Gotham Short Strategies ETF | |
Schedule of Investments | |
as of June 30, 2024 (Unaudited) |
COMMON STOCKS - 85.9% | Shares | Value | ||||||
Advertising - 0.0%(a) | ||||||||
The Interpublic Group of Companies, Inc. | 52 | $ | 1,513 | |||||
Aerospace & Defense - 0.6% | ||||||||
Howmet Aerospace, Inc. | 90 | 6,987 | ||||||
Northrop Grumman Corp. | 131 | 57,109 | ||||||
RTX Corp. | 243 | 24,395 | ||||||
88,491 | ||||||||
Aerospace/Defense - 0.1% | ||||||||
Hexcel Corp. | 162 | 10,117 | ||||||
Agriculture - 0.6% | ||||||||
Darling Ingredients, Inc.(b) | 2,195 | 80,666 | ||||||
Apparel - 0.1% | ||||||||
Columbia Sportswear Co. | 2 | 158 | ||||||
Kontoor Brands, Inc. | 117 | 7,739 | ||||||
Ralph Lauren Corp. | 29 | 5,077 | ||||||
12,974 | ||||||||
Auto Manufacturers - 0.1% | ||||||||
Cummins, Inc. | 44 | 12,185 | ||||||
Auto Parts & Equipment - 1.7% | ||||||||
Aptiv PLC(b) | 1,129 | 79,504 | ||||||
BorgWarner, Inc. | 1,396 | 45,007 | ||||||
Lear Corp. | 16 | 1,828 | ||||||
The Goodyear Tire & Rubber Co.(b) | 9,534 | 108,211 | ||||||
234,550 | ||||||||
Beverage Manufacturing - 0.7% | ||||||||
Celsius Holdings, Inc.(b) | 1,611 | 91,972 | ||||||
Biotechnology - 1.6% | ||||||||
Alnylam Pharmaceuticals, Inc.(b) | 6 | 1,458 | ||||||
Corteva, Inc. | 4,095 | 220,884 | ||||||
Guardant Health, Inc.(b) | 61 | 1,762 | ||||||
224,104 | ||||||||
Building Materials - 3.8% | ||||||||
Armstrong World Industries, Inc. | 265 | 30,008 | ||||||
Knife River Corp.(b) | 891 | 62,495 | ||||||
Louisiana-Pacific Corp. | 1,967 | 161,943 | ||||||
Martin Marietta Materials, Inc. | 151 | 81,812 | ||||||
Masco Corp. | 22 | 1,467 | ||||||
MDU Resources Group, Inc. | 2,367 | 59,412 | ||||||
Mohawk Industries, Inc.(b) | 589 | 66,904 | ||||||
Owens Corning | 26 | 4,517 | ||||||
UFP Industries, Inc. | 47 | 5,264 | ||||||
West Fraser Timber Co. Ltd. | 654 | 50,273 | ||||||
524,095 | ||||||||
Chemicals - 6.8% | ||||||||
Ashland, Inc. | 91 | 8,599 | ||||||
Axalta Coating Systems Ltd.(b) | 3,518 | 120,210 | ||||||
Cabot Corp. | 812 | 74,615 | ||||||
Celanese Corp. | 1,312 | 176,976 | ||||||
DuPont de Nemours, Inc. | 891 | 71,717 | ||||||
Ecolab, Inc. | 369 | 87,822 | ||||||
FMC Corp. | 2,090 | 120,279 | ||||||
HB Fuller Co. | 633 | 48,716 | ||||||
Nutrien Ltd. | 629 | 32,022 | ||||||
Olin Corp. | 442 | 20,840 | ||||||
Quaker Chemical Corp. | 329 | 55,831 | ||||||
RPM International, Inc. | 1,127 | 121,355 | ||||||
938,982 | ||||||||
Commercial Services - 3.5% | ||||||||
Automatic Data Processing, Inc. | 54 | 12,889 | ||||||
Bright Horizons Family Solutions, Inc.(b) | 83 | 9,137 | ||||||
Dun & Bradstreet Holdings, Inc. | 876 | 8,112 | ||||||
Grand Canyon Education, Inc.(b) | 77 | 10,773 | ||||||
Paylocity Holding Corp.(b) | 834 | 109,963 | ||||||
RB Global, Inc. | 597 | 45,587 | ||||||
The Brink's Co. | 218 | 22,323 | ||||||
United Rentals, Inc. | 412 | 266,453 | ||||||
485,237 | ||||||||
Computers - 2.3% | ||||||||
Amdocs Ltd. | 182 | 14,363 | ||||||
ASGN, Inc.(b) | 150 | 13,225 | ||||||
CACI International, Inc. - Class A(b) | 52 | 22,367 | ||||||
CGI, Inc.(b) | 154 | 15,371 | ||||||
Insight Enterprises, Inc.(b) | 288 | 57,128 | ||||||
Leidos Holdings, Inc. | 458 | 66,813 | ||||||
Pure Storage, Inc. - Class A(b) | 1,775 | 113,973 | ||||||
Qualys, Inc.(b) | 60 | 8,556 | ||||||
311,796 | ||||||||
Cosmetics & Personal Care - 1.0% | ||||||||
The Estee Lauder Company, Inc. - Class A | 1,332 | 141,725 | ||||||
Data Processing, Hosting, and Related Services - 0.4% | ||||||||
Kyndryl Holdings, Inc.(b) | 2,340 | 61,565 | ||||||
Distribution & Wholesale - 2.1% | ||||||||
Pool Corp. | 191 | 58,700 | ||||||
W.W. Grainger, Inc. | 47 | 42,405 | ||||||
Watsco, Inc. | 4 | 1,853 | ||||||
WESCO International, Inc. | 1,203 | 190,700 | ||||||
293,658 | ||||||||
Electrical Components & Equipment - 0.7% | ||||||||
Acuity Brands, Inc. | 181 | 43,701 | ||||||
Emerson Electric Co. | 456 | 50,233 | ||||||
Generac Holdings, Inc.(b) | 68 | 8,991 | ||||||
102,925 | ||||||||
Electronics - 1.9% | ||||||||
Garmin Ltd. | 827 | 134,735 | ||||||
Itron, Inc.(b) | 1,263 | 124,986 | ||||||
Jabil, Inc. | 5 | 544 | ||||||
nVent Electric PLC | 29 | 2,222 | ||||||
Vontier Corp. | 31 | 1,184 | ||||||
Woodward, Inc. | 3 | 523 | ||||||
264,194 | ||||||||
Engineering & Construction - 3.7% | ||||||||
Dycom Industries, Inc.(b) | 125 | 21,095 | ||||||
EMCOR Group, Inc. | 455 | 166,112 | ||||||
MasTec, Inc.(b) | 2,714 | 290,371 | ||||||
TopBuild Corp.(b) | 105 | 40,453 | ||||||
518,031 | ||||||||
Entertainment - 0.4% | ||||||||
International Game Technology PLC | 135 | 2,762 | ||||||
Live Nation Entertainment, Inc.(b) | 1 | 94 | ||||||
Vail Resorts, Inc. | 281 | 50,616 | ||||||
53,472 | ||||||||
Food - 5.6% | ||||||||
Albertsons Cos., Inc. - Class A | 1,571 | 31,027 | ||||||
Conagra Brands, Inc. | 5,647 | 160,488 | ||||||
Flowers Foods, Inc. | 884 | 19,625 | ||||||
Ingredion, Inc. | 1,275 | 146,243 | ||||||
Kellanova | 2,327 | 134,221 | ||||||
Lancaster Colony Corp. | 379 | 71,620 | ||||||
McCormick & Co., Inc. | 1,020 | 72,359 | ||||||
Performance Food Group Co.(b) | 302 | 19,965 | ||||||
Pilgrim's Pride Corp.(b) | 2,221 | 85,486 | ||||||
Tyson Foods, Inc. - Class A | 651 | 37,198 | ||||||
778,232 | ||||||||
Hand & Machine Tools - 2.4% | ||||||||
Franklin Electric Co., Inc. | 76 | 7,320 | ||||||
Lincoln Electric Holdings, Inc. | 859 | 162,042 | ||||||
MSA Safety, Inc. | 400 | 75,076 | ||||||
Regal Rexnord Corp. | 609 | 82,349 | ||||||
326,787 | ||||||||
Healthcare - Products - 3.2% | ||||||||
Align Technology, Inc.(b) | 665 | 160,551 | ||||||
Bio-Techne Corp. | 8 | 573 | ||||||
Hologic, Inc.(b) | 1,180 | 87,615 | ||||||
ResMed, Inc. | 537 | 102,793 | ||||||
STERIS PLC | 83 | 18,222 | ||||||
Thermo Fisher Scientific, Inc. | 89 | 49,217 | ||||||
Waters Corp.(b) | 75 | 21,759 | ||||||
440,730 | ||||||||
Healthcare - Services - 2.5% | ||||||||
Centene Corp.(b) | 1,264 | 83,803 | ||||||
Molina Healthcare, Inc.(b) | 78 | 23,189 | ||||||
Tenet Healthcare Corp.(b) | 1,790 | 238,124 | ||||||
345,116 | ||||||||
Healthcare-Products - 0.9% | ||||||||
Alcon, Inc. | 275 | 24,497 | ||||||
Natera, Inc.(b) | 107 | 11,587 | ||||||
Penumbra, Inc.(b) | 29 | 5,219 | ||||||
Repligen Corp.(b) | 159 | 20,043 | ||||||
Solventum Corp.(b) | 1,270 | 67,158 | ||||||
128,504 | ||||||||
Home Builders - 0.1% | ||||||||
Installed Building Products, Inc. | 55 | 11,312 | ||||||
Thor Industries, Inc. | 49 | 4,579 | ||||||
15,891 | ||||||||
Home Furnishings - 0.7% | ||||||||
Dolby Laboratories, Inc. - Class A | 643 | 50,945 | ||||||
Tempur Sealy International, Inc. | 867 | 41,044 | ||||||
91,989 | ||||||||
Household Products & Wares - 1.0% | ||||||||
Avery Dennison Corp. | 387 | 84,618 | ||||||
Reynolds Consumer Products, Inc. | 2,084 | 58,310 | ||||||
142,928 | ||||||||
Housewares - 1.5% | ||||||||
Newell Brands, Inc. | 16,901 | 108,335 | ||||||
Scotts Miracle-Gro Co. | 1,608 | 104,617 | ||||||
212,952 | ||||||||
Internet - 0.9% | ||||||||
Chewy, Inc. - Class A(b) | 840 | 22,882 | ||||||
F5, Inc.(b) | 161 | 27,729 | ||||||
Spotify Technology SA(b) | 226 | 70,916 | ||||||
121,527 | ||||||||
Iron & Steel - 1.5% | ||||||||
ATI, Inc.(b) | 1,789 | 99,200 | ||||||
Carpenter Technology Corp. | 162 | 17,752 | ||||||
Cleveland-Cliffs, Inc.(b) | 5,838 | 89,847 | ||||||
206,799 | ||||||||
Leisure Time - 0.1% | ||||||||
Acushnet Holdings Corp. | 70 | 4,444 | ||||||
BRP, Inc. | 232 | 14,855 | ||||||
19,299 | ||||||||
Lodging - 0.6% | ||||||||
Hyatt Hotels Corp. - Class A | 143 | 21,725 | ||||||
Wynn Resorts Ltd. | 699 | 62,560 | ||||||
84,285 | ||||||||
Machinery - Construction & Mining - 1.1% | ||||||||
Caterpillar, Inc. | 65 | 21,652 | ||||||
Vertiv Holdings Co. - Class A | 1,483 | 128,383 | ||||||
150,035 | ||||||||
Machinery - Diversified - 4.2% | ||||||||
Chart Industries, Inc.(b) | 158 | 22,806 | ||||||
Esab Corp. | 141 | 13,315 | ||||||
Flowserve Corp. | 2,638 | 126,888 | ||||||
IDEX Corp. | 38 | 7,645 | ||||||
The Middleby Corp.(b) | 1,134 | 139,040 | ||||||
Westinghouse Air Brake Technologies Corp. | 1,129 | 178,438 | ||||||
Zurn Elkay Water Solutions Corp. - Class C | 3,243 | 95,344 | ||||||
583,476 | ||||||||
Machinery-Diversified - 0.4% | ||||||||
Symbotic, Inc.(b) | 1,474 | 51,826 | ||||||
Media - 0.8% | ||||||||
Paramount Global - Class B | 5,970 | 62,029 | ||||||
The Walt Disney Co. | 549 | 54,510 | ||||||
116,539 | ||||||||
Metal Fabricate & Hardware - 0.2% | ||||||||
Mueller Industries, Inc. | 432 | 24,598 | ||||||
Mining - 3.0% | ||||||||
Agnico Eagle Mines Ltd. | 2,903 | 189,856 | ||||||
Kinross Gold Corp. | 9,251 | 76,968 | ||||||
Pan American Silver Corp. | 7,594 | 150,969 | ||||||
417,793 | ||||||||
Miscellaneous Manufacturers - 0.3% | ||||||||
Donaldson Co., Inc. | 490 | 35,064 | ||||||
Parker-Hannifin Corp. | 9 | 4,552 | ||||||
39,616 | ||||||||
Data Processing, Hosting, and Related Services - 0.4% | ||||||||
Kyndryl Holdings, Inc.(b) | 2,340 | 61,565 | ||||||
Oil & Gas - 1.8% | ||||||||
Canadian Natural Resources Ltd. | 509 | 18,120 | ||||||
Cenovus Energy, Inc. | 6,637 | 130,484 | ||||||
Diamondback Energy, Inc. | 1 | 200 | ||||||
Hess Corp. | 33 | 4,868 | ||||||
HF Sinclair Corp. | 699 | 37,285 | ||||||
Murphy Oil Corp. | 474 | 19,548 | ||||||
Noble Corp. PLC | 398 | 17,771 | ||||||
Range Resources Corp. | 342 | 11,467 | ||||||
Weatherford International PLC(b) | 63 | 7,714 | ||||||
247,457 | ||||||||
Oil & Gas Services - 1.0% | ||||||||
ChampionX Corp. | 616 | 20,457 | ||||||
TechnipFMC PLC | 4,480 | 117,152 | ||||||
137,609 | ||||||||
Packaging & Containers - 2.8% | ||||||||
AptarGroup, Inc. | 321 | 45,200 | ||||||
Ball Corp. | 3,266 | 196,025 | ||||||
Crown Holdings, Inc. | 1,299 | 96,633 | ||||||
Sealed Air Corp. | 1,091 | 37,956 | ||||||
Sonoco Products Co. | 283 | 14,354 | ||||||
390,168 | ||||||||
Pharmaceuticals - 3.2% | ||||||||
BellRing Brands, Inc.(b) | 1,530 | 87,424 | ||||||
Elanco Animal Health, Inc.(b) | 4,213 | 60,794 | ||||||
Henry Schein, Inc.(b) | 1,175 | 75,317 | ||||||
Johnson & Johnson | 67 | 9,793 | ||||||
Neurocrine Biosciences, Inc.(b) | 1,496 | 205,954 | ||||||
439,282 | ||||||||
Pipelines - 0.0%(a) | ||||||||
Pembina Pipeline Corp. | 60 | 2,225 | ||||||
Retail - 4.3% | ||||||||
Abercrombie & Fitch Co. - Class A(b) | 15 | 2,668 | ||||||
Academy Sports & Outdoors, Inc. | 826 | 43,985 | ||||||
Advance Auto Parts, Inc. | 2,380 | 150,725 | ||||||
American Eagle Outfitters, Inc. | 13 | 259 | ||||||
Asbury Automotive Group, Inc.(b) | 27 | 6,153 | ||||||
AutoNation, Inc.(b) | 14 | 2,231 | ||||||
Burlington Stores, Inc.(b) | 22 | 5,280 | ||||||
Casey's General Stores, Inc. | 71 | 27,091 | ||||||
Cava Group, Inc.(b) | 211 | 19,570 | ||||||
Darden Restaurants, Inc. | 115 | 17,402 | ||||||
Dick's Sporting Goods, Inc. | 6 | 1,289 | ||||||
Dollar General Corp. | 106 | 14,016 | ||||||
Genuine Parts Co. | 378 | 52,285 | ||||||
Lululemon Athletica, Inc.(b) | 11 | 3,286 | ||||||
McDonald's Corp. | 108 | 27,523 | ||||||
MSC Industrial Direct Co., Inc. - Class A | 48 | 3,807 | ||||||
Signet Jewelers Ltd. | 392 | 35,115 | ||||||
Sweetgreen, Inc. - Class A(b) | 97 | 2,924 | ||||||
Target Corp. | 1,012 | 149,816 | ||||||
Tractor Supply Co. | 52 | 14,040 | ||||||
Walgreens Boots Alliance, Inc. | 388 | 4,693 | ||||||
Williams-Sonoma, Inc. | 36 | 10,165 | ||||||
594,323 | ||||||||
Semiconductors - 3.5% | ||||||||
Cirrus Logic, Inc.(b) | 948 | 121,022 | ||||||
FormFactor, Inc.(b) | 274 | 16,585 | ||||||
IPG Photonics Corp.(b) | 79 | 6,667 | ||||||
Micron Technology, Inc. | 706 | 92,860 | ||||||
MKS Instruments, Inc. | 475 | 62,025 | ||||||
QUALCOMM, Inc. | 950 | 189,221 | ||||||
488,380 | ||||||||
Software - 3.2% | ||||||||
ACI Worldwide, Inc.(b) | 1,071 | 42,401 | ||||||
AppLovin Corp. - Class A(b) | 237 | 19,723 | ||||||
Box, Inc. - Class A(b) | 882 | 23,320 | ||||||
Doximity, Inc. - Class A(b) | 777 | 21,733 | ||||||
Dropbox, Inc. - Class A(b) | 588 | 13,212 | ||||||
Guidewire Software, Inc.(b) | 480 | 66,187 | ||||||
Pegasystems, Inc. | 1,697 | 102,719 | ||||||
Smartsheet, Inc. - Class A(b) | 20 | 882 | ||||||
Zoom Video Communications, Inc. - Class A(b) | 2,605 | 154,190 | ||||||
444,367 | ||||||||
Telecommunications - 0.6% | ||||||||
Credo Technology Group Holding Ltd.(b) | 1,395 | 44,556 | ||||||
Ubiquiti, Inc. | 221 | 32,191 | ||||||
76,747 | ||||||||
Toys, Games & Hobbies - 1.9% | ||||||||
Hasbro, Inc. | 1,183 | 69,205 | ||||||
Mattel, Inc.(b) | 11,545 | 187,722 | ||||||
256,927 | ||||||||
Transportation - 0.5% | ||||||||
Kirby Corp.(b) | 436 | 52,202 | ||||||
Union Pacific Corp. | 53 | 11,992 | ||||||
64,194 | ||||||||
TOTAL COMMON STOCKS (Cost $12,205,595) | 11,892,853 | |||||||
SHORT-TERM INVESTMENTS - 0.6% | ||||||||
Money Market Funds - 0.6% | Shares | |||||||
First American Government Obligations Fund - Class X, 5.23%(c) | 88,094 | 88,094 | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $88,094) | 88,094 | |||||||
TOTAL INVESTMENTS - 86.5% (Cost $12,293,689) | $ | 11,980,947 | ||||||
Other Assets in Excess of Liabilities - 13.5% | 1,869,505 | |||||||
TOTAL NET ASSETS - 100.0% | $ | 13,850,452 |
Percentages are stated as a percent of net assets. |
PLC - Public Limited Company |
SA - Sociedad Anónima |
(a) | Represents less than 0.05% of net assets. |
(b) | Non-income producing security. |
(c) | The rate shown represents the 7-day effective yield as of June 30, 2024. |
Gotham Short Strategies ETF | ||||||||||||||
Schedule of Total Return Swap Contracts | ||||||||||||||
as of June 30, 2024 (Unaudited) | ||||||||||||||
Terms of Payments to be Received | Terms of Payments to be Paid | Counterparty | Maturity Date | Payment Frequency | Notional Amount | Value/ Unrealized Appreciation (Depreciation) | ||||||||
Abercrombie & Fitch Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | $ | 356 | $ | 9 | ||||||
Academy Sports & Outdoors, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,686 | 54 | ||||||||
ACI Worldwide, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 2,257 | 233 | ||||||||
ACI Worldwide, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,384 | 410 | ||||||||
Acuity Brands, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,829 | (48 | ) | |||||||
Acushnet Holdings Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 508 | 5 | ||||||||
Advance Auto Parts, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 24,889 | (576 | ) | |||||||
Agnico Eagle Mines Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 10,333 | 6 | ||||||||
Agnico Eagle Mines Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 17,069 | (582 | ) | |||||||
Align Technology, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,690 | 8 | ||||||||
Alnylam Pharmaceuticals, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 243 | (4 | ) | |||||||
Aptiv PLC | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 9,014 | (45 | ) | |||||||
Armstrong World Industries, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 906 | (24 | ) | |||||||
Armstrong World Industries, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,265 | (63 | ) | |||||||
Asbury Automotive Group, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 456 | 6 | ||||||||
ASGN, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,675 | (21 | ) | |||||||
Ashland, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,039 | (10 | ) | |||||||
ATI, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 3,549 | (278 | ) | |||||||
ATI, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 7,153 | (301 | ) | |||||||
Automatic Data Processing, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,432 | (1 | ) | |||||||
AutoNation, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 159 | 2 | ||||||||
Avery Dennison Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 4,592 | (59 | ) | |||||||
Avery Dennison Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,624 | (101 | ) | |||||||
Axalta Coating Systems Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 4,100 | (155 | ) | |||||||
Axalta Coating Systems Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 9,158 | (363 | ) | |||||||
Ball Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 8,763 | (1,411 | ) | |||||||
Ball Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 10,744 | (1,560 | ) | |||||||
BellRing Brands, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,828 | 60 | ||||||||
Bio-Techne Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 215 | (1 | ) | |||||||
BorgWarner, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,675 | (112 | ) | |||||||
Box, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 370 | 11 | ||||||||
Burlington Stores, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 480 | 18 | ||||||||
Cabot Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 276 | (29 | ) | |||||||
Cabot Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 7,994 | (719 | ) | |||||||
Casey's General Stores, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,052 | 47 | ||||||||
Cava Group, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 371 | 7 | ||||||||
Celanese Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 17,940 | (3,194 | ) | |||||||
Celanese Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,754 | (209 | ) | |||||||
Celsius Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 10,219 | (2,502 | ) | |||||||
Cenovus Energy, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,937 | (214 | ) | |||||||
Centene Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 9,415 | (439 | ) | |||||||
CGI, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 399 | 3 | ||||||||
ChampionX Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 266 | 20 | ||||||||
Chart Industries, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 3,609 | (208 | ) | |||||||
Chart Industries, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,309 | (175 | ) | |||||||
Chewy, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,615 | 295 | ||||||||
Cirrus Logic, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 3,702 | 1,182 | ||||||||
Cirrus Logic, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,234 | 697 | ||||||||
Cleveland-Cliffs, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 5,941 | (962 | ) | |||||||
Cleveland-Cliffs, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 600 | (59 | ) | |||||||
Columbia Sportswear Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 79 | 0 | ||||||||
Conagra Brands, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 13,954 | (980 | ) | |||||||
Corteva, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 23,949 | (257 | ) | |||||||
Corteva, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,564 | (76 | ) | |||||||
Credo Technology Group Holding Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,823 | 521 | ||||||||
Crown Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 5,728 | (717 | ) | |||||||
Crown Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,505 | (688 | ) | |||||||
Darden Restaurants, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,118 | (20 | ) | |||||||
Darling Ingredients, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 8,930 | (1,034 | ) | |||||||
Diamondback Energy, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,602 | (43 | ) | |||||||
Dick's Sporting Goods, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 215 | (3 | ) | |||||||
Dolby Laboratories, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 792 | (38 | ) | |||||||
Dolby Laboratories, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,388 | (130 | ) | |||||||
Dollar General Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,455 | 11 | ||||||||
Donaldson Co., Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,864 | (50 | ) | |||||||
Doximity, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,405 | 46 | ||||||||
Dropbox, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,696 | 143 | ||||||||
Dun & Bradstreet Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 435 | (32 | ) | |||||||
Dun & Bradstreet Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 463 | (34 | ) | |||||||
DuPont de Nemours, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 2,254 | 47 | ||||||||
DuPont de Nemours, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,634 | 123 | ||||||||
Dycom Industries, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,856 | 14 | ||||||||
Ecolab, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 5,950 | 224 | ||||||||
Ecolab, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,236 | 84 | ||||||||
Elanco Animal Health, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 6,768 | (1,199 | ) | |||||||
EMCOR Group, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 6,937 | 6 | ||||||||
EMCOR Group, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 6,206 | (176 | ) | |||||||
Emerson Electric Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,728 | (1 | ) | |||||||
Esab Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,416 | 3 | ||||||||
The Estee Lauder Cos., Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 10,321 | (2,456 | ) | |||||||
The Estee Lauder Cos., Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,533 | (1,103 | ) | |||||||
F5, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 2,067 | (9 | ) | |||||||
F5, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 517 | 6 | ||||||||
Flowers Foods, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,264 | (83 | ) | |||||||
Flowserve Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 8,610 | 680 | ||||||||
Flowserve Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 866 | 13 | ||||||||
FMC Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 13,582 | (993 | ) | |||||||
FormFactor, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,816 | 124 | ||||||||
Franklin Electric Co., Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 385 | (15 | ) | |||||||
Franklin Electric Co., Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 289 | (12 | ) | |||||||
Garmin Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 1,466 | 83 | ||||||||
Garmin Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 13,685 | 83 | ||||||||
Generac Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 926 | (10 | ) | |||||||
Genuine Parts Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 1,798 | (319 | ) | |||||||
Genuine Parts Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,596 | (42 | ) | |||||||
Goodyear Tire & Rubber Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 12,689 | (3,712 | ) | |||||||
Grand Canyon Education, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 979 | 21 | ||||||||
Guardant Health, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 202 | (9 | ) | |||||||
Guidewire Software, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 7,584 | 223 | ||||||||
Hasbro, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 2,282 | (142 | ) | |||||||
Hasbro, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,101 | (54 | ) | |||||||
HB Fuller Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 6,696 | (80 | ) | |||||||
Henry Schein, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 8,782 | (881 | ) | |||||||
Herc Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 133 | (15 | ) | |||||||
Herc Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 133 | (16 | ) | |||||||
Hess Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 1,328 | (115 | ) | |||||||
Hess Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,918 | (149 | ) | |||||||
Hexcel Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,249 | (6 | ) | |||||||
HF Sinclair Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,321 | (97 | ) | |||||||
Hologic, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 9,727 | 21 | ||||||||
Howmet Aerospace, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 699 | (9 | ) | |||||||
Hyatt Hotels Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,494 | 135 | ||||||||
IDEX Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 805 | (17 | ) | |||||||
Ingredion, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 11,814 | 568 | ||||||||
Ingredion, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,473 | (136 | ) | |||||||
Insight Enterprises, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 1,389 | 38 | ||||||||
Insight Enterprises, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,364 | (18 | ) | |||||||
Installed Building Products, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,234 | 49 | ||||||||
International Game Technology PLC | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 368 | 4 | ||||||||
Interpublic Group of Cos., Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 116 | 0 | ||||||||
IPG Photonics Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 760 | 5 | ||||||||
Itron, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 8,610 | 338 | ||||||||
Itron, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,146 | (352 | ) | |||||||
Johnson & Johnson | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 6,723 | (10 | ) | |||||||
Kellanova | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 13,382 | 362 | ||||||||
Kellanova | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,057 | (45 | ) | |||||||
Kinross Gold Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 8,977 | 629 | ||||||||
Kirby Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 599 | 26 | ||||||||
Kirby Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,029 | 109 | ||||||||
Knife River Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 3,297 | (383 | ) | |||||||
Knife River Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 631 | 14 | ||||||||
Kontoor Brands, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 992 | (28 | ) | |||||||
Kyndryl Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 6,841 | (94 | ) | |||||||
Lancaster Colony Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 5,102 | (59 | ) | |||||||
Lancaster Colony Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,212 | (14 | ) | |||||||
Lear Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 343 | (39 | ) | |||||||
Leidos Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 5,252 | 161 | ||||||||
Leidos Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,334 | (13 | ) | |||||||
Lincoln Electric Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 16,789 | (5,575 | ) | |||||||
Lincoln Electric Holdings, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,698 | (32 | ) | |||||||
Live Nation Entertainment, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 469 | 15 | ||||||||
Louisiana-Pacific Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 17,536 | (1,489 | ) | |||||||
Martin Marietta Materials, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 4,334 | (425 | ) | |||||||
Martin Marietta Materials, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,793 | (144 | ) | |||||||
Masco Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 200 | 2 | ||||||||
MasTec, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 32,418 | 5,089 | ||||||||
Mattel, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 21,902 | (4,164 | ) | |||||||
Mattel, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 537 | (91 | ) | |||||||
McCormick & Co., Inc. | Federal Funds Effective Rate + 0.00% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 17,309 | (1,006 | ) | |||||||
McCormick & Co., Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,206 | 32 | ||||||||
McDonald's Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,077 | 18 | ||||||||
MDU Resources Group, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 4,669 | 955 | ||||||||
MDU Resources Group, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,410 | (24 | ) | |||||||
Micron Technology, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 11,312 | 316 | ||||||||
Micron Technology, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 13,942 | (1,233 | ) | |||||||
Middleby Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 13,487 | (3,163 | ) | |||||||
Middleby Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,084 | (156 | ) | |||||||
MKS Instruments, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 7,312 | 156 | ||||||||
Mohawk Industries, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 5,339 | (183 | ) | |||||||
Mohawk Industries, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,817 | (94 | ) | |||||||
Molina Healthcare, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 6,243 | (1,539 | ) | |||||||
Molina Healthcare, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,081 | (94 | ) | |||||||
MSA Safety, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 9,385 | 1,004 | ||||||||
MSC Industrial Direct Co., Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 634 | 2 | ||||||||
Mueller Industries, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,132 | 64 | ||||||||
Murphy Oil Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,227 | 95 | ||||||||
Natera, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 975 | 130 | ||||||||
Natera, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 866 | (23 | ) | |||||||
Neurocrine Biosciences, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 6,195 | (215 | ) | |||||||
Neurocrine Biosciences, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 17,209 | (114 | ) | |||||||
Newell Brands, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 14,615 | (1,193 | ) | |||||||
Noble Corp. PLC | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,965 | 80 | ||||||||
Northrop Grumman Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 4,795 | (508 | ) | |||||||
Northrop Grumman Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,744 | (47 | ) | |||||||
Nutrien Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,767 | (12 | ) | |||||||
nVent Electric PLC | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 230 | 3 | ||||||||
Olin Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,782 | (167 | ) | |||||||
Owens Corning | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 347 | 0 | ||||||||
Pan American Silver Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 17,236 | (1,155 | ) | |||||||
Paramount Global | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 8,115 | (1,632 | ) | |||||||
Paramount Global | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,060 | (247 | ) | |||||||
Parker-Hannifin Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 506 | 1 | ||||||||
Paylocity Holding Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 1,450 | (442 | ) | |||||||
Paylocity Holding Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 10,680 | (1,510 | ) | |||||||
Pegasystems, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 10,109 | (456 | ) | |||||||
Pegasystems, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,634 | (56 | ) | |||||||
Pembina Pipeline Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 890 | 22 | ||||||||
Penumbra, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 900 | (51 | ) | |||||||
Performance Food Group Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,116 | (148 | ) | |||||||
Pilgrim's Pride Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 5,235 | 620 | ||||||||
Pilgrim's Pride Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,734 | 262 | ||||||||
Pool Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 1,537 | (304 | ) | |||||||
Pool Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,917 | (311 | ) | |||||||
Pure Storage, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 12,585 | (128 | ) | |||||||
Quaker Chemical Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 6,618 | 39 | ||||||||
QUALCOMM, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 21,113 | (244 | ) | |||||||
Qualys, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,996 | 12 | ||||||||
Ralph Lauren Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 3,326 | (147 | ) | |||||||
Ralph Lauren Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 175 | (1 | ) | |||||||
Range Resources Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,341 | (2 | ) | |||||||
RB Global, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,116 | 151 | ||||||||
Regal Rexnord Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 2,840 | (594 | ) | |||||||
Regal Rexnord Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 6,626 | (955 | ) | |||||||
Repligen Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,143 | (47 | ) | |||||||
ResMed, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 11,294 | (213 | ) | |||||||
Reynolds Consumer Products, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 6,296 | 5 | ||||||||
RPM International, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 14,644 | (88 | ) | |||||||
RTX Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,610 | (25 | ) | |||||||
Scotts Miracle-Gro Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 5,270 | (314 | ) | |||||||
Scotts Miracle-Gro Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 6,701 | (359 | ) | |||||||
Sealed Air Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 1,566 | (56 | ) | |||||||
Sealed Air Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,062 | (170 | ) | |||||||
Signet Jewelers Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,031 | 6 | ||||||||
Smartsheet, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 132 | 2 | ||||||||
Solventum Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 7,297 | (591 | ) | |||||||
Sonoco Products Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 254 | (29 | ) | |||||||
Sonoco Products Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,420 | (70 | ) | |||||||
Spotify Technology SA | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 9,727 | 896 | ||||||||
STERIS PLC | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,976 | 25 | ||||||||
Sweetgreen, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 241 | (21 | ) | |||||||
Symbotic, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,801 | (692 | ) | |||||||
Target Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 17,913 | (2,516 | ) | |||||||
TechnipFMC PLC | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 12,787 | 2,190 | ||||||||
TechnipFMC PLC | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,726 | 34 | ||||||||
Tempur Sealy International, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,977 | (246 | ) | |||||||
Tenet Healthcare Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 19,289 | 3,946 | ||||||||
Tenet Healthcare Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 7,450 | 315 | ||||||||
Thermo Fisher Scientific, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 8,848 | (414 | ) | |||||||
Thermo Fisher Scientific, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,424 | (39 | ) | |||||||
Thor Industries, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 280 | 9 | ||||||||
TopBuild Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,623 | 10 | ||||||||
Tractor Supply Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,620 | 21 | ||||||||
Tyson Foods, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 343 | (5 | ) | |||||||
Tyson Foods, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,600 | (140 | ) | |||||||
Ubiquiti, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 3,350 | 42 | ||||||||
UFP Industries, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 560 | 7 | ||||||||
Union Pacific Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,131 | 25 | ||||||||
United Rentals, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 29,750 | (644 | ) | |||||||
Vail Resorts, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 5,944 | 119 | ||||||||
Vertiv Holdings Co. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 14,284 | (493 | ) | |||||||
Vontier Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 344 | (23 | ) | |||||||
Walgreens Boots Alliance, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 508 | 1 | ||||||||
Waters Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 2,321 | (133 | ) | |||||||
Weatherford International PLC | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 1,714 | 146 | ||||||||
WESCO International, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 3,804 | (422 | ) | |||||||
WESCO International, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 17,913 | (2,467 | ) | |||||||
West Fraser Timber Co. Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 4,997 | (265 | ) | |||||||
West Fraser Timber Co. Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 538 | (16 | ) | |||||||
Westinghouse Air Brake Technologies Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 13,908 | (495 | ) | |||||||
Westinghouse Air Brake Technologies Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 6,164 | (267 | ) | |||||||
WW Grainger, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 4,511 | 65 | ||||||||
Wynn Resorts Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 6,265 | (1,054 | ) | |||||||
Wynn Resorts Ltd. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 716 | (63 | ) | |||||||
Zoom Video Communications, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 13,495 | (1,177 | ) | |||||||
Zoom Video Communications, Inc. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 6,274 | 126 | ||||||||
Zurn Elkay Water Solutions Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 11/07/2028 | Termination | 10,702 | (408 | ) | |||||||
Zurn Elkay Water Solutions Corp. | Federal Funds Effective Rate + 0.25% = 0.00% | Morgan Stanley | 05/08/2029 | Termination | 323 | (32 | ) |
Terms of Payments to be Received | Terms of Payments to be Paid | Counterparty | Maturity Date | Payment Frequency | Notional Amount | Value/ Unrealized Appreciation (Depreciation) | ||||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Abbott Laboratories | Morgan Stanley | 05/08/2029 | Termination | $ | (52,994 | ) | $ | 1,075 | |||||
Federal Funds Effective Rate + (0.25)% = 5.08% | AbbVie, Inc. | Morgan Stanley | 05/08/2029 | Termination | (88,676 | ) | (1,329 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Acadia Healthcare Co., Inc. | Morgan Stanley | 05/08/2029 | Termination | (148,588 | ) | 1,150 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Acadia Healthcare Company, Inc. | Morgan Stanley | 11/07/2028 | Termination | (16,480 | ) | 127 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Advanced Energy Industries, Inc. | Morgan Stanley | 05/08/2029 | Termination | (29,474 | ) | (647 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Advanced Micro Devices, Inc. | Morgan Stanley | 11/07/2028 | Termination | (308,361 | ) | 9,969 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Advanced Micro Devices, Inc. | Morgan Stanley | 05/08/2029 | Termination | (54,989 | ) | 832 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | AES Corp. | Morgan Stanley | 11/07/2028 | Termination | (123,113 | ) | (7,767 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | AES Corp. | Morgan Stanley | 05/08/2029 | Termination | (10,226 | ) | 1,135 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | Air Products & Chemicals, Inc. | Morgan Stanley | 11/07/2028 | Termination | (274,049 | ) | (3,484 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Albemarle Corporation | Morgan Stanley | 11/07/2028 | Termination | (21,683 | ) | 6,261 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Algonquin Power & Utilities Corp. | Morgan Stanley | 11/07/2028 | Termination | (124,560 | ) | (2,287 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Algonquin Power & Utilities Corp. | Morgan Stanley | 05/08/2029 | Termination | (4,073 | ) | 321 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Alight, Inc. | Morgan Stanley | 05/08/2029 | Termination | (9,719 | ) | 572 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Alkermes PLC | Morgan Stanley | 05/08/2029 | Termination | (13,737 | ) | 307 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Allegro MicroSystems, Inc. | Morgan Stanley | 05/08/2029 | Termination | (83,958 | ) | 3,491 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Alliant Energy Corp. | Morgan Stanley | 05/08/2029 | Termination | (11,911 | ) | (183 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Alliant Energy Corporation | Morgan Stanley | 11/07/2028 | Termination | (10,231 | ) | (364 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Ameren Corp. | Morgan Stanley | 11/07/2028 | Termination | (27,946 | ) | 1,003 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | American Airlines Group, Inc. | Morgan Stanley | 05/08/2029 | Termination | (4,997 | ) | 1,581 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | Amgen, Inc. | Morgan Stanley | 11/07/2028 | Termination | (69,051 | ) | (8,521 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Amgen, Inc. | Morgan Stanley | 05/08/2029 | Termination | (9,374 | ) | 279 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Analog Devices, Inc. | Morgan Stanley | 11/07/2028 | Termination | (79,663 | ) | (12,148 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | APA Corp. | Morgan Stanley | 05/08/2029 | Termination | (17,222 | ) | 602 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Apellis Pharmaceuticals, Inc. | Morgan Stanley | 11/07/2028 | Termination | (24,781 | ) | 7,115 | |||||||
Federal Funds Effective Rate + (0.26)% = 5.07% | Arcadium Lithium PLC | Morgan Stanley | 05/08/2029 | Termination | (45,363 | ) | 10,145 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Arista Networks, Inc. | Morgan Stanley | 05/08/2029 | Termination | (44,861 | ) | (914 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Arrowhead Pharmaceuticals, Inc. | Morgan Stanley | 11/07/2028 | Termination | (52 | ) | 12 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Atlassian Corp. | Morgan Stanley | 05/08/2029 | Termination | (12,912 | ) | (1,287 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | ATS Corp. | Morgan Stanley | 11/07/2028 | Termination | (4,233 | ) | 888 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | AutoZone, Inc. | Morgan Stanley | 05/08/2029 | Termination | (17,785 | ) | 353 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Avangrid, Inc. | Morgan Stanley | 05/08/2029 | Termination | (1,457 | ) | (6 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Axcelis Technologies, Inc. | Morgan Stanley | 05/08/2029 | Termination | (17,632 | ) | (295 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Axon Enterprise, Inc. | Morgan Stanley | 11/07/2028 | Termination | (13,829 | ) | 981 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | Axon Enterprise, Inc. | Morgan Stanley | 05/08/2029 | Termination | (131,820 | ) | 1,494 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Axsome Therapeutics, Inc. | Morgan Stanley | 11/07/2028 | Termination | (19,562 | ) | (1,934 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Barrick Gold Corp. | Morgan Stanley | 11/07/2028 | Termination | (56,212 | ) | 34 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Barrick Gold Corp. | Morgan Stanley | 05/08/2029 | Termination | (174,123 | ) | 4,513 | |||||||
Federal Funds Effective Rate + (5.18)% = 2.15% | Baucsh + Lomb Corporation | Morgan Stanley | 11/07/2028 | Termination | (25,439 | ) | 4,066 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Beacon Roofing Supply, Inc. | Morgan Stanley | 11/07/2028 | Termination | (15,566 | ) | 944 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Beacon Roofing Supply, Inc. | Morgan Stanley | 05/08/2029 | Termination | (128,420 | ) | 8,725 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | BILL Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (17,838 | ) | 203 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Bill.com Holdings, Inc. | Morgan Stanley | 11/07/2028 | Termination | (223,635 | ) | 57,685 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Boeing Co. | Morgan Stanley | 11/07/2028 | Termination | (212,406 | ) | (8,817 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Boeing Co. | Morgan Stanley | 05/08/2029 | Termination | (32,944 | ) | (432 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Booking Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (43,577 | ) | 518 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.58% | Boot Barn Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (15,214 | ) | (98 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.31% | Braze, Inc. | Morgan Stanley | 11/07/2028 | Termination | (38,063 | ) | 2,865 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Bristol-Myers Squibb Co. | Morgan Stanley | 11/07/2028 | Termination | (27,410 | ) | 1,905 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Bristol-Myers Squibb Co. | Morgan Stanley | 05/08/2029 | Termination | (27,908 | ) | 1,473 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Broadridge Financial Solutions, Inc. | Morgan Stanley | 05/08/2029 | Termination | (15,563 | ) | 258 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Brunswick Corp. | Morgan Stanley | 11/07/2028 | Termination | (16,883 | ) | 2,107 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Brunswick Corp. | Morgan Stanley | 05/08/2029 | Termination | (23,941 | ) | 3,297 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | CAE, Inc. | Morgan Stanley | 05/08/2029 | Termination | (5,723 | ) | 309 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Campbell Soup Co. | Morgan Stanley | 05/08/2029 | Termination | (203,762 | ) | (4,995 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Canadian Pacific Kansas City Ltd. | Morgan Stanley | 05/08/2029 | Termination | (56,764 | ) | 44 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Canadian Pacific Kansas City, Ltd. | Morgan Stanley | 11/07/2028 | Termination | (33,618 | ) | 832 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Casella Waste Systems, Inc. | Morgan Stanley | 11/07/2028 | Termination | (130,970 | ) | (23,104 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | CBIZ, Inc. | Morgan Stanley | 11/07/2028 | Termination | (12,449 | ) | (150 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | CBIZ, Inc. | Morgan Stanley | 05/08/2029 | Termination | (44,608 | ) | 1,898 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | CCC Intelligent Solutions Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (66,371 | ) | 2,510 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | CF Industries Holdings, Inc. | Morgan Stanley | 11/07/2028 | Termination | (318,271 | ) | 27,372 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.06% | CF Industries Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (98,135 | ) | 2,629 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Charter Communications, Inc. | Morgan Stanley | 05/08/2029 | Termination | (25,113 | ) | (1,582 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Cheniere Energy, Inc. | Morgan Stanley | 05/08/2029 | Termination | (163,641 | ) | (9,797 | ) | ||||||
Federal Funds Effective Rate + (0.83)% = 5.08% | Choice Hotels International, Inc. | Morgan Stanley | 05/08/2029 | Termination | (13,685 | ) | 59 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Church & Dwight Co., Inc. | Morgan Stanley | 11/07/2028 | Termination | (50,285 | ) | 934 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Church & Dwight Co., Inc. | Morgan Stanley | 05/08/2029 | Termination | (22,706 | ) | 923 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Ciena Corp. | Morgan Stanley | 05/08/2029 | Termination | (75,113 | ) | (1,483 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Cisco Systems, Inc. | Morgan Stanley | 05/08/2029 | Termination | (30,501 | ) | (521 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Civitas Resources, Inc. | Morgan Stanley | 11/07/2028 | Termination | (12,420 | ) | 771 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | Civitas Resources, Inc. | Morgan Stanley | 05/08/2029 | Termination | (43,677 | ) | 327 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Clean Harbors, Inc. | Morgan Stanley | 11/07/2028 | Termination | (21,937 | ) | (1,694 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Clean Harbors, Inc. | Morgan Stanley | 05/08/2029 | Termination | (16,735 | ) | (764 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Cloudflare, Inc. | Morgan Stanley | 05/08/2029 | Termination | (40,421 | ) | (6,908 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Cofen Communications Holdings | Morgan Stanley | 11/07/2028 | Termination | (28,389 | ) | 8,626 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Cognex Corp. | Morgan Stanley | 11/07/2028 | Termination | (68,410 | ) | (8,897 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Cognex Corp. | Morgan Stanley | 05/08/2029 | Termination | (18,096 | ) | 205 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.58% | Coherent Corp. | Morgan Stanley | 05/08/2029 | Termination | (60,504 | ) | (1,875 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Concentrix Corp. | Morgan Stanley | 11/07/2028 | Termination | (57,458 | ) | (818 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Consolidated Edison, Inc. | Morgan Stanley | 11/07/2028 | Termination | (35,679 | ) | 2,617 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Consolidated Edison, Inc. | Morgan Stanley | 05/08/2029 | Termination | (139,316 | ) | 11,771 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Cooper Cos., Inc. | Morgan Stanley | 05/08/2029 | Termination | (113,752 | ) | 8,446 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Copart, Inc. | Morgan Stanley | 05/08/2029 | Termination | (36,558 | ) | 407 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | CorVel Corp. | Morgan Stanley | 05/08/2029 | Termination | (1,526 | ) | (9 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Costco Wholesale Corp. | Morgan Stanley | 05/08/2029 | Termination | (137,698 | ) | (5,389 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Crane NXT Co. | Morgan Stanley | 11/07/2028 | Termination | (1,965 | ) | 26 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Crane NXT Co. | Morgan Stanley | 05/08/2029 | Termination | (2,027 | ) | 85 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.06% | Cytokinetics, Inc. | Morgan Stanley | 05/08/2029 | Termination | (9,319 | ) | (1,009 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | DaVita, Inc. | Morgan Stanley | 11/07/2028 | Termination | (15,936 | ) | (61 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | DaVita, Inc. | Morgan Stanley | 05/08/2029 | Termination | (194,137 | ) | 3,326 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Dayforce, Inc. | Morgan Stanley | 11/07/2028 | Termination | (43,350 | ) | 7,156 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.12% | Dayforce, Inc. | Morgan Stanley | 05/08/2029 | Termination | (101,482 | ) | 17,505 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Deere & Co. | Morgan Stanley | 11/07/2028 | Termination | (73,605 | ) | 5,188 | |||||||
0 + 0.00% = % | Diamondback Energy, Inc. | Morgan Stanley | 11/07/2028 | Termination | 0 | 0 | ||||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Dollar Tree, Inc. | Morgan Stanley | 05/08/2029 | Termination | (193,894 | ) | 2,962 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | DTE Energy Co. | Morgan Stanley | 11/07/2028 | Termination | (6,661 | ) | 65 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | DTE Energy Co. | Morgan Stanley | 05/08/2029 | Termination | (11,545 | ) | 370 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Duolingo, Inc. | Morgan Stanley | 05/08/2029 | Termination | (16,276 | ) | (688 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | e.l.f. Beauty, Inc. | Morgan Stanley | 11/07/2028 | Termination | (356,538 | ) | (69,491 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | eBay, Inc. | Morgan Stanley | 05/08/2029 | Termination | (84,233 | ) | (392 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | EBAY, Inc. | Morgan Stanley | 11/07/2028 | Termination | (28,686 | ) | (2,264 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | EchoStar Corp. | Morgan Stanley | 11/07/2028 | Termination | (51,863 | ) | (10,226 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.05% | EchoStar Corp. | Morgan Stanley | 05/08/2029 | Termination | (47,464 | ) | 222 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Edwards Lifesciences Corp. | Morgan Stanley | 05/08/2029 | Termination | (134,583 | ) | (2,569 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Electronic Arts, Inc. | Morgan Stanley | 05/08/2029 | Termination | (153,124 | ) | (1,729 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Element Solutions, Inc. | Morgan Stanley | 05/08/2029 | Termination | (26,361 | ) | (202 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | elf Beauty, Inc. | Morgan Stanley | 05/08/2029 | Termination | (42,776 | ) | (4,187 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Enbridge, Inc. | Morgan Stanley | 05/08/2029 | Termination | (217,277 | ) | 6,288 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Encompass Health Corp. | Morgan Stanley | 11/07/2028 | Termination | (1,716 | ) | 15 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Encompass Health Corp. | Morgan Stanley | 05/08/2029 | Termination | (5,748 | ) | 18 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Endeavor Group Holdings, Inc. | Morgan Stanley | 11/07/2028 | Termination | (161,775 | ) | (12,503 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Endeavor Group Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (7,649 | ) | (71 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Entergy Corp. | Morgan Stanley | 11/07/2028 | Termination | (172,591 | ) | 1,103 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Entergy Corp. | Morgan Stanley | 05/08/2029 | Termination | (98,012 | ) | 4,385 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Evergy, Inc. | Morgan Stanley | 11/07/2028 | Termination | (218,819 | ) | (12,861 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Evergy, Inc. | Morgan Stanley | 05/08/2029 | Termination | (6,886 | ) | 327 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | Exact Sciences Corp. | Morgan Stanley | 05/08/2029 | Termination | (132,369 | ) | 14,286 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Expedia Group, Inc. | Morgan Stanley | 05/08/2029 | Termination | (29,608 | ) | 794 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Expeditors International of Washington, Inc. | Morgan Stanley | 11/07/2028 | Termination | (1,373 | ) | (107 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.04% | Expeditors International of Washington, Inc. | Morgan Stanley | 05/08/2029 | Termination | (4,118 | ) | (259 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Fair Isaac Corp. | Morgan Stanley | 11/07/2028 | Termination | (68,478 | ) | (13,724 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Fair Isaac Corp. | Morgan Stanley | 05/08/2029 | Termination | (291,777 | ) | (25,234 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Five Below, Inc. | Morgan Stanley | 05/08/2029 | Termination | (139,046 | ) | 7,000 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Five9, Inc. | Morgan Stanley | 11/07/2028 | Termination | (112,499 | ) | 41,806 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Floor & Decor Holdings, Inc. | Morgan Stanley | 11/07/2028 | Termination | (12,128 | ) | 1,925 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.24% | Floor & Decor Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (298 | ) | 48 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Ford Motor Co. | Morgan Stanley | 11/07/2028 | Termination | (209,656 | ) | (1,761 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Ford Motor Co. | Morgan Stanley | 05/08/2029 | Termination | (14,910 | ) | (332 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Fortinet, Inc. | Morgan Stanley | 05/08/2029 | Termination | (67,442 | ) | 366 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Fortis, Inc. | Morgan Stanley | 11/07/2028 | Termination | (2,136 | ) | 50 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Fortis, Inc. | Morgan Stanley | 05/08/2029 | Termination | (12,312 | ) | 561 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Freeport-McMoRan, Inc. | Morgan Stanley | 11/07/2028 | Termination | (110,225 | ) | 1,982 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Freeport-McMoRan, Inc. | Morgan Stanley | 05/08/2029 | Termination | (45,101 | ) | 1,966 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.31% | Freshworks, Inc. | Morgan Stanley | 11/07/2028 | Termination | (4,213 | ) | 1,766 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | GATX Corp. | Morgan Stanley | 05/08/2029 | Termination | (28,987 | ) | (229 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | General Dynamics Corp. | Morgan Stanley | 11/07/2028 | Termination | (200,197 | ) | (456 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | General Dynamics Corp. | Morgan Stanley | 05/08/2029 | Termination | (41,780 | ) | 870 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Graphic Packaging Holding Co. | Morgan Stanley | 11/07/2028 | Termination | (22,200 | ) | 890 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Graphic Packaging Holding Co. | Morgan Stanley | 05/08/2029 | Termination | (57,714 | ) | 3,275 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Harley-Davidson, Inc. | Morgan Stanley | 11/07/2028 | Termination | (43,300 | ) | 2,330 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.06% | Harley-Davidson, Inc. | Morgan Stanley | 05/08/2029 | Termination | (27,302 | ) | 1,557 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Hilton Worldwide Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (15,492 | ) | (207 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Home Depot, Inc./The | Morgan Stanley | 05/08/2029 | Termination | (41,997 | ) | (972 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Humana, Inc. | Morgan Stanley | 05/08/2029 | Termination | (13,078 | ) | 51 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Huntington Ingalls Industries, Inc. | Morgan Stanley | 11/07/2028 | Termination | (26,357 | ) | 142 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Huntington Ingalls Industries, Inc. | Morgan Stanley | 05/08/2029 | Termination | (84,984 | ) | 2,075 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Huntsman Corp. | Morgan Stanley | 11/07/2028 | Termination | (14,095 | ) | 1,357 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Huntsman Corp. | Morgan Stanley | 05/08/2029 | Termination | (49,798 | ) | 4,376 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | IDACORP, Inc. | Morgan Stanley | 11/07/2028 | Termination | (26,920 | ) | 699 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | IDEXX Laboratories, Inc. | Morgan Stanley | 11/07/2028 | Termination | (141,696 | ) | (6,729 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Immunovant, Inc. | Morgan Stanley | 05/08/2029 | Termination | (12,910 | ) | (35 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Inspire Medical Systems, Inc. | Morgan Stanley | 11/07/2028 | Termination | (52,863 | ) | 11,971 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | Inspire Medical Systems, Inc. | Morgan Stanley | 05/08/2029 | Termination | (80,833 | ) | 10,995 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Integer Holdings Corp. | Morgan Stanley | 11/07/2028 | Termination | (152,727 | ) | 538 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.06% | Integer Holdings Corp. | Morgan Stanley | 05/08/2029 | Termination | (14,705 | ) | (151 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Intel Corp. | Morgan Stanley | 11/07/2028 | Termination | (117,810 | ) | 14,445 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Inter Parfums, Inc. | Morgan Stanley | 11/07/2028 | Termination | (73,911 | ) | 16,082 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Intuitive Surgical, Inc. | Morgan Stanley | 11/07/2028 | Termination | (436,398 | ) | (66,334 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Intuitive Surgical, Inc. | Morgan Stanley | 05/08/2029 | Termination | (48,934 | ) | (6,455 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | iRhythm Technologies, Inc. | Morgan Stanley | 11/07/2028 | Termination | (5,059 | ) | 444 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | J M Smucker Co. | Morgan Stanley | 11/07/2028 | Termination | (71,312 | ) | 10,192 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | J M Smucker Co. | Morgan Stanley | 05/08/2029 | Termination | (176,209 | ) | 5,071 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Jacobs Solutions, Inc. | Morgan Stanley | 05/08/2029 | Termination | (3,493 | ) | (19 | ) | ||||||
Federal Funds Effective Rate + (0.83)% = 4.50% | Joby Aviation, Inc. | Morgan Stanley | 11/07/2028 | Termination | (4,830 | ) | 445 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Keysight Technologies, Inc. | Morgan Stanley | 05/08/2029 | Termination | (131,280 | ) | 5,403 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Knight-Swift Transportation Holdings, Inc. | Morgan Stanley | 11/07/2028 | Termination | (137,829 | ) | 3,820 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Knight-Swift Transportation Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (33,696 | ) | (980 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Lamb Weston Holdings, Inc. | Morgan Stanley | 11/07/2028 | Termination | (408,208 | ) | 16,462 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Lamb Weston Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (26,065 | ) | 182 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Life Time Group Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (979 | ) | (4 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Light & Wonder, Inc. | Morgan Stanley | 05/08/2029 | Termination | (2,832 | ) | (7 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Lithia Motors, Inc. | Morgan Stanley | 11/07/2028 | Termination | (5,554 | ) | 120 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.56% | Lithia Motors, Inc. | Morgan Stanley | 05/08/2029 | Termination | (252 | ) | 9 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Lumentum Holdings, Inc. | Morgan Stanley | 11/07/2028 | Termination | (13,137 | ) | (1,937 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | MACOM Technologies Solutions Holdings, Inc. | Morgan Stanley | 11/07/2028 | Termination | (310,221 | ) | (55,973 | ) | ||||||
Federal Funds Effective Rate + 0.00% = 5.33% | Madrigal Pharmaceuticals, Inc. | Morgan Stanley | 11/07/2028 | Termination | (3,922 | ) | (806 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.04% | Madrigal Pharmaceuticals, Inc. | Morgan Stanley | 05/08/2029 | Termination | (18,491 | ) | (4,755 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Magnolia Oil & Gas Corp. | Morgan Stanley | 11/07/2028 | Termination | (3,421 | ) | 144 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Magnolia Oil & Gas Corp. | Morgan Stanley | 05/08/2029 | Termination | (12,239 | ) | (127 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Manhattan Associates, Inc. | Morgan Stanley | 05/08/2029 | Termination | (88,311 | ) | (2,644 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Marathon Oil Corp. | Morgan Stanley | 05/08/2029 | Termination | (16,256 | ) | (187 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Marathon Petroleum Corp. | Morgan Stanley | 11/07/2028 | Termination | (867 | ) | 43 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Marathon Petroleum Corp. | Morgan Stanley | 05/08/2029 | Termination | (67,137 | ) | 1,855 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Marvell Technology, Inc. | Morgan Stanley | 05/08/2029 | Termination | (140 | ) | (3 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Matador Resources Co. | Morgan Stanley | 05/08/2029 | Termination | (28,548 | ) | (1,301 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Matson, Inc. | Morgan Stanley | 05/08/2029 | Termination | (60,115 | ) | (3,525 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Maximus, Inc. | Morgan Stanley | 05/08/2029 | Termination | (11,570 | ) | 164 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | MGM Resorts International | Morgan Stanley | 11/07/2028 | Termination | (62,616 | ) | (4,509 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | MGM Resorts International | Morgan Stanley | 05/08/2029 | Termination | (26,664 | ) | (2,212 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Mobileye Global, Inc. | Morgan Stanley | 11/07/2028 | Termination | (55,440 | ) | 1,918 | |||||||
Federal Funds Effective Rate + (0.88)% = 4.47% | Mobileye Global, Inc. | Morgan Stanley | 05/08/2029 | Termination | (92,793 | ) | (3,579 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Modine Manufacturing Co. | Morgan Stanley | 05/08/2029 | Termination | (103,296 | ) | (3,502 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | MongoDB, Inc. | Morgan Stanley | 05/08/2029 | Termination | (78,487 | ) | (4,252 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Mosaic Co. | Morgan Stanley | 11/07/2028 | Termination | (46,009 | ) | 313 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Mosaic Co. | Morgan Stanley | 05/08/2029 | Termination | (172,128 | ) | 7,576 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | MP Materials Corp. | Morgan Stanley | 11/07/2028 | Termination | (20,597 | ) | 6,701 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Murphy USA, Inc. | Morgan Stanley | 11/07/2028 | Termination | (4,225 | ) | (645 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Murphy USA, Inc. | Morgan Stanley | 05/08/2029 | Termination | (92,484 | ) | (4,992 | ) | ||||||
Federal Funds Effective Rate + (0.50)% = 5.33% | National Beverage Corp. | Morgan Stanley | 05/08/2029 | Termination | (1,332 | ) | (66 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Neogen Corporation | Morgan Stanley | 11/07/2028 | Termination | (25,649 | ) | 3,074 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | New Jersey Resources Corp. | Morgan Stanley | 05/08/2029 | Termination | (18,293 | ) | 312 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | NexGen Energy Ltd. | Morgan Stanley | 05/08/2029 | Termination | (1,361 | ) | 9 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | NextEra Energy, Inc. | Morgan Stanley | 11/07/2028 | Termination | (26,625 | ) | (1,711 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | NiSource, Inc. | Morgan Stanley | 05/08/2029 | Termination | (5,071 | ) | (14 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Norfolk Southern Corp. | Morgan Stanley | 05/08/2029 | Termination | (67,413 | ) | 4,606 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Norfolk Southern Corporation | Morgan Stanley | 11/07/2028 | Termination | (198,159 | ) | 19,048 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Northern Oil & Gas, Inc. | Morgan Stanley | 05/08/2029 | Termination | (7,137 | ) | (33 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | NOV, Inc. | Morgan Stanley | 11/07/2028 | Termination | (112,197 | ) | 3,200 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | NOV, Inc. | Morgan Stanley | 05/08/2029 | Termination | (74,272 | ) | (4,459 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Occidental Petroleum Corp. | Morgan Stanley | 05/08/2029 | Termination | (152,722 | ) | 1,768 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.17% | OGE Energy Corp. | Morgan Stanley | 05/08/2029 | Termination | (607 | ) | 24 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Ollie's Bargain Outlet Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (168,656 | ) | (18,960 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 2.55% | Option Care Health, Inc. | Morgan Stanley | 11/07/2028 | Termination | (44,985 | ) | 3,913 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Option Care Health, Inc. | Morgan Stanley | 05/08/2029 | Termination | (80,025 | ) | 5,562 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Oracle Corp. | Morgan Stanley | 05/08/2029 | Termination | (188,502 | ) | (2,176 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Ormat Technologies, Inc. | Morgan Stanley | 11/07/2028 | Termination | (164,480 | ) | (11,662 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Oshkosh Corp. | Morgan Stanley | 11/07/2028 | Termination | (39,168 | ) | 2,751 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Oshkosh Corp. | Morgan Stanley | 05/08/2029 | Termination | (33,542 | ) | 3,384 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Palantir Technologies, Inc. | Morgan Stanley | 05/08/2029 | Termination | (194,129 | ) | (6,841 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Palo Alto Networks, Inc. | Morgan Stanley | 05/08/2029 | Termination | (160,691 | ) | (2,881 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Parsons Corp. | Morgan Stanley | 11/07/2028 | Termination | (9,572 | ) | (272 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | Parsons Corp. | Morgan Stanley | 05/08/2029 | Termination | (37,714 | ) | (967 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Paychex, Inc. | Morgan Stanley | 05/08/2029 | Termination | (85,363 | ) | 1,293 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Planet Fitness, Inc. | Morgan Stanley | 05/08/2029 | Termination | (55,119 | ) | (790 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | PNM Resources, Inc. | Morgan Stanley | 11/07/2028 | Termination | (88,260 | ) | 14,368 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Portland General Electric Company | Morgan Stanley | 11/07/2028 | Termination | (77,789 | ) | (3,073 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | PowerSchool Holdings, Inc. | Morgan Stanley | 05/08/2029 | Termination | (3,448 | ) | (5 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | PPL Corp. | Morgan Stanley | 11/07/2028 | Termination | (64,397 | ) | (773 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | PPL Corp. | Morgan Stanley | 05/08/2029 | Termination | (20,350 | ) | 982 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Public Service Enterprise Group, Inc. | Morgan Stanley | 11/07/2028 | Termination | (23,953 | ) | (903 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Public Service Enterprise Group, Inc. | Morgan Stanley | 05/08/2029 | Termination | (61,908 | ) | (290 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | RadNet, Inc. | Morgan Stanley | 05/08/2029 | Termination | (16,792 | ) | (96 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Revvity, Inc. | Morgan Stanley | 11/07/2028 | Termination | (48,865 | ) | (715 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 4.42% | Revvity, Inc. | Morgan Stanley | 05/08/2029 | Termination | (76,338 | ) | 3,304 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | RH | Morgan Stanley | 05/08/2029 | Termination | (13,689 | ) | (518 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Rider System, Inc. | Morgan Stanley | 11/07/2028 | Termination | (103,935 | ) | (11,528 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.06% | ROBLOX Corp. | Morgan Stanley | 05/08/2029 | Termination | (9,712 | ) | (1,171 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Roper Technologies, Inc. | Morgan Stanley | 05/08/2029 | Termination | (223,209 | ) | (3,033 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Rush Enterprises, Inc. | Morgan Stanley | 11/07/2028 | Termination | (60,167 | ) | 11,092 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Saia, Inc. | Morgan Stanley | 11/07/2028 | Termination | (119,521 | ) | (16,146 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Saia, Inc. | Morgan Stanley | 05/08/2029 | Termination | (209,636 | ) | (22,266 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Schneider National, Inc. | Morgan Stanley | 11/07/2028 | Termination | (80,864 | ) | (1,968 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Sempra | Morgan Stanley | 05/08/2029 | Termination | (25,556 | ) | (274 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Sempra Energy | Morgan Stanley | 11/07/2028 | Termination | (47,614 | ) | (2,576 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.31% | SentinelOne, Inc. | Morgan Stanley | 11/07/2028 | Termination | (223,362 | ) | 9,438 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | SentinelOne, Inc. | Morgan Stanley | 05/08/2029 | Termination | (7,683 | ) | (1,088 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Service Corp. International | Morgan Stanley | 05/08/2029 | Termination | (19,703 | ) | 382 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | ServiceNow, Inc. | Morgan Stanley | 05/08/2029 | Termination | (25,173 | ) | (470 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Silicon Laboratories, Inc. | Morgan Stanley | 11/07/2028 | Termination | (2,102 | ) | 227 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.70% | Silicon Laboratories, Inc. | Morgan Stanley | 05/08/2029 | Termination | (1,217 | ) | 88 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Simpson Manufacturing Co., Inc. | Morgan Stanley | 05/08/2029 | Termination | (3,876 | ) | 25 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Skechers USA, Inc. | Morgan Stanley | 11/07/2028 | Termination | 0 | 0 | ||||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Skyline Champion Corp. | Morgan Stanley | 11/07/2028 | Termination | (80,419 | ) | 5,198 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Skyline Champion Corp. | Morgan Stanley | 05/08/2029 | Termination | (3,252 | ) | 4 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Skyworks Solutions, Inc. | Morgan Stanley | 05/08/2029 | Termination | (10,871 | ) | (81 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Snowflake, Inc. | Morgan Stanley | 11/07/2028 | Termination | (223,709 | ) | 34,652 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Snowflake, Inc. | Morgan Stanley | 05/08/2029 | Termination | (5,269 | ) | 107 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Squarespace, Inc. | Morgan Stanley | 11/07/2028 | Termination | (144,372 | ) | (28,116 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Stantec, Inc. | Morgan Stanley | 05/08/2029 | Termination | (5,681 | ) | (99 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.07% | Starbucks Corp. | Morgan Stanley | 05/08/2029 | Termination | (84,000 | ) | 3,473 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Stericycle, Inc. | Morgan Stanley | 11/07/2028 | Termination | (64,059 | ) | (7,998 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Stericycle, Inc. | Morgan Stanley | 05/08/2029 | Termination | (57,200 | ) | (7,792 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Stryker Corp. | Morgan Stanley | 05/08/2029 | Termination | 0 | 0 | ||||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Summit Materials, Inc. | Morgan Stanley | 11/07/2028 | Termination | (9,848 | ) | 1,018 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Summit Materials, Inc. | Morgan Stanley | 05/08/2029 | Termination | (34,084 | ) | 2,841 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Super Micro Computer, Inc. | Morgan Stanley | 11/07/2028 | Termination | (195,825 | ) | (20,176 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Super Micro Computer, Inc. | Morgan Stanley | 05/08/2029 | Termination | (3,277 | ) | 171 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Synaptics, Inc. | Morgan Stanley | 05/08/2029 | Termination | (882 | ) | 57 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Sysco Corp. | Morgan Stanley | 11/07/2028 | Termination | (8,281 | ) | 471 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Sysco Corp. | Morgan Stanley | 05/08/2029 | Termination | (19,204 | ) | 1,131 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Take-Two Interactive Software, Inc. | Morgan Stanley | 11/07/2028 | Termination | (256,714 | ) | (10,633 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Targa Resources Corp. | Morgan Stanley | 11/07/2028 | Termination | (173,338 | ) | (19,444 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Targa Resources Corp. | Morgan Stanley | 05/08/2029 | Termination | (269,794 | ) | (26,035 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | TD SYNNEX Corp. | Morgan Stanley | 05/08/2029 | Termination | (5,424 | ) | 28 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Teck Resources Limited | Morgan Stanley | 11/07/2028 | Termination | (18,010 | ) | 730 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Teck Resources Ltd. | Morgan Stanley | 05/08/2029 | Termination | (8,670 | ) | 396 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Tesla, Inc. | Morgan Stanley | 05/08/2029 | Termination | (27,307 | ) | (1,714 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | TFI International, Inc. | Morgan Stanley | 05/08/2029 | Termination | (290 | ) | (7 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | TJX Cos., Inc. | Morgan Stanley | 05/08/2029 | Termination | (2,863 | ) | (84 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Transocean Ltd. | Morgan Stanley | 11/07/2028 | Termination | (7,661 | ) | 1 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.10% | Transocean Ltd. | Morgan Stanley | 05/08/2029 | Termination | (3,601 | ) | 313 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Trimble, Inc. | Morgan Stanley | 11/07/2028 | Termination | (2,349 | ) | 80 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Trimble, Inc. | Morgan Stanley | 05/08/2029 | Termination | (21,194 | ) | 512 | |||||||
Federal Funds Effective Rate + (0.25)% = 4.95% | United States Steel Corp. | Morgan Stanley | 11/07/2028 | Termination | (21,622 | ) | 1,009 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | United States Steel Corp. | Morgan Stanley | 05/08/2029 | Termination | (6,313 | ) | 111 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Unity Software, Inc. | Morgan Stanley | 05/08/2029 | Termination | (105,430 | ) | 4,506 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Valaris Ltd. | Morgan Stanley | 05/08/2029 | Termination | (18,774 | ) | (440 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Valvoline, Inc. | Morgan Stanley | 05/08/2029 | Termination | (101,131 | ) | (5,031 | ) | ||||||
Federal Funds Effective Rate + 0.00% = 5.08% | Veren, Inc. | Morgan Stanley | 11/07/2028 | Termination | (30,488 | ) | (1,594 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Veren, Inc. | Morgan Stanley | 05/08/2029 | Termination | (1,055 | ) | (4 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.04% | VF Corp. | Morgan Stanley | 05/08/2029 | Termination | (16,025 | ) | (1,681 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.09% | Viatris, Inc. | Morgan Stanley | 05/08/2029 | Termination | (14,552 | ) | 421 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Vistra Corp. | Morgan Stanley | 05/08/2029 | Termination | (290,183 | ) | 27,964 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Warner Bros Discovery, Inc. | Morgan Stanley | 05/08/2029 | Termination | (58,910 | ) | 7,975 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Warrior Met Coal, Inc. | Morgan Stanley | 11/07/2028 | Termination | (9,353 | ) | 859 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Waste Connections, Inc. | Morgan Stanley | 11/07/2028 | Termination | (63,130 | ) | (3,715 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Waste Connections, Inc. | Morgan Stanley | 05/08/2029 | Termination | (16,484 | ) | (534 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | West Pharmaceutical Services, Inc. | Morgan Stanley | 05/08/2029 | Termination | (28,986 | ) | 296 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Wheaton Previous Metals Corp. | Morgan Stanley | 11/07/2028 | Termination | (49,799 | ) | (355 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Whirlpool Corp. | Morgan Stanley | 05/08/2029 | Termination | (15,739 | ) | (1,533 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Williams Cos., Inc. | Morgan Stanley | 11/07/2028 | Termination | (249,008 | ) | (38,173 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Williams Cos., Inc. | Morgan Stanley | 05/08/2029 | Termination | (164,985 | ) | (9,596 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Wingstop, Inc. | Morgan Stanley | 05/08/2029 | Termination | (38,039 | ) | (99 | ) | ||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Wolfspeed, Inc. | Morgan Stanley | 11/07/2028 | Termination | (13,110 | ) | 6,065 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.33% | Xcel Energy, Inc. | Morgan Stanley | 11/07/2028 | Termination | (178,924 | ) | 1,664 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Xcel Energy, Inc. | Morgan Stanley | 05/08/2029 | Termination | (30,070 | ) | 749 | |||||||
Federal Funds Effective Rate + (0.25)% = 5.08% | Zimmer Biomet Holdings, Inc. | Morgan Stanley | 11/07/2028 | Termination | (3,480 | ) | (209 | ) | ||||||
Total Unrealized Appreciation (Depreciation) | $ | (154,301 | ) | |||||||||||
There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2024. |
Summary of Fair Value Exposure at June 30, 2024 (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 June 30, 2024:
Gotham Short Strategies ETF
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: | ||||||||||||||||
Common Stocks | $ | 11,892,853 | $ | – | $ | – | $ | 11,892,853 | ||||||||
Money Market Funds | 88,094 | – | – | 88,094 | ||||||||||||
Total Assets | $ | 11,980,947 | $ | – | $ | – | $ | 11,980,947 | ||||||||
Other Financial Instruments*: Assets | ||||||||||||||||
Total Return Swaps | $ | 679,770 | $ | – | $ | – | $ | 679,770 | ||||||||
Total Assets | $ | 679,770 | $ | – | $ | – | $ | 679,770 | ||||||||
Liabilities: | ||||||||||||||||
Total Return Swaps | $ | (834,071 | ) | $ | – | $ | – | $ | (834,071 | ) | ||||||
Total Liabilities | $ | (834,071 | ) | $ | – | $ | – | $ | (834,071 | ) | ||||||
* The fair value of the Fund's investment represents the net unrealized appreciation (depreciation) as of June 30, 2024. | ||||||||||||||||
Refer to the Schedule of Investments for additional information. | ||||||||||||||||