|
Gotham Short Strategies ETF
|
||||||||
|
Schedule of Investments
|
||||||||
|
as of December 31, 2023 (Unaudited)
|
||||||||
|
COMMON STOCKS - 86.3%
|
Shares
|
Value
|
||||||
|
Aerospace & Defense - 0.8%
|
||||||||
|
Curtiss-Wright Corp.
|
46
|
$
|
10,248
|
|||||
|
RTX Corp.
|
1,574
|
132,437
|
||||||
|
142,685
|
||||||||
|
Agriculture - 1.8%
|
||||||||
|
Altria Group, Inc.
|
464
|
18,718
|
||||||
|
Archer-Daniels-Midland Co.
|
2,003
|
144,656
|
||||||
|
Bunge Global SA
|
1,358
|
137,090
|
||||||
|
300,464
|
||||||||
|
Apparel - 1.0%
|
||||||||
|
Columbia Sportswear Co.
|
596
|
47,406
|
||||||
|
Gildan Activewear, Inc.
|
616
|
20,365
|
||||||
|
PVH Corp.
|
917
|
111,984
|
||||||
|
179,755
|
||||||||
|
Auto Manufacturers - 0.6%
|
||||||||
|
Cummins, Inc.
|
449
|
107,567
|
||||||
|
Auto Parts & Equipment - 1.9%
|
||||||||
|
BorgWarner, Inc.
|
1,368
|
49,043
|
||||||
|
Gentex Corp.
|
108
|
3,527
|
||||||
|
Goodyear Tire & Rubber Co.(a)
|
12,588
|
180,260
|
||||||
|
Lear Corp.
|
281
|
39,680
|
||||||
|
Visteon Corp.(a)
|
395
|
49,336
|
||||||
|
321,846
|
||||||||
|
Beverages - 0.9%
|
||||||||
|
Boston Beer Co., Inc. - Class A(a)
|
8
|
2,765
|
||||||
|
Keurig Dr Pepper, Inc.
|
2,100
|
69,972
|
||||||
|
Molson Coors Beverage Co. - Class B
|
1,413
|
86,489
|
||||||
|
159,226
|
||||||||
|
Biotechnology - 1.4%
|
||||||||
|
Alnylam Pharmaceuticals, Inc.(a)
|
176
|
33,688
|
||||||
|
Bridgebio Pharma, Inc.(a)
|
520
|
20,992
|
||||||
|
Halozyme Therapeutics, Inc.(a)
|
3,614
|
133,574
|
||||||
|
Incyte Corp.(a)
|
165
|
10,360
|
||||||
|
Roivant Sciences Ltd.(a)
|
142
|
1,595
|
||||||
|
United Therapeutics Corp.(a)
|
158
|
34,743
|
||||||
|
234,952
|
||||||||
|
Building Materials - 6.8%
|
||||||||
|
AZEK Co., Inc.(a)
|
6,898
|
263,849
|
||||||
|
Boise Cascade Co.
|
765
|
98,960
|
||||||
|
Carrier Global Corp.
|
4,736
|
272,082
|
||||||
|
Johnson Controls International PLC
|
1,407
|
81,099
|
||||||
|
Knife River Corp.(a)
|
236
|
15,618
|
||||||
|
Lennox International, Inc.
|
306
|
136,941
|
||||||
|
Masco Corp.
|
223
|
14,937
|
||||||
|
MDU Resources Group, Inc.
|
5,613
|
111,137
|
||||||
|
Mohawk Industries, Inc.(a)
|
1,111
|
114,989
|
||||||
|
Trex Co., Inc.(a)
|
601
|
49,757
|
||||||
|
1,159,369
|
||||||||
|
Chemicals - 5.0%
|
||||||||
|
Axalta Coating Systems Ltd.(a)
|
1,827
|
62,063
|
||||||
|
Eastman Chemical Co.
|
781
|
70,149
|
||||||
|
Ecolab, Inc.
|
496
|
98,382
|
||||||
|
HB Fuller Co.
|
580
|
47,218
|
||||||
|
Linde PLC
|
21
|
8,625
|
||||||
|
LyondellBasell Industries NV - Class A
|
2,374
|
225,721
|
||||||
|
NewMarket Corp.
|
170
|
92,791
|
||||||
|
Quaker Chemical Corp.
|
392
|
83,661
|
||||||
|
RPM International, Inc.
|
1,440
|
160,747
|
||||||
|
849,357
|
||||||||
|
Commercial Services - 1.1%
|
||||||||
|
ADT, Inc.
|
10,607
|
72,340
|
||||||
|
Brink's Co.
|
434
|
38,170
|
||||||
|
GXO Logistics, Inc.(a)
|
725
|
44,341
|
||||||
|
ManpowerGroup, Inc.
|
206
|
16,371
|
||||||
|
Verisk Analytics, Inc.
|
66
|
15,765
|
||||||
|
186,987
|
||||||||
|
Computers - 2.9%
|
||||||||
|
Amdocs Ltd.
|
710
|
62,402
|
||||||
|
ASGN, Inc.(a)
|
279
|
26,831
|
||||||
|
DXC Technology Co.(a)
|
905
|
20,697
|
||||||
|
Hewlett Packard Enterprise Co.
|
10,414
|
176,830
|
||||||
|
HP, Inc.
|
329
|
9,900
|
||||||
|
Leidos Holdings, Inc.
|
1,067
|
115,492
|
||||||
|
NetApp, Inc.
|
350
|
30,856
|
||||||
|
Parsons Corp.(a)
|
350
|
21,949
|
||||||
|
Science Applications International Corp.
|
154
|
19,145
|
||||||
|
484,102
|
||||||||
|
Cosmetics & Personal Care - 1.3%
|
||||||||
|
Colgate-Palmolive Co.
|
467
|
37,225
|
||||||
|
Procter & Gamble Co.
|
1,246
|
182,588
|
||||||
|
219,813
|
||||||||
|
Distribution & Wholesale - 0.7%
|
||||||||
|
Core & Main, Inc. - Class A(a)
|
277
|
11,194
|
||||||
|
WESCO International, Inc.
|
622
|
108,153
|
||||||
|
119,347
|
||||||||
|
Electric - 3.6%
|
||||||||
|
ALLETE, Inc.
|
635
|
38,837
|
||||||
|
Black Hills Corp.
|
785
|
42,351
|
||||||
|
Fortis, Inc./Canada
|
14
|
576
|
||||||
|
NRG Energy, Inc.
|
4,399
|
227,428
|
||||||
|
Vistra Corp.
|
7,607
|
293,021
|
||||||
|
602,213
|
||||||||
|
Electrical Components & Equipment - 0.8%
|
||||||||
|
EnerSys
|
1,305
|
131,753
|
||||||
|
Electronics - 1.9%
|
||||||||
|
Arrow Electronics, Inc.(a)
|
264
|
32,274
|
||||||
|
Garmin Ltd.
|
41
|
5,270
|
||||||
|
Jabil, Inc.
|
1,390
|
177,087
|
||||||
|
TD SYNNEX Corp.
|
79
|
8,501
|
||||||
|
Vontier Corp.
|
1,228
|
42,427
|
||||||
|
Woodward, Inc.
|
477
|
64,934
|
||||||
|
330,493
|
||||||||
|
Energy - Alternate Sources - 0.2%
|
||||||||
|
Fluence Energy, Inc.(a)
|
1,160
|
27,666
|
||||||
|
Engineering & Construction - 1.9%
|
||||||||
|
Comfort Systems USA, Inc.
|
102
|
20,978
|
||||||
|
EMCOR Group, Inc.
|
1,039
|
223,833
|
||||||
|
Jacobs Solutions, Inc.
|
473
|
61,395
|
||||||
|
Stantec, Inc.
|
132
|
10,585
|
||||||
|
316,791
|
||||||||
|
Entertainment - 0.2%
|
||||||||
|
Caesars Entertainment, Inc.(a)
|
636
|
29,816
|
||||||
|
Environmental Control - 0.8%
|
||||||||
|
Tetra Tech, Inc.
|
816
|
136,215
|
||||||
|
Food - 2.5%
|
||||||||
|
Ingredion, Inc.
|
900
|
97,677
|
||||||
|
J M Smucker Co.
|
2,136
|
269,948
|
||||||
|
Kellanova
|
338
|
18,898
|
||||||
|
Kraft Heinz Co.
|
530
|
19,599
|
||||||
|
Kroger Co.
|
54
|
2,468
|
||||||
|
Mondelez International, Inc. - Class A
|
43
|
3,114
|
||||||
|
Simply Good Foods Co.(a)
|
70
|
2,772
|
||||||
|
414,476
|
||||||||
|
Food Service - 0.7%
|
||||||||
|
Aramark
|
4,165
|
117,037
|
||||||
|
Gas - 0.4%
|
||||||||
|
Southwest Gas Holdings, Inc.
|
1,111
|
70,382
|
||||||
|
Hand & Machine Tools - 0.9%
|
||||||||
|
Franklin Electric Co., Inc.
|
183
|
17,687
|
||||||
|
MSA Safety, Inc.
|
569
|
96,065
|
||||||
|
Snap-on, Inc.
|
123
|
35,527
|
||||||
|
149,279
|
||||||||
|
Healthcare - Products - 2.0%
|
||||||||
|
Baxter International, Inc.
|
3,428
|
132,526
|
||||||
|
CONMED Corp.
|
1
|
110
|
||||||
|
Haemonetics Corp.(a)
|
46
|
3,933
|
||||||
|
Hologic, Inc.(a)
|
2,865
|
204,705
|
||||||
|
341,274
|
||||||||
|
Healthcare - Services - 0.6%
|
||||||||
|
Centene Corp.(a)
|
20
|
1,484
|
||||||
|
DaVita, Inc.(a)
|
45
|
4,714
|
||||||
|
HealthEquity, Inc.(a)
|
662
|
43,891
|
||||||
|
Molina Healthcare, Inc.(a)
|
46
|
16,620
|
||||||
|
Select Medical Holdings Corp.
|
123
|
2,891
|
||||||
|
Tenet Healthcare Corp.(a)
|
342
|
25,845
|
||||||
|
95,445
|
||||||||
|
Household Products & Wares - 0.6%
|
||||||||
|
Kimberly-Clark Corp.
|
618
|
75,093
|
||||||
|
Reynolds Consumer Products, Inc.
|
1,089
|
29,229
|
||||||
|
104,322
|
||||||||
|
Housewares - 1.2%
|
||||||||
|
Newell Brands, Inc.
|
24,158
|
209,691
|
||||||
|
Internet - 0.4%
|
||||||||
|
Roku, Inc.(a)
|
620
|
56,829
|
||||||
|
Wayfair, Inc. - Class A(a)
|
95
|
5,862
|
||||||
|
62,691
|
||||||||
|
Iron & Steel - 1.2%
|
||||||||
|
Carpenter Technology Corp.
|
688
|
48,710
|
||||||
|
Cleveland-Cliffs, Inc.(a)
|
7,525
|
153,661
|
||||||
|
202,371
|
||||||||
|
Leisure Time - 1.7%
|
||||||||
|
Acushnet Holdings Corp.
|
802
|
50,662
|
||||||
|
Royal Caribbean Cruises Ltd.(a)
|
1,062
|
137,518
|
||||||
|
YETI Holdings, Inc.(a)
|
1,793
|
92,842
|
||||||
|
281,022
|
||||||||
|
Lodging - 0.6%
|
||||||||
|
Las Vegas Sands Corp.
|
1,619
|
79,671
|
||||||
|
Wynn Resorts Ltd.
|
228
|
20,773
|
||||||
|
100,444
|
||||||||
|
Machinery - Diversified - 3.6%
|
||||||||
|
AGCO Corp.
|
586
|
71,146
|
||||||
|
Applied Industrial Technologies, Inc.
|
61
|
10,534
|
||||||
|
Crane Co.
|
1,052
|
124,283
|
||||||
|
Flowserve Corp.
|
3,400
|
140,148
|
||||||
|
Gates Industrial Corp. PLC(a)
|
2,355
|
31,604
|
||||||
|
Watts Water Technologies, Inc. - Class A
|
351
|
73,127
|
||||||
|
Zurn Elkay Water Solutions Corp.
|
4,973
|
146,257
|
||||||
|
597,099
|
||||||||
|
Media - 1.1%
|
||||||||
|
Walt Disney Co.
|
2,103
|
189,880
|
||||||
|
Mining - 0.1%
|
||||||||
|
Cameco Corp.
|
302
|
13,016
|
||||||
|
Miscellaneous Manufacturing - 5.5%
|
||||||||
|
Axon Enterprise, Inc.(a)
|
550
|
142,082
|
||||||
|
Donaldson Co., Inc.
|
1,322
|
86,393
|
||||||
|
Fabrinet(a)
|
548
|
104,301
|
||||||
|
Federal Signal Corp.
|
176
|
13,506
|
||||||
|
General Electric Co.
|
1,056
|
134,777
|
||||||
|
ITT, Inc.
|
604
|
72,069
|
||||||
|
John Bean Technologies Corp.
|
468
|
46,543
|
||||||
|
Parker-Hannifin Corp.
|
720
|
331,703
|
||||||
|
931,374
|
||||||||
|
Oil & Gas - 3.7%
|
||||||||
|
APA Corp.
|
937
|
33,620
|
||||||
|
California Resources Corp.
|
297
|
16,240
|
||||||
|
Cenovus Energy, Inc.
|
5,257
|
87,529
|
||||||
|
Chesapeake Energy Corp.
|
2,413
|
185,656
|
||||||
|
Exxon Mobil Corp.
|
858
|
85,783
|
||||||
|
Helmerich & Payne, Inc.
|
4,365
|
158,100
|
||||||
|
Imperial Oil Ltd.
|
238
|
13,611
|
||||||
|
Murphy Oil Corp.
|
489
|
20,861
|
||||||
|
Suncor Energy, Inc.
|
396
|
12,688
|
||||||
|
614,088
|
||||||||
|
Oil & Gas Services - 0.9%
|
||||||||
|
Baker Hughes Co.
|
1,934
|
66,104
|
||||||
|
TechnipFMC PLC
|
4,042
|
81,406
|
||||||
|
147,510
|
||||||||
|
Packaging & Containers - 2.6%
|
||||||||
|
Amcor PLC
|
836
|
8,059
|
||||||
|
AptarGroup, Inc.
|
78
|
9,642
|
||||||
|
Ball Corp.
|
113
|
6,500
|
||||||
|
Berry Global Group, Inc.
|
1,524
|
102,702
|
||||||
|
Crown Holdings, Inc.
|
1,210
|
111,429
|
||||||
|
Sealed Air Corp.
|
4,382
|
160,031
|
||||||
|
Sonoco Products Co.
|
734
|
41,009
|
||||||
|
439,372
|
||||||||
|
Pharmaceuticals - 2.2%
|
||||||||
|
BellRing Brands, Inc.(a)
|
1,549
|
85,861
|
||||||
|
Cardinal Health, Inc.
|
568
|
57,254
|
||||||
|
Johnson & Johnson
|
63
|
9,875
|
||||||
|
Merck & Co., Inc.
|
2,011
|
219,239
|
||||||
|
372,229
|
||||||||
|
Pipelines - 1.2%
|
||||||||
|
Antero Midstream Corp.
|
1,200
|
15,036
|
||||||
|
Pembina Pipeline Corp.
|
1,846
|
63,539
|
||||||
|
Williams Cos., Inc.
|
3,467
|
120,756
|
||||||
|
199,331
|
||||||||
|
Retail - 4.0%
|
||||||||
|
Carvana Co.(a)
|
3,646
|
193,019
|
||||||
|
Lululemon Athletica, Inc.(a)
|
68
|
34,768
|
||||||
|
MSC Industrial Direct Co., Inc. - Class A
|
693
|
70,173
|
||||||
|
Signet Jewelers Ltd.
|
223
|
23,919
|
||||||
|
Starbucks Corp.
|
377
|
36,196
|
||||||
|
Target Corp.
|
2,232
|
317,880
|
||||||
|
Williams-Sonoma, Inc.
|
6
|
1,211
|
||||||
|
677,166
|
||||||||
|
Shipbuilding - 0.5%
|
||||||||
|
Huntington Ingalls Industries, Inc.
|
353
|
91,653
|
||||||
|
Software - 5.8%
|
||||||||
|
Blackbaud, Inc.(a)
|
223
|
19,334
|
||||||
|
DocuSign, Inc.(a)
|
1,179
|
70,092
|
||||||
|
Elastic NV(a)
|
1,310
|
147,637
|
||||||
|
Gitlab, Inc. - Class A(a)
|
150
|
9,444
|
||||||
|
Informatica, Inc. - Class A(a)
|
354
|
10,050
|
||||||
|
Manhattan Associates, Inc.(a)
|
42
|
9,043
|
||||||
|
Nutanix, Inc. - Class A(a)
|
627
|
29,902
|
||||||
|
Palantir Technologies, Inc. - Class A(a)
|
15,609
|
268,006
|
||||||
|
Samsara, Inc. - Class A(a)
|
2,358
|
78,710
|
||||||
|
Splunk, Inc.(a)
|
474
|
72,214
|
||||||
|
UiPath, Inc. - Class A(a)
|
9,458
|
234,937
|
||||||
|
Verra Mobility Corp.(a)
|
276
|
6,356
|
||||||
|
Workday, Inc. - Class A(a)
|
90
|
24,845
|
||||||
|
980,570
|
||||||||
|
Telecommunications - 6.1%
|
||||||||
|
AT&T, Inc.
|
16,632
|
279,084
|
||||||
|
BCE, Inc.
|
211
|
8,309
|
||||||
|
Cisco Systems, Inc.
|
4,057
|
204,959
|
||||||
|
Corning, Inc.
|
1,539
|
46,863
|
||||||
|
Juniper Networks, Inc.
|
2,425
|
71,489
|
||||||
|
Motorola Solutions, Inc.
|
185
|
57,922
|
||||||
|
TELUS Corp.
|
2,243
|
39,903
|
||||||
|
T-Mobile US, Inc.
|
896
|
143,656
|
||||||
|
United States Cellular Corp.(a)
|
663
|
27,541
|
||||||
|
Verizon Communications, Inc.
|
3,999
|
150,762
|
||||||
|
1,030,488
|
||||||||
|
Toys, Games & Hobbies - 0.3%
|
||||||||
|
Mattel, Inc.(a)
|
2,426
|
45,803
|
||||||
|
Transportation - 0.3%
|
||||||||
|
FedEx Corp.
|
183
|
46,294
|
||||||
|
TOTAL COMMON STOCKS (Cost $13,425,518)
|
14,564,724
|
|||||||
|
SHORT-TERM INVESTMENTS - 10.2%
|
||||||||
|
Money Market Funds - 10.2%
|
||||||||
|
First American Government Obligations Fund - Class X, 5.25%(b)
|
1,724,496
|
1,724,496
|
||||||
|
TOTAL SHORT-TERM INVESTMENTS (Cost $1,724,496)
|
1,724,496
|
|||||||
|
TOTAL INVESTMENTS - 96.5% (Cost $15,150,014)
|
$
|
16,289,220
|
||||||
|
Other Assets in Excess of Liabilities - 3.5%
|
590,305
|
|||||||
|
TOTAL NET ASSETS - 100.0%
|
$
|
16,879,525
|
||||||
|
Percentages are stated as a percent of net assets.
|
||||||||
|
PLC - Public Limited Company
|
|
SA - Sociedad Anónima
|
|
(a)
|
Non-income producing security.
|
|
(b)
|
The rate shown represents the 7-day effective yield as of December 31, 2023.
|
|
Gotham Short Strategies ETF
|
||||||||||
|
Schedule of Open Total Return Swap Contracts
|
||||||||||
|
as of December 31, 2023 (Unaudited)
|
||||||||||
|
Reference Entity
|
Counterparty
|
Long/ Short
|
Maturity Date
|
Financing Rate (a)
|
Payment Frequency
|
Notional Amount
|
Upfront Payments (Receipts)
|
Value/ Unrealized Appreciation (Depreciation)
|
||
|
AT&T, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
$32,117
|
$249
|
$1,550
|
||
|
Pfizer, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(90,948)
|
0
|
(157)
|
||
|
Cardinal Health, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
6,250
|
6
|
28
|
||
|
Kraft Heinz Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,145
|
2
|
54
|
||
|
Jacobs Solutions, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
6,750
|
26
|
78
|
||
|
Bruker Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(175,911)
|
(613)
|
(17,594)
|
||
|
Gitlab, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,652
|
19
|
912
|
||
|
FirstEnergy Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(353,586)
|
(2,604)
|
(2,797)
|
||
|
Masimo Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(293,963)
|
(869)
|
(38,774)
|
||
|
Berry Global Group, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,459
|
10
|
33
|
||
|
T-Mobile US, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
21,484
|
161
|
1,698
|
||
|
The AES Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(129,769)
|
(658)
|
(10,065)
|
||
|
Baucsh + Lomb Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(37,805)
|
(76)
|
(833)
|
||
|
Suncor Energy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,474
|
4
|
76
|
||
|
Arcosa, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(63,715)
|
(246)
|
(5,918)
|
||
|
Antero Midstream Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,779
|
1
|
(12)
|
||
|
DT Midstream, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(176,566)
|
(1,330)
|
363
|
||
|
Verisk Analytics, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,672
|
2
|
25
|
||
|
J.B. Hunt Transport Services, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(366,123)
|
(2,257)
|
(41,598)
|
||
|
HCA Healthcare, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(152,934)
|
(985)
|
(20,580)
|
||
|
United Therapeutics Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,958
|
2
|
6
|
||
|
YETI Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
14,913
|
93
|
3,020
|
||
|
Norfolk Southern Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(206,123)
|
(1,130)
|
(29,564)
|
||
|
Tyson Foods, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(562,494)
|
(3,634)
|
(74,596)
|
||
|
Columbia Sportswear Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,011
|
34
|
163
|
||
|
NetApp, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,438
|
1
|
(10)
|
||
|
Comstock Resources, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(5,372)
|
(51)
|
1,802
|
||
|
Crescent Point Energy Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(15,717)
|
(43)
|
(808)
|
||
|
Broadcom, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(11,473)
|
(99)
|
(528)
|
||
|
Incyte Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
20,156
|
122
|
2,668
|
||
|
Reynolds Consumer Products, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,033
|
14
|
14
|
||
|
RH
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(8,744)
|
(14)
|
(31)
|
||
|
Siteone Landscape Supply, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(100,913)
|
(416)
|
(14,447)
|
||
|
Woodward, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
10,890
|
63
|
250
|
||
|
Rogers Communications, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(8,941)
|
(58)
|
(1,336)
|
||
|
Lumentum Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(13,524)
|
(81)
|
(2,602)
|
||
|
Visteon Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,745
|
43
|
343
|
||
|
Marvell Technology, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(576,564)
|
(3,659)
|
(83,624)
|
||
|
Elanco Animal Health Incorporated
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(94,511)
|
(504)
|
(26,137)
|
||
|
HashiCorp, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(47,587)
|
(291)
|
(6,267)
|
||
|
Halozyme Therapeutics, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
14,932
|
61
|
(795)
|
||
|
Albemarle Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(31,352)
|
(127)
|
(4,512)
|
||
|
Valaris Ltd.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(101,895)
|
(599)
|
5
|
||
|
Flowserve Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
16,653
|
115
|
1,488
|
||
|
HealthEquity, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,901
|
48
|
(177)
|
||
|
Chesapeake Energy Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
14,619
|
89
|
(716)
|
||
|
LKQ Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(64,134)
|
(429)
|
(3,985)
|
||
|
Baker Hughes Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
7,588
|
60
|
16
|
||
|
Clean Harbors, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(4,712)
|
(19)
|
(146)
|
||
|
TechnipFMC PLC
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
9,385
|
58
|
(318)
|
||
|
Colgate-Palmolive Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
4,225
|
23
|
178
|
||
|
Carrier Global Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,413
|
16
|
262
|
||
|
IDACORP, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(138,140)
|
(1,011)
|
(1,459)
|
||
|
Bill.com Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(256,764)
|
(968)
|
(58,184)
|
||
|
OGE Energy Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(67,170)
|
(389)
|
(608)
|
||
|
HCA Healthcare, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(414,409)
|
(985)
|
(9,374)
|
||
|
Federal Signal Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,765
|
9
|
168
|
||
|
DXC Technology Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,264
|
1
|
0
|
||
|
Churchill Downs, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(160,971)
|
(1,052)
|
(19,685)
|
||
|
Enphase Energy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(16,960)
|
(1)
|
469
|
||
|
Newell Brands, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
24,200
|
158
|
5,000
|
||
|
Molson Coors Beverage Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
9,365
|
60
|
318
|
||
|
PTC, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(989)
|
(1)
|
(6)
|
||
|
Arrow Electronics, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,423
|
16
|
73
|
||
|
WillScot Mobile Mini Holdings Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(163,849)
|
(759)
|
(21,397)
|
||
|
Corning, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
6,029
|
44
|
614
|
||
|
RPM International, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
18,196
|
129
|
2,413
|
||
|
Roku, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
13,657
|
93
|
712
|
||
|
TELUS Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
4,554
|
15
|
66
|
||
|
Brink's Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
4,310
|
23
|
516
|
||
|
Hyatt Hotels Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(226,653)
|
(1,387)
|
(40,047)
|
||
|
Carpenter Technology Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,381
|
33
|
175
|
||
|
IDEXX Laboratories, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(195,581)
|
(267)
|
(2,927)
|
||
|
Motorola Solutions, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,949
|
6
|
18
|
||
|
Enphase Energy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(5,946)
|
(1)
|
101
|
||
|
Louisiana-Pacific Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(182,883)
|
(1,132)
|
(30,852)
|
||
|
Eversource Energy
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(3,546)
|
(11)
|
(468)
|
||
|
Plug Power, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(15,215)
|
(44)
|
5,893
|
||
|
Universal Health Services, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(36,433)
|
(231)
|
(5,165)
|
||
|
Curtiss-Wright Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,114
|
5
|
52
|
||
|
AeroVironment, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(10,587)
|
(31)
|
(73)
|
||
|
MSC Industrial Direct Co., Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
8,202
|
35
|
208
|
||
|
Mohawk Industries, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
13,248
|
75
|
2,595
|
||
|
Agnico Eagle Mines Limited
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(192,304)
|
(930)
|
(17,320)
|
||
|
Polaris, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(29,189)
|
(186)
|
(1,661)
|
||
|
Nordson Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(22,189)
|
(19)
|
(412)
|
||
|
Caseys General Stores, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(56,596)
|
(62)
|
(293)
|
||
|
Merck & Co., Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
24,311
|
161
|
1,538
|
||
|
Manhattan Associates, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,292
|
0
|
(7)
|
||
|
L3Harris Technologies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(210,831)
|
(1,366)
|
(27,606)
|
||
|
Bio-Techne Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(215,817)
|
(584)
|
(25,074)
|
||
|
Harley-Davidson, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(35,035)
|
(187)
|
(9,020)
|
||
|
Rider System, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(120,698)
|
(700)
|
(12,231)
|
||
|
MACOM Technologies Solutions Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(22,122)
|
(84)
|
(2,534)
|
||
|
Ball Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
690
|
1
|
15
|
||
|
Tesla, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(33,048)
|
(188)
|
(2,738)
|
||
|
Acadia Healthcare Company, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(157,697)
|
(895)
|
(6,691)
|
||
|
Consolidated Edison, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(121,991)
|
(278)
|
548
|
||
|
Dentsply Sirona, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(1,032)
|
0
|
2
|
||
|
Johnson Controls International PLC
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
8,877
|
15
|
568
|
||
|
Franklin Electric Co., Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,740
|
12
|
157
|
||
|
HP, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,083
|
0
|
1
|
||
|
Imperial Oil Ltd.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,487
|
3
|
40
|
||
|
Patterson UTI Energy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(74,239)
|
(244)
|
2,795
|
||
|
Stantec, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,283
|
6
|
145
|
||
|
Power Integrations, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(152,150)
|
(1,019)
|
(11,938)
|
||
|
CONMED Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
657
|
5
|
50
|
||
|
New Fortress Energy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(906)
|
(5)
|
(240)
|
||
|
Sprouts Farmers Market, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(20,495)
|
(117)
|
(2,769)
|
||
|
Revvity, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(171,179)
|
(597)
|
(25,118)
|
||
|
Donaldson Co., Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
10,129
|
65
|
894
|
||
|
Silicon Laboratories, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(270,360)
|
(1,434)
|
(77,219)
|
||
|
PTC, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(4,024)
|
(1)
|
(132)
|
||
|
EQT Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(38,776)
|
(290)
|
2,036
|
||
|
Biogen, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(312,594)
|
(1,564)
|
(36,533)
|
||
|
The Estee Lauder Companies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(282,555)
|
(895)
|
(25,286)
|
||
|
Johnson & Johnson
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,097
|
1
|
14
|
||
|
Toro Co.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(136,306)
|
(831)
|
(16,929)
|
||
|
Etsy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(2,215)
|
(6)
|
(275)
|
||
|
Garmin Ltd.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
8,484
|
62
|
899
|
||
|
Cognex Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(57,309)
|
(139)
|
(2,729)
|
||
|
Hexcel Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(128,620)
|
(775)
|
(15,338)
|
||
|
WESCO International, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
11,650
|
67
|
1,911
|
||
|
Akamai Technologies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(99,651)
|
(33)
|
(4,133)
|
||
|
Ford Motor Co.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(262,146)
|
(1,594)
|
(43,442)
|
||
|
Watts Water Technologies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
8,542
|
62
|
892
|
||
|
Royal Caribbean Cruises Ltd.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
31,725
|
187
|
8,763
|
||
|
Avantor, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(102,141)
|
(316)
|
(7,338)
|
||
|
Oneok, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(385,157)
|
(2,395)
|
(26,449)
|
||
|
AGCO Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
11,048
|
57
|
483
|
||
|
Quaker Chemical Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
9,604
|
60
|
2,181
|
||
|
Cofen Communications Holdings
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(2,054)
|
(13)
|
(277)
|
||
|
Juniper Networks, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
8,461
|
52
|
734
|
||
|
Crown Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
12,616
|
85
|
1,397
|
||
|
Air Products & Chemicals, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(524,875)
|
(3,613)
|
(34,888)
|
||
|
Keurig Dr Pepper, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
9,629
|
67
|
556
|
||
|
Core & Main, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,212
|
3
|
85
|
||
|
Procter & Gamble Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
20,369
|
68
|
(14)
|
||
|
IPG Photonics Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(1,302)
|
(2)
|
(35)
|
||
|
DocuSign, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
7,847
|
4
|
(113)
|
||
|
Silgan Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(112,582)
|
(769)
|
(9,337)
|
||
|
Darling Ingredients, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(214,611)
|
(1,408)
|
(24,988)
|
||
|
Analog Devices, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(505,732)
|
(2,469)
|
(48,587)
|
||
|
Masco Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
7,167
|
48
|
1,204
|
||
|
e.l.f. Beauty, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(102,337)
|
(135)
|
689
|
||
|
J M Smucker Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
30,837
|
202
|
3,762
|
||
|
Levi Strauss & Co.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(143,121)
|
(891)
|
(15,905)
|
||
|
Evergy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(59,337)
|
(193)
|
(7,788)
|
||
|
QIAGEN NV
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(25,663)
|
(135)
|
(4,229)
|
||
|
Caesars Entertainment, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,797
|
5
|
(29)
|
||
|
Bunge Global SA
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
15,042
|
35
|
(484)
|
||
|
Williams-Sonoma, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
202
|
0
|
(1)
|
||
|
National Beverage Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(1,144)
|
(1)
|
(2)
|
||
|
Nutrien Ltd.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(84,044)
|
(487)
|
(1,564)
|
||
|
Tetra Tech, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
15,191
|
63
|
186
|
||
|
Boston Beer Co., Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,037
|
8
|
0
|
||
|
Cirrus Logic, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(193,500)
|
(1,155)
|
(21,794)
|
||
|
Watsco, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(17,139)
|
(40)
|
(712)
|
||
|
Paychex, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(17,509)
|
(15)
|
45
|
||
|
GATX Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(28,011)
|
(162)
|
(2,745)
|
||
|
Select Medical Holdings Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,081
|
8
|
69
|
||
|
Gildan Activewear, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,149
|
8
|
(98)
|
||
|
Cameco Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,552
|
8
|
(39)
|
||
|
Kroger Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
229
|
0
|
5
|
||
|
Five Below, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(21,955)
|
(135)
|
(3,422)
|
||
|
IDEXX Laboratories, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(159,299)
|
(267)
|
(8,561)
|
||
|
Confluent, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(130,595)
|
(545)
|
(15,017)
|
||
|
Alpha Metallurgical Resources, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(19,318)
|
(73)
|
(3,596)
|
||
|
Snap-on, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,199
|
39
|
386
|
||
|
Axalta Coating Systems Ltd.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
6,760
|
42
|
741
|
||
|
Freeport-McMoRan, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(330,471)
|
(1,977)
|
(64,086)
|
||
|
Hilton Grand Vacations, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(5,304)
|
(31)
|
(798)
|
||
|
Fabrinet
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
12,371
|
61
|
1,445
|
||
|
Altria Group, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,057
|
1
|
4
|
||
|
Inspire Medical Systems, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(112,700)
|
(416)
|
(36,436)
|
||
|
California Resources Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,203
|
5
|
66
|
||
|
MSA Safety, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
11,480
|
89
|
553
|
||
|
Macy's, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(18,993)
|
(88)
|
(7,347)
|
||
|
Exelon Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(3,216)
|
0
|
9
|
||
|
Molina Healthcare, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,807
|
1
|
19
|
||
|
Microchip Technology Incorporated
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(121,292)
|
(428)
|
(6,746)
|
||
|
Tenet Healthcare Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
7,935
|
48
|
2,061
|
||
|
Universal Display Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(194,511)
|
(782)
|
(23,971)
|
||
|
Helmerich & Payne, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
18,001
|
111
|
(598)
|
||
|
Mattel, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,456
|
42
|
(68)
|
||
|
BorgWarner, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
717
|
2
|
50
|
||
|
Hubbell Incorporated
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(2,960)
|
(7)
|
(82)
|
||
|
Neogen Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(31,211)
|
(131)
|
(5,854)
|
||
|
Monolithic Power Systems, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(353,868)
|
(1,437)
|
(50,260)
|
|
|
|
Cenovus Energy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
9,774
|
36
|
59
|
||
|
TransUnion
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(1,345)
|
(6)
|
12
|
||
|
Linde PLC
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
821
|
0
|
0
|
||
|
Lululemon Athletica, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,579
|
9
|
98
|
||
|
Evergy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(418,801)
|
(193)
|
(18,093)
|
||
|
MP Materials Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(32,951)
|
(201)
|
(5,642)
|
||
|
TFI International, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(102,257)
|
(519)
|
(15,385)
|
||
|
Qorvo, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(270,602)
|
(974)
|
(35,441)
|
||
|
Wayfair, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
679
|
1
|
(51)
|
||
|
Exxon Mobil Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
9,598
|
25
|
88
|
||
|
EnerSys
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
15,245
|
109
|
1,952
|
||
|
Keysight Technologies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(99,272)
|
(163)
|
(3,813)
|
||
|
Wingstop, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(230,152)
|
(1,382)
|
(42,741)
|
||
|
Stericycle, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(5,055)
|
(14)
|
(62)
|
||
|
RB Global, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(390,437)
|
(2,914)
|
521
|
||
|
Jabil, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
21,658
|
127
|
733
|
||
|
FedEx Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,565
|
4
|
60
|
||
|
Centene Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
148
|
0
|
3
|
||
|
Ingredion, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
10,962
|
60
|
537
|
||
|
First Solar, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(97,510)
|
(317)
|
(17,827)
|
||
|
AES Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(161,662)
|
(1,013)
|
(25,105)
|
||
|
Hewlett Packard Enterprise Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
19,561
|
60
|
620
|
||
|
Goodyear Tire & Rubber Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
20,148
|
80
|
323
|
||
|
PVH Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.00%
|
Daily
|
12,334
|
36
|
1,532
|
||
|
Gates Industrial Corp. PLC
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,952
|
20
|
437
|
||
|
Teledyne Technologies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(893)
|
0
|
(5)
|
||
|
Wynn Resorts Ltd.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,007
|
9
|
196
|
||
|
Teradyne, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(210,529)
|
(665)
|
(23,679)
|
||
|
Teck Resources Limited
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(505,380)
|
(2,956)
|
(80,089)
|
||
|
Brown-Forman Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(301,545)
|
(2,282)
|
11,141
|
||
|
Walt Disney Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
21,760
|
145
|
187
|
||
|
Hologic, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
22,578
|
121
|
(23)
|
||
|
Equifax, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(160,986)
|
(496)
|
(14,918)
|
||
|
HB Fuller Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,943
|
42
|
842
|
||
|
Coca-Cola Consolidated, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(2,785)
|
0
|
9
|
||
|
Globus Medical, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(232,771)
|
(1,042)
|
(32,823)
|
||
|
Lennox International, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
15,216
|
106
|
1,797
|
||
|
Splunk, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
7,922
|
29
|
32
|
||
|
PNM Resources, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(99,341)
|
(640)
|
2,538
|
||
|
Trex Co., Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
6,540
|
34
|
1,381
|
||
|
Crane Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
11,578
|
80
|
1,723
|
||
|
Vistra Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
33,358
|
240
|
3,187
|
||
|
Lattice Semiconductor Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(27,941)
|
(18)
|
525
|
||
|
Chart Industries, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(3,681)
|
(16)
|
(231)
|
||
|
Phillips 66
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(17,708)
|
(25)
|
(11)
|
||
|
Waters Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(229,803)
|
(640)
|
(25,242)
|
||
|
Pilgrims Pride Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(33,330)
|
(238)
|
(1,220)
|
||
|
Akamai Technologies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(14,200)
|
(33)
|
(1,483)
|
||
|
Capri Holdings Ltd.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(105,253)
|
(547)
|
(3,201)
|
||
|
Fortinet, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(117,353)
|
(45)
|
708
|
||
|
Exponent, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(110,754)
|
(691)
|
(17,978)
|
||
|
Zimmer Biomet Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(37,142)
|
(85)
|
(1,868)
|
||
|
GFL Environment, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(91,106)
|
(401)
|
(12,502)
|
||
|
Starbucks Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
4,032
|
13
|
(34)
|
||
|
Zoetis, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(21,712)
|
(144)
|
(607)
|
||
|
Samsara, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
8,946
|
25
|
277
|
||
|
Parker-Hannifin Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
37,777
|
235
|
3,018
|
||
|
Ormat Technologies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(197,281)
|
(1,174)
|
(27,739)
|
||
|
Lear Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
4,801
|
33
|
374
|
||
|
Etsy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(5,349)
|
(6)
|
(1,040)
|
||
|
Asbury Automotive Group, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(174,352)
|
(868)
|
(10,163)
|
||
|
Broadcom, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(42,418)
|
(99)
|
(1,935)
|
||
|
Ecolab, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
8,331
|
58
|
915
|
||
|
Exelon Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(574)
|
0
|
(2)
|
||
|
Eversource Energy
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(13,825)
|
(11)
|
(1,797)
|
||
|
ITT, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
9,784
|
66
|
1,464
|
||
|
Knight-Swift Transportation Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(167,877)
|
(1,094)
|
(20,049)
|
||
|
Civitas Resources, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(129,170)
|
(628)
|
(2,146)
|
||
|
LyondellBasell Industries NV
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
25,862
|
145
|
713
|
||
|
United States Steel Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(201,362)
|
(1,055)
|
(58,836)
|
||
|
Campbell Soup Co.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(4,064)
|
(10)
|
101
|
||
|
BCE, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
827
|
1
|
11
|
||
|
Science Applications International Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,611
|
2
|
(1)
|
||
|
Allegion PLC
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(8,995)
|
(2)
|
(81)
|
||
|
Kimberly-Clark Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
8,749
|
30
|
50
|
||
|
ASGN, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,174
|
21
|
305
|
||
|
Fortis, Inc./Canada
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
123
|
1
|
(1)
|
||
|
Nutanix, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,768
|
25
|
743
|
||
|
BRP, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(2,007)
|
0
|
(6)
|
||
|
Alliant Energy Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(76,540)
|
(438)
|
(2,738)
|
||
|
John Bean Technologies Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,470
|
41
|
(323)
|
||
|
Elastic NV
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
17,018
|
94
|
5,463
|
||
|
Southwest Airlines Co.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(16,000)
|
(98)
|
(2,949)
|
||
|
EngageSmart, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(7,282)
|
(53)
|
15
|
||
|
AZEK Co., Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
17,825
|
67
|
2,238
|
||
|
AptarGroup, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,113
|
1
|
(18)
|
||
|
Diodes Incorporated
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(2,255)
|
(4)
|
(41)
|
||
|
Zoetis, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(58,422)
|
(144)
|
(1,993)
|
||
|
Texas Instruments, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(607,519)
|
(3,883)
|
(81,657)
|
||
|
EMCOR Group, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
25,852
|
197
|
583
|
||
|
General Electric Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
24,760
|
178
|
2,909
|
||
|
Onto Innovation, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(162,686)
|
(838)
|
(25,364)
|
||
|
National Fuel Gas Company
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(30,955)
|
(190)
|
319
|
||
|
Williams Cos., Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
13,688
|
59
|
(107)
|
||
|
Bridgebio Pharma, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,422
|
2
|
(24)
|
||
|
Chevron Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(156,767)
|
(999)
|
(7,249)
|
||
|
Skyline Champion Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(66,166)
|
(221)
|
(9,543)
|
||
|
NewMarket Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
9,279
|
69
|
904
|
||
|
Verra Mobility Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,128
|
5
|
125
|
||
|
Zebra Technolgies Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(362,436)
|
(1,583)
|
(68,960)
|
||
|
DaVita, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
524
|
0
|
1
|
||
|
Sempra Energy
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(197,736)
|
(1,343)
|
(9,980)
|
||
|
ZoomInfo Technolgies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(97,109)
|
(139)
|
(5,018)
|
||
|
Sonoco Products Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
4,525
|
12
|
31
|
||
|
Informatica, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,107
|
6
|
148
|
||
|
MKS Instruments, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(54,418)
|
(268)
|
(18,228)
|
||
|
Mondelez International, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
362
|
0
|
15
|
||
|
Ollies Bargain Outlet Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(223,724)
|
(1,018)
|
4,743
|
||
|
Amcor PLC
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
742
|
0
|
(4)
|
||
|
Intuitive Surgical, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(280,009)
|
(1,328)
|
(26,821)
|
||
|
Sealed Air Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
17,968
|
60
|
1,182
|
||
|
Parsons Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,069
|
12
|
(2)
|
||
|
Northern Oil & Gas, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(44,632)
|
(262)
|
(697)
|
||
|
Carvana Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
424
|
0
|
(7)
|
||
|
MDU Resources Group, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
13,741
|
105
|
909
|
||
|
Murphy Oil Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,304
|
7
|
94
|
||
|
Casella Waste Systems, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(136,651)
|
(944)
|
(9,546)
|
||
|
Alnylam Pharmaceuticals, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,637
|
17
|
387
|
||
|
Schneider National, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(74,314)
|
(319)
|
(6,848)
|
||
|
Southwest Gas Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
8,552
|
66
|
554
|
||
|
Tesla, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(2,585)
|
(188)
|
(778)
|
||
|
NXP Semiconductors NV
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(273,090)
|
(955)
|
(27,131)
|
||
|
Sarepta Therapeutics, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(65,090)
|
(313)
|
(10,050)
|
||
|
Ulta Beauty, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(12,250)
|
(32)
|
(436)
|
||
|
TD SYNNEX Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,121
|
22
|
352
|
||
|
United States Cellular Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,908
|
17
|
(133)
|
||
|
Workday, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,761
|
2
|
26
|
||
|
BellRing Brands, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
9,479
|
37
|
518
|
||
|
Cleveland-Cliffs, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
18,848
|
115
|
3,040
|
||
|
Lucid Group, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(15,590)
|
(213)
|
120
|
||
|
Canadian Pacific Kansas City, Ltd.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(425,896)
|
(2,725)
|
(28,255)
|
||
|
Gentex Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,352
|
17
|
197
|
||
|
Cummins, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
13,895
|
75
|
868
|
||
|
Knife River Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,985
|
10
|
221
|
||
|
TKO Group Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(16,805)
|
(27)
|
(375)
|
||
|
Ashland, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(96,535)
|
(460)
|
(7,536)
|
||
|
Portland General Electric Company
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(134,701)
|
(952)
|
(7,111)
|
||
|
Zurn Elkay Water Solutions Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
16,146
|
70
|
(85)
|
||
|
Haemonetics Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
599
|
2
|
19
|
||
|
Cisco Systems, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
23,542
|
159
|
66
|
||
|
Huntington Ingalls Industries, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
10,386
|
55
|
943
|
||
|
FMC Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(248,921)
|
(1,199)
|
(39,901)
|
||
|
APA Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,086
|
12
|
33
|
||
|
Corcept Therapeutics Incorporated
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(16,565)
|
(13)
|
(166)
|
||
|
Acushnet Holdings Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,559
|
29
|
555
|
||
|
GXO Logistics, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,076
|
26
|
388
|
||
|
Fluence Energy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
2,600
|
4
|
(32)
|
||
|
Las Vegas Sands Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
9,055
|
72
|
100
|
||
|
Pembina Pipeline Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
6,987
|
36
|
388
|
||
|
Pinnacle West Capital Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(130,318)
|
(923)
|
1,304
|
||
|
Archer-Daniels-Midland Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
29,755
|
158
|
(113)
|
||
|
Eastman Chemical Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
8,263
|
52
|
1,144
|
||
|
Performance Food Group Co.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(12,032)
|
(68)
|
(1,294)
|
||
|
TC Energy Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(191,736)
|
(1,120)
|
(15,929)
|
||
|
Vontier Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
4,388
|
12
|
44
|
||
|
Palantir Technologies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
29,464
|
101
|
(1,723)
|
||
|
Brookfield Renewable Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(62,647)
|
(378)
|
(9,630)
|
||
|
ManpowerGroup, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
1,907
|
11
|
140
|
||
|
Black Hills Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
4,640
|
27
|
265
|
||
|
NiSource, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(18,027)
|
(49)
|
(342)
|
||
|
Align Technology, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(15,892)
|
0
|
171
|
||
|
ADT, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,449
|
28
|
649
|
||
|
Atkore, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(22,720)
|
(102)
|
(4,262)
|
||
|
Algonquin Power & Utilities Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(148,495)
|
(858)
|
(13,854)
|
||
|
Target Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
35,320
|
181
|
2,658
|
||
|
Comfort Systems USA, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
5,759
|
40
|
498
|
||
|
UiPath, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
28,740
|
146
|
7,303
|
||
|
Zimmer Biomet Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(91,275)
|
(85)
|
(4,814)
|
||
|
Option Care Health, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(22,741)
|
(9)
|
(15)
|
||
|
Lowe's Companies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(95,251)
|
(445)
|
(9,935)
|
||
|
TransUnion
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(3,367)
|
(6)
|
2
|
||
|
Roivant Sciences Ltd.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
180
|
0
|
(3)
|
||
|
Squarespace, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(429)
|
0
|
3
|
||
|
Rush Enterprises, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(11,418)
|
(5)
|
(428)
|
||
|
Endeavor Group Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(343,349)
|
(1,819)
|
10,628
|
||
|
NOV, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(174,104)
|
(1,221)
|
(10,112)
|
||
|
NRG Energy, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
25,178
|
142
|
2,410
|
||
|
Signet Jewelers Ltd.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
3,540
|
11
|
414
|
||
|
Keysight Technologies, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(139,622)
|
(163)
|
(1,340)
|
||
|
Simply Good Foods Co.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
277
|
0
|
2
|
||
|
Kellanova
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
6,653
|
50
|
616
|
||
|
Super Micro Computer, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(161,744)
|
(263)
|
17,642
|
||
|
Advanced Micro Devices, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(264,306)
|
(1,517)
|
(59,170)
|
||
|
Exelixis, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(98,815)
|
(485)
|
(10,608)
|
||
|
Marathon Petroleum Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(2,996)
|
(19)
|
91
|
||
|
Leidos Holdings, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
12,881
|
71
|
348
|
||
|
Verizon Communications, Inc.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
16,965
|
18
|
55
|
||
|
RTX Corp.
|
Morgan Stanley & Co. Incorporated
|
Long
|
11/7/2028
|
0.25%
|
Daily
|
14,725
|
87
|
401
|
||
|
Marriott Vacations Worldwide Corporation
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(4,160)
|
(30)
|
(159)
|
||
|
On Semiconductor Corp.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(593,314)
|
(3,155)
|
(111,239)
|
||
|
Allegro Microsystems, Inc.
|
Morgan Stanley & Co. Incorporated
|
Short
|
11/7/2028
|
0.00%
|
-
|
(24,942)
|
(25)
|
412
|
||
| $(113,288) |
$(2,352,749) | |||||||||
|
(a) Variable rate based on the US Federal Funds Effective Rate Index and spread of 25 basis points and is reset Daily.
|
||||||||||
|
Gotham Short Strategies ETF
|
||||||||||||||||
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|||||||||||||
|
Investments:
|
||||||||||||||||
|
Common Stocks
|
$
|
14,564,724
|
$
|
–
|
$
|
–
|
$
|
14,564,724
|
||||||||
|
Money Market Funds
|
1,724,496
|
–
|
–
|
1,724,496
|
||||||||||||
|
Total Investments
|
$
|
16,289,220
|
$
|
–
|
$
|
–
|
$
|
16,289,220
|
||||||||
|
Other Financial Instruments:*
|
||||||||||||||||
|
Long
|
||||||||||||||||
|
Total Return Swaps
|
$
|
187,292
|
$
|
–
|
$
|
–
|
$
|
187,292
|
||||||||
|
Total Long
|
$
|
187,292
|
$
|
–
|
$
|
–
|
$
|
187,292
|
||||||||
|
Short
|
||||||||||||||||
|
Total Return Swaps
|
$
|
(2,540,041
|
)
|
$
|
–
|
$
|
–
|
$
|
(2,540,041
|
)
|
||||||
|
Total Short
|
$
|
(2,540,041
|
)
|
$
|
–
|
$
|
–
|
$
|
(2,540,041
|
)
|
||||||
|
* The fair value of the Fund's investment represents the net unrealized appreciation (depreciation) as of December 31, 2023.
|
||||||||||||||||
|
Refer to the Schedule of Investments for industry classifications.
|
||||||||||||||||