Leatherback Long/Short Alternative Yield ETF (LBAY) NPORT-P Gotham Short Strategies ETF (Dec 2024 report)

Gotham Short Strategies ETF
Schedule of Investments
December 31, 2024 (Unaudited)
COMMON STOCKS - 86.3%	Shares		Value
Advertising - 0.4%
Omnicom Group, Inc.		528	$	45,429
Aerospace & Defense - 3.1%
General Electric Co.		563		93,903
HEICO Corp.		8		1,902
L3Harris Technologies, Inc.		552		116,075
Leonardo DRS, Inc. (a)		28		905
Lockheed Martin Corp.		25		12,148
Northrop Grumman Corp.		172		80,718
Rocket Lab USA, Inc. (a)		3,616		92,099
				397,750
Agriculture - 0.7%
Darling Ingredients, Inc. (a)		2,519		84,865
Airlines - 0.4%
SkyWest, Inc. (a)		522		52,268
Apparel - 1.0%
Crocs, Inc. (a)		559		61,227
Kontoor Brands, Inc.		713		60,898
				122,125
Auto Parts & Equipment - 0.0%(b)
Allison Transmission Holdings, Inc.		49		5,295
Beverages - 0.1%
Brown-Forman Corp. - Class B		167		6,343
Biotechnology - 6.3%
ADMA Biologics, Inc. (a)		3,922		67,262
Biogen, Inc. (a)		1,214		185,645
Bio-Rad Laboratories, Inc. - Class A (a)		237		77,857
Blueprint Medicines Corp. (a)		280		24,421
Exelixis, Inc. (a)		3,750		124,875
Halozyme Therapeutics, Inc. (a)		1,074		51,348
Illumina, Inc. (a)		539		72,026
Incyte Corp. (a)		280		19,340
United Therapeutics Corp. (a)		232		81,859
Vertex Pharmaceuticals, Inc. (a)		264		106,313
				810,946
Building Materials - 3.5%
Armstrong World Industries, Inc.		49		6,925
Builders FirstSource, Inc. (a)		544		77,754
Eagle Materials, Inc.		117		28,871
Johnson Controls International PLC		1,629		128,577
Lennox International, Inc.		18		10,967
Louisiana-Pacific Corp.		334		34,586
Masco Corp.		890		64,587
Trane Technologies PLC		114		42,106
Vulcan Materials Co.		226		58,134
				452,507
Chemicals - 3.9%
Ashland, Inc.		328		23,439
Avient Corp.		1,112		45,436
Axalta Coating Systems Ltd. (a)		160		5,475
Balchem Corp.		5		815
Cabot Corp.		342		31,228
CF Industries Holdings, Inc.		364		31,056
DuPont de Nemours, Inc.		1,088		82,960
Eastman Chemical Co.		240		21,917
Ecolab, Inc.		50		11,716
Element Solutions, Inc.		1,076		27,363
FMC Corp.		3,284		159,635
Olin Corp.		120		4,056
RPM International, Inc.		398		48,978
				494,074
Coal - 0.9%
Teck Resources Ltd. - Class B		2,940		119,158
Commercial Services - 1.5%
Booz Allen Hamilton Holding Corp.		897		115,444
Cintas Corp.		251		45,858
FTI Consulting, Inc. (a)		6		1,147
Herc Holdings, Inc.		1		189
TransUnion		223		20,674
United Rentals, Inc.		18		12,680
				195,992
Computers - 3.3%
CACI International, Inc. - Class A (a)		49		19,799
Gartner, Inc. (a)		7		3,391
Hewlett Packard Enterprise Co.		6,463		137,985
Leidos Holdings, Inc.		509		73,327
Maximus, Inc.		410		30,607
NetApp, Inc.		52		6,036
Parsons Corp. (a)		513		47,324
Qualys, Inc. (a)		1		140
Science Applications International Corp.		32		3,577
Seagate Technology Holdings PLC		706		60,935
Western Digital Corp. (a)		760		45,319
				428,440
Distribution & Wholesale - 0.5%
LKQ Corp.		507		18,632
Pool Corp.		53		18,070
WESCO International, Inc.		20		3,619
WW Grainger, Inc.		28		29,514
				69,835
Electric - 3.1%
Brookfield Renewable Corp.		2,399		66,356
Constellation Energy Corp.		233		52,124
Dominion Energy, Inc.		2,582		139,067
Talen Energy Corp. (a)		701		141,231
				398,778
Electrical Components & Equipment - 1.6%
Acuity Brands, Inc.		114		33,303
Emerson Electric Co.		134		16,607
Generac Holdings, Inc. (a)		887		137,529
Universal Display Corp.		79		11,550
				198,989
Electronics - 1.2%
Allegion PLC		89		11,631
Itron, Inc. (a)		240		26,059
NEXTracker, Inc. - Class A (a)		2,342		85,553
Plexus Corp. (a)		212		33,174
				156,417
Engineering & Construction - 2.9%
Arcosa, Inc.		19		1,838
Comfort Systems USA, Inc.		2		848
EMCOR Group, Inc.		319		144,794
Frontdoor, Inc. (a)		117		6,397
IES Holdings, Inc. (a)		114		22,910
Jacobs Solutions, Inc.		478		63,870
Primoris Services Corp.		508		38,811
Sterling Infrastructure, Inc. (a)		120		20,214
TopBuild Corp. (a)		215		66,938
				366,620
Entertainment - 0.0%(b)
Churchill Downs, Inc.		34		4,540
Environmental Control - 0.1%
Pentair PLC		97		9,762
Food - 4.2%
Conagra Brands, Inc.		1,716		47,619
General Mills, Inc.		1,018		64,918
Ingredion, Inc.		818		112,524
J M Smucker Co.		264		29,071
Mondelez International, Inc. - Class A		127		7,586
Pilgrim's Pride Corp. (a)		2,716		123,279
Sprouts Farmers Market, Inc. (a)		227		28,845
Tyson Foods, Inc. - Class A		2,259		129,757
				543,599
Forest Products & Paper - 0.4%
International Paper Co.		878		47,254
Gas - 0.3%
National Fuel Gas Co.		547		33,192
Southwest Gas Holdings, Inc.		161		11,384
				44,576
Hand & Machine Tools - 0.1%
Stanley Black & Decker, Inc.		228		18,306
Healthcare-Products - 3.6%
Align Technology, Inc. (a)		8		1,668
Globus Medical, Inc. - Class A (a)		670		55,416
Hologic, Inc. (a)		1,135		81,822
ICU Medical, Inc. (a)		416		64,551
Natera, Inc. (a)		45		7,123
QIAGEN NV		2,248		100,103
Revvity, Inc.		1,303		145,428
				456,111
Healthcare-Services - 4.8%
Charles River Laboratories International, Inc. (a)		141		26,029
Cigna Group		569		157,124
Encompass Health Corp.		20		1,847
HealthEquity, Inc. (a)		60		5,757
Molina Healthcare, Inc. (a)		243		70,725
Tenet Healthcare Corp. (a)		1,424		179,751
UnitedHealth Group, Inc.		193		97,631
Universal Health Services, Inc. - Class B		411		73,742
				612,606
Home Builders - 0.0%(b)
Installed Building Products, Inc.		3		526
Household Products & Wares - 0.5%
Clorox Co.		373		60,579
Internet - 2.1%
Gen Digital, Inc.		757		20,727
Hims & Hers Health, Inc. (a)		656		15,862
Okta, Inc. (a)		122		9,614
Q2 Holdings, Inc. (a)		236		23,753
Spotify Technology SA (a)		379		169,557
Uber Technologies, Inc. (a)		401		24,188
				263,701
Iron & Steel - 0.3%
Carpenter Technology Corp.		4		679
Commercial Metals Co.		723		35,861
Reliance, Inc.		26		7,000
				43,540
Leisure Time - 1.7%
Carnival Corp. (a)		4,876		121,510
Life Time Group Holdings, Inc. (a)		2,338		51,717
Norwegian Cruise Line Holdings Ltd. (a)		1,633		42,017
				215,244
Machinery-Construction & Mining - 0.0%(b)
Caterpillar, Inc.		2		725
Machinery-Diversified - 1.6%
Applied Industrial Technologies, Inc.		126		30,173
Chart Industries, Inc. (a)		629		120,038
Cognex Corp.		22		789
CSW Industrials, Inc.		37		13,054
Toro Co.		468		37,487
				201,541
Media - 1.0%
Charter Communications, Inc. - Class A (a)		231		79,180
Comcast Corp. - Class A		750		28,147
Nexstar Media Group, Inc.		113		17,851
Sirius XM Holdings, Inc.		246		5,609
				130,787
Metal Fabricate & Hardware - 0.5%
Valmont Industries, Inc.		208		63,787
Mining - 3.0%
Agnico Eagle Mines Ltd.		1,712		133,895
Freeport-McMoRan, Inc.		1,133		43,145
Kinross Gold Corp.		10,639		98,624
Royal Gold, Inc.		290		38,236
Southern Copper Corp.		756		68,850
				382,750
Miscellaneous Manufacturing - 0.4%
Carlisle Cos., Inc.		137		50,531
Office - Business Equipment - 1.1%
Zebra Technologies Corp. - Class A (a)		368		142,129
Oil & Gas - 6.9%
Canadian Natural Resources Ltd.		2,720		83,966
Cenovus Energy, Inc.		2,555		38,708
Chevron Corp.		1,581		228,992
CNX Resources Corp. (a)		923		33,846
ConocoPhillips		418		41,453
EOG Resources, Inc.		1,836		225,057
Hess Corp.		165		21,947
Ovintiv, Inc.		5,067		205,214
SM Energy Co.		46		1,783
Texas Pacific Land Corp.		6		6,636
				887,602
Oil & Gas Services - 0.2%
ChampionX Corp.		270		7,341
NOV, Inc.		1,355		19,783
Schlumberger NV		66		2,531
				29,655
Packaging & Containers - 1.4%
AptarGroup, Inc.		14		2,199
Ball Corp.		922		50,830
Crown Holdings, Inc.		1,025		84,757
Silgan Holdings, Inc.		770		40,079
				177,865
Pharmaceuticals - 2.8%
Cencora, Inc.		108		24,265
CVS Health Corp.		3,385		151,953
Elanco Animal Health, Inc. (a)		9,935		120,313
Viatris, Inc.		4,889		60,868
				357,399
Retail - 3.6%
Carvana Co. (a)		110		22,370
Casey's General Stores, Inc.		48		19,019
Dollar Tree, Inc. (a)		594		44,514
Dutch Bros, Inc. - Class A (a)		91		4,767
Five Below, Inc. (a)		1,386		145,475
Gap, Inc.		1,892		44,708
MSC Industrial Direct Co., Inc. - Class A		96		7,170
Texas Roadhouse, Inc.		343		61,887
Walgreens Boots Alliance, Inc.		11,906		111,083
				460,993
Semiconductors - 3.6%
Applied Materials, Inc.		506		82,291
Cirrus Logic, Inc. (a)		584		58,155
Lam Research Corp.		1,963		141,788
Marvell Technology, Inc.		796		87,918
Semtech Corp. (a)		1,491		92,218
				462,370
Software - 2.6%
ACI Worldwide, Inc. (a)		956		49,626
Adobe, Inc. (a)		55		24,457
Asana, Inc. - Class A (a)		190		3,851
C3.ai, Inc. - Class A (a)		278		9,571
Clearwater Analytics Holdings, Inc. - Class A (a)		2,371		65,250
DocuSign, Inc. (a)		89		8,005
Elastic NV (a)		45		4,459
Electronic Arts, Inc.		21		3,072
Procore Technologies, Inc. (a)		147		11,015
ROBLOX Corp. - Class A (a)		253		14,639
Twilio, Inc. - Class A (a)		453		48,960
Veeva Systems, Inc. - Class A (a)		448		94,192
				337,097
Telecommunications - 1.7%
BCE, Inc.		1,440		33,379
Ciena Corp. (a)		931		78,958
Lumen Technologies, Inc. (a)		498		2,644
TELUS Corp.		1,617		21,926
T-Mobile US, Inc.		268		59,156
Ubiquiti, Inc.		62		20,580
				216,643
Toys, Games & Hobbies - 0.1%
Hasbro, Inc.		182		10,176
Transportation - 3.3%
CSX Corp.		279		9,003
FedEx Corp.		126		35,448
JB Hunt Transport Services, Inc.		594		101,372
Kirby Corp. (a)		339		35,866
Matson, Inc.		714		96,276
Norfolk Southern Corp.		13		3,051
Old Dominion Freight Line, Inc.		42		7,409
Schneider National, Inc. - Class B		1,431		41,900
United Parcel Service, Inc. - Class B		723		91,170
				421,495
TOTAL COMMON STOCKS (Cost $11,467,683)				11,059,720
TOTAL INVESTMENTS - 86.3% (Cost $11,467,683)				11,059,720
Other Assets in Excess of Liabilities - 13.7%				1,759,664
TOTAL NET ASSETS - 100.0%			$	12,819,384
two				–	%
Percentages are stated as a percent of net assets.				–	%

PLC - Public Limited Company

(a)	Non-income producing security.
(b)	Represents less than 0.05% of net assets.

Gotham Short Strategies ETF

Schedule of Total Return Swap Contracts

December 31, 2024 (Unaudited)

Reference Entity

Counterparty

Pay/ Receive Reference Entity

Financing Rate

Payment Frequency

Maturity Date

Notional Amount

Value/ Unrealized Appreciation (Depreciation)

ACI Worldwide, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

$

571

$

(79

)

ACI Worldwide, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

6,904

(323

)

Acuity Brands, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,506

(89

)

ADMA Biologics, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

9,947

(749

)

Adobe, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,668

(2

)

Agnico Eagle Mines Ltd.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

7,508

(760

)

Agnico Eagle Mines Ltd.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

10,871

(29

)

Align Technology, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

209

2

Allison Transmission Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

540

(4

)

Applied Industrial Technologies, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,113

(44

)

Applied Materials, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,855

(128

)

AptarGroup, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

314

(1

)

Arcosa, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

290

(9

)

Armstrong World Industries, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

707

(9

)

Asana, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

365

(43

)

Avient Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

6,497

(979

)

Avient Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

490

(105

)

Axalta Coating Systems Ltd.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

684

0

Balchem Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

163

(2

)

BCE, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

3,129

(1,309

)

Biogen, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

10,399

(1,876

)

Biogen, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

6,881

(171

)

Bio-Rad Laboratories, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,256

(86

)

Blueprint Medicines Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

611

(99

)

Blueprint Medicines Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

698

(100

)

Booz Allen Hamilton Holding Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

1,931

(851

)

Booz Allen Hamilton Holding Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

11,326

(779

)

Brookfield Renewable Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

3,375

(115

)

Brookfield Renewable Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,485

(337

)

Brown-Forman Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

798

1

Builders FirstSource, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

9,290

(962

)

C3.ai, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,067

(138

)

Cabot Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,926

(251

)

CACI International, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,424

(39

)

Canadian Natural Resources Ltd.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

93

(11

)

Canadian Natural Resources Ltd.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

9,168

52

Carlisle Cos., Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,795

(222

)

Carnival Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

13,432

(566

)

Carvana Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,644

(216

)

Casey's General Stores, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,585

(74

)

Cencora, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,921

(66

)

Cenovus Energy, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

1,651

(104

)

Cenovus Energy, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,772

20

CF Industries Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,304

(18

)

CF Industries Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,706

(6

)

ChampionX Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

843

(12

)

Chart Industries, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

5,344

751

Chart Industries, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

10,496

1,047

Charter Communications, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

6,170

289

Charter Communications, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

343

(50

)

Chevron Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

14,049

(819

)

Chevron Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

11,442

(225

)

Churchill Downs, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

267

2

Ciena Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

8,735

(237

)

Cigna Group

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

14,912

(530

)

Cintas Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,481

(518

)

Cirrus Logic, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

299

(42

)

Clearwater Analytics Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

275

(58

)

Clearwater Analytics Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

7,458

(537

)

Clorox Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

5,035

(25

)

Clorox Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,462

(41

)

CNX Resources Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,567

(4

)

Comcast Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,927

(143

)

Commercial Metals Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,819

(112

)

Conagra Brands, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,106

75

ConocoPhillips

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,562

136

Constellation Energy Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,816

(194

)

Crown Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,375

(362

)

CSW Industrials, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,058

(23

)

CSX Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

839

9

CVS Health Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

16,968

(645

)

Darling Ingredients, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

9,467

(500

)

DocuSign, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

809

(33

)

Dollar Tree, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,695

283

Dominion Energy, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

4,686

(283

)

Dominion Energy, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

6,786

(306

)

DuPont de Nemours, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,516

(333

)

DuPont de Nemours, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

6,863

(505

)

Dutch Bros, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

576

(13

)

Eagle Materials, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,455

(285

)

Eastman Chemical Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

1,370

(149

)

Eastman Chemical Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

913

(1

)

Ecolab, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

4,452

(324

)

Elanco Animal Health, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

14,084

(3,727

)

Elanco Animal Health, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,998

(118

)

Elastic NV

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

495

(67

)

Electronic Arts, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

293

(5

)

Element Solutions, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

1,475

(142

)

Element Solutions, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,958

(136

)

EMCOR Group, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

4,993

(202

)

EMCOR Group, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

10,440

(556

)

Emerson Electric Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,859

(8

)

Encompass Health Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

185

(18

)

Encompass Health Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

185

(15

)

EOG Resources, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

7,355

(412

)

EOG Resources, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

18,632

(1,003

)

Exelixis, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

4,396

(174

)

Exelixis, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

9,624

(472

)

FedEx Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,220

76

Five Below, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

15,744

(523

)

FMC Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

15,507

(4,183

)

FMC Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,625

(52

)

Freeport-McMoRan, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

5,750

(1,466

)

Freeport-McMoRan, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,818

(60

)

Frontdoor, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

328

(11

)

Frontdoor, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

711

(17

)

FTI Consulting, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

382

(19

)

Gap, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,868

(102

)

Gartner, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

484

(2

)

Gen Digital, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,327

(28

)

Generac Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

4,031

(444

)

Generac Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

11,939

(809

)

General Electric Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

15,345

(250

)

General Mills, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

7,078

(29

)

Globus Medical, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

579

2

Globus Medical, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,459

(65

)

Graphic Packaging Holding Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

30,908

1,008

Halozyme Therapeutics, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,630

(176

)

Halozyme Therapeutics, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,538

42

Hasbro, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,621

(36

)

HealthEquity, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

672

18

HEICO Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

238

0

Hess Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

1,596

(122

)

Hess Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,128

61

Hewlett Packard Enterprise Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

15,223

(417

)

Hims & Hers Health, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,789

(169

)

Hologic, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

7,137

(926

)

Hologic, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,667

(34

)

ICU Medical, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

6,827

(599

)

ICU Medical, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

310

(55

)

IES Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,612

(409

)

Illumina, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

10,022

(209

)

Incyte Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,141

18

Ingredion, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/09/2028

3,301

552

Ingredion, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

6,603

691

Ingredion, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,714

(124

)

Installed Building Products, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

175

(3

)

International Paper Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,436

(139

)

Itron, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,823

(162

)

J M Smucker Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,524

(170

)

Jacobs Solutions, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

6,147

(390

)

Jacobs Solutions, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

401

(14

)

JB Hunt Transport Services, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

10,410

(463

)

JB Hunt Transport Services, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,365

10

Johnson Controls International PLC

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

5,367

(245

)

Johnson Controls International PLC

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

9,077

(653

)

Kinross Gold Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,002

(234

)

Kinross Gold Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

9,038

(249

)

Kirby Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

1,058

(103

)

Kirby Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,645

(236

)

Kontoor Brands, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

1,708

12

Kontoor Brands, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,125

(147

)

L3Harris Technologies, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

6,939

(1,274

)

L3Harris Technologies, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

6,098

(325

)

Lam Research Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

15,241

(394

)

Lam Research Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,912

7

Leidos Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

8,067

(167

)

Lennox International, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,219

(37

)

Leonardo DRS, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

97

(1

)

Life Time Group Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

4,092

(320

)

Life Time Group Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,212

(72

)

LKQ Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,205

(34

)

Lockheed Martin Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

972

(10

)

Louisiana-Pacific Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,038

(17

)

Lumen Technologies, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

950

(258

)

Marvell Technology, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

9,941

(461

)

Masco Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

3,193

(378

)

Masco Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,064

(253

)

Matson, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

7,416

(144

)

Matson, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,966

(367

)

Maximus, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

3,210

(681

)

Maximus, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,045

(10

)

Molina Healthcare, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

7,567

(441

)

Molina Healthcare, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

873

(3

)

Mondelez International, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

836

(18

)

MSC Industrial Direct Co., Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

822

(8

)

Natera, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

792

(32

)

National Fuel Gas Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,427

67

National Fuel Gas Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,153

(31

)

NetApp, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

580

(15

)

Nexstar Media Group, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,896

(142

)

NEXTracker, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

5,297

(631

)

NEXTracker, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,443

(133

)

Norfolk Southern Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

469

(7

)

Northrop Grumman Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

8,917

(954

)

Norwegian Cruise Line Holdings Ltd.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

4,245

(15

)

Norwegian Cruise Line Holdings Ltd.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

720

(29

)

NOV, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

876

(59

)

NOV, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,606

(88

)

Okta, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,103

(68

)

Old Dominion Freight Line, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

882

(29

)

Olin Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

406

(46

)

Omnicom Group, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,904

(289

)

Ovintiv, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

3,524

(121

)

Ovintiv, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

19,359

(1,240

)

Parsons Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,030

(404

)

Parsons Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,321

(243

)

Pentair PLC

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,208

(5

)

Pilgrim's Pride Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/09/2028

3,041

621

Pilgrim's Pride Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

9,169

894

Pilgrim's Pride Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,043

(107

)

Plexus Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

469

(31

)

Plexus Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,130

(102

)

Pool Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,046

(22

)

Primoris Services Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,202

(227

)

Procore Technologies, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,199

(115

)

Q2 Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

201

(5

)

Q2 Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,912

(115

)

QIAGEN NV

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

11,493

(633

)

QIAGEN NV

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

172

(3

)

Reliance, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

539

1

Revvity, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

12,947

(1,202

)

Revvity, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,795

(93

)

ROBLOX Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,620

(51

)

Rocket Lab USA, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,292

1,419

Rocket Lab USA, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

7,870

398

Royal Gold, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,219

(213

)

RPM International, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,415

(161

)

Schlumberger NV

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

345

11

Schneider National, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

264

(15

)

Schneider National, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,187

(241

)

Science Applications International Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

894

(94

)

Seagate Technology Holdings PLC

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

5,955

(1,130

)

Seagate Technology Holdings PLC

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

863

(19

)

Semtech Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

10,082

(509

)

Silgan Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

4,112

73

Silgan Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

52

(2

)

Sirius XM Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

707

25

SkyWest, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

1,702

(177

)

SkyWest, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,506

(400

)

SM Energy Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

194

8

Southern Copper Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

3,579

(837

)

Southern Copper Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,374

(353

)

Southwest Gas Holdings, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

1,202

(25

)

Spotify Technology SA

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

19,237

(987

)

Sprouts Farmers Market, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,177

(26

)

Stanley Black & Decker, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,168

(150

)

Sterling Infrastructure, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,021

(66

)

Talen Energy Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

15,513

(506

)

Teck Resources Ltd.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

5,593

(1,035

)

Teck Resources Ltd.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

7,701

(670

)

TELUS Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,170

(389

)

TELUS Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

827

(31

)

Tenet Healthcare Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/09/2028

7,826

227

Tenet Healthcare Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

10,351

(981

)

Tenet Healthcare Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,272

(47

)

Texas Roadhouse, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

6,856

(322

)

T-Mobile US, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

6,401

(29

)

TopBuild Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,293

(159

)

Toro Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,005

(52

)

Trane Technologies PLC

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

4,802

(132

)

TransUnion

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,318

(288

)

TransUnion

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,205

(69

)

Twilio, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

3,567

1,437

Twilio, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,729

0

Tyson Foods, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

12,579

(1,071

)

Tyson Foods, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,412

(122

)

Uber Technologies, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,654

(24

)

Ubiquiti, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

1,660

685

United Parcel Service, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

7,188

(502

)

United Parcel Service, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,279

(43

)

United Rentals, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,409

(33

)

United Therapeutics Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

8,821

(371

)

UnitedHealth Group, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

10,623

93

Universal Display Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

1,023

(140

)

Universal Health Services, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

8,792

(1,955

)

U.S. Federal Funds Effective Rate (Continuous Series)

Receive

EFFR + 0.25%

Termination

11/14/2029

0

1

Valmont Industries, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

6,133

101

Valmont Industries, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,067

(55

)

Veeva Systems, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

11,564

(706

)

Vertex Pharmaceuticals, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

11,678

234

Viatris, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

660

(27

)

Viatris, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

6,760

(291

)

Vulcan Materials Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

3,858

(278

)

Vulcan Materials Co.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

2,830

(110

)

Walgreens Boots Alliance, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

2,883

58

Walgreens Boots Alliance, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

8,826

649

WESCO International, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

362

3

Western Digital Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

5,128

(96

)

WW Grainger, Inc.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

3,162

(63

)

Zebra Technologies Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

05/10/2029

10,042

(25

)

Zebra Technologies Corp.

Morgan Stanley

Receive

EFFR + 0.25%

Termination

11/14/2029

6,952

(162

)

$

(57,639

)

$

0

Reference Entity

Counterparty

Pay/ Receive Reference Entity

Financing Rate

Payment Frequency

Maturity Date

Notional Amount

Value/ Unrealized Appreciation (Depreciation)

Accenture PLC

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(126,996

)

6,185

Advanced Energy Industries, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(12,141

)

(473

)

Advanced Energy Industries, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(21,507

)

373

AES Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(43,063

)

6,632

AES Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(189,871

)

5,131

AGCO Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(36,364

)

910

AGCO Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(111,615

)

1,949

Agilent Technologies, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(155,163

)

4,821

Air Products and Chemicals, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(21,173

)

1,818

Air Products and Chemicals, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(127,908

)

9,422

Akamai Technologies, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(32,999

)

569

Alamos Gold, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(5,532

)

264

Alamos Gold, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(59,045

)

458

Alaska Air Group, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(13,857

)

(3,170

)

Alaska Air Group, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(50,117

)

(8,317

)

Albemarle Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(12,568

)

1,736

Albertsons Cos., Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(5,264

)

(33

)

Algonquin Power & Utilities Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/09/2028

(87,799

)

25,999

Algonquin Power & Utilities Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(3,378

)

1,375

Allegro MicroSystems, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(6,908

)

(115

)

Allegro MicroSystems, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(4,612

)

67

Alliant Energy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(16,973

)

(1,156

)

Alliant Energy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(20,403

)

9

Alnylam Pharmaceuticals, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(71,534

)

11,192

Alnylam Pharmaceuticals, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(60,475

)

4,114

Altair Engineering, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(3,928

)

(14

)

Amcor PLC

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(29,030

)

2,340

Amcor PLC

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(23,610

)

1,795

Ameren Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(21,750

)

(233

)

Ameren Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(135,671

)

2,890

American Electric Power Co., Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(64,930

)

3,063

American Electric Power Co., Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(242,196

)

7,501

Amkor Technology, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(18,779

)

638

Analog Devices, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(12,748

)

149

Antero Midstream Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(91

)

0

Antero Resources Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(22,712

)

(1,729

)

APA Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(91,783

)

17,827

APA Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(48,974

)

(3,929

)

Apple, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(380,638

)

(1,191

)

AppLovin Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(76,424

)

(37,354

)

AppLovin Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(42,422

)

(323

)

Aptiv PLC

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(177,630

)

(4,525

)

Arcadium Lithium PLC

Morgan Stanley

Pay

EFFR + (0.26)%

Termination

05/10/2029

(84,045

)

(14,028

)

Arcadium Lithium PLC

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(40,301

)

(356

)

Archer-Daniels-Midland Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(118,015

)

3,455

Archrock, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(35,767

)

857

Aspen Technology, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(9,236

)

(214

)

Aspen Technology, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(115,828

)

168

ATI, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(52,783

)

27

ATI, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(96,100

)

4,805

Atmos Energy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(20,891

)

33

Autodesk, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(125,322

)

1,532

AutoNation, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(20,211

)

176

Avidity Biosciences, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(4,915

)

1,757

Becton Dickinson & Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(13,612

)

251

Becton Dickinson & Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(218,022

)

911

BellRing Brands, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(133,201

)

3,294

Bentley Systems, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(10,461

)

306

BJ's Wholesale Club Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(37,884

)

3,272

Black Hills Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(30,430

)

1,677

Boeing Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(384,267

)

(1,506

)

Boot Barn Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(27,176

)

2,479

Boot Barn Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(19,281

)

(420

)

Boston Scientific Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(3,483

)

(5

)

Brink's Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(1,206

)

97

Brink's Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(4,917

)

167

Broadcom, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(101,314

)

(17,453

)

BRP, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(6,155

)

1,122

Bruker Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(103,347

)

11,874

Bruker Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(130,898

)

(3,127

)

Bunge Global SA

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(34,137

)

3,027

Bunge Global SA

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(46,656

)

6,664

Burlington Stores, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(34,492

)

873

BWX Technologies, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(4,567

)

451

BWX Technologies, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(45,559

)

7,655

Cadence Design Systems, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(82,326

)

1,052

CAE, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(127

)

(5

)

Cameco Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(1,388

)

164

CarMax, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(1,880

)

51

CCC Intelligent Solutions Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(30,897

)

(2,321

)

CCC Intelligent Solutions Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(3,871

)

185

Celanese Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(14,742

)

4,701

Celanese Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(113,781

)

287

Celestica, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(8,953

)

421

Celsius Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(9,640

)

1,100

Celsius Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,555

)

75

CH Robinson Worldwide, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(58,479

)

2,911

Chipotle Mexican Grill, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(83,274

)

5,382

Chord Energy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(137,147

)

24,933

Chord Energy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,572

)

(122

)

Cisco Systems, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(166,885

)

(2,503

)

CMS Energy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(7,332

)

229

Coca-Cola Consolidated, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(1,260

)

(28

)

Construction Partners, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(3,981

)

(279

)

Construction Partners, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(19,107

)

2,040

Core & Main, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(93,267

)

(9,820

)

Core & Main, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(21,993

)

36

Crinetics Pharmaceuticals, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(61,458

)

2,193

Crinetics Pharmaceuticals, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(10,635

)

247

Crowdstrike Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(367,822

)

9,262

Darden Restaurants, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(29,497

)

(243

)

Devon Energy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(9,230

)

1,738

Devon Energy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(132,098

)

7,311

Dexcom, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(356,964

)

(25,293

)

Dexcom, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(17,887

)

536

Diamondback Energy, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(33,094

)

2,791

Diamondback Energy, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(211,013

)

2,943

Dick's Sporting Goods, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(142,338

)

(6,735

)

Diodes, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(3,824

)

1,500

Dolby Laboratories, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(27,960

)

(1,160

)

Dolby Laboratories, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(30,459

)

441

Donaldson Co., Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(31,789

)

1,924

Dow, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(139,893

)

30,621

Dow, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(36,278

)

2,764

Doximity, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(28,350

)

1,597

DR Horton, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(4,195

)

(12

)

Dropbox, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(4,326

)

(510

)

Dropbox, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(160,293

)

(1,886

)

DTE Energy Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(78,367

)

1,386

DTE Energy Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,657

)

(25

)

Duke Energy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(12,067

)

48

Dynatrace, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(53,752

)

2,929

EchoStar Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/09/2028

(31,694

)

(11,704

)

EchoStar Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(71,883

)

(10,921

)

EchoStar Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(18,618

)

157

elf Beauty, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(17,954

)

(2,653

)

Eli Lilly & Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(359,752

)

17,884

Enbridge, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(234,214

)

(33,558

)

Enbridge, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,758

)

(89

)

Entergy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(21,533

)

(4,894

)

EQT Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(15,862

)

(983

)

Essential Utilities, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(908

)

4

Eversource Energy

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(18,263

)

1,006

Eversource Energy

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(169,591

)

5,125

Exact Sciences Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(10,170

)

154

Expedia Group, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,236

)

(34

)

Exxon Mobil Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(65,187

)

5,415

Exxon Mobil Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(28,398

)

(482

)

Fabrinet

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,419

)

88

First Solar, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(130,418

)

21,286

First Solar, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(102,748

)

7,084

FirstEnergy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(121,170

)

8,394

FirstEnergy Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(13,923

)

90

Floor & Decor Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(11,665

)

405

Floor & Decor Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(1,496

)

17

Flowers Foods, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(2,066

)

114

Flowers Foods, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(27,891

)

1,782

Fluor Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(5,524

)

187

Fluor Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(115,902

)

10,613

Fortive Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(5,400

)

(15

)

Franco-Nevada Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(17,051

)

2,049

Franco-Nevada Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(75,728

)

2,522

Frontier Communications Parent, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(23,423

)

423

Frontier Communications Parent, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(154,311

)

455

GATX Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(36,106

)

(4,564

)

Genuine Parts Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(122,014

)

130

Genuine Parts Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(96,093

)

3,897

Globant SA

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(19,512

)

979

Graphic Packaging Holding Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(63,989

)

2,695

Graphic Packaging Holding Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(38,893

)

1,973

Group 1 Automotive, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(5,901

)

(607

)

Group 1 Automotive, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(7,165

)

(80

)

GXO Logistics, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(7,047

)

2,580

GXO Logistics, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(10,223

)

3,808

Haemonetics Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(4,529

)

603

Hexcel Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(1,254

)

12

Hilton Worldwide Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(43,994

)

(600

)

Hilton Worldwide Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(108,998

)

1,313

Home Depot, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(29,563

)

(2,308

)

Home Depot, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(4,668

)

188

Honeywell International, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(173,709

)

3,245

Huntington Ingalls Industries, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(161,380

)

54,539

Huntington Ingalls Industries, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(62,738

)

1,982

Huntsman Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(33,842

)

12,709

IDACORP, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(546

)

9

Immunovant, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(35,248

)

4,872

Insmed, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(170,115

)

9,647

Insmed, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(53,506

)

1,158

Integer Holdings Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/09/2028

(81,765

)

(8,163

)

Integer Holdings Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(30,347

)

(2,183

)

Intel Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(251,868

)

5,963

Intel Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(105,122

)

(2,883

)

InterDigital, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(2,712

)

(304

)

InterDigital, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(4,843

)

25

International Business Machines Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(314,797

)

15,765

International Flavors & Fragrances, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(13,782

)

480

Intuit, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(212,433

)

8,710

Ionis Pharmaceuticals, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(524

)

67

Ionis Pharmaceuticals, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(15,312

)

459

Jabil, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(11,800

)

92

JBT Marel Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(508

)

0

Kenvue, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(37,384

)

3,610

Kenvue, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(224,239

)

24,463

Keysight Technologies, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(29,235

)

1,709

Kinder Morgan, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(24,578

)

(387

)

Klaviyo, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(866

)

(162

)

Klaviyo, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(30,724

)

(1,733

)

Knife River Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(19,617

)

435

Kroger Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(53,445

)

964

Lamb Weston Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/09/2028

(18,712

)

4,302

Lamb Weston Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(50,924

)

9,240

Lantheus Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(8,588

)

157

Lattice Semiconductor Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(174,085

)

(10,875

)

Lattice Semiconductor Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(81,293

)

1,448

Live Nation Entertainment, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(7,641

)

(1,291

)

Live Nation Entertainment, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(110,075

)

1,368

Loar Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(4,065

)

741

Loar Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(443

)

108

Lululemon Athletica, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(3,059

)

(491

)

Lululemon Athletica, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(68,834

)

(1,013

)

MACOM Technology Solutions Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(520

)

33

Macy's, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(13,612

)

82

Marriott International, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(37,378

)

(371

)

Marriott International, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(51,325

)

1,179

Martin Marietta Materials, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(280,976

)

11,181

Martin Marietta Materials, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(11,363

)

461

Matador Resources Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(50,353

)

(4,184

)

Matador Resources Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(15,528

)

(677

)

McDonald's Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(29,279

)

604

MGM Resorts International

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(11,608

)

866

MGM Resorts International

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(14,172

)

707

Moderna, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(13,306

)

(450

)

Modine Manufacturing Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(32,576

)

(479

)

Modine Manufacturing Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(73,963

)

11,476

MongoDB, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(19,323

)

906

Moog, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(1,968

)

166

Moog, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(4,921

)

574

Mosaic Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(140,155

)

7,262

Neogen Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/09/2028

(13,670

)

6,437

Neurocrine Biosciences, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(30,849

)

247

New Jersey Resources Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(22,392

)

505

Newmont Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(10,384

)

289

NiSource, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(30,731

)

(1,168

)

NiSource, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(662

)

(9

)

Noble Corp. PLC

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(942

)

90

Noble Corp. PLC

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(345

)

(13

)

Nordson Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(61,098

)

1,706

Nucor Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(40,148

)

10,082

Nucor Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(10,737

)

3,393

Nutrien Ltd.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(20,719

)

1,924

Nutrien Ltd.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(111,204

)

4,741

Nuvalent, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(8,533

)

474

Occidental Petroleum Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(395,082

)

2,555

Ollie's Bargain Outlet Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(214,742

)

(26,545

)

Ollie's Bargain Outlet Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(48,062

)

(621

)

ONE Gas, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(20,498

)

856

ONE Gas, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(69

)

7

Oracle Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(375,607

)

18,769

Ormat Technologies, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/09/2028

(46,253

)

836

Palantir Technologies, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(145,361

)

3,856

Paramount Global

Morgan Stanley

Pay

EFFR + (0.83)%

Termination

11/14/2029

(3,337

)

76

Paychex, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(99,977

)

(285

)

Pegasystems, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(466

)

(48

)

Pegasystems, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(932

)

22

Pembina Pipeline Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(105,344

)

8,094

Pembina Pipeline Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(14,226

)

(10

)

Penske Automotive Group, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(3,506

)

(9

)

Penske Automotive Group, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(6,555

)

336

Performance Food Group Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(6,933

)

(689

)

Performance Food Group Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,875

)

17

Phillips 66

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(3,190

)

214

Portland General Electric Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/09/2028

(5,496

)

(336

)

Portland General Electric Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(17,317

)

1,741

Post Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(44,067

)

1,454

PPL Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(13,438

)

(110

)

Primo Brands Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(7,508

)

38

Public Service Enterprise Group, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(5,069

)

(2

)

Pure Storage, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(185,150

)

(1,070

)

Range Resources Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(1,547

)

(30

)

REVOLUTION Medicines, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(3,630

)

(8

)

Reynolds Consumer Products, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,726

)

67

RH

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(1,574

)

9

Rivian Automotive, Inc.

Morgan Stanley

Pay

EFFR + (0.58)%

Termination

05/10/2029

(9,802

)

(272

)

Rockwell Automation, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(9,431

)

(371

)

Rockwell Automation, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(265,499

)

4,004

RXO, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(1,812

)

433

RXO, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(8,606

)

1,565

Saia, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,734

)

123

Samsara, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(15,947

)

10

Sarepta Therapeutics, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(212,418

)

6,707

Sarepta Therapeutics, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(30,154

)

(1,003

)

Sealed Air Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(1,150

)

10

SentinelOne, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(96,614

)

3,231

SharkNinja, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(5,939

)

54

Simpson Manufacturing Co., Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(83,578

)

10,156

Simpson Manufacturing Co., Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(22,055

)

2,342

Six Flags Entertainment Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(10,554

)

(430

)

Six Flags Entertainment Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(40,335

)

(1,239

)

Skechers USA, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(56,885

)

(3,956

)

Skechers USA, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(34,091

)

(2,958

)

SPS Commerce, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(11,775

)

608

SS&C Technologies Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(29,933

)

27

Stantec, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(392

)

17

Stantec, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(10,983

)

915

Summit Therapeutics, Inc.

Morgan Stanley

Pay

EFFR + (0.78)%

Termination

11/14/2029

(12,777

)

127

Super Micro Computer, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(11,552

)

4,120

Super Micro Computer, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,073

)

(820

)

Tapestry, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(5,357

)

(320

)

Teradyne, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(263,551

)

4,083

Tesla, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(11,711

)

(4,350

)

Tesla, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(12,923

)

(90

)

Tetra Tech, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(23,147

)

726

TG Therapeutics, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(12,522

)

101

Thomson Reuters Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,566

)

47

Thor Industries, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(6,125

)

415

Timken Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(8,208

)

690

Timken Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(49,674

)

2,902

TKO Group Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(7,106

)

57

Tractor Supply Co.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(3,343

)

61

TransAlta Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(13,414

)

18

TriNet Group, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(5,809

)

(229

)

TriNet Group, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(14,523

)

513

Ulta Beauty, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(26,966

)

(1,714

)

United Airlines Holdings, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(6,603

)

8

United States Cellular Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(1,254

)

(3

)

United States Steel Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(149,794

)

19,646

United States Steel Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(151,391

)

9,317

Unity Software, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(4,382

)

30

U.S. Federal Funds Effective Rate (Continuous Series)

Pay

EFFR + (0.25)%

Termination

05/10/2029

0

(142

)

U.S. Federal Funds Effective Rate (Continuous Series)

Pay

EFFR + (0.25)%

Termination

05/10/2029

0

(7

)

U.S. Federal Funds Effective Rate (Continuous Series)

Pay

EFFR + (0.25)%

Termination

11/14/2029

0

0

U.S. Federal Funds Effective Rate (Continuous Series)

Pay

EFFR + (0.25)%

Termination

11/14/2029

0

(1

)

U.S. Federal Funds Effective Rate (Continuous Series)

Pay

EFFR + (0.25)%

Termination

11/14/2029

0

0

Vail Resorts, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(11,247

)

1

Varonis Systems, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(2,533

)

39

Vaxcyte, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(24,149

)

1,838

VeriSign, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(23,180

)

(566

)

Walmart, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(102,818

)

3,317

Warner Bros Discovery, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(72,087

)

(18,809

)

Warner Bros Discovery, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(71,834

)

(919

)

Waste Connections, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(56,450

)

2,546

Waste Connections, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(27,624

)

2,467

WEC Energy Group, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(105,325

)

1,773

WEC Energy Group, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(95,545

)

3,183

West Pharmaceutical Services, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(92,699

)

1,181

Whirlpool Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(12,936

)

228

Williams Cos., Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(143,634

)

(35,138

)

Wolfspeed, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/09/2028

(87

)

297

Xcel Energy, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/09/2028

(78,728

)

(15,170

)

Xcel Energy, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(50,370

)

(8,233

)

Zeta Global Holdings Corp.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(115,658

)

10,407

ZoomInfo Technologies, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(10,909

)

890

Zscaler, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

05/10/2029

(6,134

)

271

Zscaler, Inc.

Morgan Stanley

Pay

EFFR + (0.25)%

Termination

11/14/2029

(8,299

)

291

$

380,334

Net Unrealized Appreciation (Depreciation)

$

322,695

There are no upfront payments or receipts associated with total return swaps in the Fund as of December 31, 2024.

EFFR - Effective Federal Funds Rate was 4.33% as of December 31, 2024.

Summary of Fair Value Disclosure as of December 31, 2024 (Unaudited)

Gotham Short Strategies ETF has adopted authoritative fair value accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

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 speeds, 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 fair valuation hierarchy of the Fund’s securities as of December 31, 2024:

	Level 1			Level 2		Level 3		Total
Assets:
Common Stocks	$	11,059,720		$	–	$	–	$	11,059,720
Total Investments	$	11,059,720		$	–	$	–	$	11,059,720
Other Financial Instruments:
Total Return Swaps*	$	779,947		$	–	$	–	$	779,947
Total Other Financial Instruments	$	779,947		$	–	$	–	$	779,947
Liabilities:
Other Financial Instruments:
Total Return Swaps*	$	(457,252	)	$	–	$	–	$	(457,252	)
Total Other Financial Instruments	$	(457,252	)	$	–	$	–	$	(457,252	)
* The fair value of the Fund's investment represents the net unrealized appreciation (depreciation) as of December 31, 2024.
Refer to the Schedule of Investments for further disaggregation of investment categories.