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. |
Summary of Fair Value Exposure at December 31, 2023 (Unaudited)
The Fund utilizes various methods to measure the fair value of its investments on a recurring basis. U.S. GAAP establishes a hierarchy that prioritizes inputs to valuation methods. The three levels of inputs are:
• Level 1 — Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
• Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment spreads, credit risk, yield curves, default rates and similar data.
• Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.
The following is a summary of the inputs used to value the Fund's investments as of December 31, 2023:
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. |