0001752724-24-119875.txt : 20240528
0001752724-24-119875.hdr.sgml : 20240528
20240528090816
ACCESSION NUMBER: 0001752724-24-119875
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: 24986600
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
S000082248
Eaton Vance Ultra-Short Income ETF
C000245532
Eaton Vance Ultra-Short Income ETF
EVSB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001676326
XXXXXXXX
S000082248
C000245532
Morgan Stanley ETF Trust
811-23820
0001676326
549300HASXQLXGOR9H31
1585 Broadway
New York
10036
800-548-7786
Eaton Vance Ultra-Short Income ETF
S000082248
254900V7QBF5XYWO0K24
2024-09-30
2024-03-31
N
38186082.61
415433.75
37770648.86
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
1212.93000000
USD
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AP8
200000.00000000
PA
USD
199915.65000000
0.529288365526
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
300000.00000000
PA
USD
295255.73000000
0.781706798563
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
00135TAB0
275000.00000000
PA
USD
274849.28000000
0.727679529728
Long
DBT
CORP
IE
Y
2
2025-04-10
Variable
4.26300000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program Trust, Series 2023-1S, Class A
83407EAA2
374880.60000000
PA
USD
374715.13000000
0.992080203305
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
160000.00000000
PA
USD
156124.69000000
0.413349239984
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GK7
1750000.00000000
PA
USD
1717901.17000000
4.548243733825
Long
STIV
UST
US
N
2
2024-08-08
None
0.00000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDT0
350000.00000000
PA
USD
352488.82000000
0.933234748776
Long
DBT
CORP
US
N
2
2025-04-07
Floating
6.69564000
N
N
N
N
N
N
Donlen Fleet Lease Funding LLC
549300ZWUQETU54FDP26
Donlen Fleet Lease Funding LLC, Series 2021-2, Class A1
257812AC1
14725.29000000
PA
USD
14730.72000000
0.039000441995
Long
ABS-O
CORP
US
Y
2
2034-12-11
Floating
5.76218880
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
4595A2D22
180000.00000000
PA
USD
179864.45000000
0.476201641826
Long
STIV
CORP
US
N
2
2024-04-02
None
0.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AFL2
290000.00000000
PA
USD
286237.06000000
0.757829342728
Long
STIV
CORP
US
N
2
2024-06-20
None
0.00000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEL3
240000.00000000
PA
USD
238928.35000000
0.632576768499
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
750000.00000000
PA
USD
748484.57000000
1.981656637073
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
94200.71000000
PA
USD
94306.10000000
0.249680910565
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
450000.00000000
PA
USD
452962.17000000
1.199243814102
Long
DBT
CORP
IE
Y
2
2026-09-16
Variable
6.25300000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DB8
250000.00000000
PA
USD
250534.00000000
0.663303405055
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
170000.00000000
PA
USD
169451.92000000
0.448633860191
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBP4
425000.00000000
PA
USD
426751.02000000
1.129848262818
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
ACM Auto Trust
N/A
ACM Auto Trust, Series 2023-2A, Class A
00161AAA0
234411.81000000
PA
USD
236108.15000000
0.625110124200
Long
ABS-O
CORP
US
Y
2
2030-06-20
Fixed
7.97000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AM0
250000.00000000
PA
USD
246471.10000000
0.652546639888
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BR9
225000.00000000
PA
USD
224402.49000000
0.594118705325
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
250000.00000000
PA
USD
246327.17000000
0.652165576802
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
65000.00000000
PA
USD
64882.42000000
0.171779998380
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
185000.00000000
PA
USD
184916.11000000
0.489576206872
Long
DBT
CORP
US
N
2
2025-12-15
Variable
5.54600000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960JJJ5
250000.00000000
PA
USD
243659.15000000
0.645101837946
Long
STIV
CORP
SE
Y
2
2024-09-18
None
0.00000000
N
N
N
N
N
N
Octane Receivables Trust
N/A
Octane Receivables Trust, Series 2022-1A, Class A2
67571EAB3
306595.94000000
PA
USD
304159.21000000
0.805279282141
Long
ABS-O
CORP
US
Y
2
2028-03-20
Fixed
4.18000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAB5
150000.00000000
PA
USD
147809.26000000
0.391333653143
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAR2
80000.00000000
PA
USD
76338.35000000
0.202110242487
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC, Series 2015-1A, Class A2II
25755TAE0
185500.00000000
PA
USD
182145.71000000
0.482241410983
Long
ABS-O
CORP
US
Y
2
2045-10-25
Fixed
4.47400000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2023-B, Class A2A
344930AB8
213117.14000000
PA
USD
213188.75000000
0.564429673395
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
5.57000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2023-1A, Class B
57110PAB7
325000.00000000
PA
USD
327267.85000000
0.866460756904
Long
ABS-MBS
CORP
US
Y
2
2033-04-15
Fixed
6.50000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
77511LE25
190000.00000000
PA
USD
188972.94000000
0.500316901360
Long
STIV
CORP
CA
Y
2
2024-05-02
Fixed
0.00000000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40434PKB1
250000.00000000
PA
USD
242437.39000000
0.641867156951
Long
STIV
CORP
US
N
2
2024-10-11
None
0.00000000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2023-2A, Class A
57109LAA1
92590.75000000
PA
USD
92550.20000000
0.245032062708
Long
ABS-O
CORP
US
Y
2
2033-06-15
Fixed
6.04000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBH7
400000.00000000
PA
USD
399196.28000000
1.056895478496
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.93200000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust, Series 2023-1A, Class A2
505710AB9
132258.23000000
PA
USD
132194.28000000
0.349992081126
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
5.68000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC, Series 2023-2A, Class A1
165183CZ5
353643.85000000
PA
USD
355966.94000000
0.942443274722
Long
ABS-O
CORP
US
Y
2
2035-10-15
Fixed
6.16000000
N
N
N
N
N
N
Lendbuzz Securitization Trust
N/A
Lendbuzz Securitization Trust, Series 2024-1A, Class A2
525935AB8
100000.00000000
PA
USD
99908.79000000
0.264514359735
Long
ABS-O
CORP
US
Y
2
2029-08-15
Fixed
6.19000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class B
12482HAG9
300000.00000000
PA
USD
300516.26000000
0.795634359139
Long
ABS-MBS
CORP
US
Y
2
2037-12-15
Floating
6.87300120
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
0.662497461792
Long
DBT
CORP
US
Y
2
2026-03-20
Floating
6.16550760
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
100000.00000000
PA
USD
99835.52000000
0.264320373129
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
90663.08000000
PA
USD
91261.81000000
0.241620974895
Long
ABS-O
CORP
US
Y
2
2029-12-20
Fixed
6.09000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing LLC, Series 2023-1, Class A2
29375CAB5
207911.82000000
PA
USD
207802.89000000
0.550170294320
Long
ABS-O
CORP
US
Y
2
2029-01-22
Fixed
5.51000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust, Series 2021-ESH, Class B
30227FAE0
171880.08000000
PA
USD
172233.96000000
0.455999473661
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
360000.00000000
PA
USD
359173.85000000
0.950933756344
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
175000.00000000
PA
USD
175460.17000000
0.464541053161
Long
DBT
CORP
US
Y
2
2025-06-26
Fixed
5.80000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABB0
175000.00000000
PA
USD
171605.58000000
0.454335800891
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077UEU0
360000.00000000
PA
USD
356612.26000000
0.944151797131
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
269000.00000000
PA
USD
264669.21000000
0.700727199527
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A2A
36268GAB1
30000.00000000
PA
USD
29936.49000000
0.079258606625
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
5.12000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class A
12482HAA2
265000.00000000
PA
USD
265456.93000000
0.702812734258
Long
ABS-MBS
CORP
US
Y
2
2037-12-15
Floating
6.69300120
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348AV8
150000.00000000
PA
USD
149310.05000000
0.395307082368
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.12500000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust, Series 2023-4A, Class A2
50571AAB7
96341.18000000
PA
USD
96484.42000000
0.255448140056
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
6.21000000
N
N
N
N
N
N
Stifel Financial Corp.
549300E5F07FE5GHJX84
Stifel Financial Corp.
860630AD4
100000.00000000
PA
USD
99460.23000000
0.263326770923
Long
DBT
CORP
US
N
2
2024-07-18
Fixed
4.25000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
275000.00000000
PA
USD
275642.95000000
0.729780817432
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Concentrix Corp.
5493000EAJN1KMPVA737
Concentrix Corp.
20602DAA9
295000.00000000
PA
USD
297371.49000000
0.787308396798
Long
DBT
CORP
US
N
2
2026-08-02
Fixed
6.65000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACQ8
70000.00000000
PA
USD
70743.16000000
0.187296650005
Long
DBT
CORP
US
Y
2
2025-11-03
Fixed
6.25000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust, Series 2023-2A, Class A
14367NAA5
53441.54000000
PA
USD
53539.32000000
0.141748478291
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
500000.00000000
PA
USD
500216.72000000
1.324352996566
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
52778.96000000
PA
USD
52922.07000000
0.140114272847
Long
ABS-O
CORP
US
Y
2
2028-01-17
Fixed
8.01000000
N
N
N
N
N
N
Ally Financial, Inc.
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005NBH2
350000.00000000
PA
USD
348961.55000000
0.923896095334
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
LL ABS Trust
N/A
LL ABS Trust, Series 2022-1A, Class B
50203YAB1
255000.00000000
PA
USD
252469.71000000
0.668428310394
Long
ABS-O
CORP
US
Y
2
2029-11-15
Fixed
5.05000000
N
N
N
N
N
N
Prosper Marketplace Issuance Trust
N/A
Prosper Marketplace Issuance Trust, Series 2023-1A, Class B
74390NAC6
200000.00000000
PA
USD
202880.58000000
0.537138190958
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
7.48000000
N
N
N
N
N
N
Bank of America Auto Trust
N/A
Bank of America Auto Trust, Series 2023-2A, Class A2
06054YAB3
200000.00000000
PA
USD
200465.48000000
0.530744072581
Long
ABS-O
CORP
US
Y
2
2026-08-17
Fixed
5.85000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAC7
250000.00000000
PA
USD
248665.69000000
0.658356945155
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
J.P. Morgan Mortgage Trust
5299007DSRZLE19EYU93
J.P. Morgan Mortgage Trust, Series 2023-HE3, Class A1
465985AA7
68041.42000000
PA
USD
68539.99000000
0.181463628687
Long
ABS-O
CORP
US
Y
2
2054-05-25
Floating
6.91968960
N
N
N
N
N
N
Oportun Funding XIV LLC
N/A
Oportun Funding XIV LLC, Series 2021-A, Class A
68377BAA5
95350.39000000
PA
USD
92237.42000000
0.244203959380
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
351000.00000000
PA
USD
349741.19000000
0.925960237792
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust, Series 2022-OANA, Class A
05592DAA2
185000.00000000
PA
USD
186570.99000000
0.493957598376
Long
ABS-MBS
CORP
US
Y
2
2037-04-15
Floating
7.22333160
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513BV6
175000.00000000
PA
USD
172024.97000000
0.455446160423
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.62500000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust, Series 2022-SSP, Class A
05602HAA1
200000.00000000
PA
USD
201577.21000000
0.533687442720
Long
ABS-MBS
CORP
US
Y
2
2039-05-15
Floating
8.32533120
N
N
N
N
N
N
BX Commercial Mortgage Trust
N/A
BX Commercial Mortgage Trust, Series 2021-VOLT, Class A
05609VAA3
200000.00000000
PA
USD
198949.56000000
0.526730585798
Long
ABS-MBS
CORP
US
Y
2
2036-09-15
Floating
6.13981080
N
N
N
N
N
N
Prosper Marketplace Issuance Trust
N/A
Prosper Marketplace Issuance Trust, Series 2023-1A, Class A
74390NAA0
210711.31000000
PA
USD
211440.31000000
0.559800576325
Long
ABS-O
CORP
US
Y
2
2029-07-16
Fixed
7.06000000
N
N
N
N
N
N
Delta Air Lines, Inc.
N/A
Delta Air Lines, Inc./SkyMiles IP Ltd.
830867AA5
225000.00000000
PA
USD
222755.93000000
0.589759341507
Long
DBT
CORP
US
Y
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2023-1, Class A2
24702HAC7
169156.79000000
PA
USD
169152.29000000
0.447840572257
Long
ABS-O
CORP
US
Y
2
2028-09-22
Fixed
5.65000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BL2
190000.00000000
PA
USD
190222.12000000
0.503624178406
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
5.30000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust, Series 2024-1A, Class A2
403963AB7
220000.00000000
PA
USD
219858.83000000
0.582089099964
Long
ABS-O
CORP
US
Y
2
2031-05-20
Fixed
5.38000000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
350000.00000000
PA
USD
350007.20000000
0.926664514812
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust, Series 2021-ESH, Class A
30227FAA8
297133.12000000
PA
USD
297840.80000000
0.788550922447
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
123250.34000000
PA
USD
121886.00000000
0.322700307457
Long
ABS-MBS
CORP
US
Y
2
2037-01-18
Floating
7.09115040
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series A
25746UDE6
100000.00000000
PA
USD
97939.28000000
0.259299966921
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.30000000
N
N
N
N
N
N
Bank of New York Mellon (The)
HPFHU0OQ28E4N0NFVK49
Bank of New York Mellon (The)
06405LAE1
85000.00000000
PA
USD
85087.96000000
0.225275346249
Long
DBT
CORP
US
N
2
2026-03-13
Floating
5.79180240
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CBL2
350000.00000000
PA
USD
350581.16000000
0.928184107451
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
547041.39000000
PA
USD
541943.29000000
1.434826528950
Long
ABS-O
CORP
US
Y
2
2044-07-15
Fixed
3.18800000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38145GAM2
340000.00000000
PA
USD
341190.81000000
0.903322607098
Long
DBT
CORP
US
N
2
2026-08-10
Variable
5.79800000
N
N
N
N
N
N
GLS Auto Select Receivables Trust
N/A
GLS Auto Select Receivables Trust, Series 2024-1A, Class A2
37988XAB1
75000.00000000
PA
USD
74774.51000000
0.197969884703
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
200000.00000000
PA
USD
196433.08000000
0.520068057946
Long
DBT
CORP
US
N
2
2025-10-22
Variable
2.45600000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust, Series 2021-3, Class B
69546RAB2
127236.79000000
PA
USD
126568.66000000
0.335097923440
Long
ABS-O
CORP
US
Y
2
2029-05-15
Fixed
1.74000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
110000.00000000
PA
USD
110239.24000000
0.291864829774
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
875000.00000000
PA
USD
873809.81000000
2.313462533404
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
190000.00000000
PA
USD
189204.19000000
0.500929149248
Long
STIV
CORP
US
N
2
2024-04-23
None
0.00000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust, Series 2022-C, Class A3
448978AD8
100000.00000000
PA
USD
99567.94000000
0.263611939442
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
4.38000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BW9
275000.00000000
PA
USD
274286.16000000
0.726188636622
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
Avant Loans Funding Trust
N/A
Avant Loans Funding Trust, Series 2021-REV1, Class A
05353LAA3
5334.03000000
PA
USD
5327.12000000
0.014103861492
Long
ABS-O
CORP
US
Y
2
2030-07-15
Fixed
1.21000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2K0
450000.00000000
PA
USD
452429.60000000
1.197833803906
Long
DBT
CORP
US
Y
2
2025-04-11
Floating
6.75171360
N
N
N
N
N
N
Oscar US Funding XVI LLC
3538004TGTV49T7RNL88
Oscar US Funding XVI LLC, Series 2024-1A, Class A2
68784GAB9
265000.00000000
PA
USD
264808.44000000
0.701095819088
Long
ABS-O
CORP
JP
Y
2
2027-02-10
Fixed
5.48000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CT0
100000.00000000
PA
USD
98904.53000000
0.261855522701
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust, Series 2023-3A, Class A
57109RAA8
148037.83000000
PA
USD
148243.22000000
0.392482587602
Long
ABS-O
CORP
US
Y
2
2033-09-15
Fixed
6.49000000
N
N
N
N
N
N
Midwest Connector Capital Co. LLC
N/A
Midwest Connector Capital Co. LLC
59833CAA0
425000.00000000
PA
USD
425000.00000000
1.125212335046
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
3.90000000
N
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
Driven Brands Funding LLC, Series 2018-1A, Class A2
26208LAC2
169650.00000000
PA
USD
166659.12000000
0.441239758993
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
60000.00000000
PA
USD
59924.02000000
0.158652344634
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
244060.63000000
NS
USD
244060.63000000
0.646164779706
Long
STIV
RF
US
N
1
N
N
N
FHLMC STACR Trust
529900N6M839KA246662
FHLMC STACR Trust, Series 2024-DNA1, Class M1
35564NAX1
503222.38000000
PA
USD
505105.84000000
1.337297227464
Long
ABS-MBS
CORP
US
Y
2
2044-02-25
Floating
6.67038960
N
N
N
N
N
N
Continental Airlines Pass-Through Trust
N/A
Continental Airlines Pass-Through Trust, Series 2012-2A, Class A
210795QB9
263968.27000000
PA
USD
260804.06000000
0.690493989040
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
Enact Holdings, Inc.
N/A
Enact Holdings, Inc.
37255LAA5
375000.00000000
PA
USD
375303.75000000
0.993638609151
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
FHLMC STACR Trust
529900PGKDI4ZEXFQ523
FHLMC STACR Trust, Series 2024-HQA1, Class A1
35564NBW2
200000.00000000
PA
USD
201000.00000000
0.532159245516
Long
ABS-MBS
CORP
US
Y
2
2044-03-25
Floating
6.56863920
N
N
N
N
N
N
ACHV ABS TRUST
N/A
ACHV ABS TRUST, Series 2023-4CP, Class A
00092CAA0
96399.13000000
PA
USD
96547.65000000
0.255615545175
Long
ABS-O
CORP
US
Y
2
2030-11-25
Fixed
6.81000000
N
N
N
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030AB3
175000.00000000
PA
USD
178679.11000000
0.473063384911
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
188747.25000000
PA
USD
188317.86000000
0.498582538780
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
200000.00000000
PA
USD
199126.36000000
0.527198674129
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JU2
1750000.00000000
PA
USD
1719374.62000000
4.552144778801
Long
STIV
UST
US
N
2
2024-08-01
None
0.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
410000.00000000
PA
USD
402013.14000000
1.064353279950
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63300000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBV3
200000.00000000
PA
USD
198705.87000000
0.526085402282
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
100000.00000000
PA
USD
99916.21000000
0.264534004619
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
0.525975157949
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RGD8
475000.00000000
PA
USD
475822.62000000
1.259768191337
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
195000.00000000
PA
USD
194002.31000000
0.513632452328
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
102101.97000000
PA
USD
102568.33000000
0.271555647296
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
150000.00000000
PA
USD
149519.76000000
0.395862301847
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
200000.00000000
PA
USD
194603.80000000
0.515224932251
Long
DBT
CORP
GB
Y
2
2025-11-23
Variable
1.82200000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
90000.00000000
PA
USD
90037.58000000
0.238379754432
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.87500000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587DC8
150000.00000000
PA
USD
149269.05000000
0.395198532472
Long
DBT
CORP
US
N
2
2024-08-01
Variable
4.47500000
N
N
N
N
N
N
Theorem Funding Trust
N/A
Theorem Funding Trust, Series 2023-1A, Class A
88338QAA8
178368.33000000
PA
USD
179761.19000000
0.475928254942
Long
ABS-O
CORP
US
Y
2
2029-04-15
Fixed
7.58000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2023-2, Class A2A
362583AB2
165347.89000000
PA
USD
165042.87000000
0.436960642671
Long
ABS-O
CORP
US
N
2
2026-05-18
Fixed
5.10000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2L4
350000.00000000
PA
USD
341355.33000000
0.903758183411
Long
DBT
CORP
US
Y
2
2025-01-14
Fixed
2.50000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2L4
250000.00000000
PA
USD
254201.80000000
0.673014119885
Long
DBT
CORP
CH
N
2
2025-01-09
Fixed
7.95000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967NQ0
350000.00000000
PA
USD
349028.92000000
0.924074461346
Long
DBT
CORP
US
N
2
2025-05-24
Variable
4.14000000
N
N
N
N
N
N
ORL Trust
N/A
ORL Trust, Series 2023-GLKS, Class A
67116QAA0
200000.00000000
PA
USD
201499.94000000
0.533482865880
Long
ABS-MBS
CORP
US
Y
2
2036-10-19
Floating
7.67575080
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust, Series 2021-ESH, Class C
30227FAG5
91425.57000000
PA
USD
91584.25000000
0.242474653637
Long
ABS-MBS
CORP
US
Y
2
2038-07-15
Floating
7.13948040
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2H3
250000.00000000
PA
USD
245784.22000000
0.650728084950
Long
DBT
CORP
CH
N
2
2025-02-21
Fixed
3.70000000
N
N
N
N
N
N
Prodigy Finance DAC
635400HTAZNW3LYYMQ40
Prodigy Finance DAC, Series 2021-1A, Class A
742855AA7
592499.73000000
PA
USD
588580.70000000
1.558301797201
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
400000.00000000
PA
USD
396536.03000000
1.049852311168
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05252ADK4
310000.00000000
PA
USD
310394.01000000
0.821786279474
Long
DBT
CORP
AU
Y
2
2026-03-18
Floating
5.90023800
N
N
N
N
N
N
FHF Issuer Trust
N/A
FHF Issuer Trust, Series 2023-2A, Class A2
30333LAB4
193960.49000000
PA
USD
195899.40000000
0.518655108960
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
310000.00000000
PA
USD
302359.57000000
0.800514630078
Long
DBT
CORP
NL
Y
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust, Series 2022-4FP, Class B
35634JAB4
70266.07000000
PA
USD
70374.58000000
0.186320812917
Long
ABS-O
CORP
US
Y
2
2029-12-18
Fixed
7.58000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAJ4
100000.00000000
PA
USD
101247.90000000
0.268059731712
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
Oscar US Funding XIV LLC
353800FUC565GTX73583
Oscar US Funding XIV LLC, Series 2022-1A, Class A3
68784HAC5
216307.00000000
PA
USD
213007.22000000
0.563949062113
Long
ABS-O
CORP
JP
Y
2
2026-04-10
Fixed
2.30000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBS8
350000.00000000
PA
USD
351618.48000000
0.930930472768
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust, Series 2018-SFR4, Class A
46187XAA3
442077.96000000
PA
USD
443587.13000000
1.174422847868
Long
ABS-O
CORP
US
Y
2
2038-01-17
Floating
6.54114960
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDE3
760000.00000000
PA
USD
756722.38000000
2.003466720428
Long
DBT
CORP
US
N
2
2025-06-14
Variable
3.84500000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAX5
400000.00000000
PA
USD
407320.88000000
1.078405831760
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
412764.95000000
PA
USD
413491.50000000
1.094742908793
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
150000.00000000
PA
USD
149166.32000000
0.394926548794
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
250000.00000000
PA
USD
249988.24000000
0.661858473563
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
280329.97000000
PA
USD
280460.94000000
0.742536727498
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
250000.00000000
PA
USD
247790.75000000
0.656040490377
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAW8
250000.00000000
PA
USD
250436.18000000
0.663044420889
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