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
Med Trust, Series 2021-MDLN, Class C
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
Oscar US Funding XIII LLC, Series 2021-2A, Class A3
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
ING Groep NV
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
Goldman Sachs Group, Inc. (The)
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
GA Global Funding Trust
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
SoFi Consumer Loan Program Trust, Series 2023-1S, Class 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
AerCap Ireland Capital DAC
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
General Motors Financial Co., Inc.
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
Hyundai Auto Lease Securitization Trust, Series 2023-B, Class A2A
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
International Flavors & Fragrances, Inc.
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
Intesa Sanpaolo SpA
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
KeyCorp
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
Capital One Financial Corp.
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
LAD Auto Receivables Trust, Series 2023-2A, Class A2
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
Bank of Ireland Group plc
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
BPCE SA
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
Occidental Petroleum Corp.
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
HAT Holdings I LLC/HAT Holdings II LLC
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
UBS Group AG
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
FHLMC, REMIC, Series 3990, Class TF
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
Discover Bank
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
DLLST LLC, Series 2024-1A, Class A2
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
JPMorgan Chase & Co.
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
Macquarie Bank Ltd.
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
HSBC USA, Inc.
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
Octane Receivables Trust, Series 2023-1A, Class 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
EPR Properties
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
Brunswick Corp.
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
Centene Corp.
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
JPMorgan Chase & Co.
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
U.S. Treasury Bills
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
GM Financial Automobile Leasing Trust, Series 2023-2, Class A2A
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
Prodigy Finance DAC, Series 2021-1A, Class B
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
Lloyds Bank plc
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
Dell Equipment Finance Trust, Series 2023-2, Class A2
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
Citigroup, Inc.
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
U.S. Treasury Bills
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
Marlette Funding Trust, Series 2023-1A, Class B
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
Radnor RE Ltd., Series 2021-2, Class M1A
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
Wells Fargo & Co.
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
Rogers Communications, Inc.
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
LAD Auto Receivables Trust, Series 2023-1A, Class A2
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
Lendbuzz Securitization Trust, Series 2024-1A, Class A2
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
Marlette Funding Trust, Series 2023-1A, Class 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
FHLMC, REMIC, Series 3136, Class FA
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
Amgen, Inc.
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
Charter Communications Operating LLC
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
CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class B
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
J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1
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
Volkswagen Group of America Finance LLC
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
Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1
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
Citigroup, Inc.
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
Amur Equipment Finance Receivables XII LLC, Series 2023-1A, Class A2
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
Extended Stay America Trust, Series 2021-ESH, Class B
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
Truist Financial Corp.
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
Hyundai Capital America
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
FNMA, REMIC, Series 2006-46, Class FG
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
Canadian Imperial Bank of Commerce
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
Nutrien Ltd.
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
TD SYNNEX Corp.
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
Sherwin-Williams Co. (The)
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
Stifel Financial Corp.
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
Sprint LLC
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
Oscar US Funding XV LLC, Series 2023-1A, Class A2
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
Concentrix Corp.
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
CarNow Auto Receivables Trust, Series 2023-2A, Class 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
Citigroup, Inc.
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
Conn's Receivables Funding LLC, Series 2023-A, Class 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
HSBC Holdings plc
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
Ally Financial, Inc.
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
KeyBank NA
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
CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class D
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
Avant Loans Funding Trust, Series 2021-REV1, Class B
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
HSBC USA, Inc.
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
Aviation Capital Group LLC
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
Hawaii Hotel Trust, Series 2019-MAUI, Class 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
BPR Trust, Series 2022-SSP, Class 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
Enel Finance International NV
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
Prosper Marketplace Issuance Trust, Series 2023-1A, Class 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
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class B
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
National Bank of Canada
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
Newtek Small Business Loan Trust, Series 2023-1, Class 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
Delta Air Lines, Inc./SkyMiles IP Ltd.
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
Campbell Soup Co.
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
Warnermedia Holdings, Inc.
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
Penske Truck Leasing Co. LP
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
FNMA, REMIC, Series 2008-3, Class FA
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
Extended Stay America Trust, Series 2021-ESH, Class 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
VMC Finance LLC, Series 2021-HT1, Class 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
Bank of New York Mellon (The)
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
BX Commercial Mortgage Trust, Series 2021-VOLT, Class B
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
Hewlett Packard Enterprise Co.
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
Vantage Data Centers Issuer LLC, Series 2019-1A, Class A2
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
GLS Auto Select Receivables Trust, Series 2024-1A, Class A2
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
Bank of America Corp.
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
Celanese US Holdings LLC
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
Bank of America Corp.
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
Crown Castle, Inc.
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
Reach ABS Trust, Series 2023-1A, Class 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
GA Global Funding Trust
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
Marlette Funding Trust, Series 2023-3A, Class 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
SMBC Aviation Capital Finance DAC
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
Brookfield Renewable Energy LP
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
Driven Brands Funding LLC, Series 2018-1A, Class A2
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
SFS Auto Receivables Securitization Trust, Series 2024-1A, Class A2
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
Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class
61747C707
481021.67000000
NS
USD
481021.67000000
0.956346287237
Long
STIV
RF
US
N
1
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
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
FHLMC STACR Trust, Series 2024-DNA1, Class M1
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
Enact Holdings, Inc.
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
Tapestry, Inc.
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
MHC Commercial Mortgage Trust, Series 2021-MHC, Class 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
Santander Holdings USA, Inc.
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
DNB Bank ASA
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
CSMC Trust, Series 2022-NWPT, Class 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
Societe Generale SA
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
General Motors Financial Co., Inc.
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
Banco Santander SA
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
Amphenol Corp.
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
U.S. Treasury Notes
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
AT&T, Inc.
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
Algonquin Power & Utilities Corp.
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
Reach Abs Trust, Series 2024-1A, Class 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
Royal Bank of Canada
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
Standard Chartered plc
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
Hyundai Capital America
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
Marlette Funding Trust, Series 2020-1A, Class D
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
Med Trust, Series 2021-MDLN, Class B
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
Theorem Funding Trust, Series 2023-1A, Class 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
Banco Bilbao Vizcaya Argentaria SA
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
Credit Suisse AG
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
Upstart Securitization Trust, Series 2021-5, Class 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
ORL Trust, Series 2023-GLKS, Class 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
Daimler Truck Finance North America LLC
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
LAD Auto Receivables Trust, Series 2023-3A, Class A2
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
Prodigy Finance DAC, Series 2021-1A, Class A
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
Ford Motor Credit Co. LLC
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
FHF Issuer Trust, Series 2023-2A, Class A2
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
JDE Peet's NV
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
GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class A2A
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
Hyatt Hotels Corp.
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
NextEra Energy Capital Holdings, Inc.
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
Goldman Sachs Group, Inc. (The)
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
Australia & New Zealand Banking Group Ltd.
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
JPMorgan Chase & Co.
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
Swedbank AB
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
Conn's Receivables Funding LLC, Series 2024-A, Class 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
Harley-Davidson Financial Services, Inc.
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
PNC Financial Services Group, Inc. (The)
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
Oportun Issuance Trust, Series 2024-1A, Class 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
Synchrony Bank
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
BPCE SA
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