
        USD
        151178.08000000
        0.108008353360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA CHEMICALS CORP
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAS8
        
          
        
        475000.00000000
        PA
        USD
        438553.25000000
        0.313321973619
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        24.00000000
        NC
        USD
        -66344.89000000
        -0.04739974421
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            4317344.89000000
            USD
            -66344.89000000
          
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC
        05565EBX2
        
          
        
        50000.00000000
        PA
        USD
        44030.18000000
        0.031457121561
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-08-12
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABZ9
        
          
        
        100000.00000000
        PA
        USD
        91301.24000000
        0.065229672133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-17
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
        
        691000.00000000
        PA
        USD
        694930.13000000
        0.496489034933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FZ6
        
          
        
        225000.00000000
        PA
        USD
        220801.41000000
        0.157750361122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-02-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397C27
        
          
        
        570000.00000000
        PA
        USD
        580288.50000000
        0.414583948673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FXI HOLDINGS INC
        549300VLKCUZW3MSVS50
        FXI Holdings Inc
        35166FAA0
        
          
        
        400000.00000000
        PA
        USD
        433628.00000000
        0.309803155663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          12.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VZ SECURED FINANCING BV
        549300MG611MYCOWY949
        VZ Secured Financing BV
        91845AAA3
        
          
        
        200000.00000000
        PA
        USD
        187305.00000000
        0.133819033991
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2032-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN COMMUNITIES
        549300PUNBPJCGT6X741
        Sun Communities Operating LP
        866677AE7
        
          
        
        40000.00000000
        PA
        USD
        36152.13000000
        0.025828691777
        Long
        DBT
        
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680BE2
        
          
        
        40000.00000000
        PA
        USD
        46344.78000000
        0.033110774886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAX3
        
          
        
        300000.00000000
        PA
        USD
        270920.38000000
        0.193557585436
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2T0
        
          
        
        200000.00000000
        PA
        USD
        188418.84000000
        0.134614810894
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-20
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DQ0
        
          
        
        50000.00000000
        PA
        USD
        44082.09000000
        0.031494208377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-28
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INFO MGMT
        N/A
        Iron Mountain Information Management Services Inc
        46285MAA8
        
          
        
        150000.00000000
        PA
        USD
        140849.25000000
        0.100628977194
        Long
        DBT
        
        US
        N
        
        2
        
          2032-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRONOS ACQ / KIK CUSTOM
        N/A
        Kronos Acquisition Holdings Inc / KIK Custom Products Inc
        50106GAE2
        
          
        
        100000.00000000
        PA
        USD
        92455.00000000
        0.066053969662
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCE3
        
          
        
        160000.00000000
        PA
        USD
        146134.06000000
        0.104404680827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JM0
        
          
        
        205000.00000000
        PA
        USD
        203724.81000000
        0.145550077543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OASIS PETROLEUM INC
        529900FA4V2YNIKZ0M71
        Oasis Petroleum Inc
        674215AL2
        
          
        
        485000.00000000
        PA
        USD
        497748.23000000
        0.355613503694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
        
        450000.00000000
        PA
        USD
        432897.75000000
        0.309281432540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-SDMF
        12434CAL8
        
          
        
        500000.00000000
        PA
        USD
        480765.10000000
        0.343479999246
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          1.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AD4
        
          
        
        200000.00000000
        PA
        USD
        232102.00000000
        0.165824005912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZM9
        
          
        
        255000.00000000
        PA
        USD
        240631.05000000
        0.171917539090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-24
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        -303.00000000
        NC
        USD
        544561.15000000
        0.389058738646
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            -64756889.58000000
            USD
            544561.15000000
          
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BY5
        
          
        
        55000.00000000
        PA
        USD
        50727.97000000
        0.036242321036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AL5
        
          
        
        250000.00000000
        PA
        USD
        247722.50000000
        0.176983986801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BCG6CBFF6 IRS USD R V 00MSOFR BCG6CBFF6_FLO CCPOIS / Short: BCG6CBFF6 IRS USD P F  2.12100 BCG6CBFF6_FIX CCPOIS
        000000000
        
          
        
        5700000.00000000
        OU
        Notional Amount
        USD
        11303.10000000
        0.008075438045
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-03-28
            0.00000000
            USD
            0.00000000
            USD
            5700000.00000000
            USD
            11303.10000000
          
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBT6
        
          
        
        100000.00000000
        PA
        USD
        94230.53000000
        0.067322487371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT ENERGY FINANCE
        54930033ER6EOI5DL570
        Alliant Energy Finance LLC
        01882YAD8
        
          
        
        50000.00000000
        PA
        USD
        48684.77000000
        0.034782567958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAMERICAN ENERGY CO
        NINLOILYRTLIMK26MZ18
        MidAmerican Energy Co
        595620AW5
        
          
        
        50000.00000000
        PA
        USD
        42893.94000000
        0.030645341100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-08-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAZ4
        
          
        
        200000.00000000
        PA
        USD
        178324.00000000
        0.127402607605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BH5
        
          
        
        100000.00000000
        PA
        USD
        88446.95000000
        0.063190440236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-10-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBV6
        
          
        
        154000.00000000
        PA
        USD
        156623.15000000
        0.111898553875
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2052-03-16
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AL1
        
          
        
        550000.00000000
        PA
        USD
        500390.00000000
        0.357500901839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS COMPANY
        6VJJ5GQWIRDQ06DUXG89
        ConocoPhillips Co
        20826FAV8
        
          
        
        250000.00000000
        PA
        USD
        254999.20000000
        0.182182785363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933YBC8
        
          
        
        50000.00000000
        PA
        USD
        47396.94000000
        0.033862484850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-10
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300XO83D3BDYP0P62
        Wells Fargo Commercial Mortgage Trust 2015-LC22
        94989TBF0
        
          
        
        130000.00000000
        PA
        USD
        126400.42000000
        0.090306089535
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-09-15
          Variable
          4.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        78442FAZ1
        
          
        
        200000.00000000
        PA
        USD
        168807.00000000
        0.120603238947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBH6
        
          
        
        50000.00000000
        PA
        USD
        44335.62000000
        0.031675341500
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-12-02
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWS CORP
        549300ITS31QK8VRBQ14
        News Corp
        65249BAB5
        
          
        
        80000.00000000
        PA
        USD
        80533.60000000
        0.057536790560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co
        927804GF5
        
          
        
        75000.00000000
        PA
        USD
        66058.81000000
        0.047195355921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
        
        100000.00000000
        PA
        USD
        95222.50000000
        0.068031194918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748BP6
        
          
        
        100000.00000000
        PA
        USD
        91680.05000000
        0.065500310868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDR4
        
          
        
        75000.00000000
        PA
        USD
        70065.74000000
        0.050058085169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-26
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
        
        60000.00000000
        PA
        USD
        62625.00000000
        0.044742089125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAT7
        
          
        
        75000.00000000
        PA
        USD
        83314.19000000
        0.059523367895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS
        549300YQDE2JSGTL8V47
        Univision Communications Inc
        914906AV4
        
          
        
        550000.00000000
        PA
        USD
        524260.00000000
        0.374554692935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEATHERFORD INTERNATIONA
        549300A2JKMG5PGOGF82
        Weatherford International Ltd
        947075AT4
        
          
        
        100000.00000000
        PA
        USD
        103500.00000000
        0.073945009573
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AT6
        
          
        
        325000.00000000
        PA
        USD
        325047.13000000
        0.232228146276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654AU9
        
          
        
        25000.00000000
        PA
        USD
        23109.12000000
        0.016510184537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREEHOUSE FOODS INC
        5493007M7EVHE470Q576
        TreeHouse Foods Inc
        89469AAD6
        
          
        
        50000.00000000
        PA
        USD
        42390.00000000
        0.030285303920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBJ6
        
          
        
        275000.00000000
        PA
        USD
        261622.63000000
        0.186914858743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDJ7
        
          
        
        1245000.00000000
        PA
        USD
        1142597.69000000
        0.816322677539
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAJ9
        
          
        
        40000.00000000
        PA
        USD
        38818.58000000
        0.027733722412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEL5
        
          
        
        195000.00000000
        PA
        USD
        183091.22000000
        0.130808521890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-21
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BN3
        
          
        
        500000.00000000
        PA
        USD
        442905.00000000
        0.316431057633
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2032-09-29
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEB3
        
          
        
        6550000.00000000
        PA
        USD
        6324476.30000000
        4.518487541537
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-28
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORELOGIC INC
        54930086CD8K2UIL0516
        CoreLogic Inc
        21871DAD5
        
          
        
        150000.00000000
        PA
        USD
        141735.75000000
        0.101262332276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CF4
        
          
        
        79000.00000000
        PA
        USD
        77503.47000000
        0.055371930735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AV3
        
          
        
        75000.00000000
        PA
        USD
        66997.50000000
        0.047865997863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELECTRIC DELIVERY
        549300SP2X2BS1KERD24
        Oncor Electric Delivery Co LLC
        68233JCB8
        
          
        
        75000.00000000
        PA
        USD
        64352.17000000
        0.045976056296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CS6
        
          
        
        150000.00000000
        PA
        USD
        146030.89000000
        0.104330971584
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-04
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP
        549300BVHY25JZC1KI49
        Howard Hughes Corp/The
        44267DAF4
        
          
        
        225000.00000000
        PA
        USD
        211812.75000000
        0.151328462091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDN7
        
          
        
        125000.00000000
        PA
        USD
        120151.88000000
        0.085841854268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBR5
        
          
        
        100000.00000000
        PA
        USD
        89904.73000000
        0.064231943193
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSB INDUSTRIES
        5493001H215A0HG0MI71
        LSB Industries Inc
        502160AN4
        
          
        
        100000.00000000
        PA
        USD
        101575.50000000
        0.072570061061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACB9
        
          
        
        100000.00000000
        PA
        USD
        90838.13000000
        0.064898805724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY ESCROW II INC
        N/A
        Gray Escrow II Inc
        389286AA3
        
          
        
        75000.00000000
        PA
        USD
        71812.50000000
        0.051306048308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        06368FAJ8
        
          
        
        350000.00000000
        PA
        USD
        338917.94000000
        0.242138070703
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-08
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hanesbrands Inc
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands Inc
        410345AJ1
        
          
        
        72000.00000000
        PA
        USD
        73199.52000000
        0.052296997170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extended Stay America Trust
        N/A
        Extended Stay America Trust 2021-ESH
        30227FAJ9
        
          
        
        496941.56000000
        PA
        USD
        490680.44000000
        0.350563959740
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBS8
        
          
        
        80000.00000000
        PA
        USD
        69991.76000000
        0.050005230562
        Long
        DBT
        
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKK4
        
          
        
        450000.00000000
        PA
        USD
        422130.07000000
        0.301588522389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWENS & MINOR INC
        549300LMT5KQQXCEZ733
        Owens & Minor Inc
        690732AG7
        
          
        
        415000.00000000
        PA
        USD
        427632.60000000
        0.305519774887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        New Fortress Energy Inc
        644393AB6
        
          
        
        150000.00000000
        PA
        USD
        148795.50000000
        0.106306132096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAS OPCO HOLDINGS LLC
        N/A
        Stagwell Global LLC
        59565JAA9
        
          
        
        100000.00000000
        PA
        USD
        94470.00000000
        0.067493575404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAT8
        
          
        
        150000.00000000
        PA
        USD
        133656.61000000
        0.095490234840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAL4
        
          
        
        225000.00000000
        PA
        USD
        210714.75000000
        0.150544001990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EK2
        
          
        
        85000.00000000
        PA
        USD
        74140.65000000
        0.052969382357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-05
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        Hertz Vehicle Financing LLC
        42806MAQ2
        
          
        
        300000.00000000
        PA
        USD
        275245.47000000
        0.196647622358
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-26
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAE1
        
          
        
        700000.00000000
        PA
        USD
        635040.00000000
        0.453700858737
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SONIC AUTOMOTIVE INC
        549300NTLRGJ2JCBZU03
        Sonic Automotive Inc
        83545GBE1
        
          
        
        100000.00000000
        PA
        USD
        88930.00000000
        0.063535552670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFG Investments Limited
        549300C3OD89QRWQ1Y92
        CFG Investments Ltd
        12528GAE2
        
          
        
        750000.00000000
        PA
        USD
        736494.68000000
        0.526184600610
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2032-05-20
          Fixed
          5.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAF7
        
          
        
        80000.00000000
        PA
        USD
        81736.00000000
        0.058395838671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CED9
        
          
        
        11930000.00000000
        PA
        USD
        11683550.06000000
        8.347248512423
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBQ2
        
          
        
        75000.00000000
        PA
        USD
        68832.05000000
        0.049176682088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMM1
        
          
        
        100000.00000000
        PA
        USD
        89044.00000000
        0.063616999347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAB9
        
          
        
        100000.00000000
        PA
        USD
        98281.00000000
        0.070216323534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2022-B34 Mortgage Trust
        08161YBL6
        
          
        
        500000.00000000
        PA
        USD
        487335.00000000
        0.348173828409
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-15
          Variable
          3.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTONATION INC
        N/A
        AutoNation Inc
        05329RAA1
        
          
        
        300000.00000000
        PA
        USD
        290834.97000000
        0.207785455467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35906ABF4
        
          
        
        255000.00000000
        PA
        USD
        245112.38000000
        0.175119200827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AP2
        
          
        
        75000.00000000
        PA
        USD
        75565.88000000
        0.053987630145
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-02-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBK0
        
          
        
        187000.00000000
        PA
        USD
        172540.68000000
        0.123270746225
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-09-06
          Fixed
          4.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2U6
        
          
        
        30000.00000000
        PA
        USD
        29188.24000000
        0.020853378610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-02
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBU8
        
          
        
        25000.00000000
        PA
        USD
        20327.75000000
        0.014523049935
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-09-25
          Fixed
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Revolving Single Family Home Notes Series 2021-1
        N/A
        ZH Trust 2021-1
        98879EAA9
        
          
        
        750000.00000000
        PA
        USD
        744720.00000000
        0.532061135549
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-02-18
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIH SALT HOLDINGS INC
        N/A
        SCIH Salt Holdings Inc
        78433BAA6
        
          
        
        250000.00000000
        PA
        USD
        235971.25000000
        0.168588370437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
        
        2195000.00000000
        PA
        USD
        1983885.01000000
        1.417375807310
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370DA5
        
          
        
        100000.00000000
        PA
        USD
        89481.00000000
        0.063929211609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        61.00000000
        NC
        USD
        -101156.08000000
        -0.07227040873
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            7097093.58000000
            USD
            -101156.08000000
          
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400HN6
        
          
        
        115000.00000000
        PA
        USD
        103598.03000000
        0.074015046571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933YBE4
        
          
        
        75000.00000000
        PA
        USD
        69467.72000000
        0.049630833047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-10
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO/THE
        ZQUIP1CSZO8LXRBSOU78
        Dow Chemical Co/The
        260543DD2
        
          
        
        40000.00000000
        PA
        USD
        37356.56000000
        0.026689190210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAXTER INTERNATIONAL INC
        J5OIVXX3P24RJRW5CK77
        Baxter International Inc
        071813CQ0
        
          
        
        70000.00000000
        PA
        USD
        63997.84000000
        0.045722907163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        VICI Properties LP / VICI Note Co Inc
        92564RAE5
        
          
        
        250000.00000000
        PA
        USD
        241817.50000000
        0.172765191811
        Long
        DBT
        
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        78442FET1
        
          
        
        82000.00000000
        PA
        USD
        83573.99000000
        0.059708980585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-25
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JJ7
        
          
        
        75000.00000000
        PA
        USD
        60593.16000000
        0.043290452137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863BC3
        
          
        
        200000.00000000
        PA
        USD
        209124.85000000
        0.149408106620
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2052-03-16
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CAMPUS CMNTYS
        RDKVCX5HITZ2GPIR7153
        American Campus Communities Operating Partnership LP
        024836AD0
        
          
        
        50000.00000000
        PA
        USD
        49669.01000000
        0.035485752849
        Long
        DBT
        
        US
        N
        
        2
        
          2027-11-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAB8
        
          
        
        75000.00000000
        PA
        USD
        69821.25000000
        0.049883410624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AT2
        
          
        
        450000.00000000
        PA
        USD
        471847.50000000
        0.337108868643
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BK7
        
          
        
        200000.00000000
        PA
        USD
        192451.00000000
        0.137495565578
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) JUN22
        000000000
        
          
        
        36.00000000
        NC
        USD
        -83745.36000000
        -0.05983141494
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT US Long Bond Future
                USM2 COMDTY
              
            
            2022-06-21
            5485995.36000000
            USD
            -83745.36000000
          
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448FE3
        
          
        
        50000.00000000
        PA
        USD
        45709.15000000
        0.032656652505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-21
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
        
        150000.00000000
        PA
        USD
        132189.67000000
        0.094442187571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAS5
        
          
        
        400000.00000000
        PA
        USD
        420120.00000000
        0.300152438858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AT7
        
          
        
        70000.00000000
        PA
        USD
        75028.26000000
        0.053603530473
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BV2
        
          
        
        250000.00000000
        PA
        USD
        245303.75000000
        0.175255924078
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICENOW INC
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762PAE2
        
          
        
        100000.00000000
        PA
        USD
        85103.97000000
        0.060802066438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME GROUP INC
        LCZ7XYGSLJUHFXXNXD88
        CME Group Inc
        12572QAK1
        
          
        
        150000.00000000
        PA
        USD
        143691.38000000
        0.102659521446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FUTURES MORGAN STANLEY COC
        N/A
        FUTURES MORGAN STANLEY COC
        000000000
        
          
        
        267000.00000000
        NS
        USD
        267000.00000000
        0.190756691362
        Long
        STIV
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        Carvana Co
        146869AF9
        
          
        
        50000.00000000
        PA
        USD
        44695.25000000
        0.031932277189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CF7
        
          
        
        125000.00000000
        PA
        USD
        107747.26000000
        0.076979441277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98388MAC1
        
          
        
        40000.00000000
        PA
        USD
        36427.66000000
        0.026025542680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta Issuer LLC
        N/A
        CF Hippolyta LLC
        12530MAC9
        
          
        
        497071.89000000
        PA
        USD
        469352.33000000
        0.335326208068
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-07-15
          Fixed
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAF7
        
          
        
        450000.00000000
        PA
        USD
        475386.75000000
        0.339637466470
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-04-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B85
        
          
        
        350000.00000000
        PA
        USD
        332618.13000000
        0.237637205865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-10
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2022-A
        78450FAF4
        
          
        
        208000.00000000
        PA
        USD
        201494.88000000
        0.143956916237
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-11-16
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TD0
        
          
        
        2945000.00000000
        PA
        USD
        2824439.06000000
        2.017905056334
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION ELECTRIC CO
        QMPJLLDULY5C1M8PNY21
        Union Electric Co
        906548CU4
        
          
        
        275000.00000000
        PA
        USD
        284862.44000000
        0.203518414037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444UBS4
        
          
        
        100000.00000000
        PA
        USD
        89849.86000000
        0.064192741621
        Long
        DBT
        
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        Carvana Co
        146869AD4
        
          
        
        286000.00000000
        PA
        USD
        255026.20000000
        0.182202075366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DY1
        
          
        
        200000.00000000
        PA
        USD
        205689.00000000
        0.146953382358
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2042-03-07
          Fixed
          4.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DA0
        
          
        
        115000.00000000
        PA
        USD
        111583.17000000
        0.079719986220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZN7
        
          
        
        185000.00000000
        PA
        USD
        171782.17000000
        0.122728832900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-24
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX Resources Corp
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653CAC2
        
          
        
        175000.00000000
        PA
        USD
        185444.88000000
        0.132490081419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-14
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TC2
        
          
        
        681500.00000000
        PA
        USD
        617781.52000000
        0.441370631986
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        29135LAM2
        
          
        
        300000.00000000
        PA
        USD
        274137.00000000
        0.195855682022
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2031-03-02
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SC GAMES HOLDIN/US FINCO
        N/A
        Scientific Games Holdings LP/Scientific Games US FinCo Inc
        80874DAA4
        
          
        
        275000.00000000
        PA
        USD
        271425.00000000
        0.193918108438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PED6
        
          
        
        300000.00000000
        PA
        USD
        276003.00000000
        0.197188835528
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2030-01-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHEEL PROS INC
        N/A
        Wheel Pros Inc
        96289WAA7
        
          
        
        200000.00000000
        PA
        USD
        175636.00000000
        0.125482180689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        Chevron Corp
        166764BX7
        
          
        
        250000.00000000
        PA
        USD
        240221.36000000
        0.171624838308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-11
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSUMERS ENERGY CO
        7NKTFWJ1G6MELP9TU740
        Consumers Energy Co
        210518DN3
        
          
        
        55000.00000000
        PA
        USD
        45820.83000000
        0.032736441671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661EJ2
        
          
        
        81000.00000000
        PA
        USD
        83910.39000000
        0.059949319727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2022-BNK40
        06541LBP0
        
          
        
        250000.00000000
        PA
        USD
        245666.30000000
        0.175514945945
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-03-15
          Variable
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BG2
        
          
        
        200000.00000000
        PA
        USD
        179246.56000000
        0.128061725557
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-09-23
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALM Loan Funding
        N/A
        ALM 2020 Ltd
        00166FAG1
        
          
        
        500000.00000000
        PA
        USD
        498719.50000000
        0.356307422240
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-15
          Floating
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EF8
        
          
        
        100000.00000000
        PA
        USD
        112655.50000000
        0.080486106531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165BAM5
        
          
        
        25000.00000000
        PA
        USD
        24805.09000000
        0.017721861038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARTY CITY HOLDINGS INC
        5493005PYM1JS6EZN307
        Party City Holdings Inc
        702150AG8
        
          
        
        461000.00000000
        PA
        USD
        440255.00000000
        0.314537779610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CY9
        
          
        
        605000.00000000
        PA
        USD
        646138.31000000
        0.461629985686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        822582CG5
        
          
        
        75000.00000000
        PA
        USD
        72840.62000000
        0.052040583026
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-04-06
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAY7
        
          
        
        455000.00000000
        PA
        USD
        416336.38000000
        0.297449252220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LBJ4
        
          
        
        75000.00000000
        PA
        USD
        85539.75000000
        0.061113407078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828B25
        
          
        
        22947820.50000000
        PA
        USD
        24117570.73000000
        17.23066665229
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERTITTA ENTERTAINMENT
        N/A
        Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
        31556TAA7
        
          
        
        50000.00000000
        PA
        USD
        47476.00000000
        0.033918968835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AQ4
        
          
        
        230000.00000000
        PA
        USD
        205677.10000000
        0.146944880468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29279FAA7
        
          
        
        75000.00000000
        PA
        USD
        86392.30000000
        0.061722506768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DP9
        
          
        
        100000.00000000
        PA
        USD
        110014.77000000
        0.078599451409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-30
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        International Game Technology PLC
        460599AE3
        
          
        
        200000.00000000
        PA
        USD
        199725.00000000
        0.142692435140
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENNEDY-WILSON INC
        5EA4464UK7FM5QNNKL62
        Kennedy-Wilson Inc
        489399AL9
        
          
        
        275000.00000000
        PA
        USD
        265677.50000000
        0.189811838462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBW9
        
          
        
        129000.00000000
        PA
        USD
        129460.78000000
        0.092492547018
        Long
        DBT
        
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZH0
        
          
        
        40000.00000000
        PA
        USD
        39021.49000000
        0.027878690353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-24
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2022-BNK40
        06541LBU9
        
          
        
        273000.00000000
        PA
        USD
        266758.56000000
        0.190584195873
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-03-15
          Variable
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAQ6
        
          
        
        115000.00000000
        PA
        USD
        107570.67000000
        0.076853277516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        New York Life Global Funding
        64952WDW0
        
          
        
        125000.00000000
        PA
        USD
        115159.75000000
        0.082275254262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AE0
        
          
        
        125000.00000000
        PA
        USD
        107861.82000000
        0.077061288043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-10
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PED0
        
          
        
        50000.00000000
        PA
        USD
        47027.09000000
        0.033598247538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BY0
        
          
        
        100000.00000000
        PA
        USD
        97249.42000000
        0.069479316839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-03
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BT7
        
          
        
        250000.00000000
        PA
        USD
        245057.50000000
        0.175079992111
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661EH6
        
          
        
        431000.00000000
        PA
        USD
        436166.92000000
        0.311617073187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        Humana Inc
        444859BT8
        
          
        
        152000.00000000
        PA
        USD
        152639.73000000
        0.109052621218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-23
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAG8
        
          
        
        150000.00000000
        PA
        USD
        154078.50000000
        0.110080542584
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CW3
        
          
        
        30000.00000000
        PA
        USD
        34747.82000000
        0.024825390169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCU8
        
          
        
        190000.00000000
        PA
        USD
        179320.02000000
        0.128114208652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2020-HB4 LLC
        12529LAD2
        
          
        
        500000.00000000
        PA
        USD
        481445.30000000
        0.343965964420
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-12-26
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES PANAMA GENERATION HL
        N/A
        AES Panama Generation Holdings SRL
        00109AAB3
        
          
        
        200000.00000000
        PA
        USD
        190903.00000000
        0.136389605435
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-05-31
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAT6
        
          
        
        138000.00000000
        PA
        USD
        136742.99000000
        0.097695282170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBM1
        
          
        
        75000.00000000
        PA
        USD
        72093.75000000
        0.051506985834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        06417XAE1
        
          
        
        125000.00000000
        PA
        USD
        115146.39000000
        0.082265709283
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-02-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERTITTA ENTERTAINMENT
        N/A
        Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
        31556TAC3
        
          
        
        50000.00000000
        PA
        USD
        46061.75000000
        0.032908565649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
        
        3903000.00000000
        PA
        USD
        3748642.20000000
        2.678196940730
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCQ4
        
          
        
        325000.00000000
        PA
        USD
        303134.00000000
        0.216572430260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        91282CDX6
        
          
        
        3366347.20000000
        PA
        USD
        3577269.89000000
        2.555760930067
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-01-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2015-GC27
        17323CAM9
        
          
        
        447667.00000000
        PA
        USD
        435694.73000000
        0.311279719621
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Variable
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY INC
        MIHC87W9WTYSYZWV1J40
        Cheniere Energy Inc
        16411RAK5
        
          
        
        100000.00000000
        PA
        USD
        100462.50000000
        0.071774884292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828H45
        
          
        
        1815635.70000000
        PA
        USD
        1902543.55000000
        1.359261845586
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEATHERFORD INTERNATIONA
        549300A2JKMG5PGOGF82
        Weatherford International Ltd
        947075AU1
        
          
        
        125000.00000000
        PA
        USD
        127064.38000000
        0.090780452130
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2030-04-30
          Fixed
          8.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA POWER LIGHT CO
        A89MY1K3YLIGJMYWVX50
        Florida Power & Light Co
        341081GE1
        
          
        
        150000.00000000
        PA
        USD
        134778.46000000
        0.096291734444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-04
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JP3
        
          
        
        40000.00000000
        PA
        USD
        38564.72000000
        0.027552353522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Z78
        
          
        
        7090900.00000000
        PA
        USD
        6778962.45000000
        4.843192688519
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680BF9
        
          
        
        150000.00000000
        PA
        USD
        191504.47000000
        0.136819322390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          7.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAL9
        
          
        
        75000.00000000
        PA
        USD
        73830.38000000
        0.052747711651
        Long
        DBT
        
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BK INDIA
        335800OFZ8YEIVN1QI11
        Export-Import Bank of India
        30216JAF2
        
          
        
        250000.00000000
        PA
        USD
        215017.96000000
        0.153618406865
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2031-01-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAQ4
        
          
        
        500000.00000000
        PA
        USD
        481300.00000000
        0.343862155628
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-05-09
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        Berkshire Hathaway Finance Corp
        084664DB4
        
          
        
        400000.00000000
        PA
        USD
        409540.43000000
        0.292593922869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AL1
        
          
        
        110000.00000000
        PA
        USD
        85767.00000000
        0.061275764599
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDN8
        
          
        
        100000.00000000
        PA
        USD
        87252.05000000
        0.062336750459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JC2
        
          
        
        100000.00000000
        PA
        USD
        100087.84000000
        0.071507210502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BB8
        
          
        
        375000.00000000
        PA
        USD
        377492.97000000
        0.269697790149
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-03-28
          Fixed
          4.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TF5
        
          
        
        6014000.00000000
        PA
        USD
        5804652.66000000
        4.147102381767
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBM3
        
          
        
        125000.00000000
        PA
        USD
        121800.95000000
        0.087020023321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFR0
        
          
        
        200000.00000000
        PA
        USD
        174651.79000000
        0.124779017232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2020-B21 Mortgage Trust
        08163LAQ2
        
          
        
        250000.00000000
        PA
        USD
        224206.65000000
        0.160183216237
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-12-17
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENRGY OP/FIN CORP
        N/A
        NGL Energy Operating LLC / NGL Energy Finance Corp
        62922LAA6
        
          
        
        410000.00000000
        PA
        USD
        403827.45000000
        0.288512315518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co
        927804GG3
        
          
        
        50000.00000000
        PA
        USD
        46145.23000000
        0.032968207479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-30
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAR4
        
          
        
        50000.00000000
        PA
        USD
        50793.55000000
        0.036289174309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AG ISSUER LLC
        N/A
        AG Issuer LLC
        00119LAA9
        
          
        
        100000.00000000
        PA
        USD
        100137.50000000
        0.071542689817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC
        05565ECB9
        
          
        
        125000.00000000
        PA
        USD
        126464.21000000
        0.090351663952
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-04-27
      Capital Group Core Plus Income ETF
      Scott Lewis
      Scott Lewis
      Analyst
    
  
  XXXX




    
Capital Group Core Plus Income ETFSM
Investment portfolio
March 31, 2022
unaudited
Bonds, notes & other debt instruments 98.97%
U.S. Treasury bonds & notes 48.88%
U.S. Treasury 27.73%
  Principal amount
(000)
Value
(000)
U.S. Treasury 1.75% 2025 $8,130 $7,962
U.S. Treasury 1.50% 2027 7,091 6,779
U.S. Treasury 1.875% 2029 6,300 6,083
U.S. Treasury 1.75% 2032 3,903 3,749
U.S. Treasury 2.00% 2041 681 618
U.S. Treasury 2.375% 2042 5,514 5,322
U.S. Treasury 1.875% 2051 3,980 3,496
U.S. Treasury 2.00% 2051 2,195 1,984
U.S. Treasury 2.25% 2052 2,945 2,824
      38,817
U.S. Treasury inflation-protected securities 21.15%      
U.S. Treasury Inflation-Protected Security 0.625% 20241 22,948 24,118
U.S. Treasury Inflation-Protected Security 0.25% 20251 1,816 1,903
U.S. Treasury Inflation-Protected Security 0.125% 20321 3,366 3,577
      29,598
Total U.S. Treasury bonds & notes     68,415
Corporate bonds, notes & loans 28.83%
Financials 4.61%
     
Advisor Group Holdings, LLC 6.25% 20282 100 100
AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust 3.30% 2032 300 271
American Express Co. 2.55% 2027 150 146
American International Group, Inc. 4.375% 2050 100 110
Bank of America Corp. 2.972% 2033 (USD-SOFR + 1.33% on 2/4/2032)3 450 422
Bank of Montreal 2.65% 2027 350 339
Bank of Nova Scotia 2.45% 2032 125 115
Berkshire Hathaway, Inc. 3.85% 2052 400 409
BNP Paribas 2.591% 2028 (USD-SOFR + 1.228% on 1/20/2027)2,3 200 188
Charles Schwab Corp. 2.45% 2027 100 97
Citigroup, Inc. 3.057% 2033 (USD-SOFR + 1.351% on 1/25/2032)3 115 107
CME Group, Inc. 2.65% 2032 150 144
Coinbase Global, Inc. 3.625% 20312 350 299
Corebridge Financial, Inc. 3.85% 20292 182 182
Corebridge Financial, Inc. 3.90% 20322 234 234
Corebridge Financial, Inc. 4.35% 20422 55 55
Corebridge Financial, Inc. 4.40% 20522 342 342
Danske Bank AS 4.298% 2028 (1-year UST Yield Curve Rate T Note Constant Maturity + 1.75% on 4/1/2027)2,3 275 277
Goldman Sachs Group, Inc. 1.757% 2025 (USD-SOFR + 0.73% on 1/24/2024)3 40 39
Goldman Sachs Group, Inc. 3.102% 2033 (USD-SOFR + 1.41% on 2/24/2032)3 255 241
Goldman Sachs Group, Inc. 3.436% 2043 (USD-SOFR + 1.632% on 2/24/2042)3 185 172
ING Groep NV 4.017% 2028 (USD-SOFR + 1.83% on 3/28/2027)3 375 377
ING Groep NV 4.252% 2033 (USD-SOFR + 2.07% on 3/28/2032)3 249 257
Iron Mountain Information Management Services, Inc. 5.00% 20322 150 141
JPMorgan Chase & Co. 2.963% 2033 (USD-SOFR + 1.26% on 1/25/2032)3 190 179
Capital Group Core Plus Income ETF — Page 1 of 11

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Financials (continued)
  Principal amount
(000)
Value
(000)
Marsh & McLennan Companies, Inc. 2.375% 2031 $100 $92
Morgan Stanley 2.943% 2033 (USD-SOFR + 1.29% on 1/21/2032)3 195 183
MSCI, Inc. 3.25% 20332 100 90
Navient Corp. 6.125% 2024 82 84
Navient Corp. 5.625% 2033 200 169
New York Life Global Funding 0.85% 20262 125 115
Progressive Corp. 3.00% 2032 350 341
Synchrony Financial 3.95% 2027 25 25
Toronto-Dominion Bank 2.00% 2031 90 80
Wells Fargo & Company 3.35% 2033 (USD-SOFR + 1.50% on 3/2/2032)3 30 29
      6,451
Energy 4.56%      
Ascent Resources - Utica LLC 7.00% 20262 150 154
BP Capital Markets America, Inc. 2.721% 2032 100 94
Cheniere Energy Partners LP 4.00% 2031 75 73
Cheniere Energy, Inc. 4.625% 2028 100 100
Chesapeake Energy Corp. 6.75% 20292 311 330
Chevron Corp. 1.995% 2027 250 240
CNX Resources Corp. 7.25% 20272 175 185
ConocoPhillips 3.80% 2052 250 255
Continental Resources, Inc. 2.875% 20322 75 67
Diamondback Energy, Inc. 4.25% 2052 138 137
Energy Transfer Operating LP 3.75% 2030 150 148
Energy Transfer Operating LP 5.00% 2050 50 51
Energy Transfer Partners LP 6.25% 2049 75 86
Enterprise Products Operating LLC 3.30% 2053 60 51
EQM Midstream Partners LP 6.00% 20252 80 82
EQM Midstream Partners LP 4.75% 20312 225 211
EQT Corp. 3.90% 2027 75 75
Exxon Mobil Corp. 3.452% 2051 125 122
Harvest Midstream I, LP 7.50% 20282 75 77
Kinder Morgan, Inc. 3.60% 2051 150 134
MPLX LP 2.65% 2030 75 69
MPLX LP 5.50% 2049 75 83
New Fortress Energy, Inc. 6.50% 20262 150 149
NGL Energy Operating LLC 7.5% 20262 410 404
Oasis Petroleum, Inc. 6.375% 20262 485 498
Occidental Petroleum Corp. 6.125% 2031 100 113
ONEOK, Inc. 4.00% 2027 50 50
ONEOK, Inc. 6.35% 2031 40 46
ONEOK, Inc. 4.50% 2050 75 72
ONEOK, Inc. 7.15% 2051 150 191
Petróleos Mexicanos 6.49% 2027 340 345
Petróleos Mexicanos 6.70% 2032 620 590
Qatar Petroleum 2.25% 20312 275 254
Shell International Finance BV 2.75% 2030 75 73
Southwestern Energy Co. 4.75% 2032 325 325
Sunoco LP 4.50% 20302 75 69
Venture Global Calcasieu Pass, LLC 4.125% 20312 100 98
Weatherford International, Ltd. 6.50% 20282 100 103
Capital Group Core Plus Income ETF — Page 2 of 11

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Energy (continued)
  Principal amount
(000)
Value
(000)
Weatherford International, Ltd. 8.625% 20302 $125 $127
Williams Companies, Inc. 2.60% 2031 55 51
      6,382
Consumer discretionary 4.46%      
Amazon.com, Inc. 2.10% 2031 100 93
AutoNation, Inc. 3.85% 2032 300 291
Bayerische Motoren Werke AG 3.45% 20272 200 202
Bayerische Motoren Werke AG 1.95% 20312 50 44
Bayerische Motoren Werke AG 3.70% 20322 125 126
Carnival Corp. 7.625% 20262 200 202
Carvana Co. 5.50% 20272 50 45
Carvana Co. 5.875% 20282 286 255
Daimler Trucks Finance North America LLC 3.65% 20272 150 150
Daimler Trucks Finance North America, LLC 2.50% 20312 150 131
Fertitta Entertainment, Inc. 4.625% 20292 50 47
Fertitta Entertainment, Inc. 6.75% 20302 50 46
Ford Motor Co. 2.30% 2025 350 333
Ford Motor Co. 3.25% 2032 100 90
Ford Motor Credit Company LLC 5.125% 2025 375 383
Ford Motor Credit Company, LLC 4.95% 2027 570 580
General Motors Financial Co. 2.35% 2027 75 70
Hanesbrands, Inc. 4.625% 20242 72 73
Home Depot, Inc. 1.375% 2031 125 108
Hyundai Capital America 1.65% 20262 100 91
International Game Technology PLC 5.25% 20292 200 200
Lowe’s Companies, Inc. 3.75% 2032 431 436
Lowe’s Companies, Inc. 4.25% 2052 81 84
Macy’s Retail Holdings, LLC 5.875% 20302 50 49
Marriott International, Inc. 2.75% 2033 100 88
MGM Growth Properties LLC 3.875% 20292 75 74
Party City Holdings, Inc. 8.75% 20262 461 440
Royal Caribbean Cruises, Ltd. 5.375% 20272 200 192
Scientific Games Holdings LP 6.625% 20302 275 271
Sonic Automotive, Inc. 4.875% 20312 100 89
Stellantis Finance US, Inc. 1.711% 20272 600 548
VICI Properties LP / VICI Note Co., Inc. 4.125% 20302 250 242
Wheel Pros, Inc. 6.50% 20292 200 176
      6,249
Communication services 4.24%      
AT&T, Inc. 2.55% 2033 100 89
AT&T, Inc. 3.50% 2053 150 132
CCO Holdings, LLC and CCO Holdings Capital Corp. 4.75% 20302 450 433
CCO Holdings, LLC and CCO Holdings Capital Corp. 4.75% 20322 325 303
Comcast Corp. 1.50% 2031 100 87
Frontier Communications Corp. 5.00% 20282 255 245
Gray Escrow II, Inc. 5.375% 20312 75 72
Magallanes, Inc. 4.279% 20322 691 695
Magallanes, Inc. 5.05% 20422 440 450
Magallanes, Inc. 5.141% 20522 297 305
Midas OpCo Holdings LLC 5.625% 20292 100 94
Netflix, Inc. 4.875% 2028 400 420
Netflix, Inc. 4.875% 20302 450 481
Capital Group Core Plus Income ETF — Page 3 of 11

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Communication services (continued)
  Principal amount
(000)
Value
(000)
News Corp. 5.125% 20322 $80 $81
Sirius XM Radio, Inc. 4.00% 20282 275 262
Sprint Corp. 6.875% 2028 200 232
Sprint Corp. 8.75% 2032 200 270
T-Mobile US, Inc. 2.55% 2031 100 91
Twitter, Inc. 5.00% 20302 150 149
Univision Communications, Inc. 4.50% 20292 550 524
Verizon Communications, Inc. 1.75% 2031 200 175
Verizon Communications, Inc. 3.875% 2052 150 151
VZ Secured Financing BV 5.00% 20322 200 187
      5,928
Health care 2.77%      
AmerisourceBergen Corp. 2.70% 2031 125 116
Bausch Health Companies, Inc. 6.125% 20272 75 76
Bausch Health Companies, Inc. 5.25% 20312 110 86
Baxter International, Inc. 2.539% 20322 70 64
Centene Corp. 2.45% 2028 455 416
Centene Corp. 2.625% 2031 200 178
Community Health Systems, Inc. 5.25% 20302 75 72
CVS Health Corp. 1.875% 2031 50 44
HCA, Inc. 3.625% 20322 79 78
HCA, Inc. 4.625% 20522 122 123
Humana, Inc. 3.70% 2029 152 153
Merck & Co., Inc. 1.70% 2027 50 47
Merck & Co., Inc. 2.15% 2031 75 69
Molina Healthcare, Inc. 3.875% 20322 200 191
Mozart Debt Merger Sub, Inc. 5.25% 20292 75 70
Owens & Minor, Inc. 6.25% 20302 415 428
Roche Holdings, Inc. 2.076% 20312 200 184
Tenet Healthcare Corp. 4.875% 20262 200 202
Tenet Healthcare Corp. 4.375% 20302 125 120
Teva Pharmaceutical Finance Co. BV 3.15% 2026 700 635
Teva Pharmaceutical Finance Co. BV 5.125% 2029 500 481
UnitedHealth Group, Inc. 2.30% 2031 50 47
      3,880
Materials 2.10%      
Anglo American Capital PLC 2.25% 20282 200 183
Anglo American Capital PLC 4.75% 20522 200 209
Cleveland-Cliffs, Inc. 4.875% 20312 250 248
Dow Chemical Co. 3.60% 2050 40 37
First Quantum Minerals, Ltd. 6.875% 20272 450 472
FXI Holdings, Inc. 12.25% 20262 400 434
Glencore Funding LLC 2.625% 20312 200 179
International Flavors & Fragrances, Inc. 2.30% 20302 230 206
Labl, Inc. 5.875% 20282 75 70
LSB Industries, Inc. 6.25% 20282 100 102
LYB International Finance III, LLC 3.625% 2051 75 68
Nova Chemicals Corp. 4.25% 20292 475 439
SCIH Salt Holdings, Inc. 4.875% 20282 250 236
Sherwin-Williams Company 2.90% 2052 60 49
      2,932
Capital Group Core Plus Income ETF — Page 4 of 11

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Utilities 1.95%
  Principal amount
(000)
Value
(000)
AES Panama Generation Holdings SRL 4.375% 20302 $200 $191
Alliant Energy Finance, LLC 3.60% 20322 50 49
Consumers Energy Co. 2.65% 2052 55 46
FirstEnergy Corp. 2.65% 2030 550 500
Florida Power & Light Company 2.875% 2051 150 135
MidAmerican Energy Holdings Co. 2.70% 2052 50 43
Northern States Power Co. 2.60% 2051 50 42
Oncor Electric Delivery Company, LLC 2.70% 20512 75 64
Pacific Gas and Electric Co. 3.15% 2026 40 39
Pacific Gas and Electric Co. 4.65% 2028 100 100
Pacific Gas and Electric Co. 4.55% 2030 205 204
Pacific Gas and Electric Co. 3.50% 2050 75 61
PG&E Corp. 5.25% 2030 200 194
Southern California Edison Co. 2.75% 2032 565 525
Southern California Edison Co. 3.45% 2052 115 104
Union Electric Co. 3.90% 2052 275 285
Virginia Electric and Power Co. 2.40% 2032 50 46
Virginia Electric and Power Co. 2.95% 2051 75 66
Xcel Energy, Inc. 2.35% 2031 40 36
      2,730
Industrials 1.54%      
AerCap Ireland Capital, Ltd. / AerCap Global Aviation Trust 1.75% 2026 150 138
Boeing Company 2.75% 2026 115 112
Boeing Company 5.15% 2030 605 646
Boeing Company 5.805% 2050 30 35
Bombardier, Inc. 7.125% 20262 250 245
Bombardier, Inc. 7.875% 20272 250 245
Canadian Pacific Railway, Ltd. 3.10% 2051 50 44
Carrier Global Corp. 2.722% 2030 100 94
CoreLogic, Inc. 4.50% 20282 150 142
Raytheon Technologies Corp. 2.375% 2032 80 73
Union Pacific Corp. 3.50% 2053 225 221
United Airlines Holdings, Inc. 6.50% 20272 60 63
United Airlines, Inc. 4.625% 20292 100 95
      2,153
Consumer staples 1.08%      
7-Eleven, Inc. 1.80% 20312 125 108
Altria Group, Inc. 3.40% 2030 100 96
Altria Group, Inc. 3.70% 2051 100 81
Anheuser-Busch InBev NV 4.50% 2050 70 75
British American Tobacco PLC 2.259% 2028 100 90
British American Tobacco PLC 4.742% 2032 250 252
British American Tobacco PLC 4.758% 2049 187 173
British American Tobacco PLC 3.984% 2050 25 20
British American Tobacco PLC 5.65% 2052 154 157
Keurig Dr Pepper, Inc. 3.20% 2030 40 39
Kraft Heinz Company 5.50% 2050 75 86
Kronos Acquisition Holdings, Inc. 5.00% 20262 100 92
PepsiCo, Inc. 1.95% 2031 50 46
Capital Group Core Plus Income ETF — Page 5 of 11

unaudited
Bonds, notes & other debt instruments (continued)
Corporate bonds, notes & loans (continued)
Consumer staples (continued)
  Principal amount
(000)
Value
(000)
Post Holdings, Inc. 4.50% 20312 $175 $155
TreeHouse Foods, Inc. 4.00% 2028 50 42
      1,512
Information technology 0.78%      
Analog Devices, Inc. 1.70% 2028 25 23
Apple, Inc. 2.70% 2051 85 74
Broadcom, Inc. 4.00% 20292 91 91
Broadcom, Inc. 4.15% 20322 158 158
Broadcom, Inc. 2.60% 20332 200 174
Broadcom, Inc. 3.469% 20342 50 46
Broadcom, Inc. 3.187% 20362 250 218
Mastercard, Inc. 2.00% 2031 80 73
Oracle Corp. 2.875% 2031 160 146
ServiceNow, Inc. 1.40% 2030 100 85
      1,088
Real estate 0.74%      
American Campus Communities, Inc. 3.625% 2027 50 50
American Tower Corp. 2.30% 2031 80 70
American Tower Corp. 4.05% 2032 129 129
Equinix, Inc. 2.15% 2030 200 175
Equinix, Inc. 2.50% 2031 100 90
Equinix, Inc. 3.40% 2052 15 13
Howard Hughes Corp. 4.375% 20312 225 212
Kennedy-Wilson Holdings, Inc. 4.75% 2029 275 266
Sun Communities Operating LP 2.70% 2031 40 36
      1,041
Total corporate bonds, notes & loans     40,346
Mortgage-backed obligations 17.37%
Federal agency mortgage-backed obligations 13.55%
     
Government National Mortgage Assn. 3.50% 20524,5 5,000 5,027
Uniform Mortgage-Backed Security 3.00% 20524,5 14,310 13,948
      18,975
Commercial mortgage-backed securities 2.15%      
Bank Commercial Mortgage Trust, Series 2022-BNK40, Class B, 3.507% 20644,6 273 267
Bank Commercial Mortgage Trust, Series 2022-BNK40, Class AS, 3.507% 20644,6 250 245
Benchmark Mortgage Trust, Series 2020-B21, Class AS, 2.2543% 20534 250 224
Benchmark Mortgage Trust, Series 2022-B34, Class C, 3.833% 20554,6 500 487
BX Trust, Series 2021-SDMF, Class D, (1-month USD-LIBOR + 1.387%) 1.784% 20342,4,6 500 481
BXSC Commercial Mortgage Trust, Series 2022-WSS, Class D,
(1-month USD CME Term SOFR + 3.188%) 3.438% 20352,4,6
249 248
Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class C, 4.422% 20484,6 448 436
Extended Stay America Trust, Series 2021-ESH, Class D, (1-month USD-LIBOR + 2.25%) 2.647% 20382,4,6 497 491
Wells Fargo Commercial Mortgage Trust, Series 2015-LC22, Class C, 4.558% 20584,6 130 126
      3,005
Capital Group Core Plus Income ETF — Page 6 of 11

unaudited
Bonds, notes & other debt instruments (continued)
Mortgage-backed obligations (continued)
Collateralized mortgage-backed obligations (privately originated) 1.67%
  Principal amount
(000)
Value
(000)
Cascade Funding Mortgage Trust, Series 2020-HB4, Class M3, 2.720% 20302,4,6 $500 $482
Connecticut Avenue Securities, Series 2022-R03, Class 1M1,
(30-day Average USD-SOFR + 2.10%) 2.150% 20422,4,6
357 358
Freddie Mac Structured Agency Credit Risk Debt Notes, Series 2021-DNA6, Class M2,
(30-day Average USD-SOFR + 1.50%) 1.599% 20412,4,6
793 755
ZH Trust, Series 2021-1, Class A, 2.253% 20272,4 750 745
      2,340
Total mortgage-backed obligations     24,320
Asset-backed obligations 2.27%      
ALM Loan Funding, Series 2020-1A, Class A2, (3-month USD-LIBOR + 1.85%) 2.091% 20292,4,6 500 499
Brex Commercial Charge Card Master Trust, Series 2022-1, Class A, 4.63% 20252,4 1,000 1,000
CF Hippolyta LLC, Series 2020-1, Class B1, 2.28% 20602,4 497 469
CFG Investments, Ltd., Series 2021-1, Class B, 5.82% 20322,4 750 736
Hertz Vehicle Financing, LLC, Series 2022-2A, Class C, 2.95% 20282,4 300 275
SMB Private Education Loan Trust, Series 2022-A, Class D, 4.75% 20542,4 208 202
      3,181
Bonds & notes of governments & government agencies outside the U.S. 1.62%      
Abu Dhabi (Emirate of) 1.70% 20312 300 274
Chile (Republic of) 2.45% 2031 400 376
Chile (Republic of) 4.34% 2042 200 206
Dominican Republic 4.50% 20302 300 276
Export-Import Bank of India 2.25% 20312 250 215
Panama (Republic of) 2.252% 2032 500 443
United Mexican States 4.50% 2029 450 475
      2,265
Total bonds, notes & other debt instruments (cost: $139,436,000)     138,527
Short-term securities 11.98%
Money market investments 11.98%
  Shares  
Capital Group Central Cash Fund 0.32%7,8 167,703 16,770
Total short-term securities (cost: $16,770,000)     16,770
Total investment securities 110.95% (cost: $156,206,000)     155,297
Other assets less liabilities (10.95)%     (15,332)
Net assets 100.00%     $139,965
Futures contracts

Contracts Type Number of
contracts
Expiration Notional
amount
(000)
Value and
unrealized
appreciation
(depreciation)
at 3/31/2022
(000)
2 Year U.S. Treasury Note Futures Short 303 June 2022 $(64,212) $544
5 Year U.S. Treasury Note Futures Long 61 June 2022 6,996 (101)
10 Year Ultra U.S. Treasury Note Futures Long 7 June 2022 948 (2)
Capital Group Core Plus Income ETF — Page 7 of 11

unaudited
Futures contracts  (continued)

Contracts Type Number of
contracts
Expiration Notional
amount
(000)
Value and
unrealized
appreciation
(depreciation)
at 3/31/2022
(000)
20 Year U.S. Treasury Bond Futures Long 36 June 2022 $5,402 $(84)
30 Year Ultra U.S. Treasury Bond Futures Long 24 June 2022 4,251 (66)
          $291
Swap contracts

Interest rate swaps
Centrally cleared interest rate swaps
Receive   Pay Expiration
date
Notional
amount
(000)
Value at
3/31/2022
(000)
Upfront
premium
received
(000)
Unrealized
appreciation
at 3/31/2022
(000)
Rate Payment
frequency
  Rate Payment
frequency
SOFR Annual   2.121% Annual 3/28/2024 $5,700 $11 $— $11
Investments in affiliates8

  Value of
affiliate at
2/22/20229
(000)
Additions
(000)
Reductions
(000)
Net
realized
gain
(000)
Net
unrealized
depreciation
(000)
Value of
affiliate at
3/31/2022
(000)
Dividend
income
(000)
Short-term securities 11.98%
Money market investments 11.98%              
Capital Group Central Cash Fund 0.32%7 $— $25,107 $8,337 $—10 $(—)10 $16,770 $4
1 Index-linked bond whose principal amount moves with a government price index.
2 Acquired in a transaction exempt from registration under Rule 144A of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally to qualified institutional buyers. The total value of all such securities was $27,131,000, which represented 19.40% of the net assets of the fund.
3 Step bond; coupon rate may change at a later date.
4 Principal payments may be made periodically. Therefore, the effective maturity date may be earlier than the stated maturity date.
5 Purchased on a TBA basis.
6 Coupon rate may change periodically. Reference rate and spread are as of the most recent information available. Some coupon rates are determined by the issuer or agent based on current market conditions; therefore, the reference rate and spread are not available.
7 Rate represents the seven-day yield at March 31, 2022.
8 Part of the same "group of investment companies" as the fund as defined under the Investment Company Act of 1940, as amended.
9 Commencement of operations.
10 Amount less than one thousand.
Valuation disclosures

Capital Research and Management Company (“CRMC”), the fund’s investment adviser, values the fund’s investments at fair value as defined by accounting principles generally accepted in the United States of America. The net asset value per share is calculated once daily as of the close of regular trading on the New York Stock Exchange, normally 4 p.m. New York time, each day the New York Stock Exchange is open. Security transactions are recorded by the fund as of the date the trades are executed with brokers. Assets and liabilities, including investment securities, denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates supplied by one or more pricing vendors on the valuation date.
Capital Group Core Plus Income ETF — Page 8 of 11

unaudited
Methods and inputs — The fund’s investment adviser uses the following methods and inputs to establish the fair value of the fund’s assets and liabilities. Use of particular methods and inputs may vary over time based on availability and relevance as market and economic conditions evolve.
Equity securities are generally valued at the official closing price of, or the last reported sale price on, the exchange or market on which such securities are traded, as of the close of business on the day the securities are being valued or, lacking any sales, at the last available bid price. Prices for each security are taken from the principal exchange or market on which the security trades.
Fixed-income securities, including short-term securities, are generally valued at prices obtained from one or more pricing vendors. Vendors value such securities based on one or more of the inputs described in the following table. The table provides examples of inputs that are commonly relevant for valuing particular classes of fixed-income securities in which the fund is authorized to invest. However, these classifications are not exclusive, and any of the inputs may be used to value any other class of fixed-income security.
Fixed-income class Examples of standard inputs
All Benchmark yields, transactions, bids, offers, quotations from dealers and trading systems, new issues, spreads and other relationships observed in the markets among comparable securities; and proprietary pricing models such as yield measures calculated using factors such as cash flows, financial or collateral performance and other reference data (collectively referred to as “standard inputs”)
Corporate bonds, notes & loans; convertible securities Standard inputs and underlying equity of the issuer
Bonds & notes of governments & government agencies Standard inputs and interest rate volatilities
Mortgage-backed; asset-backed obligations Standard inputs and cash flows, prepayment information, default rates, delinquency and loss assumptions, collateral characteristics, credit enhancements and specific deal information
When the fund’s investment adviser deems it appropriate to do so (such as when vendor prices are unavailable or deemed to be not representative), fixed-income securities will be valued in good faith at the mean quoted bid and ask prices that are reasonably and timely available (or bid prices, if ask prices are not available) or at prices for securities of comparable maturity, quality and type. Some securities may be valued based on their effective maturity or average life, which may be shorter than the stated maturity.
Exchange-traded futures are generally valued at the official settlement price of the exchange or market on which such instruments are traded, as of the close of business on the day the futures are being valued. The average month-end notional amount of futures contracts while held was $85,030,000. Interest rate swaps are generally valued by pricing vendors based on market inputs that include the index and term of index, reset frequency, payer/receiver, currency and pay frequency. The average month-end notional amount of interest rate swaps while held was $5,700,000.
Securities with both fixed-income and equity characteristics, or equity securities traded principally among fixed-income dealers, are generally valued in the manner described for either equity or fixed-income securities, depending on which method is deemed most appropriate by the fund’s investment adviser. The Capital Group Central Cash Fund (“CCF”), a fund within the Capital Group Central Fund Series (“Central Funds“), is valued based upon a floating net asset value, which fluctuates with changes in the value of CCF’s portfolio securities. The underlying securities are valued based on the policies and procedures in CCF’s statement of additional information. Exchange-traded futures are generally valued at the official settlement price of the exchange or market on which such instruments are traded, as of the close of business on the day the futures are being valued. Interest rate swaps and credit default swaps are generally valued by pricing vendors based on market inputs that include the index and term of index, reset frequency, payer/receiver, currency and pay frequency.
Securities and other assets for which representative market quotations are not readily available or are considered unreliable by the fund’s investment adviser are fair valued as determined in good faith under fair valuation guidelines adopted by authority of the fund’s board of trustees as further described. The investment adviser follows fair valuation guidelines, consistent with U.S. Securities and Exchange Commission rules and guidance, to consider relevant principles and factors when making fair value determinations. The investment adviser considers relevant indications of value that are reasonably and timely available to it in determining the fair value to be assigned to a particular security, such as the type and cost of the security; contractual or legal restrictions on resale of the security; relevant financial or business developments of the issuer; actively traded similar or related securities; conversion or exchange rights on the security; related corporate actions; significant events occurring after the close of trading in the security; and changes in overall market conditions. In addition, the closing prices of equity securities that trade in markets outside U.S. time zones may be adjusted to reflect significant events that occur after the close of local trading but before the net asset value of each share class of the fund is determined. Fair valuations and valuations of investments that are not actively trading involve judgment and may differ materially from valuations that would have been used had greater market activity occurred.
Capital Group Core Plus Income ETF — Page 9 of 11

unaudited
Processes and structure — The fund’s board of trustees has delegated authority to the fund’s investment adviser to make fair value determinations, subject to board oversight. The investment adviser has established a Joint Fair Valuation Committee (the “Fair Valuation Committee”) to administer, implement and oversee the fair valuation process, and to make fair value decisions. The Fair Valuation Committee regularly reviews its own fair value decisions, as well as decisions made under its standing instructions to the investment adviser’s valuation teams. The Fair Valuation Committee reviews changes in fair value measurements from period to period and may, as deemed appropriate, update the fair valuation guidelines to better reflect the results of back testing and address new or evolving issues. The Fair Valuation Committee reports any changes to the fair valuation guidelines to the board of trustees. The fund’s board and audit committee also regularly review reports that describe fair value determinations and methods.
The fund’s investment adviser has also established a Fixed-Income Pricing Review Group to administer and oversee the fixed-income valuation process, including the use of fixed-income pricing vendors. This group regularly reviews pricing vendor information and market data. Pricing decisions, processes and controls over security valuation are also subject to additional internal reviews facilitated by the investment adviser’s global risk management group.
Classifications — The fund’s investment adviser classifies the fund’s assets and liabilities into three levels based on the inputs used to value the assets or liabilities. Level 1 values are based on quoted prices in active markets for identical securities. Level 2 values are based on significant observable market inputs, such as quoted prices for similar securities and quoted prices in inactive markets. Certain securities trading outside the U.S. may transfer between Level 1 and Level 2 due to valuation adjustments resulting from significant market movements following the close of local trading. Level 3 values are based on significant unobservable inputs that reflect the investment adviser’s determination of assumptions that market participants might reasonably use in valuing the securities. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. For example, U.S. government securities are reflected as Level 2 because the inputs used to determine fair value may not always be quoted prices in an active market. The following tables present the fund’s valuation levels as of March 31, 2022 (dollars in thousands):
  Investment securities
  Level 1 Level 2 Level 3 Total
Assets:        
Bonds, notes & other debt instruments:        
U.S. Treasury bonds & notes $$68,415 $$68,415
Corporate bonds, notes & loans 40,346 40,346
Mortgage-backed obligations 24,320 24,320
Asset-backed obligations 3,181 3,181
Bonds & notes of governments & government agencies outside the U.S. 2,265 2,265
Short-term securities 16,770 16,770
Total $16,770 $138,527 $— $155,297
  Other investments*
  Level 1 Level 2 Level 3 Total
Assets:        
Unrealized appreciation on futures contracts $544 $$$544
Unrealized appreciation on centrally cleared interest rate swaps 11 11
Liabilities:        
Unrealized depreciation on futures contracts (253) (253)
Total $291 $11 $— $302
* Futures contracts and interest rate swaps are not included in the investment portfolio.
Key to abbreviations and symbol
CME = CME Group
LIBOR = London Interbank Offered Rate
SOFR = Secured Overnight Financing Rate
 
TBA = To-be-announced
USD/$ = U.S. dollars
 
Capital Group Core Plus Income ETF — Page 10 of 11

unaudited
Investments are not FDIC-insured, nor are they deposits of or guaranteed by a bank or any other entity, so they may lose value.
Investors should carefully consider investment objectives, risks, charges and expenses. This and other important information is contained in the fund prospectus and summary prospectus, which can be obtained from your financial professional and should be read carefully before investing. You may also call American Funds Service Company (AFS) at (800) 421-4225 or visit the Capital Group website at capitalgroup.com.
All Capital Group trademarks mentioned are owned by The Capital Group Companies, Inc., an affiliated company or fund. All other company and product names mentioned are the property of their respective companies.
American Funds Distributors, Inc., member FINRA.
© 2022 Capital Group. All rights reserved.
ETGEFP1-306-0522O-S87928 Capital Group Core Plus Income ETF — Page 11 of 11


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