Parametric Hedged Equity ETF

S000082250Morgan Stanley ETF TrustCIK 0001676326

Share classes

1 class of this one portfolio · 1 exchange-listed

Class ID	Symbol	Status	Security in the master	Type
C000245534	PHEQ	LINKEDSEC_TICKER	PHEQParametric Hedged Equity ETF	ETF

The share-class bridge is a snapshot, not history. The SEC's fund share-class file says what each class trades as today, not what it traded as at a past report date. A fund that changed ticker or converted from a mutual fund resolves to its present-day symbol for every historical month shown.

Share classes

Report period

1 period filed. Holdings below describe the selected month only.

2026-03-31

Filing

NPORT-P · filed 2026-05-27

Report date: 2026-03-31
Net assets: $121,776,729.78
Total assets: $124,476,688.89
Total liabilities: $2,699,959.11
Assets invested: $0
Cash not reported in C or D: $219,445.53
Amendment: No
Accession: 0002071691-26-011931

By asset category

N-PORT Item C.4.a

ECEquity - common$119.66M98.2%

STIVShort-term investment veh…$1.90M1.6%

DEDerivative - equity$299.0K0.2%

By asset category

By issuer category

N-PORT Item C.4.b

CORPCorporate$119.66M98.2%

RFRegistered fund$1.90M1.6%

OTHEROther; the filer describe…$299.0K0.2%

By issuer category

By investment country

as filed

USUS$118.77M97.5%

IEIE$2.07M1.7%

JEJE$435.6K0.4%

GBGB$172.6K0.1%

KYKY$171.0K0.1%

LULU$159.1K0.1%

BMBM$57.5K0.0%

GGGG$23.0K0.0%

By country

Classification look-through

Positions resolved to the master through ISIN, then rolled up through the taxonomy. 96.2% of reported value reaches a classification.

Equity · Information Technology(55)$47.37M38.9%

Equity · Financials(33)$14.82M12.2%

Equity · Consumer Discretionary(21)$11.76M9.6%

Equity · Health Care(20)$11.62M9.5%

Equity · Industrials(22)$8.41M6.9%

Equity · Communication Services(10)$5.93M4.9%

Equity · Consumer Staples(6)$5.79M4.8%

Not resolved to the master(15)$4.37M3.6%

Equity · Energy(7)$3.21M2.6%

Equity · Utilities(8)$3.08M2.5%

Equity · Materials(7)$2.56M2.1%

Equity · Real Estate(6)$1.94M1.6%

Equity(1)$676.7K0.6%

Resolved, not yet classified(1)$312.3K0.3%

Classification covers part of the master. 5,771 of 13,106 active securities are classified. Anything unclassified is shown as its own band rather than dropped, so a look-through total that falls short of 100% is telling you about coverage, not about the fund.

Percentages are of the reported value of positions above ($121.86M), not of the fund’s net assets ($121.78M). The two differ by cash, derivatives filed with no market value, and rounding.

Classification look-through

Holdings

212 positions in this filing

Issuer nameAsset categoryIssuer category

Holdings

Issuer↕	In master	CUSIP / ISIN	Asset	Balance↕	Value↕	Weight▼	Country
Centene Corp.	CNC	15135B101 US15135B1017	EC CORP	10,518 NS	$344.4K	0.283%	US
Sun Communities, Inc.	SUI	866674104 US8666741041	EC CORP	2,732 NS	$344.1K	0.283%	US
Morgan Stanley & Co. LLC Morgan Stanley Institutional Liquidity Funds …	—	61747C707 US61747C7074	STIV RF	339,254 NS	$339.3K	0.279%	US
Dover Corp.	DOV	260003108 US2600031080	EC CORP	1,626 NS	$338.9K	0.278%	US
Fiserv, Inc.	FISV	337738108 US3377381088	EC CORP	6,028 NS	$336.4K	0.276%	US
Equity Residential	EQR	29476L107 US29476L1070	EC CORP	5,649 NS	$334.1K	0.274%	US
QUALCOMM, Inc.	QCOM	747525103 US7475251036	EC CORP	2,590 NS	$333.5K	0.274%	US
Loews Corp.	L	540424108 US5404241086	EC CORP	3,123 NS	$333.3K	0.274%	US
Ulta Beauty, Inc.	ULTA	90384S303 US90384S3031	EC CORP	620 NS	$324.1K	0.266%	US
Essex Property Trust, Inc.	ESS	297178105 US2971781057	EC CORP	1,338 NS	$323.8K	0.266%	US
Otis Worldwide Corp.	OTIS	68902V107 US68902V1070	EC CORP	4,194 NS	$323.3K	0.265%	US
Crown Castle, Inc.	CCI	22822V101 US22822V1017	EC CORP	3,975 NS	$323.2K	0.265%	US
Amcor plc	AMCR	— JE00BV7DQ550	EC CORP	8,105 NS	$322.2K	0.265%	JE
ResMed, Inc.	RMD	761152107 US7611521078	EC CORP	1,430 NS	$321.0K	0.264%	US
Nasdaq, Inc.	NDAQ	631103108 US6311031081	EC CORP	3,764 NS	$319.5K	0.262%	US
Citizens Financial Group, Inc.	CFG	174610105 US1746101054	EC CORP	5,254 NS	$315.1K	0.259%	US
Carlisle Cos., Inc.	CSL	142339100 US1423391002	EC CORP	936 NS	$312.3K	0.256%	US
Microchip Technology, Inc.	MCHP	595017104 US5950171042	EC CORP	4,815 NS	$311.1K	0.255%	US
AvalonBay Communities, Inc.	AVB	053484101 US0534841012	EC CORP	1,901 NS	$310.5K	0.255%	US
Mid-America Apartment Communities, Inc.	MAA	59522J103 US59522J1034	EC CORP	2,521 NS	$307.9K	0.253%	US
United Rentals, Inc.	URI	911363109 US9113631090	EC CORP	421 NS	$306.7K	0.252%	US
Fortinet, Inc.	FTNT	34959E109 US34959E1091	EC CORP	3,648 NS	$298.1K	0.245%	US
Workday, Inc. Workday, Inc., Class A	WDAY	98138H101 US98138H1014	EC CORP	2,214 NS	$287.6K	0.236%	US
HP, Inc.	HPQ	40434L105 US40434L1052	EC CORP	14,732 NS	$283.0K	0.232%	US
N/A S&P 500 Index	—	— —	DE OTHER	45 NC	$273.6K	0.225%	US
W. R. Berkley Corp.	WRB	084423102 US0844231029	EC CORP	3,957 NS	$262.3K	0.215%	US
Huntington Bancshares, Inc.	HBAN	446150104 US4461501045	EC CORP	16,589 NS	$259.6K	0.213%	US
General Mills, Inc.	GIS	370334104 US3703341046	EC CORP	6,798 NS	$253.0K	0.208%	US
TransUnion	TRU	89400J107 US89400J1079	EC CORP	3,619 NS	$250.4K	0.206%	US
Vertiv Holdings Co. Vertiv Holdings Co., Class A	VRT	92537N108 US92537N1081	EC CORP	956 NS	$239.6K	0.197%	US
Hubbell, Inc. Hubbell, Inc., Class B	HUBB	443510607 US4435106079	EC CORP	487 NS	$239.0K	0.196%	US
Block, Inc. Block, Inc., Class A	XYZ	852234103 US8522341036	EC CORP	3,944 NS	$237.3K	0.195%	US
Sandisk Corp.	SNDK	80004C200 US80004C2008	EC CORP	367 NS	$233.2K	0.191%	US
Marvell Technology, Inc.	MRVL	573874104 US5738741041	EC CORP	2,335 NS	$231.3K	0.190%	US
Principal Financial Group, Inc.	PFG	74251V102 US74251V1026	EC CORP	2,510 NS	$226.2K	0.186%	US
Venture Global, Inc. Venture Global, Inc., Class A	VG	92333F101 US92333F1012	EC CORP	14,350 NS	$226.2K	0.186%	US
Markel Group, Inc.	MKL	570535104 US5705351048	EC CORP	117 NS	$223.9K	0.184%	US
West Pharmaceutical Services, Inc.	WST	955306105 US9553061055	EC CORP	874 NS	$219.1K	0.180%	US
AppLovin Corp. AppLovin Corp., Class A	APP	03831W108 US03831W1080	EC CORP	547 NS	$217.7K	0.179%	US
MongoDB, Inc. MongoDB, Inc., Class A	MDB	60937P106 US60937P1066	EC CORP	875 NS	$214.2K	0.176%	US
Ferguson Enterprises, Inc.	FERG	31488V107 US31488V1070	EC CORP	916 NS	$213.7K	0.175%	US
Synchrony Financial	SYF	87165B103 US87165B1035	EC CORP	2,956 NS	$201.1K	0.165%	US
HEICO Corp.	HEI	422806109 US4228061093	EC CORP	721 NS	$197.7K	0.162%	US
Illumina, Inc.	ILMN	452327109 US4523271090	EC CORP	1,514 NS	$186.6K	0.153%	US
Zoom Communications, Inc. Zoom Communications, Inc., Class A	ZM	98980L101 US98980L1017	EC CORP	2,270 NS	$182.5K	0.150%	US
Carvana Co. Carvana Co., Class A	CVNA	146869102 US1468691027	EC CORP	574 NS	$180.5K	0.148%	US
MercadoLibre, Inc.	MELI	58733R102 US58733R1023	EC CORP	104 NS	$179.8K	0.148%	US
Flutter Entertainment plc	FLUT	— IE00BWT6H894	EC CORP	1,677 NS	$171.0K	0.140%	IE
Spotify Technology SA	SPOT	— LU1778762911	EC CORP	328 NS	$159.1K	0.131%	LU
Cloudflare, Inc. Cloudflare, Inc., Class A	NET	18915M107 US18915M1071	EC CORP	768 NS	$158.5K	0.130%	US

Issuer↕

In master

CUSIP / ISIN

Asset

Balance↕

Value↕

Weight▼

Country

Centene Corp.

CNC

15135B101

US15135B1017

CORP

10,518 NS

$344.4K

0.283%

Sun Communities, Inc.

SUI

866674104

US8666741041

CORP

2,732 NS

$344.1K

0.283%

Morgan Stanley & Co. LLC

Morgan Stanley Institutional Liquidity Funds …

—

61747C707

US61747C7074

STIV

339,254 NS

$339.3K

0.279%

Dover Corp.

DOV

260003108

US2600031080

CORP

1,626 NS

$338.9K

0.278%

Fiserv, Inc.

FISV

337738108

US3377381088

CORP

6,028 NS

$336.4K

0.276%

Equity Residential

EQR

29476L107

US29476L1070

CORP

5,649 NS

$334.1K

0.274%

QUALCOMM, Inc.

QCOM

747525103

US7475251036

CORP

2,590 NS

$333.5K

0.274%

Loews Corp.

540424108

US5404241086

CORP

3,123 NS

$333.3K

0.274%

Ulta Beauty, Inc.

ULTA

90384S303

US90384S3031

CORP

620 NS

$324.1K

0.266%

Essex Property Trust, Inc.

ESS

297178105

US2971781057

CORP

1,338 NS

$323.8K

0.266%

Otis Worldwide Corp.

OTIS

68902V107

US68902V1070

CORP

4,194 NS

$323.3K

0.265%

Crown Castle, Inc.

CCI

22822V101

US22822V1017

CORP

3,975 NS

$323.2K

0.265%

Amcor plc

AMCR

—

JE00BV7DQ550

CORP

8,105 NS

$322.2K

0.265%

ResMed, Inc.

RMD

761152107

US7611521078

CORP

1,430 NS

$321.0K

0.264%

Nasdaq, Inc.

NDAQ

631103108

US6311031081

CORP

3,764 NS

$319.5K

0.262%

Citizens Financial Group, Inc.

CFG

174610105

US1746101054

CORP

5,254 NS

$315.1K

0.259%

Carlisle Cos., Inc.

CSL

142339100

US1423391002

CORP

936 NS

$312.3K

0.256%

Microchip Technology, Inc.

MCHP

595017104

US5950171042

CORP

4,815 NS

$311.1K

0.255%

AvalonBay Communities, Inc.

AVB

053484101

US0534841012

CORP

1,901 NS

$310.5K

0.255%

Mid-America Apartment Communities, Inc.

MAA

59522J103

US59522J1034

CORP

2,521 NS

$307.9K

0.253%

United Rentals, Inc.

URI

911363109

US9113631090

CORP

421 NS

$306.7K

0.252%

Fortinet, Inc.

FTNT

34959E109

US34959E1091

CORP

3,648 NS

$298.1K

0.245%

Workday, Inc.

Workday, Inc., Class A

WDAY

98138H101

US98138H1014

CORP

2,214 NS

$287.6K

0.236%

HP, Inc.

HPQ

40434L105

US40434L1052

CORP

14,732 NS

$283.0K

0.232%

N/A

S&P 500 Index

—

OTHER

45 NC

$273.6K

0.225%

W. R. Berkley Corp.

WRB

084423102

US0844231029

CORP

3,957 NS

$262.3K

0.215%

Huntington Bancshares, Inc.

HBAN

446150104

US4461501045

CORP

16,589 NS

$259.6K

0.213%

General Mills, Inc.

GIS

370334104

US3703341046

CORP

6,798 NS

$253.0K

0.208%

TransUnion

TRU

89400J107

US89400J1079

CORP

3,619 NS

$250.4K

0.206%

Vertiv Holdings Co.

Vertiv Holdings Co., Class A

VRT

92537N108

US92537N1081

CORP

956 NS

$239.6K

0.197%

Hubbell, Inc.

Hubbell, Inc., Class B

HUBB

443510607

US4435106079

CORP

487 NS

$239.0K

0.196%

Block, Inc.

Block, Inc., Class A

XYZ

852234103

US8522341036

CORP

3,944 NS

$237.3K

0.195%

Sandisk Corp.

SNDK

80004C200

US80004C2008

CORP

367 NS

$233.2K

0.191%

Marvell Technology, Inc.

MRVL

573874104

US5738741041

CORP

2,335 NS

$231.3K

0.190%

Principal Financial Group, Inc.

PFG

74251V102

US74251V1026

CORP

2,510 NS

$226.2K

0.186%

Venture Global, Inc.

Venture Global, Inc., Class A

92333F101

US92333F1012

CORP

14,350 NS

$226.2K

0.186%

Markel Group, Inc.

MKL

570535104

US5705351048

CORP

117 NS

$223.9K

0.184%

West Pharmaceutical Services, Inc.

WST

955306105

US9553061055

CORP

874 NS

$219.1K

0.180%

AppLovin Corp.

AppLovin Corp., Class A

APP

03831W108

US03831W1080

CORP

547 NS

$217.7K

0.179%

MongoDB, Inc.

MongoDB, Inc., Class A

MDB

60937P106

US60937P1066

CORP

875 NS

$214.2K

0.176%

Ferguson Enterprises, Inc.

FERG

31488V107

US31488V1070

CORP

916 NS

$213.7K

0.175%

Synchrony Financial

SYF

87165B103

US87165B1035

CORP

2,956 NS

$201.1K

0.165%

HEICO Corp.

HEI

422806109

US4228061093

CORP

721 NS

$197.7K

0.162%

Illumina, Inc.

ILMN

452327109

US4523271090

CORP

1,514 NS

$186.6K

0.153%

Zoom Communications, Inc.

Zoom Communications, Inc., Class A

98980L101

US98980L1017

CORP

2,270 NS

$182.5K

0.150%

Carvana Co.

Carvana Co., Class A

CVNA

146869102

US1468691027

CORP

574 NS

$180.5K

0.148%

MercadoLibre, Inc.

MELI

58733R102

US58733R1023

CORP

104 NS

$179.8K

0.148%

Flutter Entertainment plc

FLUT

—

IE00BWT6H894

CORP

1,677 NS

$171.0K

0.140%

Spotify Technology SA

SPOT

—

LU1778762911

CORP

328 NS

$159.1K

0.131%

Cloudflare, Inc.

Cloudflare, Inc., Class A

NET

18915M107

US18915M1071

CORP

768 NS

$158.5K

0.130%