0001752724-24-119874.txt : 20240528 0001752724-24-119874.hdr.sgml : 20240528 20240528090815 ACCESSION NUMBER: 0001752724-24-119874 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240528 DATE AS OF CHANGE: 20240528 PERIOD START: 20240930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Morgan Stanley ETF Trust CENTRAL INDEX KEY: 0001676326 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23820 FILM NUMBER: 24986598 BUSINESS ADDRESS: STREET 1: 1585 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 212.296.1404 MAIL ADDRESS: STREET 1: 1585 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10036 0001676326 S000077963 Calvert Ultra-Short Investment Grade ETF C000238680 Calvert Ultra-Short Investment Grade ETF CVSB NPORT-P 1 primary_doc.xml NPORT-P false 0001676326 XXXXXXXX S000077963 C000238680 Morgan Stanley ETF Trust 811-23820 0001676326 549300HASXQLXGOR9H31 1585 Broadway New York 10036 800-548-7786 Calvert Ultra-Short Investment Grade ETF S000077963 549300RQT9YNL0GPOP12 2024-09-30 2024-03-31 N 50733820.84 435965.72 50297855.12 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Med Trust N/A 58403YAN6 204020.86000000 PA USD 204000.65000000 0.405585187506 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 7.23948120 N N N N N N Oscar US Funding XIII LLC N/A 68785BAC7 36987.50000000 PA USD 36715.03000000 0.072995219999 Long ABS-O CORP JP Y 2 2025-09-10 Fixed 0.86000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AP8 450000.00000000 PA USD 449810.20000000 0.894293004993 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148LAC0 240000.00000000 PA USD 236204.58000000 0.469611635399 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2E4 475000.00000000 PA USD 475163.51000000 0.944699349239 Long DBT CORP US Y 2 2024-09-13 Floating 5.84258400 N N N N N N SoFi Consumer Loan Program Trust N/A 83407EAA2 27683.51000000 PA USD 27671.29000000 0.055014850899 Long ABS-O CORP US Y 2 2031-05-15 Fixed 5.81000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAU9 500000.00000000 PA USD 487889.67000000 0.970000945042 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDT0 350000.00000000 PA USD 352488.82000000 0.700802885449 Long DBT CORP US N 2 2025-04-07 Floating 6.69564000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 448980AB8 112515.45000000 PA USD 112469.03000000 0.223606016065 Long ABS-O CORP US Y 2 2025-09-15 Fixed 5.47000000 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 4595A2D22 230000.00000000 PA USD 229826.79000000 0.456931591718 Long STIV CORP US N 2 2024-04-02 None 0.00000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBU0 350000.00000000 PA USD 356617.05000000 0.709010452133 Long DBT CORP IT Y 2 2025-11-21 Fixed 7.00000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEL3 45000.00000000 PA USD 44799.07000000 0.089067555451 Long DBT CORP US N 2 2025-05-23 Variable 3.87800000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCQ6 985000.00000000 PA USD 983009.74000000 1.954377055750 Long DBT CORP US N 2 2025-05-09 Variable 4.16600000 N N N N N N LAD Auto Receivables Trust N/A 505713AB3 191541.47000000 PA USD 191755.77000000 0.381240451590 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.93000000 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAC3 600000.00000000 PA USD 603949.55000000 1.200746132333 Long DBT CORP IE Y 2 2026-09-16 Variable 6.25300000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 200000.00000000 PA USD 199179.75000000 0.396000484563 Long DBT CORP FR Y 2 2024-07-21 Fixed 5.15000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DB8 225000.00000000 PA USD 225480.60000000 0.448290686475 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N HAT Holdings I LLC N/A 418751AB9 175000.00000000 PA USD 174435.80000000 0.346805643270 Long DBT CORP US Y 2 2025-04-15 Fixed 6.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AM0 475000.00000000 PA USD 468295.08000000 0.931043836526 Long DBT CORP CH Y 2 2025-09-11 Variable 2.59300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AL5L9 286067.96000000 PA USD 282519.42000000 0.561692778600 Long ABS-MBS USGSE US N 2 2042-01-15 Floating 5.83311960 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAQ4 250000.00000000 PA USD 246327.17000000 0.489736926976 Long DBT CORP US N 2 2024-09-12 Fixed 2.45000000 N N N N N N DLLST LLC N/A 23346HAB3 130000.00000000 PA USD 129764.84000000 0.257992790528 Long ABS-O CORP US Y 2 2026-01-20 Fixed 5.33000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDM5 225000.00000000 PA USD 224897.98000000 0.447132346823 Long DBT CORP US N 2 2025-12-15 Variable 5.54600000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55608PBQ6 120000.00000000 PA USD 120656.94000000 0.239884861316 Long DBT CORP AU Y 2 2026-12-07 Fixed 5.39100000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 40434PJ98 250000.00000000 PA USD 243697.92000000 0.484509566896 Long STIV CORP US Y 2 2024-09-09 None 0.00000000 N N N N N N Octane Receivables Trust N/A 67571BAA1 67829.58000000 PA USD 67910.44000000 0.135016572452 Long ABS-O CORP US Y 2 2029-05-21 Fixed 5.87000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAB5 500000.00000000 PA USD 492697.55000000 0.979559762189 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AS8 325000.00000000 PA USD 318892.83000000 0.634008804628 Long DBT CORP US N 2 2024-08-18 Fixed 0.85000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAR2 100000.00000000 PA USD 95422.94000000 0.189715724005 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJX9 225000.00000000 PA USD 224526.77000000 0.446394323305 Long DBT CORP US N 2 2024-05-13 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797JR9 2900000.00000000 PA USD 2785626.52000000 5.538261051796 Long STIV UST US N 2 2025-01-23 None 0.00000000 N N N N N N GM Financial Automobile Leasing Trust N/A 362548AB5 31832.08000000 PA USD 31816.60000000 0.063256375294 Long ABS-O CORP US N 2 2025-10-20 Fixed 5.44000000 N N N N N N Prodigy Finance DAC 635400HTAZNW3LYYMQ40 742855AB5 120033.65000000 PA USD 121057.45000000 0.240681137816 Long ABS-O CORP IE Y 2 2051-07-25 Floating 7.94388960 N N N N N N Lloyds Bank plc H7FNTJ4851HG0EXQ1Z70 53943RD14 500000.00000000 PA USD 499704.65000000 0.993490972543 Long STIV CORP GB N 2 2024-04-01 None 0.00000000 N N N N N N Dell Equipment Finance Trust N/A 24703GAB0 95837.64000000 PA USD 95928.26000000 0.190720379171 Long ABS-O CORP US Y 2 2029-01-22 Fixed 5.84000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAP8 200000.00000000 PA USD 200266.80000000 0.398161709922 Long DBT CORP US N 2 2026-01-25 Floating 6.07458960 N N N N N N United States of America 254900HROIFWPRGM1V77 912796ZV4 2500000.00000000 PA USD 2409810.28000000 4.791079608167 Long STIV UST US N 2 2024-12-26 None 0.00000000 N N N N N N Marlette Funding Trust N/A 57110PAB7 260000.00000000 PA USD 261814.28000000 0.520527723051 Long ABS-MBS CORP US Y 2 2033-04-15 Fixed 6.50000000 N N N N N N Radnor RE Ltd. N/A 75049GAA7 88541.70000000 PA USD 88756.81000000 0.176462415322 Long ABS-MBS CORP BM Y 2 2031-11-25 Floating 7.17039000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2H5 375000.00000000 PA USD 367907.76000000 0.731458148905 Long DBT CORP US N 2 2025-10-30 Variable 2.40600000 N N N N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 77511LE25 250000.00000000 PA USD 248648.61000000 0.494352312651 Long STIV CORP CA Y 2 2024-05-02 Fixed 0.00000000 N N N N N N LAD Auto Receivables Trust N/A 505710AB9 76950.24000000 PA USD 76913.03000000 0.152915128918 Long ABS-O CORP US Y 2 2026-10-15 Fixed 5.68000000 N N N N N N Lendbuzz Securitization Trust N/A 525935AB8 165000.00000000 PA USD 164849.50000000 0.327746580061 Long ABS-O CORP US Y 2 2029-08-15 Fixed 6.19000000 N N N N N N Marlette Funding Trust N/A 57110PAA9 63479.57000000 PA USD 63490.81000000 0.126229657007 Long ABS-O CORP US Y 2 2033-04-15 Fixed 6.07000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396NGM2 227814.89000000 PA USD 224740.29000000 0.446818834448 Long ABS-MBS USGSE US N 2 2036-04-15 Floating 5.98919040 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DM9 80000.00000000 PA USD 79779.59000000 0.158614298382 Long DBT CORP US N 2 2025-03-02 Fixed 5.25000000 N N N N N N Charter Communications Operating LLC N/A 161175AY0 150000.00000000 PA USD 148215.07000000 0.294674732444 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAG9 286543.00000000 PA USD 287036.10000000 0.570672644619 Long ABS-MBS CORP US Y 2 2037-12-15 Floating 6.87300120 N N N N N N J.P. Morgan Mortgage Trust N/A 46657FAA3 111333.11000000 PA USD 112278.82000000 0.223227848845 Long ABS-O CORP US Y 2 2054-03-25 Floating 7.01930880 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CD2 250000.00000000 PA USD 250229.59000000 0.497495548076 Long DBT CORP US Y 2 2026-03-20 Floating 6.16550760 N N N N N N Connecticut Avenue Securities Trust N/A 20754MBZ9 363778.88000000 PA USD 375058.32000000 0.745674580168 Long ABS-MBS CORP US Y 2 2042-06-25 Floating 8.27071920 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 450000.00000000 PA USD 449259.83000000 0.893198783383 Long DBT CORP US N 2 2025-04-24 Variable 3.35200000 N N N N N N Amur Equipment Finance Receivables XII LLC 5493000K1GV1VHEHGY40 03236YAB1 199458.77000000 PA USD 200775.98000000 0.399174039372 Long ABS-O CORP US Y 2 2029-12-20 Fixed 6.09000000 N N N N N N Extended Stay America Trust N/A 30227FAE0 274276.71000000 PA USD 274841.40000000 0.546427674389 Long ABS-MBS CORP US Y 2 2038-07-15 Floating 6.81948000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAF9 460000.00000000 PA USD 458944.36000000 0.912453143190 Long DBT CORP US N 2 2025-06-09 Floating 5.74573320 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACF2 246000.00000000 PA USD 246646.87000000 0.490372540561 Long DBT CORP US Y 2 2025-06-26 Fixed 5.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395D6P9 222288.15000000 PA USD 219587.33000000 0.436573944308 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 5.68487160 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13608AEE2 500000.00000000 PA USD 496526.09000000 0.987171498298 Long STIV CORP CA N 2 2024-05-14 None 0.00000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077UEU0 470000.00000000 PA USD 465577.12000000 0.925640107096 Long STIV CORP CA Y 2 2024-05-28 None 0.00000000 N N N N N N TD SYNNEX Corp. 5493004HI6PFLF46NS53 87162WAD2 400000.00000000 PA USD 393560.17000000 0.782459150715 Long DBT CORP US N 2 2024-08-09 Fixed 1.25000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348AV8 175000.00000000 PA USD 174195.05000000 0.346326994629 Long DBT CORP US N 2 2024-06-01 Fixed 3.12500000 N N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630AD4 350000.00000000 PA USD 348110.79000000 0.692098677308 Long DBT CORP US N 2 2024-07-18 Fixed 4.25000000 N N N N N N Sprint LLC 549300ZTTY7CXOLJ6539 85207UAH8 340000.00000000 PA USD 340794.92000000 0.677553583919 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N Oscar US Funding XV LLC 353800KY84862IDYBM21 68785CAB7 378000.00000000 PA USD 378674.25000000 0.752863614356 Long ABS-O CORP JP Y 2 2026-09-10 Fixed 6.07000000 N N N N N N Concentrix Corp. 5493000EAJN1KMPVA737 20602DAA9 420000.00000000 PA USD 423376.35000000 0.841738378286 Long DBT CORP US N 2 2026-08-02 Fixed 6.65000000 N N N N N N CarNow Auto Receivables Trust N/A 14367NAA5 120243.46000000 PA USD 120463.46000000 0.239500192826 Long ABS-O CORP US Y 2 2026-01-15 Fixed 7.38000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MW8 625000.00000000 PA USD 625270.90000000 1.243136309705 Long DBT CORP US N 2 2025-05-01 Floating 6.04239480 N N N N N N Conn's Receivables Funding LLC N/A 20824CAA3 153058.97000000 PA USD 153473.99000000 0.305130287631 Long ABS-O CORP US Y 2 2028-01-17 Fixed 8.01000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CS6 470000.00000000 PA USD 466401.40000000 0.927278904611 Long DBT CORP GB N 2 2025-05-24 Variable 0.97600000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBH2 384000.00000000 PA USD 382860.67000000 0.761186871858 Long DBT CORP US N 2 2024-05-21 Fixed 3.87500000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3C6 250000.00000000 PA USD 249833.46000000 0.496707979702 Long DBT CORP US N 2 2024-06-14 Floating 5.66180280 N N N N N N CAMB Commercial Mortgage Trust N/A 12482HAL8 288000.00000000 PA USD 288402.39000000 0.573389042757 Long ABS-MBS CORP US Y 2 2037-12-15 Floating 7.37300160 N N N N N N Avant Loans Funding Trust N/A 05353LAB1 440000.00000000 PA USD 437626.38000000 0.870069665905 Long ABS-O CORP US Y 2 2030-07-15 Fixed 1.64000000 N N N N N N HSBC USA, Inc. 549300LBOHZ4QSIWU288 40434PGP5 250000.00000000 PA USD 245581.63000000 0.488254676892 Long STIV CORP US N 2 2024-07-23 None 0.00000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAH4 464000.00000000 PA USD 462335.94000000 0.919196134501 Long DBT CORP US Y 2 2024-12-15 Fixed 5.50000000 N N N N N N Hawaii Hotel Trust N/A 41975AAA0 250000.00000000 PA USD 249685.75000000 0.496414309127 Long ABS-MBS CORP US Y 2 2038-05-15 Floating 6.52300920 N N N N N N BPR Trust N/A 05602HAA1 150000.00000000 PA USD 151182.91000000 0.300575262383 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 8.32533120 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAL2 400000.00000000 PA USD 394420.40000000 0.784169422451 Long DBT CORP NL Y 2 2024-09-10 Fixed 2.65000000 N N N N N N Prosper Marketplace Issuance Trust N/A 74390NAA0 150508.08000000 PA USD 151028.79000000 0.300268847726 Long ABS-O CORP US Y 2 2029-07-16 Fixed 7.06000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 466330AG2 100000.00000000 PA USD 99865.28000000 0.198547790480 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 6.49047960 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2T1 250000.00000000 PA USD 249470.23000000 0.495985821671 Long DBT CORP CA N 2 2025-01-17 Fixed 5.25000000 N N N N N N Newtek Small Business Loan Trust N/A 65254RAA4 128892.59000000 PA USD 128698.37000000 0.255872481426 Long ABS-O CORP US Y 2 2050-07-25 Floating 7.99999920 N N N N N N Delta Air Lines, Inc. N/A 830867AA5 602141.75000000 PA USD 596136.21000000 1.185211990805 Long DBT CORP US Y 2 2025-10-20 Fixed 4.50000000 N N N N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 134429BL2 250000.00000000 PA USD 250292.27000000 0.497620165716 Long DBT CORP US N 2 2026-03-20 Fixed 5.30000000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBG7 589000.00000000 PA USD 589012.12000000 1.171048186040 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BU7 120000.00000000 PA USD 120906.68000000 0.240381383483 Long DBT CORP US Y 2 2026-05-24 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YHZ8 236071.27000000 PA USD 234249.15000000 0.465723934830 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 5.97486960 N N N N N N Extended Stay America Trust N/A 30227FAA8 502840.64000000 PA USD 504038.26000000 1.002106866778 Long ABS-MBS CORP US Y 2 2038-07-15 Floating 6.51948120 N N N N N N VMC Finance LLC N/A 91835TAA4 255464.35000000 PA USD 252636.45000000 0.502280762066 Long ABS-MBS CORP US Y 2 2037-01-18 Floating 7.09115040 N N N N N N Bank of New York Mellon (The) HPFHU0OQ28E4N0NFVK49 06405LAE1 120000.00000000 PA USD 120124.18000000 0.238825651140 Long DBT CORP US N 2 2026-03-13 Floating 5.79180240 N N N N N N BX Commercial Mortgage Trust N/A 05609VAG0 425000.00000000 PA USD 421431.64000000 0.837871990752 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 6.38980920 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBL2 355000.00000000 PA USD 355589.46000000 0.706967442551 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N Vantage Data Centers Issuer LLC N/A 92212KAA4 665567.02000000 PA USD 659364.33000000 1.310919379021 Long ABS-O CORP US Y 2 2044-07-15 Fixed 3.18800000 N N N N N N GLS Auto Select Receivables Trust N/A 37988XAB1 150000.00000000 PA USD 149549.01000000 0.297326813724 Long ABS-O CORP US Y 2 2030-03-15 Fixed 5.24000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHW2 1300000.00000000 PA USD 1276815.03000000 2.538507908446 Long DBT CORP US N 2 2025-10-22 Variable 2.45600000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAL8 225000.00000000 PA USD 225489.35000000 0.448308082843 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKS7 290000.00000000 PA USD 289605.54000000 0.575781093068 Long DBT CORP US N 2 2025-04-25 Variable 3.84100000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22823PDP5 250000.00000000 PA USD 248952.88000000 0.494957248984 Long STIV CORP US N 2 2024-04-23 None 0.00000000 N N N N N N Reach ABS Trust N/A 75525AAA3 94267.70000000 PA USD 94537.81000000 0.187955947175 Long ABS-O CORP US Y 2 2031-02-18 Fixed 7.05000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2C8 200000.00000000 PA USD 195709.07000000 0.389100230085 Long DBT CORP US Y 2 2024-09-13 Fixed 0.80000000 N N N N N N Marlette Funding Trust N/A 57109RAA8 281976.83000000 PA USD 282368.04000000 0.561391811492 Long ABS-O CORP US Y 2 2033-09-15 Fixed 6.49000000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAE2 200000.00000000 PA USD 199800.73000000 0.397235089892 Long DBT CORP IE Y 2 2024-04-15 Fixed 3.55000000 N N N N N N Brookfield Renewable Energy LP N/A 11284WE74 485000.00000000 PA USD 482001.08000000 0.958293507446 Long STIV CORP BM N 2 2024-05-07 None 0.00000000 N N N N N N DRIVEN BRANDS FUNDING LLC N/A 26208LAC2 235625.00000000 PA USD 231471.00000000 0.460200538268 Long ABS-O CORP US Y 2 2048-04-20 Fixed 4.73900000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78435VAB8 140000.00000000 PA USD 139822.72000000 0.277989428508 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.35000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 481021.67000000 NS USD 481021.67000000 0.956346287237 Long STIV RF US N 1 N N N General Motors Co. 54930070NSV60J38I987 37045VAV2 225000.00000000 PA USD 226988.64000000 0.451288905776 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N FHLMC STACR Trust 529900N6M839KA246662 35564NAX1 143777.82000000 PA USD 144315.95000000 0.286922672260 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 6.67038960 N N N N N N Enact Holdings, Inc. N/A 37255LAA5 500000.00000000 PA USD 500405.00000000 0.994883377842 Long DBT CORP US Y 2 2025-08-15 Fixed 6.50000000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030AB3 225000.00000000 PA USD 229730.29000000 0.456739734630 Long DBT CORP US N 2 2025-11-27 Fixed 7.05000000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAA2 461382.16000000 PA USD 460332.54000000 0.915213062071 Long ABS-MBS CORP US Y 2 2038-04-15 Floating 6.24044160 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAW6 225000.00000000 PA USD 224017.15000000 0.445381119066 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 2332K0G14 500000.00000000 PA USD 493027.62000000 0.980215992955 Long STIV CORP NO N 2 2024-07-01 None 0.00000000 N N N N N N CSMC Trust N/A 12663MAA2 500000.00000000 PA USD 503119.75000000 1.000280725290 Long ABS-MBS CORP US Y 2 2024-09-09 Floating 8.46833040 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBV3 225000.00000000 PA USD 223544.10000000 0.444440621705 Long DBT CORP FR Y 2 2028-01-19 Variable 5.51900000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBW5 200000.00000000 PA USD 199832.43000000 0.397298114448 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAR6 200000.00000000 PA USD 198664.23000000 0.394975550201 Long DBT CORP ES N 2 2025-08-18 Fixed 5.14700000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095AM3 40000.00000000 PA USD 39718.69000000 0.078966965699 Long DBT CORP US N 2 2026-03-30 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGN5 750000.00000000 PA USD 746986.10000000 1.485125157360 Long DBT UST US N 2 2025-02-28 Fixed 4.62500000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RGD8 925000.00000000 PA USD 926601.94000000 1.842229530045 Long DBT CORP US N 2 2024-06-12 Floating 6.76244880 N N N N N N Algonquin Power & Utilities Corp. 549300K5VIUTJXQL7X75 015857AF2 260000.00000000 PA USD 258669.75000000 0.514275905767 Long DBT CORP CA N 2 2026-06-15 Variable 5.36500080 N N N N N N Reach Abs Trust N/A 75526PAA9 208643.15000000 PA USD 209596.15000000 0.416709916357 Long ABS-MBS CORP US Y 2 2031-02-18 Fixed 6.30000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZY3 140000.00000000 PA USD 139551.78000000 0.277450757427 Long DBT CORP CA N 2 2025-04-25 Fixed 4.95000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CE8 240000.00000000 PA USD 233524.56000000 0.464283336621 Long DBT CORP GB Y 2 2025-11-23 Variable 1.82200000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACS4 150000.00000000 PA USD 151105.44000000 0.300421239910 Long DBT CORP US Y 2 2025-11-03 Floating 6.69339720 N N N N N N Marlette Funding Trust N/A 57109JAD0 53829.73000000 PA USD 53554.48000000 0.106474679431 Long ABS-O CORP US Y 2 2030-03-15 Fixed 3.54000000 N N N N N N Med Trust N/A 58403YAK2 233877.57000000 PA USD 233931.40000000 0.465092198150 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 6.88947840 N N N N N N Theorem Funding Trust N/A 88338QAA8 52797.02000000 PA USD 53209.31000000 0.105788427504 Long ABS-O CORP US Y 2 2029-04-15 Fixed 7.58000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAK7 200000.00000000 PA USD 200365.34000000 0.398357622848 Long DBT CORP ES N 2 2026-09-14 Variable 5.86200000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2L4 250000.00000000 PA USD 254201.80000000 0.505392922607 Long DBT CORP CH N 2 2025-01-09 Fixed 7.95000000 N N N N N N Upstart Securitization Trust N/A 91679JAA5 15044.25000000 PA USD 15004.44000000 0.029831172649 Long ABS-O CORP US Y 2 2031-11-20 Fixed 1.31000000 N N N N N N ORL Trust N/A 67116QAA0 100000.00000000 PA USD 100749.97000000 0.200306692521 Long ABS-MBS CORP US Y 2 2036-10-19 Floating 7.67575080 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AK6 225000.00000000 PA USD 225014.62000000 0.447364245380 Long DBT CORP US Y 2 2024-04-05 Floating 6.39651240 N N N N N N LAD Auto Receivables Trust N/A 50168BAB4 139048.54000000 PA USD 139169.37000000 0.276690466557 Long ABS-O CORP US Y 2 2026-06-15 Fixed 6.09000000 N N N N N N Prodigy Finance DAC 635400HTAZNW3LYYMQ40 742855AA7 709871.12000000 PA USD 705175.75000000 1.401999644552 Long ABS-O CORP IE Y 2 2051-07-25 Floating 6.69389040 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A60 475000.00000000 PA USD 470886.54000000 0.936196064179 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N FHF Issuer Trust N/A 30333LAB4 223054.56000000 PA USD 225284.30000000 0.447900411384 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.79000000 N N N N N N JDE Peet's NV 724500EHG519SE5ZRT89 47216QAA1 525000.00000000 PA USD 512060.56000000 1.018056453457 Long DBT CORP NL Y 2 2024-09-24 Fixed 0.80000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 379930AB6 150000.00000000 PA USD 150383.79000000 0.298986486881 Long ABS-O CORP US N 2 2026-11-16 Fixed 5.89000000 N N N N N N Hyatt Hotels Corp. T27JQIMTYSH41TCD5186 448579AN2 325000.00000000 PA USD 318209.80000000 0.632650834197 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBS8 700000.00000000 PA USD 703236.95000000 1.398145007023 Long DBT CORP US N 2 2025-09-01 Fixed 5.74900000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYQ1 400000.00000000 PA USD 400100.15000000 0.795461653474 Long DBT CORP US N 2 2024-10-21 Floating 5.87447640 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05253AEF3 500000.00000000 PA USD 496451.34000000 0.987022883611 Long STIV CORP AU Y 2 2024-05-15 None 0.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDE3 1075000.00000000 PA USD 1070363.89000000 2.128050763688 Long DBT CORP US N 2 2025-06-14 Variable 3.84500000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAX5 218000.00000000 PA USD 221989.88000000 0.441350589344 Long DBT CORP SE Y 2 2026-09-12 Fixed 6.13600000 N N N N N N Conn's Receivables Funding LLC N/A 20824DAA1 511222.65000000 PA USD 512122.50000000 1.018179599862 Long ABS-O CORP US Y 2 2029-01-16 Fixed 7.05000000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41282JE23 220000.00000000 PA USD 218777.27000000 0.434963418376 Long STIV CORP US N 2 2024-05-02 None 0.00000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BH7 210000.00000000 PA USD 209990.12000000 0.417493190313 Long DBT CORP US N 2 2025-10-28 Variable 5.67100000 N N N N N N Oportun Issuance Trust N/A 68377JAA8 327051.63000000 PA USD 327204.43000000 0.650533564939 Long ABS-O CORP US Y 2 2031-04-08 Fixed 6.33400000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAD5 500000.00000000 PA USD 495581.49000000 0.985293485810 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAW8 500000.00000000 PA USD 500872.37000000 0.995812582474 Long DBT CORP FR Y 2 2025-01-14 Floating 5.94914400 N N N N N N 2024-04-30 Morgan Stanley ETF Trust Francis J. Smith Francis J. Smith Principal Financial Officer