Form NPORT-P FundVantage Trust For: Mar 31

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May 19, 2022 5:17 PM EDT
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      FundVantage Trust
      811-22027
      0001388485
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      301 Bellevue Parkway
      2nd Floor
      Wilmington
      
      19809
      856-528-3500
      Gotham Index Plus Fund
      S000048690
      5493002W3MN8N41WOJ28
      2022-09-30
      2022-03-31
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      559087282.74
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      0.00000000
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        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ELECTRONIC ARTS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        6015.45000000
        0.001163809681
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Electronic Arts Inc
                Electronic Arts Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            99691.14000000
            USD
            6015.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BATH & BODY WORKS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -45910.03000000
        -0.00888221785
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Bath & Body Works Inc
                Bath & Body Works Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            4400074.83000000
            USD
            -45910.03000000
          
        
        
          N
          N
          N
        
      
      
        Regency Centers Corp
        529900053A7X7FJ97S58
        Regency Centers Corp
        758849103
        
          
          
        
        4280.00000000
        NS
        USD
        305335.20000000
        0.059073230059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MOLINA HLTHCARE
        000000000
        
          
        
        1.00000000
        NC
        USD
        19418.66000000
        0.003756929989
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Molina Healthcare Inc
                Molina Healthcare Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            552354.60000000
            USD
            19418.66000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BOEING CO/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        1760479.16000000
        0.340600069806
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Boeing Co/The
                Boeing Co/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -6237351.84000000
            USD
            1760479.16000000
          
        
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins Inc
        231021106
        
          
          
        
        3713.00000000
        NS
        USD
        761573.43000000
        0.147341683624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TAKE-TWO INTERACTIVE SOFTWARE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        10802.79000000
        0.002090016804
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Take-Two Interactive Software
                Take-Two Interactive Software Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            88974.47000000
            USD
            10802.79000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS COPART INC DE
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1078.60000000
        -0.00020867684
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Copart Inc
                Copart Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -557388.37000000
            USD
            -1078.60000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS STARBUCKS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        20405.14000000
        0.003947784368
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Starbucks Corp
                Starbucks Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1809994.21000000
            USD
            20405.14000000
          
        
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co
        460146103
        
          
          
        
        38164.00000000
        NS
        USD
        1761268.60000000
        0.340752802838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NXP SEMICONDUCTORS NV
        000000000
        
          
        
        1.00000000
        NC
        USD
        10399.02000000
        0.002011899384
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                NXP Semiconductors NV
                NXP Semiconductors NV
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            804111.77000000
            USD
            10399.02000000
          
        
        
          N
          N
          N
        
      
      
        Pentair PLC
        549300EVR9D56WPSRP15
        Pentair PLC
        000000000
        
          
          
          
        
        16507.00000000
        NS
        USD
        894844.47000000
        0.173125644354
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FedEx Corp
        549300E707U7WNPZN687
        FedEx Corp
        31428X106
        
          
          
        
        7270.00000000
        NS
        USD
        1682205.30000000
        0.325456418699
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MOODY'S CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -20488.40000000
        -0.00396389268
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Moody's Corp
                Moody's Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1071989.82000000
            USD
            -20488.40000000
          
        
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687106
        
          
          
        
        111.00000000
        NS
        USD
        15224.76000000
        0.002945535759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WATERS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        89743.68000000
        0.017362718268
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Waters Corp
                Waters Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1043490.21000000
            USD
            89743.68000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WALGREENS BOOTS ALLIANCE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3694.73000000
        -0.00071481976
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Walgreens Boots Alliance Inc
                Walgreens Boots Alliance Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            437169.75000000
            USD
            -3694.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ESSEX PROPERTY TRUST INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -24403.79000000
        -0.00472140356
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Essex Property Trust Inc
                Essex Property Trust Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1219711.49000000
            USD
            -24403.79000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SPDR S&P 500 ETF TRUST
        000000000
        
          
        
        1.00000000
        NC
        USD
        131260.80000000
        0.025395039406
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                SPDR S&P 500 ETF Trust
                SPDR S&P 500 ETF Trust
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2399996.27000000
            USD
            131260.80000000
          
        
        
          N
          N
          N
        
      
      
        Hologic Inc
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440101
        
          
          
        
        13553.00000000
        NS
        USD
        1041141.46000000
        0.201429736864
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ADOBE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        272917.61000000
        0.052801395852
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Adobe Inc
                Adobe Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2365577.81000000
            USD
            272917.61000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DELPHI AUTOMOTIVE
        000000000
        
          
        
        1.00000000
        NC
        USD
        440645.19000000
        0.085251666639
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Aptiv PLC
                Aptiv PLC
                
                  
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3564717.06000000
            USD
            440645.19000000
          
        
        
          N
          N
          N
        
      
      
        Alexandria Real Estate Equitie
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271109
        
          
          
        
        9198.00000000
        NS
        USD
        1851097.50000000
        0.358132008628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875P101
        
          
          
        
        17632.00000000
        NS
        USD
        2102263.36000000
        0.406725091348
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CH ROBINSON WORLDWIDE INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -918004.34000000
        -0.17760638659
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CH Robinson Worldwide Inc
                CH Robinson Worldwide Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -7032895.91000000
            USD
            -918004.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NORFOLK SOUTHERN CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        9772.20000000
        0.001890628459
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Norfolk Southern Corp
                Norfolk Southern Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1498259.32000000
            USD
            9772.20000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS STRYKER CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        27754.41000000
        0.005369648331
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Stryker Corp
                Stryker Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            366016.40000000
            USD
            27754.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VERTEX PHARMACEUTICALS INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        406608.71000000
        0.078666625630
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Vertex Pharmaceuticals Inc
                Vertex Pharmaceuticals Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            973922.59000000
            USD
            406608.71000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CERIDIAN HCM HOLDING INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1096204.19000000
        0.212082728452
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ceridian HCM Holding Inc
                Ceridian HCM Holding Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2892226.47000000
            USD
            1096204.19000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DOMINOS PIZZA
        000000000
        
          
        
        1.00000000
        NC
        USD
        361448.04000000
        0.069929386528
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Domino's Pizza Inc
                Domino's Pizza Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2894513.18000000
            USD
            361448.04000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NVIDIA CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        430400.46000000
        0.083269617756
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                NVIDIA Corp
                NVIDIA Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1655621.68000000
            USD
            430400.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AFLAC INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        262877.12000000
        0.050858861301
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Aflac Inc
                Aflac Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1299023.35000000
            USD
            262877.11000000
          
        
        
          N
          N
          N
        
      
      
        Ingersoll Rand Inc
        5299004C02FMZCUOIR50
        Ingersoll Rand Inc
        45687V106
        
          
          
        
        9442.00000000
        NS
        USD
        475404.70000000
        0.091976592330
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co
        60871R209
        
          
          
        
        4517.00000000
        NS
        USD
        241117.46000000
        0.046649017820
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS KROGER CO/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        4142.41000000
        0.000801432454
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Kroger Co/The
                Kroger Co/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            8022.64000000
            USD
            4142.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MONSTER BEVERAGE CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        394453.41000000
        0.076314938588
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Monster Beverage Corp
                Monster Beverage Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2659218.91000000
            USD
            394453.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MEDTRONIC INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        419426.30000000
        0.081146445981
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Medtronic PLC
                Medtronic PLC
                
                  
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3411212.69000000
            USD
            419426.30000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ABBOTT LABS
        000000000
        
          
        
        1.00000000
        NC
        USD
        19053.67000000
        0.003686315339
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Abbott Laboratories
                Abbott Laboratories
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            4507330.20000000
            USD
            19053.67000000
          
        
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
          
        
        871.00000000
        NS
        USD
        260716.43000000
        0.050440832402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Synopsys Inc
        QG7T915N9S0NY5UKNE63
        Synopsys Inc
        871607107
        
          
          
        
        1491.00000000
        NS
        USD
        496905.57000000
        0.096136367685
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GOLDMAN SACHS GROUP INC (THE)
        000000000
        
          
        
        1.00000000
        NC
        USD
        108418.24000000
        0.020975687160
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Goldman Sachs Group Inc/The
                Goldman Sachs Group Inc/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1652809.74000000
            USD
            108418.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EDWARDS LIFESCIENCES
        000000000
        
          
        
        1.00000000
        NC
        USD
        6678.95000000
        0.001292177089
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Edwards Lifesciences Corp
                Edwards Lifesciences Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -492744.83000000
            USD
            6678.95000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DELTA AIR LINES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        152749.66000000
        0.029552491185
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Delta Air Lines Inc
                Delta Air Lines Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1817538.70000000
            USD
            152749.66000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PENN NATIONAL GAMING INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -497363.77000000
        -0.09622501568
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Penn National Gaming Inc
                Penn National Gaming Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3112514.35000000
            USD
            -497363.77000000
          
        
        
          N
          N
          N
        
      
      
        NetApp Inc
        QTX3D84DZDD5JYOCYH15
        NetApp Inc
        64110D104
        
          
          
        
        2602.00000000
        NS
        USD
        215966.00000000
        0.041782962472
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94106L109
        
          
          
        
        6933.00000000
        NS
        USD
        1098880.50000000
        0.212600514401
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BECTON, DICKINSON AND CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -69047.31000000
        -0.01335858960
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Becton Dickinson and Co
                Becton Dickinson and Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2951914.69000000
            USD
            -69047.31000000
          
        
        
          N
          N
          N
        
      
      
        Gartner Inc
        PP55B5R38BFB8O8HH686
        Gartner Inc
        366651107
        
          
          
        
        2630.00000000
        NS
        USD
        782319.80000000
        0.151355485793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        09857L108
        
          
          
        
        290.00000000
        NS
        USD
        681050.50000000
        0.131762904732
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GENERAL MILLS
        000000000
        
          
        
        1.00000000
        NC
        USD
        252829.03000000
        0.048914856377
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                General Mills Inc
                General Mills Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1474394.32000000
            USD
            252829.03000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CATERPILLAR INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        218491.05000000
        0.042271484135
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Caterpillar Inc
                Caterpillar Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1393897.67000000
            USD
            218491.04000000
          
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494103
        
          
          
        
        25348.00000000
        NS
        USD
        2271941.24000000
        0.439552686860
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VULCAN MATERIALS CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        17927.32000000
        0.003468400298
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Vulcan Materials Co
                Vulcan Materials Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1968827.29000000
            USD
            17927.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INTERPUBLIC GROUP OF COS INC/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        238098.46000000
        0.046064931604
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Interpublic Group of Cos Inc/T
                Interpublic Group of Cos Inc/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1268969.15000000
            USD
            238098.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TRACTOR SUPPLY
        000000000
        
          
        
        1.00000000
        NC
        USD
        -374574.74000000
        -0.07246901042
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Tractor Supply Co
                Tractor Supply Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -5684515.16000000
            USD
            -374574.74000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMERICAN ELECTRIC POWER CO INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        51396.75000000
        0.009943734089
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                American Electric Power Co Inc
                American Electric Power Co Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1185052.86000000
            USD
            51396.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WYNN RESORTS
        000000000
        
          
        
        1.00000000
        NC
        USD
        580793.24000000
        0.112366123145
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Wynn Resorts Ltd
                Wynn Resorts Ltd
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2390372.36000000
            USD
            580793.24000000
          
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        CSX Corp
        126408103
        
          
          
        
        21485.00000000
        NS
        USD
        804613.25000000
        0.155668601676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DOW HOLDINGS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        124341.82000000
        0.024056423690
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Dow Inc
                Dow Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            496479.02000000
            USD
            124341.82000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BIO-TECHNE CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        342007.58000000
        0.066168238891
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Bio-Techne Corp
                Bio-Techne Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3310600.14000000
            USD
            342007.58000000
          
        
        
          N
          N
          N
        
      
      
        CME Group Inc
        LCZ7XYGSLJUHFXXNXD88
        CME Group Inc
        12572Q105
        
          
          
        
        3128.00000000
        NS
        USD
        744026.08000000
        0.143946796158
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Teradyne Inc
        C3X4YJ278QNZHRJULN75
        Teradyne Inc
        880770102
        
          
          
        
        11293.00000000
        NS
        USD
        1335171.39000000
        0.258315735267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genuine Parts Co
        549300D46DQVEU651W04
        Genuine Parts Co
        372460105
        
          
          
        
        65.00000000
        NS
        USD
        8191.30000000
        0.001584771586
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CENTENE CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -12584.44000000
        -0.00243471279
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Centene Corp
                Centene Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1425801.71000000
            USD
            -12584.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SERVICENOW INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -13684.51000000
        -0.00264754344
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                ServiceNow Inc
                ServiceNow Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            472561.87000000
            USD
            -13684.51000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PPL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        59422.21000000
        0.011496420596
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                PPL Corp
                PPL Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3298691.09000000
            USD
            59422.21000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CHUBB LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        111170.19000000
        0.021508107187
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Chubb Ltd
                Chubb Ltd
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            825372.51000000
            USD
            111170.19000000
          
        
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        Realty Income Corp
        756109104
        
          
          
        
        11230.00000000
        NS
        USD
        778239.00000000
        0.150565973031
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EQUITY RESIDENTIAL
        000000000
        
          
        
        1.00000000
        NC
        USD
        -44495.31000000
        -0.00860851183
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Equity Residential
                Equity Residential
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1191837.33000000
            USD
            -44495.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ETSY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        2348823.98000000
        0.454427197849
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Etsy Inc
                Etsy Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -6191437.30000000
            USD
            2348823.98000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FMC CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        186388.50000000
        0.036060600746
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                FMC Corp
                FMC Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1007009.26000000
            USD
            186388.50000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BERKSHIRE HATHAWAY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        2163834.57000000
        0.418637279177
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Berkshire Hathaway Inc
                Berkshire Hathaway Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3273096.89000000
            USD
            2163834.57000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS RESMED INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        89497.17000000
        0.017315025955
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                ResMed Inc
                ResMed Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1275267.05000000
            USD
            89497.17000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS REALTY INCOME CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        49481.81000000
        0.009573250466
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Realty Income Corp
                Realty Income Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            839320.54000000
            USD
            49481.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CISCO SYSTEMS
        000000000
        
          
        
        1.00000000
        NC
        USD
        953604.10000000
        0.184493875535
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cisco Systems Inc
                Cisco Systems Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3530475.19000000
            USD
            953604.11000000
          
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
          
        
        28982.00000000
        NS
        USD
        8935440.42000000
        1.728740504264
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line Inc
        5299009TWK32WE417T96
        Old Dominion Freight Line Inc
        679580100
        
          
          
        
        1872.00000000
        NS
        USD
        559128.96000000
        0.108174732841
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HENRY SCHEIN
        000000000
        
          
        
        1.00000000
        NC
        USD
        -23194.12000000
        -0.00448736859
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Henry Schein Inc
                Henry Schein Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -987773.93000000
            USD
            -23194.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AON PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        268876.64000000
        0.052019589004
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Aon PLC
                Aon PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            747288.99000000
            USD
            268876.64000000
          
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369604301
        
          
          
        
        1624.00000000
        NS
        USD
        148596.00000000
        0.028748882192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Energy Corp
        N/A
        Constellation Energy Corp
        21037T109
        
          
          
        
        25130.00000000
        NS
        USD
        1413562.50000000
        0.273482070742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS COCA COLA CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        339233.17000000
        0.065631473526
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Coca-Cola Co/The
                Coca-Cola Co/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2027162.18000000
            USD
            339233.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ILLUMINA INC COM
        000000000
        
          
        
        1.00000000
        NC
        USD
        -446.94000000
        -0.00008646952
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Illumina Inc
                Illumina Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            172002.34000000
            USD
            -446.94000000
          
        
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
          
        
        1959.00000000
        NS
        USD
        166279.92000000
        0.032170191869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BALL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        17076.51000000
        0.003303794006
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ball Corp
                Ball Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1421620.01000000
            USD
            17076.51000000
          
        
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/T
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos Inc/The
        460690100
        
          
          
        
        7110.00000000
        NS
        USD
        252049.50000000
        0.048764040634
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WW Grainger Inc
        549300TWZSP6O1IH2V34
        WW Grainger Inc
        384802104
        
          
          
        
        1504.00000000
        NS
        USD
        775748.16000000
        0.150084069980
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PAYCHEX INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        628053.63000000
        0.121509595274
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Paychex Inc
                Paychex Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1964438.01000000
            USD
            628053.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WEYERHAEUSER CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        264024.22000000
        0.051080790847
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Weyerhaeuser Co
                Weyerhaeuser Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2561393.47000000
            USD
            264024.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ALLSTATE CORP/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        24668.22000000
        0.004772562859
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Allstate Corp/The
                Allstate Corp/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            433762.42000000
            USD
            24668.22000000
          
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287Y109
        
          
          
        
        8370.00000000
        NS
        USD
        1356860.70000000
        0.262511968126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INGERSOLL-RAND INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        8962.93000000
        0.001734058915
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ingersoll Rand Inc
                Ingersoll Rand Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            711714.46000000
            USD
            8962.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ALASKA AIR GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        113441.93000000
        0.021947620940
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Alaska Air Group Inc
                Alaska Air Group Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            975521.79000000
            USD
            113441.93000000
          
        
        
          N
          N
          N
        
      
      
        Allstate Corp/The
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp/The
        020002101
        
          
          
        
        678.00000000
        NS
        USD
        93909.78000000
        0.018168734030
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TRAVELERS COMPANIES INC (THE)
        000000000
        
          
        
        1.00000000
        NC
        USD
        -58312.15000000
        -0.01128165718
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Travelers Cos Inc/The
                Travelers Cos Inc/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -875178.64000000
            USD
            -58312.15000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NORTONLIFELOCK INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -17484.89000000
        -0.00338280332
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                NortonLifeLock Inc
                NortonLifeLock Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            782223.90000000
            USD
            -17484.89000000
          
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161N101
        
          
          
        
        13704.00000000
        NS
        USD
        652721.52000000
        0.126282094288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nordson Corp
        14OS6Q5N55N95WM84M53
        Nordson Corp
        655663102
        
          
          
        
        3602.00000000
        NS
        USD
        817942.16000000
        0.158247347156
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BANK OF NEW YORK MELLON CORP/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        412590.51000000
        0.079823925042
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Bank of New York Mellon Corp/T
                Bank of New York Mellon Corp/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3575995.40000000
            USD
            412590.51000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VF CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        311125.37000000
        0.060193454798
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                VF Corp
                VF Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -985257.82000000
            USD
            311125.37000000
          
        
        
          N
          N
          N
        
      
      
        News Corp
        549300ITS31QK8VRBQ14
        News Corp
        65249B109
        
          
          
        
        18753.00000000
        NS
        USD
        415378.95000000
        0.080363404793
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ULTA BEAUTY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        23988.61000000
        0.004641078648
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ulta Beauty Inc
                Ulta Beauty Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            803910.77000000
            USD
            23988.61000000
          
        
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        Assurant Inc
        04621X108
        
          
          
        
        4540.00000000
        NS
        USD
        825508.20000000
        0.159711149631
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VALERO ENERGY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        96451.28000000
        0.018660438275
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Valero Energy Corp
                Valero Energy Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            238216.96000000
            USD
            96451.28000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ALEXANDRIA REAL ESTATE EQUITIES INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        321819.90000000
        0.062262526530
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Alexandria Real Estate Equitie
                Alexandria Real Estate Equities Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2560866.36000000
            USD
            321819.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WESTERN DIGITAL
        000000000
        
          
        
        1.00000000
        NC
        USD
        119601.53000000
        0.023139319335
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Western Digital Corp
                Western Digital Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -369539.63000000
            USD
            119601.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BOSTON SCIENTIFIC CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -54656.29000000
        -0.01057435760
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Boston Scientific Corp
                Boston Scientific Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2491752.97000000
            USD
            -54656.29000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ENTERGY CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -473801.17000000
        -0.09166635722
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Entergy Corp
                Entergy Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3981730.10000000
            USD
            -473801.17000000
          
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
          
        
        24200.00000000
        NS
        USD
        1133044.00000000
        0.219210129981
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS O'REILLY AUTOMOTIVE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        352252.00000000
        0.068150227799
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                O'Reilly Automotive Inc
                O'Reilly Automotive Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1769069.12000000
            USD
            352252.00000000
          
        
        
          N
          N
          N
        
      
      
        Howmet Aerospace Inc
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        443201108
        
          
          
        
        7362.00000000
        NS
        USD
        264590.28000000
        0.051190306528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670702
        
          
          
        
        1384.00000000
        NS
        USD
        488427.44000000
        0.094496103071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CITIZENS FINANCIAL GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        260095.96000000
        0.050320790012
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Citizens Financial Group Inc
                Citizens Financial Group Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2416858.70000000
            USD
            260095.95000000
          
        
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        Corning Inc
        219350105
        
          
          
        
        23838.00000000
        NS
        USD
        879860.58000000
        0.170226709737
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS UNITEDHEALTH GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1017469.65000000
        0.196849949542
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                UnitedHealth Group Inc
                UnitedHealth Group Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3215966.15000000
            USD
            1017469.65000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VERISK ANALYTICS, INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -125241.12000000
        -0.02423041134
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Verisk Analytics Inc
                Verisk Analytics Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2132073.86000000
            USD
            -125241.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SOLAREDGE TECHNOLOGIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        20758.81000000
        0.004016208936
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                SolarEdge Technologies Inc
                SolarEdge Technologies Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            90458.84000000
            USD
            20758.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ASSURANT INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        217276.37000000
        0.042036479880
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Assurant Inc
                Assurant Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1763867.98000000
            USD
            217276.37000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PAYPAL HOLDINGS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -29385.62000000
        -0.00568523868
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                PayPal Holdings Inc
                PayPal Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1968026.57000000
            USD
            -29385.62000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WESTROCK COMPANY
        000000000
        
          
        
        1.00000000
        NC
        USD
        29105.25000000
        0.005630995473
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Westrock Co
                Westrock Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1034764.32000000
            USD
            29105.25000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CONSTELLATION BRANDS INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        195323.06000000
        0.037789170915
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Constellation Brands Inc
                Constellation Brands Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1185120.79000000
            USD
            195323.07000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS APA CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        3566715.38000000
        0.690052762344
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                APA Corp
                APA Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3746539.22000000
            USD
            3566715.38000000
          
        
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        Aon PLC
        000000000
        
          
          
          
        
        2057.00000000
        NS
        USD
        669820.91000000
        0.129590314891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APA Corp
        N/A
        APA Corp
        03743Q108
        
          
          
        
        41417.00000000
        NS
        USD
        1711764.61000000
        0.331175261204
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FACEBOOK INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -88761.66000000
        -0.01717272676
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Meta Platforms Inc
                Meta Platforms Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            6647269.85000000
            USD
            -88761.65000000
          
        
        
          N
          N
          N
        
      
      
        Invesco Ltd
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd
        000000000
        
          
          
          
        
        28451.00000000
        NS
        USD
        656080.06000000
        0.126931871340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Celanese Corp
        549300FHJQTDPPN41627
        Celanese Corp
        150870103
        
          
          
        
        3818.00000000
        NS
        USD
        545477.66000000
        0.105533614538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc
        874054109
        
          
          
        
        150.00000000
        NS
        USD
        23061.00000000
        0.004461613853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS JPMORGAN CHASE & CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        65723.16000000
        0.012715465989
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                JPMorgan Chase & Co
                JPMorgan Chase & Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2038800.70000000
            USD
            65723.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HCA HEALTHCARE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        254821.90000000
        0.049300417125
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                HCA Healthcare Inc
                HCA Healthcare Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            961604.30000000
            USD
            254821.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ORACLE CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        416473.74000000
        0.080575213918
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Oracle Corp
                Oracle Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            961634.07000000
            USD
            416473.74000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TWITTER INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        30822.50000000
        0.005963231993
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Twitter Inc
                Twitter Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            156514.48000000
            USD
            30822.50000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TERADYNE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        84148.22000000
        0.016280164092
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Teradyne Inc
                Teradyne Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1305074.08000000
            USD
            84148.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BRISTOL MYERS SQUIBB
        000000000
        
          
        
        1.00000000
        NC
        USD
        303503.00000000
        0.058718754152
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Bristol-Myers Squibb Co
                Bristol-Myers Squibb Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1382429.65000000
            USD
            303503.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CELANESE CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -69966.83000000
        -0.01353648922
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Celanese Corp
                Celanese Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            847518.30000000
            USD
            -69966.83000000
          
        
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498101
        
          
          
        
        7086.00000000
        NS
        USD
        839903.58000000
        0.162496225163
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seagate Technology Holdings PL
        635400RUXIFEZSRU8X70
        Seagate Technology Holdings PLC
        000000000
        
          
          
          
        
        6789.00000000
        NS
        USD
        610331.10000000
        0.118080815716
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals Inc
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals Inc
        92532F100
        
          
          
        
        5185.00000000
        NS
        USD
        1353129.45000000
        0.261790082835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CVS HEALTH CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        646438.95000000
        0.125066604875
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CVS Health Corp
                CVS Health Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1686299.02000000
            USD
            646438.95000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS JOHNSON & JOHNSON
        000000000
        
          
        
        1.00000000
        NC
        USD
        997749.34000000
        0.193034659298
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Johnson & Johnson
                Johnson & Johnson
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2760293.38000000
            USD
            997749.34000000
          
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040Q104
        
          
          
        
        5957.00000000
        NS
        USD
        572705.98000000
        0.110801480187
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CONSOLIDATED EDISON INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -137480.00000000
        -0.02659826861
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Consolidated Edison Inc
                Consolidated Edison Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -735496.21000000
            USD
            -137480.00000000
          
        
        
          N
          N
          N
        
      
      
        Weyerhaeuser Co
        08IRJODWFYBI7QWRGS31
        Weyerhaeuser Co
        962166104
        
          
          
        
        25752.00000000
        NS
        USD
        976000.80000000
        0.188826967205
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DOLLAR TREE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -623777.38000000
        -0.12068226878
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Dollar Tree Inc
                Dollar Tree Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3029083.97000000
            USD
            -623777.38000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TELEFLEX INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        46177.15000000
        0.008933897583
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Teleflex Inc
                Teleflex Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -318826.93000000
            USD
            46177.15000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS UNITED RENTALS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -270436.21000000
        -0.05232131915
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                United Rentals Inc
                United Rentals Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2784725.00000000
            USD
            -270436.21000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS F5 NETWORKS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        75479.49000000
        0.014603024078
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                F5 Inc
                F5 Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2630520.09000000
            USD
            75479.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EBAY INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -37456.08000000
        -0.00724663134
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                eBay Inc
                eBay Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2173028.56000000
            USD
            -37456.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MATCH GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1440645.79000000
        0.278721877423
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Match Group Inc
                Match Group Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -6177795.15000000
            USD
            1440645.79000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AUTOZONE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        520841.25000000
        0.100767205962
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                AutoZone Inc
                AutoZone Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2409041.88000000
            USD
            520841.26000000
          
        
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
          
        
        3566.00000000
        NS
        USD
        757133.12000000
        0.146482616428
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830109
        
          
          
        
        5802.00000000
        NS
        USD
        2561002.80000000
        0.495477454248
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LKQ CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        428583.41000000
        0.082918072920
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                LKQ Corp
                LKQ Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1979792.35000000
            USD
            428583.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS STERIS LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -161888.24000000
        -0.03132053312
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                STERIS PLC
                STERIS PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1879098.88000000
            USD
            -161888.24000000
          
        
        
          N
          N
          N
        
      
      
        Cerner Corp
        549300L4UJ40IEVVI304
        Cerner Corp
        156782104
        
          
          
        
        3773.00000000
        NS
        USD
        353001.88000000
        0.068295307153
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SEALED AIR CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        68097.60000000
        0.013174849120
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Sealed Air Corp
                Sealed Air Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2282454.56000000
            USD
            68097.60000000
          
        
        
          N
          N
          N
        
      
      
        Robert Half International Inc
        529900VPCUY9H3HLIC08
        Robert Half International Inc
        770323103
        
          
          
        
        5269.00000000
        NS
        USD
        601614.42000000
        0.116394398811
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J M Smucker Co/The
        5493000WDH6A0LHDJD55
        J M Smucker Co/The
        832696405
        
          
          
        
        531.00000000
        NS
        USD
        71902.71000000
        0.013911024113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electronic Arts Inc
        549300O7A67PUEYKDL45
        Electronic Arts Inc
        285512109
        
          
          
        
        1124.00000000
        NS
        USD
        142197.24000000
        0.027510913489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPDR S&P 500 ETF Trust
        549300NZAMSJ8FXPQQ63
        SPDR S&P 500 ETF Trust
        78462F103
        
          
          
        
        3596.00000000
        NS
        USD
        1624097.44000000
        0.314214285522
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GENERAL ELECTRIC CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        35424.00000000
        0.006853484634
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                General Electric Co
                General Electric Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2393355.36000000
            USD
            35424.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMERICAN INTERNATIONAL GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -9651.55000000
        -0.00186728629
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                American International Group I
                American International Group Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -676469.37000000
            USD
            -9651.55000000
          
        
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        461202103
        
          
          
        
        782.00000000
        NS
        USD
        376016.88000000
        0.072748021383
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
          
        
        9896.00000000
        NS
        USD
        1753868.08000000
        0.339321023532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FORTUNE BRANDS HOME & SECURITY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        192486.15000000
        0.037240313669
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Fortune Brands Home & Security
                Fortune Brands Home & Security Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -649981.71000000
            USD
            192486.15000000
          
        
        
          N
          N
          N
        
      
      
        First Republic Bank/CA
        YWC0TIKBQM2JV8L4IV08
        First Republic Bank/CA
        33616C100
        
          
          
        
        6097.00000000
        NS
        USD
        988323.70000000
        0.191211079835
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AUTODESK INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        34870.83000000
        0.006746462782
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Autodesk Inc
                Autodesk Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1008156.27000000
            USD
            34870.83000000
          
        
        
          N
          N
          N
        
      
      
        Loews Corp
        R8V1FN4M5ITGZOG7BS19
        Loews Corp
        540424108
        
          
          
        
        5570.00000000
        NS
        USD
        361047.40000000
        0.069851874670
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Incyte Corp
        549300Z4WN6JVZ3T4680
        Incyte Corp
        45337C102
        
          
          
        
        709.00000000
        NS
        USD
        56308.78000000
        0.010894064999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mohawk Industries Inc
        549300JI1115MG3Q6322
        Mohawk Industries Inc
        608190104
        
          
          
        
        3507.00000000
        NS
        USD
        435569.40000000
        0.084269653067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ADVANCED MICRO DEVICES
        000000000
        
          
        
        1.00000000
        NC
        USD
        87915.67000000
        0.017009053000
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Advanced Micro Devices Inc
                Advanced Micro Devices Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -813167.89000000
            USD
            87915.67000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HONEYWELL INTERNATIONAL INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -4392.55000000
        -0.00084982706
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Honeywell International Inc
                Honeywell International Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -324802.41000000
            USD
            -4392.55000000
          
        
        
          N
          N
          N
        
      
      
        eBay Inc
        OML71K8X303XQONU6T67
        eBay Inc
        278642103
        
          
          
        
        18704.00000000
        NS
        USD
        1070991.04000000
        0.207204737934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Healthpeak Properties Inc
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250P103
        
          
          
        
        3735.00000000
        NS
        USD
        128222.55000000
        0.024807228891
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CENTERPOINT ENERGY
        000000000
        
          
        
        1.00000000
        NC
        USD
        -360500.69000000
        -0.06974610263
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CenterPoint Energy Inc
                CenterPoint Energy Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1719113.05000000
            USD
            -360500.69000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BIOGEN INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -31040.53000000
        -0.00600541427
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Biogen Inc
                Biogen Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1441218.13000000
            USD
            -31040.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ACTIVISION BLIZZARD INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        297078.08000000
        0.057475724271
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Activision Blizzard Inc
                Activision Blizzard Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1099319.33000000
            USD
            297078.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS US BANCORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        95361.81000000
        0.018449658411
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                US Bancorp
                US Bancorp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2584420.50000000
            USD
            95361.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HARTFORD FINANCIAL SERVICES GROUP INC/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        -85325.23000000
        -0.01650788032
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Hartford Financial Services Gr
                Hartford Financial Services Group Inc/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2367817.90000000
            USD
            -85325.23000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BROADCOM INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        304822.34000000
        0.058974006987
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Broadcom Inc
                Broadcom Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2661638.53000000
            USD
            304822.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VERISIGN INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        40209.76000000
        0.007779386075
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                VeriSign Inc
                VeriSign Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            319730.52000000
            USD
            40209.76000000
          
        
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp
        494368103
        
          
          
        
        7979.00000000
        NS
        USD
        982693.64000000
        0.190121831594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS THE HERSHEY COMPANY
        000000000
        
          
        
        1.00000000
        NC
        USD
        271059.27000000
        0.052441862636
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Hershey Co/The
                Hershey Co/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            741944.61000000
            USD
            271059.27000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ARISTA NETWORKS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -75715.75000000
        -0.01464873332
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Arista Networks Inc
                Arista Networks Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2151160.79000000
            USD
            -75715.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CAMPBELL SOUP CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        55473.90000000
        0.010732540686
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Campbell Soup Co
                Campbell Soup Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1335559.83000000
            USD
            55473.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AT & T INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -7728.33000000
        -0.00149520073
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                AT&T Inc
                AT&T Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            295186.88000000
            USD
            -7728.33000000
          
        
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762P102
        
          
          
        
        558.00000000
        NS
        USD
        310744.62000000
        0.060119791059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WALT DISNEY CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        521.69000000
        0.000100931413
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Walt Disney Co/The
                Walt Disney Co/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            182175.43000000
            USD
            521.69000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NORWEGIAN CRUISE LINE HOLDINGS LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        262612.71000000
        0.050807705873
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Norwegian Cruise Line Holdings
                Norwegian Cruise Line Holdings Ltd
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -802064.11000000
            USD
            262612.71000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NIKE INC B
        000000000
        
          
        
        1.00000000
        NC
        USD
        194955.56000000
        0.037718070655
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                NIKE Inc
                NIKE Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            609822.76000000
            USD
            194955.56000000
          
        
        
          N
          N
          N
        
      
      
        HP Inc
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434L105
        
          
          
        
        12731.00000000
        NS
        USD
        462135.30000000
        0.089409360256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MONOLITHIC POWER SYSTEMS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -230591.04000000
        -0.04461247034
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Monolithic Power Systems Inc
                Monolithic Power Systems Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2544826.04000000
            USD
            -230591.04000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SVB FINANCIAL GROUP
        000000000
        
          
        
        1.00000000
        NC
        USD
        179796.18000000
        0.034785183971
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                SVB Financial Group
                SVB Financial Group
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1500232.17000000
            USD
            179796.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DARDEN RESTAURANTS INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        283695.45000000
        0.054886585578
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Darden Restaurants Inc
                Darden Restaurants Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3925595.51000000
            USD
            283695.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PVH CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -176548.78000000
        -0.03415690918
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                PVH Corp
                PVH Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1674549.13000000
            USD
            -176548.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SNAP-ON INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        652036.99000000
        0.126149658204
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Snap-on Inc
                Snap-on Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2057426.40000000
            USD
            652036.99000000
          
        
        
          N
          N
          N
        
      
      
        Mid-America Apartment Communit
        549300FQZKFR5YNSHZ21
        Mid-America Apartment Communities Inc
        59522J103
        
          
          
        
        1019.00000000
        NS
        USD
        213429.55000000
        0.041292235250
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WR BERKLEY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        255816.79000000
        0.049492898587
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                W R Berkley Corp
                W R Berkley Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            993476.18000000
            USD
            255816.79000000
          
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
          
        
        1352.00000000
        NS
        USD
        798558.80000000
        0.154497246661
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PEOPLE'S UNITED FINANCIAL INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -524.07000000
        -0.00010139187
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                People's United Financial Inc
                People's United Financial Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            30109.27000000
            USD
            -524.07000000
          
        
        
          N
          N
          N
        
      
      
        Westrock Co
        5493004Z9TCQW68YVL89
        Westrock Co
        96145D105
        
          
          
        
        19438.00000000
        NS
        USD
        914169.14000000
        0.176864390089
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VIATRIS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        479855.06000000
        0.092837603901
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Viatris Inc
                Viatris Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1951091.60000000
            USD
            479855.06000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VISA INC-CLASS A SHARES
        000000000
        
          
        
        1.00000000
        NC
        USD
        206870.22000000
        0.040023201054
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Visa Inc
                Visa Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1534712.00000000
            USD
            206870.22000000
          
        
        
          N
          N
          N
        
      
      
        Marathon Oil Corp
        1FRVQX2CRLGC1XLP5727
        Marathon Oil Corp
        565849106
        
          
          
        
        25309.00000000
        NS
        USD
        635508.99000000
        0.122951984479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SCP POOL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        170500.36000000
        0.032986720795
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Pool Corp
                Pool Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4134574.48000000
            USD
            170500.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ZIONS BANCORP NA
        000000000
        
          
        
        1.00000000
        NC
        USD
        21179.82000000
        0.004097661781
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Zions Bancorp NA
                Zions Bancorp NA
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1373466.78000000
            USD
            21179.82000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS QUALCOMM INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        92852.10000000
        0.017964104580
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                QUALCOMM Inc
                QUALCOMM Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3836285.85000000
            USD
            92852.10000000
          
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
          
        
        447.00000000
        NS
        USD
        153812.70000000
        0.029758157635
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hasbro Inc
        549300NUB6D2R1ITYR45
        Hasbro Inc
        418056107
        
          
          
        
        1905.00000000
        NS
        USD
        156057.60000000
        0.030192478651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fastenal Co
        529900PP0C7H2HHPSJ32
        Fastenal Co
        311900104
        
          
          
        
        4013.00000000
        NS
        USD
        238372.20000000
        0.046117892108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AVALONBAY COMMUNITIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        156980.24000000
        0.030370981899
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                AvalonBay Communities Inc
                AvalonBay Communities Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            971299.81000000
            USD
            156980.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PACCAR INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        32959.08000000
        0.006376596328
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                PACCAR Inc
                PACCAR Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2264332.21000000
            USD
            32959.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EQUINIX INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        187679.86000000
        0.036310440287
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Equinix Inc
                Equinix Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -7259754.16000000
            USD
            187679.87000000
          
        
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd
        000000000
        
          
          
          
        
        1485.00000000
        NS
        USD
        194505.30000000
        0.037630958811
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Illumina Inc
        SQ95QG8SR5Q56LSNF682
        Illumina Inc
        452327109
        
          
          
        
        596.00000000
        NS
        USD
        208242.40000000
        0.040288676849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DEERE & CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -7340.61000000
        -0.00142018851
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Deere & Co
                Deere & Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -109178.24000000
            USD
            -7340.61000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CARNIVAL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        395741.36000000
        0.076564118396
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Carnival Corp
                Carnival Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1369718.54000000
            USD
            395741.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EDISON INTERNATIONAL
        000000000
        
          
        
        1.00000000
        NC
        USD
        -176816.05000000
        -0.03420861793
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Edison International
                Edison International
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2827040.52000000
            USD
            -176816.05000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CHARLES SCHWAB CORP/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2106.32000000
        -0.00040750992
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Charles Schwab Corp/The
                Charles Schwab Corp/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            739443.39000000
            USD
            -2106.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ROCKWELL AUTOMATION INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        225434.93000000
        0.043614917256
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Rockwell Automation Inc
                Rockwell Automation Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2673591.24000000
            USD
            225434.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BLACKROCK INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        70971.48000000
        0.013730858956
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                BlackRock Inc
                BlackRock Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3717103.96000000
            USD
            70971.48000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ARTHUR J GALLAGHER & CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        23783.46000000
        0.004601388258
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Arthur J Gallagher & Co
                Arthur J Gallagher & Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            55049.43000000
            USD
            23783.46000000
          
        
        
          N
          N
          N
        
      
      
        Penn National Gaming Inc
        N/A
        Penn National Gaming Inc
        707569109
        
          
          
        
        48544.00000000
        NS
        USD
        2059236.48000000
        0.398400676799
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MARATHON OIL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        3061317.91000000
        0.592273465961
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Marathon Oil Corp
                Marathon Oil Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2647090.48000000
            USD
            3061317.91000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS COSTCO WHOLESALE
        000000000
        
          
        
        1.00000000
        NC
        USD
        34232.20000000
        0.006622906975
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Costco Wholesale Corp
                Costco Wholesale Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            213959.15000000
            USD
            34232.20000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CERNER CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        58292.92000000
        0.011277936752
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cerner Corp
                Cerner Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            364351.30000000
            USD
            58292.92000000
          
        
        
          N
          N
          N
        
      
      
        Brown & Brown Inc
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236101
        
          
          
        
        10628.00000000
        NS
        USD
        768085.56000000
        0.148601586032
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866F104
        
          
          
        
        5473.00000000
        NS
        USD
        723092.76000000
        0.139896824755
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charles Schwab Corp/The
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513105
        
          
          
        
        8402.00000000
        NS
        USD
        708372.62000000
        0.137048917875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LAMB WESTON HOLDING INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1229262.70000000
        0.237825570982
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Lamb Weston Holdings Inc
                Lamb Weston Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4911291.67000000
            USD
            1229262.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HUNTINGTON INGALLS INDUSTRIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -358276.17000000
        -0.06931572453
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Huntington Ingalls Industries
                Huntington Ingalls Industries Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -5521650.21000000
            USD
            -358276.17000000
          
        
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
          
        
        2150.00000000
        NS
        USD
        289304.00000000
        0.055971672277
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
          
        
        9098.00000000
        NS
        USD
        2249753.44000000
        0.435260011093
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MOSAIC CO/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        866609.49000000
        0.167663020100
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Mosaic Co/The
                Mosaic Co/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            837699.06000000
            USD
            866609.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TARGET
        000000000
        
          
        
        1.00000000
        NC
        USD
        409280.33000000
        0.079183504204
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Target Corp
                Target Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2517414.83000000
            USD
            409280.33000000
          
        
        
          N
          N
          N
        
      
      
        Cadence Design Systems Inc
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems Inc
        127387108
        
          
          
        
        106.00000000
        NS
        USD
        17432.76000000
        0.003372717728
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450Y103
        
          
          
        
        12480.00000000
        NS
        USD
        1443312.00000000
        0.279237709324
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BOSTON PROPERTIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -155756.33000000
        -0.03013419191
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Boston Properties Inc
                Boston Properties Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1792803.57000000
            USD
            -155756.33000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMERICAN AIRLINES GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        123990.75000000
        0.023988502144
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                American Airlines Group Inc
                American Airlines Group Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -823440.25000000
            USD
            123990.75000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
          
        
        13838.00000000
        NS
        USD
        1886396.16000000
        0.364961243721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CITIGROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        145647.43000000
        0.028178422075
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Citigroup Inc
                Citigroup Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -925586.56000000
            USD
            145647.43000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS IDEXX LABORATORIES, INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        326585.53000000
        0.063184533417
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                IDEXX Laboratories Inc
                IDEXX Laboratories Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2480360.75000000
            USD
            326585.53000000
          
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        Autodesk Inc
        052769106
        
          
          
        
        1953.00000000
        NS
        USD
        418625.55000000
        0.080991524803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DEVON ENERGY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -531226.87000000
        -0.10277651284
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Devon Energy Corp
                Devon Energy Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1857836.93000000
            USD
            -531226.87000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FIDELITY NATIONAL INFORMATION SERVICES
        000000000
        
          
        
        1.00000000
        NC
        USD
        721919.07000000
        0.139669750840
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Fidelity National Information
                Fidelity National Information Services Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2376417.37000000
            USD
            721919.07000000
          
        
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
          
        
        232.00000000
        NS
        USD
        105703.84000000
        0.020450531935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DXC Technology Co
        549300DOVZ3EDJB7O259
        DXC Technology Co
        23355L106
        
          
          
        
        2224.00000000
        NS
        USD
        72569.12000000
        0.014039954518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CAPITAL ONE FINANCIAL CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        262.51000000
        0.000050787834
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Capital One Financial Corp
                Capital One Financial Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            416984.33000000
            USD
            262.51000000
          
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
          
        
        18262.00000000
        NS
        USD
        1661294.14000000
        0.321410734594
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FEDERAL REALTY INVESTMENT TRUST
        000000000
        
          
        
        1.00000000
        NC
        USD
        5990.07000000
        0.001158899410
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Federal Realty Investment Trus
                Federal Realty Investment Trust
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1031654.79000000
            USD
            5990.07000000
          
        
        
          N
          N
          N
        
      
      
        Lumen Technologies Inc
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        550241103
        
          
          
        
        33418.00000000
        NS
        USD
        376620.86000000
        0.072864873451
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANSYS Inc
        549300VJV8H15Z5FJ571
        ANSYS Inc
        03662Q105
        
          
          
        
        189.00000000
        NS
        USD
        60035.85000000
        0.011615141585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MGM RESORTS INTL
        000000000
        
          
        
        1.00000000
        NC
        USD
        88115.72000000
        0.017047756693
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                MGM Resorts International
                MGM Resorts International
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2380317.21000000
            USD
            88115.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PIONEER NATURAL RESOURCES CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -4698.28000000
        -0.00090897667
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Pioneer Natural Resources Co
                Pioneer Natural Resources Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -42901.86000000
            USD
            -4698.27000000
          
        
        
          N
          N
          N
        
      
      
        People's United Financial Inc
        ROPY7PEPIPIDJNF0BO69
        People's United Financial Inc
        712704105
        
          
          
        
        1448.00000000
        NS
        USD
        28945.52000000
        0.005600092495
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Qorvo Inc
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74736K101
        
          
          
        
        9344.00000000
        NS
        USD
        1159590.40000000
        0.224346064503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hershey Co/The
        21X2CX66SU2BR6QTAD08
        Hershey Co/The
        427866108
        
          
          
        
        3645.00000000
        NS
        USD
        789616.35000000
        0.152767150012
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BOOKING HOLDINGS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        310700.08000000
        0.060111173901
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Booking Holdings Inc
                Booking Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1652604.12000000
            USD
            310700.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMGEN
        000000000
        
          
        
        1.00000000
        NC
        USD
        -37295.66000000
        -0.00721559487
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Amgen Inc
                Amgen Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -678308.32000000
            USD
            -37295.66000000
          
        
        
          N
          N
          N
        
      
      
        Jacobs Engineering Group Inc
        549300CZ8QS1GE53O776
        Jacobs Engineering Group Inc
        469814107
        
          
          
        
        9094.00000000
        NS
        USD
        1253244.14000000
        0.242465262450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BROADRIDG FIN WI
        000000000
        
          
        
        1.00000000
        NC
        USD
        -126465.83000000
        -0.02446735610
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Broadridge Financial Solutions
                Broadridge Financial Solutions Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1957125.50000000
            USD
            -126465.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS JOHNSON CONTROLS INTERNATIONAL
        000000000
        
          
        
        1.00000000
        NC
        USD
        111885.43000000
        0.021646484737
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Johnson Controls International
                Johnson Controls International plc
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1260133.51000000
            USD
            111885.43000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DISCOVER FINANCIAL SERVICES
        000000000
        
          
        
        1.00000000
        NC
        USD
        99656.86000000
        0.019280622141
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Discover Financial Services
                Discover Financial Services
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2013983.50000000
            USD
            99656.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS KEYCORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        82200.15000000
        0.015903270805
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                KeyCorp
                KeyCorp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1216323.96000000
            USD
            82200.15000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DUKE ENERGY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -220595.90000000
        -0.04267870966
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Duke Energy Corp
                Duke Energy Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2359163.62000000
            USD
            -220595.90000000
          
        
        
          N
          N
          N
        
      
      
        Textron Inc
        3PPKBHUG1HD6BO7RNR87
        Textron Inc
        883203101
        
          
          
        
        10659.00000000
        NS
        USD
        792816.42000000
        0.153386267858
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Simon Property Group Inc
        529900GQL5X8H7AO3T64
        Simon Property Group Inc
        828806109
        
          
          
        
        4809.00000000
        NS
        USD
        632672.04000000
        0.122403119494
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ATMOS ENERGY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -209815.60000000
        -0.04059304400
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Atmos Energy Corp
                Atmos Energy Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1306230.26000000
            USD
            -209815.60000000
          
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
          
        
        1041.00000000
        NS
        USD
        3393607.95000000
        0.656561651468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913Y100
        
          
          
        
        2486.00000000
        NS
        USD
        252428.44000000
        0.048837354192
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Castle International Cor
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822V101
        
          
          
        
        1565.00000000
        NS
        USD
        288899.00000000
        0.055893316889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PROCTER & GAMBLE
        000000000
        
          
        
        1.00000000
        NC
        USD
        254725.28000000
        0.049281724044
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Procter & Gamble Co/The
                Procter & Gamble Co/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2615393.29000000
            USD
            254725.28000000
          
        
        
          N
          N
          N
        
      
      
        ONEOK Inc
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680103
        
          
          
        
        21359.00000000
        NS
        USD
        1508586.17000000
        0.291866309176
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DOLLAR GENERAL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        42691.56000000
        0.008259540156
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Dollar General Corp
                Dollar General Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            485609.43000000
            USD
            42691.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EXXON MOBIL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        991587.79000000
        0.191842583636
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Exxon Mobil Corp
                Exxon Mobil Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2031261.45000000
            USD
            991587.79000000
          
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'Reilly Automotive Inc
        67103H107
        
          
          
        
        1495.00000000
        NS
        USD
        1024015.20000000
        0.198116317720
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807102
        
          
          
        
        1591.00000000
        NS
        USD
        711527.02000000
        0.137659199942
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CAESARS ENTERTAINMENT INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -5695.22000000
        -0.00110185475
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Caesars Entertainment Inc
                Caesars Entertainment Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            552320.98000000
            USD
            -5695.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MARATHON PETROLEUM CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        1233129.09000000
        0.238573601822
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Marathon Petroleum Corp
                Marathon Petroleum Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2427856.77000000
            USD
            1233129.09000000
          
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818108
        
          
          
        
        4686.00000000
        NS
        USD
        1280262.06000000
        0.247692421991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paychex Inc
        529900K900DW6SUBM174
        Paychex Inc
        704326107
        
          
          
        
        3789.00000000
        NS
        USD
        517084.83000000
        0.100040451029
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HORMEL FOODS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -76473.64000000
        -0.01479536237
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Hormel Foods Corp
                Hormel Foods Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1071882.08000000
            USD
            -76473.64000000
          
        
        
          N
          N
          N
        
      
      
        Philip Morris International In
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
          
        
        9857.00000000
        NS
        USD
        925966.58000000
        0.179146841923
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS RAYMOND JAMES FINANCIAL INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        232650.00000000
        0.045010817532
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Raymond James Financial Inc
                Raymond James Financial Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            830607.82000000
            USD
            232650.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BRIGHT HORIZONS FAMILY SOLUTIONS INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        213123.53000000
        0.041233029532
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Brown-Forman Corp
                Brown-Forman Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2129582.57000000
            USD
            213123.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SEAGATE TECHNOLOGY HOLDINGS PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        112063.92000000
        0.021681017215
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Seagate Technology Holdings PL
                Seagate Technology Holdings PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1340532.69000000
            USD
            112063.92000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DISH NETWORK CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -51416.18000000
        -0.00994749321
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                DISH Network Corp
                DISH Network Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3351117.07000000
            USD
            -51416.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WHIRL POOL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        35030.82000000
        0.006777416062
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Whirlpool Corp
                Whirlpool Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            652941.66000000
            USD
            35030.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HASBRO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -24770.99000000
        -0.00479244578
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Hasbro Inc
                Hasbro Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            361244.27000000
            USD
            -24770.99000000
          
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        58155Q103
        
          
          
        
        6429.00000000
        NS
        USD
        1968109.77000000
        0.380770383586
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA Healthcare Inc
        529900PH4ZGUH2MNEU89
        HCA Healthcare Inc
        40412C101
        
          
          
        
        4221.00000000
        NS
        USD
        1057867.02000000
        0.204665632541
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PNC Financial Services Group I
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
          
        
        4615.00000000
        NS
        USD
        851236.75000000
        0.164688854636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS T. ROWE PRICE GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -266956.34000000
        -0.05164806838
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                T Rowe Price Group Inc
                T Rowe Price Group Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            4531203.58000000
            USD
            -266956.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS YUM BRANDS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        580756.00000000
        0.112358918318
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Yum! Brands Inc
                Yum! Brands Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2325013.35000000
            USD
            580756.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DISCOVERY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        501064.71000000
        0.096941036895
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Discovery Inc
                Discovery Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1167599.95000000
            USD
            501064.71000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MICROSOFT CORPORATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        2314641.69000000
        0.447813946966
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Microsoft Corp
                Microsoft Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            7923235.21000000
            USD
            2314641.69000000
          
        
        
          N
          N
          N
        
      
      
        NortonLifeLock Inc
        YF6ZV0M6AU4FY94MK914
        NortonLifeLock Inc
        668771108
        
          
          
        
        26540.00000000
        NS
        USD
        703840.80000000
        0.136172146231
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        631103108
        
          
          
        
        8154.00000000
        NS
        USD
        1453042.80000000
        0.281120328122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WAL-MART STORES
        000000000
        
          
        
        1.00000000
        NC
        USD
        648026.04000000
        0.125373659328
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Walmart Inc
                Walmart Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1727838.41000000
            USD
            648026.06000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SCHLUMBERGER LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        129774.22000000
        0.025107430633
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Schlumberger NV
                Schlumberger NV
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            334245.92000000
            USD
            129774.22000000
          
        
        
          N
          N
          N
        
      
      
        AvalonBay Communities Inc
        K9G90K85RBWD2LAGQX17
        AvalonBay Communities Inc
        053484101
        
          
          
        
        1674.00000000
        NS
        USD
        415771.38000000
        0.080439328263
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TAPESTRY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        35243.74000000
        0.006818609715
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Tapestry Inc
                Tapestry Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1218471.76000000
            USD
            35243.74000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LOWES COMPANIES
        000000000
        
          
        
        1.00000000
        NC
        USD
        198646.64000000
        0.038432184253
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Lowe's Cos Inc
                Lowe's Cos Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            938378.30000000
            USD
            198646.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WASTE MANAGEMENT
        000000000
        
          
        
        1.00000000
        NC
        USD
        78690.31000000
        0.015224221727
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Waste Management Inc
                Waste Management Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1092191.70000000
            USD
            78690.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SIMON PROPERTY GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        62131.24000000
        0.012020536886
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Simon Property Group Inc
                Simon Property Group Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            793125.82000000
            USD
            62131.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MARTIN MARIETTA MATERIALS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1415.18000000
        0.000273795008
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Martin Marietta Materials Inc
                Martin Marietta Materials Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            57180.99000000
            USD
            1415.18000000
          
        
        
          N
          N
          N
        
      
      
        Eaton Corp PLC
        549300VDIGTMXUNT7H71
        Eaton Corp PLC
        000000000
        
          
          
          
        
        15575.00000000
        NS
        USD
        2363662.00000000
        0.457297910984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FMC Corp
        CKDHZ2X64EEBQCSP7013
        FMC Corp
        302491303
        
          
          
        
        3496.00000000
        NS
        USD
        459968.72000000
        0.088990191818
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS COMERICA INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        53216.79000000
        0.010295857401
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Comerica Inc
                Comerica Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1428330.34000000
            USD
            53216.77000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS QORVO INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -71899.86000000
        -0.01391047272
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Qorvo Inc
                Qorvo Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1445686.86000000
            USD
            -71899.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DUPONT DE NEMOURS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -52950.31000000
        -0.01024430149
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                DuPont de Nemours Inc
                DuPont de Nemours Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2596178.79000000
            USD
            -52950.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PHILIP MORRIS
        000000000
        
          
        
        1.00000000
        NC
        USD
        194969.95000000
        0.037720854690
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Philip Morris International In
                Philip Morris International Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            885474.21000000
            USD
            194969.94000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MARH & MCLENNAN COS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        728928.52000000
        0.141025869795
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Marsh & McLennan Cos Inc
                Marsh & McLennan Cos Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2393176.88000000
            USD
            728928.52000000
          
        
        
          N
          N
          N
        
      
      
        Advance Auto Parts Inc
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751Y106
        
          
          
        
        147.00000000
        NS
        USD
        30423.12000000
        0.005885963907
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS COLGATE PALMOLIVE COMPANY
        000000000
        
          
        
        1.00000000
        NC
        USD
        34261.17000000
        0.006628511804
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Colgate-Palmolive Co
                Colgate-Palmolive Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1748474.07000000
            USD
            34261.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NEWMONT GOLDCORP CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        88066.75000000
        0.017038282462
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Newmont Corp
                Newmont Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            185085.00000000
            USD
            88066.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HEALTHPEAK PROPERTIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        11312.43000000
        0.002188616903
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Healthpeak Properties Inc
                Healthpeak Properties Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            128633.94000000
            USD
            11312.43000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HUMANA INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        28720.73000000
        0.005556602353
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Humana Inc
                Humana Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -5537137.87000000
            USD
            28720.73000000
          
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
          
        
        182.00000000
        NS
        USD
        506205.70000000
        0.097935664717
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS OLD DOMINION FREIGHT LINE INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -38619.54000000
        -0.00747172606
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Old Dominion Freight Line Inc
                Old Dominion Freight Line Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1003592.58000000
            USD
            -38619.54000000
          
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216100
        
          
          
        
        23618.00000000
        NS
        USD
        1464316.00000000
        0.283301355194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Extra Space Storage Inc
        N/A
        Extra Space Storage Inc
        30225T102
        
          
          
        
        2601.00000000
        NS
        USD
        534765.60000000
        0.103461151275
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tapestry Inc
        549300LJNVY5SW3VTN33
        Tapestry Inc
        876030107
        
          
          
        
        13513.00000000
        NS
        USD
        502007.95000000
        0.097123525627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CONAGRA BRANDS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        21058.71000000
        0.004074230618
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Conagra Brands Inc
                Conagra Brands Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3755635.74000000
            USD
            21058.71000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1255376.74000000
        0.242877856774
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                HP Inc
                HP Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1966784.34000000
            USD
            1255376.74000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ANTHEM INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        543197.81000000
        0.105092531742
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Anthem Inc
                Anthem Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1945705.39000000
            USD
            543197.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FASTENAL CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        58814.72000000
        0.011378889448
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Fastenal Co
                Fastenal Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            407000.08000000
            USD
            58814.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CINTAS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        38302.75000000
        0.007410436669
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cintas Corp
                Cintas Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            449851.38000000
            USD
            38302.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HOWMET AEROSPACE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        35038.49000000
        0.006778899978
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Howmet Aerospace Inc
                Howmet Aerospace Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            408764.83000000
            USD
            35038.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ROPER TECHNOLOGIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        14562.36000000
        0.002817381168
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Roper Technologies Inc
                Roper Technologies Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            80487.01000000
            USD
            14562.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PROLOGIS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        87507.72000000
        0.016930126875
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Prologis Inc
                Prologis Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            910867.91000000
            USD
            87507.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DAVITA INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -40041.99000000
        -0.00774692759
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                DaVita Inc
                DaVita Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -835316.30000000
            USD
            -40041.99000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TEXTRON INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        93110.28000000
        0.018014054689
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Textron Inc
                Textron Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            893538.40000000
            USD
            93110.28000000
          
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211K100
        
          
          
        
        26903.00000000
        NS
        USD
        1801424.88000000
        0.348521842132
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS UNIVERSAL HEALTH SERVICES INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        46231.86000000
        0.008944482332
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Universal Health Services Inc
                Universal Health Services Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -792557.21000000
            USD
            46231.86000000
          
        
        
          N
          N
          N
        
      
      
        Masco Corp
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599106
        
          
          
        
        31425.00000000
        NS
        USD
        1602675.00000000
        0.310069684026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ESTEE LAUDER
        000000000
        
          
        
        1.00000000
        NC
        USD
        -10953.70000000
        -0.00211921337
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Estee Lauder Cos Inc/The
                Estee Lauder Cos Inc/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            502281.39000000
            USD
            -10953.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WEC ENERGY GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -232766.16000000
        -0.04503329101
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                WEC Energy Group Inc
                WEC Energy Group Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3219788.96000000
            USD
            -232766.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GENERAL DYNAMICS
        000000000
        
          
        
        1.00000000
        NC
        USD
        734256.04000000
        0.142056585594
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                General Dynamics Corp
                General Dynamics Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2319639.64000000
            USD
            734256.04000000
          
        
        
          N
          N
          N
        
      
      
        EPAM Systems Inc
        549300XCR4R530HJP604
        EPAM Systems Inc
        29414B104
        
          
          
        
        18.00000000
        NS
        USD
        5338.98000000
        0.001032932966
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INTERCONTINENTAL EXCHANGE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        76964.44000000
        0.014890317495
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Intercontinental Exchange Inc
                Intercontinental Exchange Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            914580.68000000
            USD
            76964.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GENUINE PARTS CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        420615.26000000
        0.081376474185
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Genuine Parts Co
                Genuine Parts Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1385364.73000000
            USD
            420615.25000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SBA COMMUNICATIONS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        15561.16000000
        0.003010619098
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                SBA Communications Corp
                SBA Communications Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            90947.32000000
            USD
            15561.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS IPG PHOTONICS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        784303.17000000
        0.151739208575
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                IPG Photonics Corp
                IPG Photonics Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1551854.85000000
            USD
            784303.17000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TRUIST FINANCIAL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        192712.51000000
        0.037284107560
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Truist Financial Corp
                Truist Financial Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2379104.47000000
            USD
            192712.51000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DEXCOM INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        56074.43000000
        0.010848725282
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Dexcom Inc
                Dexcom Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1081320.83000000
            USD
            56074.43000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ENPHASE ENERGY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -157492.95000000
        -0.03047017595
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Enphase Energy Inc
                Enphase Energy Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4854520.47000000
            USD
            -157492.95000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS OTIS WORLDWIDE CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -21676.89000000
        -0.00419382996
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Otis Worldwide Corp
                Otis Worldwide Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1394459.28000000
            USD
            -21676.89000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ANSYS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1917.97000000
        -0.00037106983
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                ANSYS Inc
                ANSYS Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            133742.72000000
            USD
            -1917.97000000
          
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229106
        
          
          
        
        8792.00000000
        NS
        USD
        188236.72000000
        0.036418176044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EASTMAN CHEMICAL CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        84282.32000000
        0.016306108432
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Eastman Chemical Co
                Eastman Chemical Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2106488.12000000
            USD
            84282.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS STATE STREET CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        70394.08000000
        0.013619149324
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                State Street Corp
                State Street Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4488605.53000000
            USD
            70394.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NUCOR CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        675677.60000000
        0.130723409260
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Nucor Corp
                Nucor Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1072535.51000000
            USD
            675677.60000000
          
        
        
          N
          N
          N
        
      
      
        Cintas Corp
        N/A
        Cintas Corp
        172908105
        
          
          
        
        559.00000000
        NS
        USD
        237793.01000000
        0.046005836164
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DXC TECHNLGY COM
        000000000
        
          
        
        1.00000000
        NC
        USD
        9531.35000000
        0.001844031187
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                DXC Technology Co
                DXC Technology Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            105032.58000000
            USD
            9531.35000000
          
        
        
          N
          N
          N
        
      
      
        Agilent Technologies Inc
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies Inc
        00846U101
        
          
          
        
        1009.00000000
        NS
        USD
        133520.97000000
        0.025832314710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS T-MOBILE US INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        81605.95000000
        0.015788310874
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                T-Mobile US Inc
                T-Mobile US Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            873446.40000000
            USD
            81605.95000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HALLIBURTON CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        548922.40000000
        0.106200068712
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Halliburton Co
                Halliburton Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            777949.48000000
            USD
            548922.41000000
          
        
        
          N
          N
          N
        
      
      
        Archer-Daniels-Midland Co
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039483102
        
          
          
        
        6577.00000000
        NS
        USD
        593640.02000000
        0.114851590888
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moody's Corp
        549300GCEDD8YCF5WU84
        Moody's Corp
        615369105
        
          
          
        
        2117.00000000
        NS
        USD
        714296.97000000
        0.138195102431
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NETAPP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        27647.72000000
        0.005349007006
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                NetApp Inc
                NetApp Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            202477.28000000
            USD
            27647.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FEDEX CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        113119.12000000
        0.021885166859
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                FedEx Corp
                FedEx Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2062882.97000000
            USD
            113119.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LAS VEGAS SANDS
        000000000
        
          
        
        1.00000000
        NC
        USD
        161496.86000000
        0.031244812798
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Las Vegas Sands Corp
                Las Vegas Sands Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1808302.14000000
            USD
            161496.85000000
          
        
        
          N
          N
          N
        
      
      
        Juniper Networks Inc
        AUHIXNGG7U2U7JEHM527
        Juniper Networks Inc
        48203R104
        
          
          
        
        7151.00000000
        NS
        USD
        265731.16000000
        0.051411032690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558103
        
          
          
        
        10651.00000000
        NS
        USD
        633201.95000000
        0.122505641232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ECOLAB INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        589603.65000000
        0.114070674002
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ecolab Inc
                Ecolab Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2757204.27000000
            USD
            589603.65000000
          
        
        
          N
          N
          N
        
      
      
        CBRE Group Inc
        52990016II9MJ2OSWA10
        CBRE Group Inc
        12504L109
        
          
          
        
        5166.00000000
        NS
        USD
        472792.32000000
        0.091471174924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GARTNER GROUP, INC. CL A
        000000000
        
          
        
        1.00000000
        NC
        USD
        138007.74000000
        0.026700370527
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Gartner Inc
                Gartner Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1092881.74000000
            USD
            138007.74000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SHERWIN-WILLIAMS CO (THE)
        000000000
        
          
        
        1.00000000
        NC
        USD
        4241.81000000
        0.000820663382
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Sherwin-Williams Co/The
                Sherwin-Williams Co/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            110905.14000000
            USD
            4241.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PPG INDUSTRIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        18494.83000000
        0.003578196511
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                PPG Industries Inc
                PPG Industries Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -75371.95000000
            USD
            18494.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CDW CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        2171.21000000
        0.000420064204
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CDW Corp/DE
                CDW Corp/DE
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            -0.02000000
            USD
            -394477.00000000
            USD
            2171.23000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS RAYTHEON TECHNOLOGIES CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -132203.49000000
        -0.02557742173
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Raytheon Technologies Corp
                Raytheon Technologies Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2005148.28000000
            USD
            -132203.49000000
          
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
          
        
        1473.00000000
        NS
        USD
        604195.14000000
        0.116893690954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMETEK Inc
        549300WZDEF9KKE40E98
        AMETEK Inc
        031100100
        
          
          
        
        441.00000000
        NS
        USD
        58732.38000000
        0.011362959120
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        Caterpillar Inc
        149123101
        
          
          
        
        1339.00000000
        NS
        USD
        298355.98000000
        0.057722959705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ROLLINS INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        118558.45000000
        0.022937514549
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Rollins Inc
                Rollins Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3645065.31000000
            USD
            118558.45000000
          
        
        
          N
          N
          N
        
      
      
        Caesars Entertainment Inc
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        12769G100
        
          
          
        
        1813.00000000
        NS
        USD
        140253.68000000
        0.027134892751
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LUMEN TECHNOLOGIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        46251.92000000
        0.008948363342
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Lumen Technologies Inc
                Lumen Technologies Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            527446.02000000
            USD
            46251.92000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SYNOPSYS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        86224.73000000
        0.016681906678
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Synopsys Inc
                Synopsys Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            609309.76000000
            USD
            86224.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INTUITIVE SURGICAL INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        190369.73000000
        0.036830849691
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Intuitive Surgical Inc
                Intuitive Surgical Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1436308.13000000
            USD
            190369.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CROWN CASTLE INTERNATIONAL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        35862.69000000
        0.006938358030
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Crown Castle International Cor
                Crown Castle International Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            237835.13000000
            USD
            35862.69000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HOLOGIC INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        606789.19000000
        0.117395562053
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Hologic Inc
                Hologic Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3808286.67000000
            USD
            606789.19000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CARDINAL HEALTH INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -486686.05000000
        -0.09415919618
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cardinal Health Inc
                Cardinal Health Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4794053.66000000
            USD
            -486686.05000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AVERY DENNISON CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        10912.28000000
        0.002111199845
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Avery Dennison Corp
                Avery Dennison Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -886597.31000000
            USD
            10912.28000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS METLIFE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -47953.22000000
        -0.00927751401
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                MetLife Inc
                MetLife Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1909068.34000000
            USD
            -47953.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EVERSOURCE ENERGY
        000000000
        
          
        
        1.00000000
        NC
        USD
        -182673.12000000
        -0.03534178582
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Eversource Energy
                Eversource Energy
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4465380.92000000
            USD
            -182673.12000000
          
        
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp
        751212101
        
          
          
        
        4969.00000000
        NS
        USD
        563683.36000000
        0.109055873041
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FORD MOTOR CO NEW
        000000000
        
          
        
        1.00000000
        NC
        USD
        510980.17000000
        0.098859381880
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ford Motor Co
                Ford Motor Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2103414.18000000
            USD
            510980.17000000
          
        
        
          N
          N
          N
        
      
      
        Williams Cos Inc/The
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457100
        
          
          
        
        29628.00000000
        NS
        USD
        989871.48000000
        0.191510528978
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EOG RESOURCES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1326693.47000000
        0.256675511281
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                EOG Resources Inc
                EOG Resources Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2911006.03000000
            USD
            1326693.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EMERSON ELECTRIC CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        65282.58000000
        0.012630226935
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Emerson Electric Co
                Emerson Electric Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            330497.40000000
            USD
            65282.57000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NRG ENERGY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        867713.61000000
        0.167876634301
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                NRG Energy Inc
                NRG Energy Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3828443.39000000
            USD
            867713.61000000
          
        
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co/The
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348106
        
          
          
        
        445.00000000
        NS
        USD
        111080.90000000
        0.021490832242
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ZOETIS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        197289.18000000
        0.038169556338
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Zoetis Inc
                Zoetis Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2476235.81000000
            USD
            197289.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CONOCOPHILLIPS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -261210.11000000
        -0.05053634471
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                ConocoPhillips
                ConocoPhillips
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3521256.31000000
            USD
            -261210.11000000
          
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650100
        
          
          
        
        2258.00000000
        NS
        USD
        228532.18000000
        0.044214142507
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
          
        
        18477.00000000
        NS
        USD
        956554.29000000
        0.185064649074
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VENTAS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -218434.53000000
        -0.04226054920
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ventas Inc
                Ventas Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1842674.13000000
            USD
            -218434.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DANAHER CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        340475.43000000
        0.065871813685
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Danaher Corp
                Danaher Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2325209.94000000
            USD
            340475.45000000
          
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773100
        
          
          
        
        4911.00000000
        NS
        USD
        211369.44000000
        0.040893665573
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BANK OF AMERICA CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        42432.44000000
        0.008209408185
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Bank of America Corp
                Bank of America Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1601509.71000000
            USD
            42432.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NIELSEN HOLDINGS PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        652885.73000000
        0.126313864012
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Nielsen Holdings PLC
                Nielsen Holdings PLC
                
                  
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1504159.33000000
            USD
            652885.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MCDONALDS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        346697.66000000
        0.067075629113
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                McDonald's Corp
                McDonald's Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2773501.77000000
            USD
            346697.66000000
          
        
        
          N
          N
          N
        
      
      
        Johnson Controls International
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
          
          
        
        2506.00000000
        NS
        USD
        164318.42000000
        0.031790700278
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140100
        
          
          
        
        48046.00000000
        NS
        USD
        2381159.76000000
        0.460683204268
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FORTIVE CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        9191.16000000
        0.001778214595
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Fortive Corp
                Fortive Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            145702.70000000
            USD
            9191.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS QUANTA SVCS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -142256.13000000
        -0.02752230694
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Quanta Services Inc
                Quanta Services Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -764740.47000000
            USD
            -142256.13000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TRIMBLE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        172317.35000000
        0.033338254023
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Trimble Inc
                Trimble Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1531579.23000000
            USD
            172317.35000000
          
        
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        Ross Stores Inc
        778296103
        
          
          
        
        10187.00000000
        NS
        USD
        921516.02000000
        0.178285791659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMERICAN EXPRESS CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        228126.26000000
        0.044135609126
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                American Express Co
                American Express Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1692207.96000000
            USD
            228126.26000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EQUIFAX INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        122762.13000000
        0.023750800916
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Equifax Inc
                Equifax Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2284040.84000000
            USD
            122762.13000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS KLA CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        99504.02000000
        0.019251052172
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                KLA Corp
                KLA Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1369224.75000000
            USD
            99504.02000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CITRIX SYSTEMS
        000000000
        
          
        
        1.00000000
        NC
        USD
        525878.04000000
        0.101741674200
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Citrix Systems Inc
                Citrix Systems Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2515354.68000000
            USD
            525878.04000000
          
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos Inc
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748102
        
          
          
        
        3351.00000000
        NS
        USD
        571077.42000000
        0.110486402529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CME GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        10850.53000000
        0.002099253066
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CME Group Inc
                CME Group Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2348830.31000000
            USD
            10850.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PRINCIPAL FINANCIAL GROUP INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        31056.95000000
        0.006008591057
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Principal Financial Group Inc
                Principal Financial Group Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            688092.65000000
            USD
            31056.95000000
          
        
        
          N
          N
          N
        
      
      
        W R Berkley Corp
        SQOAGCLKBDWNVYV1OV80
        W R Berkley Corp
        084423102
        
          
          
        
        15690.00000000
        NS
        USD
        1044797.10000000
        0.202136993881
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Biogen Inc
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062X103
        
          
          
        
        2804.00000000
        NS
        USD
        590522.40000000
        0.114248424651
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial Inc
        03076C106
        
          
          
        
        478.00000000
        NS
        USD
        143572.08000000
        0.027776903914
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MERCK & CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        396184.21000000
        0.076649796628
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Merck & Co Inc
                Merck & Co Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2312602.44000000
            USD
            396184.21000000
          
        
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486Q101
        
          
          
        
        1478.00000000
        NS
        USD
        826867.10000000
        0.159974056143
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CMS ENERGY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -260992.00000000
        -0.05049414695
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CMS Energy Corp
                CMS Energy Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2423704.37000000
            USD
            -260992.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NEWS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        14883.00000000
        0.002879415419
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                News Corp
                News Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            644533.65000000
            USD
            14883.00000000
          
        
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448108
        
          
          
        
        7614.00000000
        NS
        USD
        1274431.32000000
        0.246564348171
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS JACK HENRY ASO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -645825.99000000
        -0.12494801544
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Jack Henry & Associates Inc
                Jack Henry & Associates Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4066729.06000000
            USD
            -645825.99000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS UNITED PARCEL SERVICE - CL B
        000000000
        
          
        
        1.00000000
        NC
        USD
        342701.00000000
        0.066302394924
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                United Parcel Service Inc
                United Parcel Service Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1591919.50000000
            USD
            342701.00000000
          
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206R102
        
          
          
        
        77415.00000000
        NS
        USD
        1829316.45000000
        0.353918026821
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370860
        
          
          
        
        19468.00000000
        NS
        USD
        329203.88000000
        0.063691105839
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cigna Corp
        549300VIWYMSIGT1U456
        Cigna Corp
        125523100
        
          
          
        
        2880.00000000
        NS
        USD
        690076.80000000
        0.133509223847
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        PPL Corp
        69351T106
        
          
          
        
        106169.00000000
        NS
        USD
        3032186.64000000
        0.586637436395
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ADVANCE AUTO PARTS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        129536.81000000
        0.025061498898
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Advance Auto Parts Inc
                Advance Auto Parts Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            548206.09000000
            USD
            129536.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PUBLIC STORAGE
        000000000
        
          
        
        1.00000000
        NC
        USD
        611481.38000000
        0.118303360497
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Public Storage
                Public Storage
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1768658.65000000
            USD
            611481.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MOTOROLA SOLUTION INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        29032.03000000
        0.005616829593
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Motorola Solutions Inc
                Motorola Solutions Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1263324.28000000
            USD
            29032.03000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LEIDOS HOLDINGS
        000000000
        
          
        
        1.00000000
        NC
        USD
        -135222.72000000
        -0.02616155244
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Leidos Holdings Inc
                Leidos Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1563236.70000000
            USD
            -135222.72000000
          
        
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073E105
        
          
          
        
        1689.00000000
        NS
        USD
        261305.19000000
        0.050554739855
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CABOT OIL & GAS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -912052.04000000
        -0.17645479455
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Coterra Energy Inc
                Coterra Energy Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -5365114.20000000
            USD
            -912052.04000000
          
        
        
          N
          N
          N
        
      
      
        UDR Inc
        P3CH2EG5X6Z1XWU1OO74
        UDR Inc
        902653104
        
          
          
        
        11905.00000000
        NS
        USD
        682989.85000000
        0.132138110960
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        549300LKFJ962MZ46593
        Cisco Systems Inc
        17275R102
        
          
          
        
        13791.00000000
        NS
        USD
        768986.16000000
        0.148775825199
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nielsen Holdings PLC
        549300ZVCBHQE0XHG367
        Nielsen Holdings PLC
        000000000
        
          
          
          
        
        65977.00000000
        NS
        USD
        1797213.48000000
        0.347707062175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MICRON TECHNOLOGY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        119940.70000000
        0.023204938587
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Micron Technology Inc
                Micron Technology Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2234979.81000000
            USD
            119940.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DIAMONDBACK ENERGY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -449963.16000000
        -0.08705441517
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Diamondback Energy Inc
                Diamondback Energy Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1705531.01000000
            USD
            -449963.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS JACOBS ENGINEERING GROUP INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        105679.94000000
        0.020445907999
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Jacobs Engineering Group Inc
                Jacobs Engineering Group Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1581768.67000000
            USD
            105679.94000000
          
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902V107
        
          
          
        
        16891.00000000
        NS
        USD
        1299762.45000000
        0.251465164291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SIGNATURE BANK/NEW YORK NY
        000000000
        
          
        
        1.00000000
        NC
        USD
        -33712.22000000
        -0.00652230639
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Signature Bank/New York NY
                Signature Bank/New York NY
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1256391.92000000
            USD
            -33712.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VORNADO REALTY TRUST
        000000000
        
          
        
        1.00000000
        NC
        USD
        336669.33000000
        0.065135447158
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Vornado Realty Trust
                Vornado Realty Trust
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3454386.95000000
            USD
            336669.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LENNAR CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -8545.53000000
        -0.00165330449
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Lennar Corp
                Lennar Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            108977.03000000
            USD
            -8545.53000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS KEYSIGHT TECHNOLOGIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -80175.80000000
        -0.01551161961
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Keysight Technologies Inc
                Keysight Technologies Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1590053.06000000
            USD
            -80175.80000000
          
        
        
          N
          N
          N
        
      
      
        Aflac Inc
        549300N0B7DOGLXWPP39
        Aflac Inc
        001055102
        
          
          
        
        15944.00000000
        NS
        USD
        1026634.16000000
        0.198623008159
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS KIMCO REALTY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -57767.31000000
        -0.01117624693
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Kimco Realty Corp
                Kimco Realty Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2133943.38000000
            USD
            -57767.31000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DENTSPLY SIRONA INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -33450.83000000
        -0.00647173524
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                DENTSPLY SIRONA Inc
                DENTSPLY SIRONA Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1125122.62000000
            USD
            -33450.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INVESCO LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        1174939.63000000
        0.227315681485
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Invesco Ltd
                Invesco Ltd
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1191701.05000000
            USD
            1174939.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DTE ENERGY CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        770285.75000000
        0.149027257000
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                DTE Energy Co
                DTE Energy Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3964404.67000000
            USD
            770285.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PULTEGROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        205135.29000000
        0.039687543983
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                PulteGroup Inc
                PulteGroup Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -981938.34000000
            USD
            205135.29000000
          
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036P108
        
          
          
        
        5347.00000000
        NS
        USD
        1231521.04000000
        0.238262492236
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FIFTH THIRD BANCORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        10815.72000000
        0.002092518372
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Fifth Third Bancorp
                Fifth Third Bancorp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            484554.21000000
            USD
            10815.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SALES FORCE
        000000000
        
          
        
        1.00000000
        NC
        USD
        52189.89000000
        0.010097182960
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                salesforce.com Inc
                salesforce.com Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1517491.87000000
            USD
            52189.89000000
          
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
          
        
        11552.00000000
        NS
        USD
        1367294.72000000
        0.264530638964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INTERNATIONAL FLAVORS & FRAGRANCES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        215608.37000000
        0.041713771762
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                IFF
                International Flavors & Fragrances Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3308182.54000000
            USD
            215608.37000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ROSS STORES
        000000000
        
          
        
        1.00000000
        NC
        USD
        -83698.57000000
        -0.01619317026
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ross Stores Inc
                Ross Stores Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1778329.04000000
            USD
            -83698.57000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DOVER CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        112711.09000000
        0.021806225256
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Dover Corp
                Dover Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1105028.53000000
            USD
            112711.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LIVE NATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        -268117.23000000
        -0.05187266587
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Live Nation Entertainment Inc
                Live Nation Entertainment Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1346021.21000000
            USD
            -268117.23000000
          
        
        
          N
          N
          N
        
      
      
        DTE Energy Co
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331107
        
          
          
        
        33454.00000000
        NS
        USD
        4422953.34000000
        0.855709201553
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933Y105
        
          
          
        
        27867.00000000
        NS
        USD
        2286487.35000000
        0.442366924140
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222105
        
          
          
        
        1400.00000000
        NS
        USD
        184520.00000000
        0.035699101874
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
          
          
        
        3804.00000000
        NS
        USD
        704044.32000000
        0.136211521265
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FIRSTENERGY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -238082.65000000
        -0.04606187284
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                FirstEnergy Corp
                FirstEnergy Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1759658.19000000
            USD
            -238082.65000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INTERNATIONAL PAPER CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        331515.64000000
        0.064138362266
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                International Paper Co
                International Paper Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1786507.31000000
            USD
            331515.64000000
          
        
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
          
          
        
        910.00000000
        NS
        USD
        290681.30000000
        0.056238138639
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AUTOMATIC DATA
        000000000
        
          
        
        1.00000000
        NC
        USD
        531326.30000000
        0.102795749578
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Automatic Data Processing Inc
                Automatic Data Processing Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2397523.32000000
            USD
            531326.30000000
          
        
        
          N
          N
          N
        
      
      
        Eastman Chemical Co
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co
        277432100
        
          
          
        
        16707.00000000
        NS
        USD
        1872186.42000000
        0.362212083977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snap-on Inc
        HHWAT5TDOYZMM26KKQ73
        Snap-on Inc
        833034101
        
          
          
        
        1760.00000000
        NS
        USD
        361644.80000000
        0.069967453704
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        A O Smith Corp
        549300XG4US7UJNECY36
        A O Smith Corp
        831865209
        
          
          
        
        10114.00000000
        NS
        USD
        646183.46000000
        0.125017175201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EXELON CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        227367.35000000
        0.043988782736
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Exelon Corp
                Exelon Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            406822.66000000
            USD
            227367.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MARKETAXESS HOLDINGS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1382863.38000000
        0.267542709088
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                MarketAxess Holdings Inc
                MarketAxess Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -5103723.10000000
            USD
            1382863.38000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SEMPRA ENERGY
        000000000
        
          
        
        1.00000000
        NC
        USD
        -288753.42000000
        -0.05586515151
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Sempra Energy
                Sempra Energy
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1049667.98000000
            USD
            -288753.42000000
          
        
        
          N
          N
          N
        
      
      
        Principal Financial Group Inc
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251V102
        
          
          
        
        8270.00000000
        NS
        USD
        607100.70000000
        0.117455829922
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SYNCHRONY FINANCIAL
        000000000
        
          
        
        1.00000000
        NC
        USD
        720737.57000000
        0.139441165923
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Synchrony Financial
                Synchrony Financial
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2779941.62000000
            USD
            720737.57000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS QUEST DIAGNOSTICS, INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3332.51000000
        -0.00064474102
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Quest Diagnostics Inc
                Quest Diagnostics Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            539467.83000000
            USD
            -3332.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS J M SMUCKER (NEW)
        000000000
        
          
        
        1.00000000
        NC
        USD
        10728.90000000
        0.002075721299
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                J M Smucker Co/The
                J M Smucker Co/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            72834.10000000
            USD
            10728.90000000
          
        
        
          N
          N
          N
        
      
      
        Mondelez International Inc
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207105
        
          
          
        
        24469.00000000
        NS
        USD
        1536163.82000000
        0.297201759733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FleetCor Technologies Inc
        549300DG6RR0NQSFLN74
        FleetCor Technologies Inc
        339041105
        
          
          
        
        4214.00000000
        NS
        USD
        1049538.84000000
        0.203054378768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LOCKHEED MARTIN CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        524956.87000000
        0.101563455353
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Lockheed Martin Corp
                Lockheed Martin Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2181328.53000000
            USD
            524956.87000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CONSTELLATION ENERGY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        588834.66000000
        0.113921897434
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Constellation Energy Corp
                Constellation Energy Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2205660.88000000
            USD
            588834.66000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505104
        
          
          
        
        22044.00000000
        NS
        USD
        908653.68000000
        0.175797313521
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS KINDER MORGAN INC/DE
        000000000
        
          
        
        1.00000000
        NC
        USD
        -475513.65000000
        -0.09199767089
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Kinder Morgan Inc
                Kinder Morgan Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4075353.37000000
            USD
            -475513.65000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AGILENT TECHNOLOGIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -35457.25000000
        -0.00685991751
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Agilent Technologies Inc
                Agilent Technologies Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1382444.32000000
            USD
            -35457.25000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746101
        
          
          
        
        17184.00000000
        NS
        USD
        832736.64000000
        0.161109636602
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343V104
        
          
          
        
        16209.00000000
        NS
        USD
        825686.46000000
        0.159745637610
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CIGNA CORPORATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        94809.08000000
        0.018342721686
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cigna Corp
                Cigna Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1187416.69000000
            USD
            94809.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NVR INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        366127.37000000
        0.070834696946
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                NVR Inc
                NVR Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2398735.20000000
            USD
            366127.35000000
          
        
        
          N
          N
          N
        
      
      
        Newmont Corp
        549300VSP3RIX7FGDZ51
        Newmont Corp
        651639106
        
          
          
        
        3322.00000000
        NS
        USD
        263932.90000000
        0.051063123158
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LOEWS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        63660.60000000
        0.012316422310
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Loews Corp
                Loews Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            339430.44000000
            USD
            63660.60000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BAXTER INTERNATIONAL INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        276824.73000000
        0.053557306729
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Baxter International Inc
                Baxter International Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3742785.19000000
            USD
            276824.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MID-AMERICA APARTMENT COMMUNITIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        269591.59000000
        0.052157910448
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Mid-America Apartment Communit
                Mid-America Apartment Communities Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1281572.83000000
            USD
            269591.59000000
          
        
        
          N
          N
          N
        
      
      
        DuPont de Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26614N102
        
          
          
        
        22956.00000000
        NS
        USD
        1689102.48000000
        0.326790816767
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INTEL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        270756.63000000
        0.052383310847
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Intel Corp
                Intel Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3133398.23000000
            USD
            270756.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HILTON INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -51720.56000000
        -0.01000638164
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Hilton Worldwide Holdings Inc
                Hilton Worldwide Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1722575.26000000
            USD
            -51720.56000000
          
        
        
          N
          N
          N
        
      
      
        Expeditors International of Wa
        984500B055A804AB6E40
        Expeditors International of Washington Inc
        302130109
        
          
          
        
        15868.00000000
        NS
        USD
        1636942.88000000
        0.316699494015
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CHEVRON CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        6450.05000000
        0.001247891784
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Chevron Corp
                Chevron Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            25578.70000000
            USD
            6450.05000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MASCO CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -371322.01000000
        -0.07183970443
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Masco Corp
                Masco Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2241344.16000000
            USD
            -371322.01000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GILEAD SCIENCES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        17223.45000000
        0.003332222502
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Gilead Sciences Inc
                Gilead Sciences Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1013482.97000000
            USD
            17223.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMERICAN WATER WORKS CO INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -11744.19000000
        -0.00227214955
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                American Water Works Co Inc
                American Water Works Co Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1493202.77000000
            USD
            -11744.19000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NASDAQ INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        149202.46000000
        0.028866214066
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Nasdaq Inc
                Nasdaq Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1585985.08000000
            USD
            149202.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMPHENOL CORPORATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        11185.84000000
        0.002164125524
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Amphenol Corp
                Amphenol Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -968840.79000000
            USD
            11185.84000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CORTEVA INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -289963.30000000
        -0.05609922711
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Corteva Inc
                Corteva Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1359342.62000000
            USD
            -289963.30000000
          
        
        
          N
          N
          N
        
      
      
        Micron Technology Inc
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112103
        
          
          
        
        19317.00000000
        NS
        USD
        1504601.13000000
        0.291095323110
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PENTAIR PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -165158.07000000
        -0.03195314744
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Pentair PLC
                Pentair PLC
                
                  
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2152834.06000000
            USD
            -165158.07000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LINCOLN NATIONAL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        158177.62000000
        0.030602639121
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Lincoln National Corp
                Lincoln National Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2691507.56000000
            USD
            158177.62000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ACCENTURE PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        140566.00000000
        0.027195317331
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Accenture PLC
                Accenture PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2599871.54000000
            USD
            140566.00000000
          
        
        
          N
          N
          N
        
      
      
        Under Armour Inc
        549300D4549QKWETZ406
        Under Armour Inc
        904311206
        
          
          
        
        62187.00000000
        NS
        USD
        967629.72000000
        0.187207413565
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS L3HARRIS TECHNOLOGIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        170741.18000000
        0.033033312264
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                L3Harris Technologies Inc
                L3Harris Technologies Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1667487.97000000
            USD
            170741.18000000
          
        
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow Inc
        260557103
        
          
          
        
        5871.00000000
        NS
        USD
        374100.12000000
        0.072377185644
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GLOBAL PAYMENTS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        606721.71000000
        0.117382506691
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Global Payments Inc
                Global Payments Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1874942.40000000
            USD
            606721.71000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS XCEL ENERGY INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -274953.94000000
        -0.05319536481
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Xcel Energy Inc
                Xcel Energy Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4096180.33000000
            USD
            -274953.94000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VERIZON COMMUNICATIONS
        000000000
        
          
        
        1.00000000
        NC
        USD
        81141.56000000
        0.015698465297
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Verizon Communications Inc
                Verizon Communications Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            955073.10000000
            USD
            81141.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LINDE PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        818809.41000000
        0.158415134095
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Linde PLC
                Linde PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2586258.30000000
            USD
            818809.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WELLS FARGO & CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -74057.88000000
        -0.01432798505
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Wells Fargo & Co
                Wells Fargo & Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1317113.02000000
            USD
            -74057.88000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MARRIOTT INTL
        000000000
        
          
        
        1.00000000
        NC
        USD
        78597.24000000
        0.015206215466
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Marriott International Inc/MD
                Marriott International Inc/MD
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            379055.76000000
            USD
            78597.24000000
          
        
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
          
        
        4661.00000000
        NS
        USD
        752658.28000000
        0.145616868710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FLEETCOR TECHNOLOGIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        295972.32000000
        0.057261792779
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                FleetCor Technologies Inc
                FleetCor Technologies Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1633993.62000000
            USD
            295972.32000000
          
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334104
        
          
          
        
        18807.00000000
        NS
        USD
        1273610.04000000
        0.246405455052
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS OMNICOM GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        10372.70000000
        0.002006807251
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Omnicom Group Inc
                Omnicom Group Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            64107.34000000
            USD
            10372.70000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BIO-RAD LABORATORIES INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        272950.61000000
        0.052807780365
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Bio-Rad Laboratories Inc
                Bio-Rad Laboratories Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1679899.15000000
            USD
            272950.61000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CBOE GLOBAL MARKETS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        33548.64000000
        0.006490658557
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cboe Global Markets Inc
                Cboe Global Markets Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -570296.34000000
            USD
            33548.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AES CORP/VA
        000000000
        
          
        
        1.00000000
        NC
        USD
        217377.34000000
        0.042056014555
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                AES Corp/The
                AES Corp/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1186361.86000000
            USD
            217377.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PERKINELMER
        000000000
        
          
        
        1.00000000
        NC
        USD
        188210.32000000
        0.036413068434
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                PerkinElmer Inc
                PerkinElmer Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            600106.08000000
            USD
            188210.32000000
          
        
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
          
        
        1281.00000000
        NS
        USD
        375755.73000000
        0.072697496668
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ROYAL CARIBBEAN CRUISES LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        229514.46000000
        0.044404184311
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Royal Caribbean Cruises Ltd
                Royal Caribbean Cruises Ltd
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2029582.06000000
            USD
            229514.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CATALENT INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        113996.11000000
        0.022054838197
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Catalent Inc
                Catalent Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -6021195.51000000
            USD
            113996.11000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WEST PHARMACEUTICAL SERVICES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        77534.78000000
        0.015000661229
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                West Pharmaceutical Services I
                West Pharmaceutical Services Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1428186.91000000
            USD
            77534.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS VIACOMCBS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        84.74000000
        0.000016394655
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Paramount Global
                Paramount Global
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -672541.81000000
            USD
            84.74000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PEPSICO INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        175365.17000000
        0.033927916047
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                PepsiCo Inc
                PepsiCo Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1210455.33000000
            USD
            175365.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMERISOURCE BERGEN CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        231832.44000000
        0.044852644121
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                AmerisourceBergen Corp
                AmerisourceBergen Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1980762.46000000
            USD
            231832.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NISOURCE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -325894.85000000
        -0.06305090749
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                NiSource Inc
                NiSource Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1294457.10000000
            USD
            -325894.85000000
          
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        Bath & Body Works Inc
        070830104
        
          
          
        
        19724.00000000
        NS
        USD
        942807.20000000
        0.182404998269
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
          
        
        3244.00000000
        NS
        USD
        1654342.68000000
        0.320065834969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PINNACLE WEST CAPITAL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        95793.40000000
        0.018533158169
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Pinnacle West Capital Corp
                Pinnacle West Capital Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4357214.81000000
            USD
            95793.40000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EXPEDITORS INTERNATIONAL OF WASHINGTON INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -158746.45000000
        -0.03071269071
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Expeditors International of Wa
                Expeditors International of Washington Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2753135.83000000
            USD
            -158746.45000000
          
        
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525103
        
          
          
        
        12131.00000000
        NS
        USD
        1853859.42000000
        0.358666357552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage
        74460D109
        
          
          
        
        2631.00000000
        NS
        USD
        1026826.68000000
        0.198660255022
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GLOBE LIFE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -63256.41000000
        -0.01223822363
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Globe Life Inc
                Globe Life Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1500280.03000000
            USD
            -63256.41000000
          
        
        
          N
          N
          N
        
      
      
        Waters Corp
        5T547R1474YC9HOD8Q74
        Waters Corp
        941848103
        
          
          
        
        1269.00000000
        NS
        USD
        393884.91000000
        0.076204950839
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS UNION PACIFIC CP
        000000000
        
          
        
        1.00000000
        NC
        USD
        340172.35000000
        0.065813176769
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Union Pacific Corp
                Union Pacific Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1094375.12000000
            USD
            340172.35000000
          
        
        
          N
          N
          N
        
      
      
        Gotham Enhanced 500 ETF
        549300LN8RDUHP3HCG64
        Gotham Enhanced 500 ETF
        886364835
        
          
          
        
        9510300.00000000
        NS
        USD
        234069405.66000000
        45.28543007994
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ANALOG DEVICES INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        238831.88000000
        0.046206826441
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Analog Devices Inc
                Analog Devices Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4318895.39000000
            USD
            238831.88000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EXPEDIA INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -106875.89000000
        -0.02067728855
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Expedia Group Inc
                Expedia Group Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1217041.61000000
            USD
            -106875.89000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS IQVIA HOLDINGS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        131481.65000000
        0.025437767277
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                IQVIA Holdings Inc
                IQVIA Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2066478.14000000
            USD
            131481.65000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS UDR INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        43704.13000000
        0.008455442169
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                UDR Inc
                UDR Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            689541.48000000
            USD
            43704.13000000
          
        
        
          N
          N
          N
        
      
      
        Molina Healthcare Inc
        549300NQQCEQ46YHZ591
        Molina Healthcare Inc
        60855R100
        
          
          
        
        1642.00000000
        NS
        USD
        547754.78000000
        0.105974169160
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FRANKLIN RESOURCES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -117038.91000000
        -0.02264352900
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Franklin Resources Inc
                Franklin Resources Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2439648.03000000
            USD
            -117038.91000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MICROCHIP TECHNOLOGY
        000000000
        
          
        
        1.00000000
        NC
        USD
        121719.11000000
        0.023549007738
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Microchip Technology Inc
                Microchip Technology Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1371898.69000000
            USD
            121719.10000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SKYWORKS SOLUTIONS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        258212.03000000
        0.049956305897
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Skyworks Solutions Inc
                Skyworks Solutions Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1420772.03000000
            USD
            258212.03000000
          
        
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759100
        
          
          
        
        611.00000000
        NS
        USD
        80957.50000000
        0.015662855191
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
          
        
        6780.00000000
        NS
        USD
        1503600.60000000
        0.290901750476
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
          
        
        14394.00000000
        NS
        USD
        1051193.82000000
        0.203374567905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS M&T BANK CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -19763.17000000
        -0.00382358237
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                M&T Bank Corp
                M&T Bank Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2166340.63000000
            USD
            -19763.17000000
          
        
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LyondellBasell Industries NV
        000000000
        
          
          
          
        
        7568.00000000
        NS
        USD
        778141.76000000
        0.150547159999
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMEREN CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -298032.80000000
        -0.05766043404
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ameren Corp
                Ameren Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2450540.08000000
            USD
            -298032.80000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CUMMINS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        38574.56000000
        0.007463023776
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cummins Inc
                Cummins Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2222564.85000000
            USD
            38574.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AKAMAI TECHNOLOGIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -45333.15000000
        -0.00877060882
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Akamai Technologies Inc
                Akamai Technologies Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -808902.30000000
            USD
            -45333.15000000
          
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661107
        
          
          
        
        3092.00000000
        NS
        USD
        625171.48000000
        0.120951985440
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TJX CO INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        59917.09000000
        0.011592165076
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                TJX Cos Inc/The
                TJX Cos Inc/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -742667.21000000
            USD
            59917.09000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FACTSET RESEARCH SYSTEMS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        79333.14000000
        0.015348590108
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                FactSet Research Systems Inc
                FactSet Research Systems Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2186213.31000000
            USD
            79333.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LAM RESEARCH
        000000000
        
          
        
        1.00000000
        NC
        USD
        51982.48000000
        0.010057055328
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Lam Research Corp
                Lam Research Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1090003.50000000
            USD
            51982.48000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FISERV INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        96983.18000000
        0.018763345019
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Fiserv Inc
                Fiserv Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1757318.62000000
            USD
            96983.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EVEREST RE GROUP LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -18721.74000000
        -0.00362209681
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Everest Re Group Ltd
                Everest Re Group Ltd
                
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -368384.73000000
            USD
            -18721.74000000
          
        
        
          N
          N
          N
        
      
      
        SolarEdge Technologies Inc
        5493000K6Y58XXPDF853
        SolarEdge Technologies Inc
        83417M104
        
          
          
        
        20.00000000
        NS
        USD
        6447.40000000
        0.001247379088
        Long
        EC
        CORP
        IL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Activision Blizzard Inc
        549300TPQQDBP9GNOF40
        Activision Blizzard Inc
        00507V109
        
          
          
        
        13920.00000000
        NS
        USD
        1115131.20000000
        0.215744538869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BORG WARNER
        000000000
        
          
        
        1.00000000
        NC
        USD
        -156099.86000000
        -0.03020065469
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                BorgWarner Inc
                BorgWarner Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2797346.50000000
            USD
            -156099.86000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS REGENCY CENTERS CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        14877.25000000
        0.002878302966
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Regency Centers Corp
                Regency Centers Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            605835.91000000
            USD
            14877.25000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EVERGY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -202298.64000000
        -0.03913873703
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Evergy Inc
                Evergy Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3086368.59000000
            USD
            -202298.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INCYTE CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -10707.32000000
        -0.00207154621
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Incyte Corp
                Incyte Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            75990.56000000
            USD
            -10707.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ALLEGION PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        81982.47000000
        0.015861156234
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Allegion plc
                Allegion plc
                
                  
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2642679.99000000
            USD
            81982.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GARMIN LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -29607.30000000
        -0.00572812713
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Garmin Ltd
                Garmin Ltd
                
                  
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -397237.53000000
            USD
            -29607.30000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HESS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -841174.52000000
        -0.16274211404
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Hess Corp
                Hess Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3586934.79000000
            USD
            -841174.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HUNTINGTON BANCSHARES INC/OH
        000000000
        
          
        
        1.00000000
        NC
        USD
        37641.25000000
        0.007282456202
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Huntington Bancshares Inc/OH
                Huntington Bancshares Inc/OH
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -742331.65000000
            USD
            37641.26000000
          
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537101
        
          
          
        
        3901.00000000
        NS
        USD
        389202.77000000
        0.075299096770
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMETEK INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        8785.65000000
        0.001699760537
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                AMETEK Inc
                AMETEK Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            213674.63000000
            USD
            8785.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CHIPOTLE MEXICAN GRILL
        000000000
        
          
        
        1.00000000
        NC
        USD
        67800.60000000
        0.013117388502
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Chipotle Mexican Grill Inc
                Chipotle Mexican Grill Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3875746.82000000
            USD
            67800.61000000
          
        
        
          N
          N
          N
        
      
      
        Trane Technologies PLC
        549300BURLR9SLYY2705
        Trane Technologies PLC
        000000000
        
          
          
          
        
        6493.00000000
        NS
        USD
        991481.10000000
        0.191821942312
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance Inc
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance Inc
        931427108
        
          
          
        
        9000.00000000
        NS
        USD
        402930.00000000
        0.077954905258
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS REGENERON PHARMACEUTICALS INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        256083.97000000
        0.049544589927
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Regeneron Pharmaceuticals Inc
                Regeneron Pharmaceuticals Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1735809.87000000
            USD
            256083.97000000
          
        
        
          N
          N
          N
        
      
      
        Chubb Ltd
        E0JAN6VLUDI1HITHT809
        Chubb Ltd
        000000000
        
          
          
          
        
        3402.00000000
        NS
        USD
        727687.80000000
        0.140785827579
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MODERNA INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1435111.08000000
        0.277651076555
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Moderna Inc
                Moderna Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2441798.52000000
            USD
            1435111.08000000
          
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies Inc
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431109
        
          
          
        
        5319.00000000
        NS
        USD
        1321611.93000000
        0.255692385256
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PUBLIC SERVICE ENTERPRISE GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -87127.29000000
        -0.01685652504
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Public Service Enterprise Grou
                Public Service Enterprise Group Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1691891.61000000
            USD
            -87127.29000000
          
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110L106
        
          
          
        
        1713.00000000
        NS
        USD
        641672.67000000
        0.124144472232
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marriott International Inc/MD
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903202
        
          
          
        
        2430.00000000
        NS
        USD
        427072.50000000
        0.082625757019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp
        482480100
        
          
          
        
        2531.00000000
        NS
        USD
        926497.86000000
        0.179249628715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LYONDELLBASELL INDUSTRIES NV
        000000000
        
          
        
        1.00000000
        NC
        USD
        77011.52000000
        0.014899426067
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                LyondellBasell Industries NV
                LyondellBasell Industries NV
                
                  
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            808014.59000000
            USD
            77011.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TYSON FOODS A
        000000000
        
          
        
        1.00000000
        NC
        USD
        380584.26000000
        0.073631672824
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Tyson Foods Inc
                Tyson Foods Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2123649.66000000
            USD
            380584.26000000
          
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
          
        
        1711.00000000
        NS
        USD
        298757.71000000
        0.057800682446
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NORTHROP GRUMMAN CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        279569.34000000
        0.054088306685
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Northrop Grumman Corp
                Northrop Grumman Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            972645.00000000
            USD
            279569.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CARMAX GROUP
        000000000
        
          
        
        1.00000000
        NC
        USD
        1610022.47000000
        0.311491199743
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CarMax Inc
                CarMax Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -7393516.07000000
            USD
            1610022.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PFIZER INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1137773.65000000
        0.220125175815
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Pfizer Inc
                Pfizer Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3815883.43000000
            USD
            1137773.65000000
          
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209S103
        
          
          
        
        13156.00000000
        NS
        USD
        687401.00000000
        0.132991536568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F101
        
          
          
        
        776.00000000
        NS
        USD
        488631.68000000
        0.094535617404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications Inc
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications Inc
        16119P108
        
          
          
        
        1298.00000000
        NS
        USD
        708084.96000000
        0.136993264268
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585A102
        
          
          
        
        32746.00000000
        NS
        USD
        2799783.00000000
        0.541674282155
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dover Corp
        549300FMC2ALGA7N9E80
        Dover Corp
        260003108
        
          
          
        
        6466.00000000
        NS
        USD
        1014515.40000000
        0.196278390514
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MOHAWK INDS INC COM
        000000000
        
          
        
        1.00000000
        NC
        USD
        134375.24000000
        0.025997590408
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Mohawk Industries Inc
                Mohawk Industries Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            912133.96000000
            USD
            134375.24000000
          
        
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        744320102
        
          
          
        
        5242.00000000
        NS
        USD
        619447.14000000
        0.119844496838
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886F107
        
          
          
        
        2507.00000000
        NS
        USD
        1750938.94000000
        0.338754322539
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CINCINNATI FINANCIAL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -168137.34000000
        -0.03252954709
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cincinnati Financial Corp
                Cincinnati Financial Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1496705.70000000
            USD
            -168137.34000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS IRON MOUNTAIN INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        209870.30000000
        0.040603626816
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Iron Mountain Inc
                Iron Mountain Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            403815.87000000
            USD
            209870.30000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ZEBRA TECH
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3040.55000000
        -0.00058825549
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Zebra Technologies Corp
                Zebra Technologies Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1022811.05000000
            USD
            -3040.55000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS STANLEY WORKS
        000000000
        
          
        
        1.00000000
        NC
        USD
        1279259.05000000
        0.247498369552
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Stanley Black & Decker Inc
                Stanley Black & Decker Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -6385968.13000000
            USD
            1279259.05000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ALPHABET INC CLASS A COMMON STOCK
        000000000
        
          
        
        1.00000000
        NC
        USD
        7011676.70000000
        1.356549755170
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Alphabet Inc
                Alphabet Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            6533497.82000000
            USD
            7011676.68000000
          
        
        
          N
          N
          N
        
      
      
        IBM
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200101
        
          
          
        
        6197.00000000
        NS
        USD
        805733.94000000
        0.155885421676
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMERICAN TOWER CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        28797.87000000
        0.005571526636
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                American Tower Corp
                American Tower Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            457752.73000000
            USD
            28797.87000000
          
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667101
        
          
          
        
        1127.00000000
        NS
        USD
        301303.45000000
        0.058293207005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ABIOMED INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -141034.13000000
        -0.02728588648
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                ABIOMED Inc
                ABIOMED Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2455887.47000000
            USD
            -141034.13000000
          
        
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
          
          
        
        20715.00000000
        NS
        USD
        2298329.25000000
        0.444657977654
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS J.B. HUNT TRAN
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3720.65000000
        -0.00071983450
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                JB Hunt Transport Services Inc
                JB Hunt Transport Services Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2535026.74000000
            USD
            -3720.65000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MOLSON COORS BREWING CO.
        000000000
        
          
        
        1.00000000
        NC
        USD
        61743.24000000
        0.011945470490
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Molson Coors Beverage Co
                Molson Coors Beverage Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            252451.65000000
            USD
            61743.25000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DIGITAL REALTY TRUST INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        90226.63000000
        0.017456154650
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Digital Realty Trust Inc
                Digital Realty Trust Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2256659.01000000
            USD
            90226.63000000
          
        
        
          N
          N
          N
        
      
      
        Raymond James Financial Inc
        RGUZHJ05YTITL6D76949
        Raymond James Financial Inc
        754730109
        
          
          
        
        9420.00000000
        NS
        USD
        1035352.20000000
        0.200309688184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TELEDYNE TECHNOLOGIES, INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -140027.10000000
        -0.02709105629
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Teledyne Technologies Inc
                Teledyne Technologies Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3254401.56000000
            USD
            -140027.10000000
          
        
        
          N
          N
          N
        
      
      
        Laboratory Corp of America Hol
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp of America Holdings
        50540R409
        
          
          
        
        1648.00000000
        NS
        USD
        434511.68000000
        0.084065015878
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS REGIONS FINANCIAL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        136845.75000000
        0.026475560212
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Regions Financial Corp
                Regions Financial Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2149480.11000000
            USD
            136845.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AIR PRODUCTS AND CHEMICALS INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        341283.05000000
        0.066028064003
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Air Products and Chemicals Inc
                Air Products and Chemicals Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2611488.10000000
            USD
            341283.05000000
          
        
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co Inc
        086516101
        
          
          
        
        3400.00000000
        NS
        USD
        309060.00000000
        0.059793867468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T Rowe Price Group Inc
        549300SIV6FPS9Y7IH33
        T Rowe Price Group Inc
        74144T108
        
          
          
        
        10008.00000000
        NS
        USD
        1513109.52000000
        0.292741442129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550108
        
          
          
        
        9469.00000000
        NS
        USD
        2283733.42000000
        0.441834121042
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS OCCIDENTAL PETROLEUM CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        1414348.78000000
        0.273634192408
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Occidental Petroleum Corp
                Occidental Petroleum Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1147430.95000000
            USD
            1414348.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS W W GRAINGER INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        161898.97000000
        0.031322609058
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                WW Grainger Inc
                WW Grainger Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            744914.30000000
            USD
            161898.97000000
          
        
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312106
        
          
          
        
        7594.00000000
        NS
        USD
        1628609.24000000
        0.315087183895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EXTRA SPACE STORAGE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        457540.59000000
        0.088520421277
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Extra Space Storage Inc
                Extra Space Storage Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2617387.56000000
            USD
            457540.59000000
          
        
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp
        192446102
        
          
          
        
        71.00000000
        NS
        USD
        6366.57000000
        0.001231740900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nucor Corp
        549300GGJCRSI2TIEJ46
        Nucor Corp
        670346105
        
          
          
        
        4193.00000000
        NS
        USD
        623289.45000000
        0.120587868918
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Martin Marietta Materials Inc
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284106
        
          
          
        
        135.00000000
        NS
        USD
        51960.15000000
        0.010052735141
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AO SMITH CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -355050.82000000
        -0.06869171576
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                A O Smith Corp
                A O Smith Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2827657.93000000
            USD
            -355050.82000000
          
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
          
        
        12863.00000000
        NS
        USD
        1915557.96000000
        0.370603179928
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS KIMBERLY-CLARK
        000000000
        
          
        
        1.00000000
        NC
        USD
        -17210.00000000
        -0.00332962032
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Kimberly-Clark Corp
                Kimberly-Clark Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1194477.86000000
            USD
            -17210.01000000
          
        
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp
        989207105
        
          
          
        
        2360.00000000
        NS
        USD
        976332.00000000
        0.188891044500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS APPLE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        11198259.64000000
        2.166528353051
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Apple Inc
                Apple Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            9696371.48000000
            USD
            11198259.61000000
          
        
        
          N
          N
          N
        
      
      
        Duke Realty Corp
        254900E47KH1NFFKNF25
        Duke Realty Corp
        264411505
        
          
          
        
        261.00000000
        NS
        USD
        15153.66000000
        0.002931780035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SYSCO CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -24868.87000000
        -0.00481138263
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Sysco Corp
                Sysco Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -841682.78000000
            USD
            -24868.87000000
          
        
        
          N
          N
          N
        
      
      
        Motorola Solutions Inc
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076307
        
          
          
        
        4326.00000000
        NS
        USD
        1047757.20000000
        0.202709684708
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NEXTERA ENERGY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        3199.82000000
        0.000619069478
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                NextEra Energy Inc
                NextEra Energy Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1934195.72000000
            USD
            3199.82000000
          
        
        
          N
          N
          N
        
      
      
        Occidental Petroleum Corp
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599105
        
          
          
        
        33617.00000000
        NS
        USD
        1907428.58000000
        0.369030388010
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS RALPH LAUREN CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        11694.56000000
        0.002262547630
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ralph Lauren Corp
                Ralph Lauren Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            653343.29000000
            USD
            11694.56000000
          
        
        
          N
          N
          N
        
      
      
        Franklin Resources Inc
        RIFQSET379FOGTEFKS80
        Franklin Resources Inc
        354613101
        
          
          
        
        58658.00000000
        NS
        USD
        1637731.36000000
        0.316852041316
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ALLIANT ENERGY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -78006.08000000
        -0.01509184368
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Alliant Energy Corp
                Alliant Energy Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2169599.40000000
            USD
            -78006.08000000
          
        
        
          N
          N
          N
        
      
      
        LKQ Corp
        DS830JTTZQN6GK0I2E41
        LKQ Corp
        501889208
        
          
          
        
        8795.00000000
        NS
        USD
        399380.95000000
        0.077268270218
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696106
        
          
          
        
        530.00000000
        NS
        USD
        250281.90000000
        0.048422062895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027X100
        
          
          
        
        1257.00000000
        NS
        USD
        315783.54000000
        0.061094671389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PACKAGING CORP OF AMERICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -257107.36000000
        -0.04974258528
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Packaging Corp of America
                Packaging Corp of America
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2945464.01000000
            USD
            -257107.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FOX CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        19298.68000000
        0.003733717447
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Fox Corp
                Fox Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1594458.28000000
            USD
            19298.68000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MSCI INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        413012.46000000
        0.079905559749
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                MSCI Inc
                MSCI Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2841044.62000000
            USD
            413012.46000000
          
        
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
          
        
        3134.00000000
        NS
        USD
        855143.24000000
        0.165444643626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS IDEX CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        344924.32000000
        0.066732540855
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                IDEX Corp
                IDEX Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2370938.17000000
            USD
            344924.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CORNING INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -42384.94000000
        -0.00820021835
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Corning Inc
                Corning Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1300504.03000000
            USD
            -42384.94000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS COGNIZANT TECHNOLOGY SOLUTIONS CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        96210.95000000
        0.018613941607
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cognizant Technology Solutions
                Cognizant Technology Solutions Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            231618.48000000
            USD
            96210.95000000
          
        
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp
        256677105
        
          
          
        
        664.00000000
        NS
        USD
        147826.32000000
        0.028599972129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ulta Beauty Inc
        529900CIV6HN8M28YM82
        Ulta Beauty Inc
        90384S303
        
          
          
        
        2039.00000000
        NS
        USD
        811970.58000000
        0.157092025008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752103
        
          
          
        
        4713.00000000
        NS
        USD
        2315119.86000000
        0.447906458561
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ORGANON & CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        244646.48000000
        0.047331777654
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Organon & Co
                Organon & Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1513296.77000000
            USD
            244646.48000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MCKESSON CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        997894.62000000
        0.193062766634
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                McKesson Corp
                McKesson Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1887713.32000000
            USD
            997894.62000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ELI LILLY & CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        68920.91000000
        0.013334134984
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Eli Lilly & Co
                Eli Lilly & Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            112315.89000000
            USD
            68920.91000000
          
        
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
          
        
        16644.00000000
        NS
        USD
        3700959.84000000
        0.716025050734
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ONEOK INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        408442.67000000
        0.079021442045
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                ONEOK Inc
                ONEOK Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1233749.70000000
            USD
            408442.67000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS S&P GLOBAL INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        95049.95000000
        0.018389322827
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                S&P Global Inc
                S&P Global Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            698537.69000000
            USD
            95049.95000000
          
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231G102
        
          
          
        
        34453.00000000
        NS
        USD
        2845473.27000000
        0.550513983019
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BAKER HUGHES CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -219496.12000000
        -0.04246593512
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Baker Hughes Co
                Baker Hughes Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -950489.02000000
            USD
            -219496.12000000
          
        
        
          N
          N
          N
        
      
      
        Twitter Inc
        549300I8RX485XMK6836
        Twitter Inc
        90184L102
        
          
          
        
        696.00000000
        NS
        USD
        26928.24000000
        0.005209809142
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389X105
        
          
          
        
        8474.00000000
        NS
        USD
        701054.02000000
        0.135632987640
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kroger Co/The
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044101
        
          
          
        
        137.00000000
        NS
        USD
        7859.69000000
        0.001520614968
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMERIPRISE FINANCIAL INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        62980.08000000
        0.012184762041
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Ameriprise Financial Inc
                Ameriprise Financial Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            188511.27000000
            USD
            62980.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TE CONNECTIVITY LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        266817.87000000
        0.051621278577
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                TE Connectivity Ltd
                TE Connectivity Ltd
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            918941.92000000
            USD
            266817.87000000
          
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816109
        
          
          
        
        6028.00000000
        NS
        USD
        1127236.00000000
        0.218086455671
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PVH Corp
        123WALMHY1GZXG2YDL90
        PVH Corp
        693656100
        
          
          
        
        10745.00000000
        NS
        USD
        823174.45000000
        0.159259638797
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WABTEC CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -27435.07000000
        -0.00530786559
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Westinghouse Air Brake Technol
                Westinghouse Air Brake Technologies Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1602445.63000000
            USD
            -27435.07000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PHILLIPS 66
        000000000
        
          
        
        1.00000000
        NC
        USD
        -160368.80000000
        -0.03102656692
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Phillips 66
                Phillips 66
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2462632.20000000
            USD
            -160368.80000000
          
        
        
          N
          N
          N
        
      
      
        DENTSPLY SIRONA Inc
        9NHEHR1SOZCYXDO8HO28
        DENTSPLY SIRONA Inc
        24906P109
        
          
          
        
        20176.00000000
        NS
        USD
        993062.72000000
        0.192127938483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
          
        
        1873.00000000
        NS
        USD
        183647.65000000
        0.035530328237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS 3M CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        38160.45000000
        0.007382905875
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                3M Co
                3M Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1489411.69000000
            USD
            38160.43000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ALBEMARLE CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        43772.93000000
        0.008468752912
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Albemarle Corp
                Albemarle Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4111821.07000000
            USD
            43772.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CSX CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        136006.36000000
        0.026313163349
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CSX Corp
                CSX Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            730759.43000000
            USD
            136006.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BROWN & BROWN INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        181638.76000000
        0.035141668098
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Brown & Brown Inc
                Brown & Brown Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            659868.46000000
            USD
            181638.76000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS LABORATORY CORP AMER HLDGS
        000000000
        
          
        
        1.00000000
        NC
        USD
        47363.47000000
        0.009163415026
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Laboratory Corp of America Hol
                Laboratory Corp of America Holdings
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            545080.55000000
            USD
            47363.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WILLIS TOWERS WATSON PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        42553.14000000
        0.008232760025
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Willis Towers Watson PLC
                Willis Towers Watson PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2104929.56000000
            USD
            42553.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CBRE GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -9704.39000000
        -0.00187750925
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CBRE Group Inc
                CBRE Group Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            949340.23000000
            USD
            -9704.39000000
          
        
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co
        194162103
        
          
          
        
        19544.00000000
        NS
        USD
        1482021.52000000
        0.286726843825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMCOR PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        118804.11000000
        0.022985042412
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Amcor PLC
                Amcor PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4228819.58000000
            USD
            118804.11000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FORTINET INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -226915.81000000
        -0.04390142325
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Fortinet Inc
                Fortinet Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2708630.79000000
            USD
            -226915.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EATON CORP PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -143946.01000000
        -0.02784924818
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Eaton Corp PLC
                Eaton Corp PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            3321513.49000000
            USD
            -143946.01000000
          
        
        
          N
          N
          N
        
      
      
        Fortive Corp
        549300MU9YQJYHDQEF63
        Fortive Corp
        34959J108
        
          
          
        
        1002.00000000
        NS
        USD
        61051.86000000
        0.011811709135
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377508
        
          
          
        
        104439.00000000
        NS
        USD
        4006280.04000000
        0.775095378742
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DR Horton Inc
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331A109
        
          
          
        
        4356.00000000
        NS
        USD
        324565.56000000
        0.062793729630
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS KELLOGG CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -109841.15000000
        -0.02125097769
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Kellogg Co
                Kellogg Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2139763.52000000
            USD
            -109841.15000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GENERAL MOTORS
        000000000
        
          
        
        1.00000000
        NC
        USD
        25709.60000000
        0.004974038746
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                General Motors Co
                General Motors Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            404079.64000000
            USD
            25709.60000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NORTHERN TRUST CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -131996.24000000
        -0.02553732505
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Northern Trust Corp
                Northern Trust Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4656304.96000000
            USD
            -131996.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ALTRIA GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        273635.29000000
        0.052940245470
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Altria Group Inc
                Altria Group Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            547427.69000000
            USD
            273635.29000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SOUTHERN CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -69322.67000000
        -0.01341186352
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Southern Co/The
                Southern Co/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -871323.82000000
            USD
            -69322.67000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NEWELL BRANDS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        17496.72000000
        0.003385092075
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Newell Brands Inc
                Newell Brands Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            443246.34000000
            USD
            17496.72000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS EPAM SYSTEMS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -120983.77000000
        -0.02340674143
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                EPAM Systems Inc
                EPAM Systems Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            232212.52000000
            USD
            -120983.77000000
          
        
        
          N
          N
          N
        
      
      
        AES Corp/The
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130H105
        
          
          
        
        252.00000000
        NS
        USD
        6483.96000000
        0.001254452355
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NORDSON CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        4508.18000000
        0.000872198011
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Nordson Corp
                Nordson Corp
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            861474.72000000
            USD
            4508.18000000
          
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045V100
        
          
          
        
        240.00000000
        NS
        USD
        10497.60000000
        0.002030971666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HOST HOTELS & RESORTS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -45982.42000000
        -0.00889622315
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Host Hotels & Resorts Inc
                Host Hotels & Resorts Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -493817.43000000
            USD
            -45982.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS REPUBLIC SVCS
        000000000
        
          
        
        1.00000000
        NC
        USD
        409826.22000000
        0.079289117594
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Republic Services Inc
                Republic Services Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1052762.52000000
            USD
            409826.22000000
          
        
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612E106
        
          
          
        
        7004.00000000
        NS
        USD
        1486388.88000000
        0.287571797378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BorgWarner Inc
        549300DSFX2IE88NSX47
        BorgWarner Inc
        099724106
        
          
          
        
        28756.00000000
        NS
        USD
        1118608.40000000
        0.216417273082
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TRANE TECHNOLOGIES PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        46.39000000
        0.000008975077
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Trane Technologies PLC
                Trane Technologies PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1117109.76000000
            USD
            46.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS APPLIED MATERIALS
        000000000
        
          
        
        1.00000000
        NC
        USD
        90692.21000000
        0.017546230457
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Applied Materials Inc
                Applied Materials Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1916612.39000000
            USD
            90692.21000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS UNITED AIRLINES HOLDINGS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        393345.86000000
        0.076100660784
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                United Airlines Holdings Inc
                United Airlines Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1544371.94000000
            USD
            393345.86000000
          
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738108
        
          
          
        
        3958.00000000
        NS
        USD
        401341.20000000
        0.077647519971
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
          
          
        
        949.00000000
        NS
        USD
        320031.27000000
        0.061916480114
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PARKER HANNIFIN CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        41698.97000000
        0.008067503674
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Parker-Hannifin Corp
                Parker-Hannifin Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -382982.96000000
            USD
            41698.97000000
          
        
        
          N
          N
          N
        
      
      
        Organon & Co
        549300AMCKY57OK2CO56
        Organon & Co
        68622V106
        
          
          
        
        47686.00000000
        NS
        USD
        1665671.98000000
        0.322257715713
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PROGRESSIVE CORP/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        -45873.02000000
        -0.00887505752
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Progressive Corp/The
                Progressive Corp/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -771435.28000000
            USD
            -45873.02000000
          
        
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
          
        
        2801.00000000
        NS
        USD
        1001021.38000000
        0.193667701187
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CARRIER GLOBAL CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        215540.18000000
        0.041700579036
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Carrier Global Corp
                Carrier Global Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3127952.60000000
            USD
            215540.18000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FIRST REPUBLIC BANK/CA
        000000000
        
          
        
        1.00000000
        NC
        USD
        131064.83000000
        0.025357125072
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                First Republic Bank/CA
                First Republic Bank/CA
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1222035.77000000
            USD
            131064.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS NETFLIX INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -129275.28000000
        -0.02501090066
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Netflix Inc
                Netflix Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1956899.89000000
            USD
            -129275.28000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS METTLER TOLEDO
        000000000
        
          
        
        1.00000000
        NC
        USD
        27608.64000000
        0.005341446195
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Mettler-Toledo International I
                Mettler-Toledo International Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -832297.98000000
            USD
            27608.64000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CHARTER COMMUNICATIONS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -19205.21000000
        -0.00371563379
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Charter Communications Inc
                Charter Communications Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2356212.89000000
            USD
            -19205.21000000
          
        
        
          N
          N
          N
        
      
      
        Keysight Technologies Inc
        549300GLKVIO8YRCYN02
        Keysight Technologies Inc
        49338L103
        
          
          
        
        5660.00000000
        NS
        USD
        894110.20000000
        0.172983585068
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TRANSDIGM GROUP INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -129473.30000000
        -0.02504921161
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                TransDigm Group Inc
                TransDigm Group Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3416858.92000000
            USD
            -129473.30000000
          
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corp
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040H105
        
          
          
        
        1996.00000000
        NS
        USD
        262054.84000000
        0.050699774711
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alaska Air Group Inc
        529900G48RT4KWLC6C27
        Alaska Air Group Inc
        011659109
        
          
          
        
        7041.00000000
        NS
        USD
        408448.41000000
        0.079022552563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PNC FINANCIAL SERVICES GROUP INC/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        39750.09000000
        0.007690453676
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                PNC Financial Services Group I
                PNC Financial Services Group Inc/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1083669.01000000
            USD
            39750.09000000
          
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057104
        
          
          
        
        864.00000000
        NS
        USD
        70130.88000000
        0.013568227995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quest Diagnostics Inc
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics Inc
        74834L100
        
          
          
        
        3410.00000000
        NS
        USD
        466692.60000000
        0.090291061518
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PRUDENTIAL FINANCIAL INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        72733.32000000
        0.014071722308
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Prudential Financial Inc
                Prudential Financial Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            777048.73000000
            USD
            72733.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DOMINION ENERGY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -101625.97000000
        -0.01966158604
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Dominion Energy Inc
                Dominion Energy Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2589798.78000000
            USD
            -101625.97000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CF INDUSTRIES HOLDINGS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1179102.99000000
        0.228121167139
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                CF Industries Holdings Inc
                CF Industries Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1062214.97000000
            USD
            1179102.99000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WELLTOWER INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        75073.96000000
        0.014524566150
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Welltower Inc
                Welltower Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            621389.05000000
            USD
            75073.96000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CHARLES RIVER LABORATORIES INTERNATIONAL INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        502754.72000000
        0.097268003290
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Charles River Laboratories Int
                Charles River Laboratories International Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2327261.97000000
            USD
            502754.72000000
          
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Co/The
        N/A
        Kraft Heinz Co/The
        500754106
        
          
          
        
        33029.00000000
        NS
        USD
        1301012.31000000
        0.251706974824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MASTERCARD INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        261547.17000000
        0.050601555749
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Mastercard Inc
                Mastercard Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1154626.21000000
            USD
            261547.17000000
          
        
        
          N
          N
          N
        
      
      
        Campbell Soup Co
        5493007JDSMX8Z5Z1902
        Campbell Soup Co
        134429109
        
          
          
        
        11130.00000000
        NS
        USD
        496064.10000000
        0.095973568405
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AutoZone Inc
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332102
        
          
          
        
        697.00000000
        NS
        USD
        1425072.26000000
        0.275708865099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718109
        
          
          
        
        16521.00000000
        NS
        USD
        2524408.80000000
        0.488397609603
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS WILLIAMS COS INC/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        35522.03000000
        0.006872450508
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Williams Cos Inc/The
                Williams Cos Inc/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1019673.77000000
            USD
            35522.03000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HWLT PCKRD ENTRP
        000000000
        
          
        
        1.00000000
        NC
        USD
        -111330.75000000
        -0.02153917074
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Hewlett Packard Enterprise Co
                Hewlett Packard Enterprise Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3090300.51000000
            USD
            -111330.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CHURCH & DWIGHT COMPANY
        000000000
        
          
        
        1.00000000
        NC
        USD
        -47758.76000000
        -0.00923989182
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Church & Dwight Co Inc
                Church & Dwight Co Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2235164.15000000
            USD
            -47758.76000000
          
        
        
          N
          N
          N
        
      
      
        CF Industries Holdings Inc
        529900CG8YAQFZ2JMV97
        CF Industries Holdings Inc
        125269100
        
          
          
        
        16807.00000000
        NS
        USD
        1732129.42000000
        0.335115242924
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VeriSign Inc
        LMPL4N8ZOJRMF0KOF759
        VeriSign Inc
        92343E102
        
          
          
        
        575.00000000
        NS
        USD
        127914.50000000
        0.024747630428
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ALIGN TECHNOLOGY INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        451956.39000000
        0.087440045574
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Align Technology Inc
                Align Technology Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1372352.39000000
            USD
            451956.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CADENCE DESIGN SYSTEMS
        000000000
        
          
        
        1.00000000
        NC
        USD
        92244.12000000
        0.017846478632
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cadence Design Systems Inc
                Cadence Design Systems Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            205592.94000000
            USD
            92244.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS FREEPORT-MCMORAN INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        292605.46000000
        0.056610406056
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Freeport-McMoRan Inc
                Freeport-McMoRan Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            742526.34000000
            USD
            292605.46000000
          
        
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M Co
        88579Y101
        
          
          
        
        8943.00000000
        NS
        USD
        1331433.84000000
        0.257592631114
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ABBVIE INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        669317.89000000
        0.129492995564
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                AbbVie Inc
                AbbVie Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1262889.02000000
            USD
            669317.89000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS CLOROX CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        1196482.93000000
        0.231483665776
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Clorox Co/The
                Clorox Co/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -6612490.86000000
            USD
            1196482.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INTUIT INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        23339.84000000
        0.004515561055
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Intuit Inc
                Intuit Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1910638.81000000
            USD
            23339.84000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS KRAFT HEINZ CO/THE
        000000000
        
          
        
        1.00000000
        NC
        USD
        281479.00000000
        0.054457768786
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Kraft Heinz Co/The
                Kraft Heinz Co/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1372531.77000000
            USD
            281479.00000000
          
        
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BlackRock Inc
        09247X101
        
          
          
        
        2367.00000000
        NS
        USD
        1808790.39000000
        0.349946848049
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ZIMMER BIOMET HOLDINGS
        000000000
        
          
        
        1.00000000
        NC
        USD
        378602.28000000
        0.073248218966
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Zimmer Biomet Holdings Inc
                Zimmer Biomet Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2954057.86000000
            USD
            378602.28000000
          
        
        
          N
          N
          N
        
      
      
        T-Mobile US Inc
        549300QHIJYOHPACPG31
        T-Mobile US Inc
        872590104
        
          
          
        
        5745.00000000
        NS
        USD
        737370.75000000
        0.142659188833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS JUNIPER NETWORKS
        000000000
        
          
        
        1.00000000
        NC
        USD
        299181.94000000
        0.057882758265
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Juniper Networks Inc
                Juniper Networks Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            897919.98000000
            USD
            299181.95000000
          
        
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
          
        
        4544.00000000
        NS
        USD
        187712.64000000
        0.036316782237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS BEST BUY CO INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        48830.88000000
        0.009447314977
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Best Buy Co Inc
                Best Buy Co Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            722312.59000000
            USD
            48830.88000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PTC PARAMETRIC TECHNOLOGY CORP.
        000000000
        
          
        
        1.00000000
        NC
        USD
        127633.22000000
        0.024693211160
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                PTC Inc
                PTC Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3175355.18000000
            USD
            127633.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ARCHER-DANIELS
        000000000
        
          
        
        1.00000000
        NC
        USD
        342687.81000000
        0.066299843054
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Archer-Daniels-Midland Co
                Archer-Daniels-Midland Co
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            758038.87000000
            USD
            342687.81000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS UNDER ARMOUR INC-CLASS C
        000000000
        
          
        
        1.00000000
        NC
        USD
        17024.96000000
        0.003293820623
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Under Armour Inc
                Under Armour Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1091251.60000000
            USD
            17024.96000000
          
        
        
          N
          N
          N
        
      
      
        Estee Lauder Cos Inc/The
        549300VFZ8XJ9NUPU221
        Estee Lauder Cos Inc/The
        518439104
        
          
          
        
        971.00000000
        NS
        USD
        264422.72000000
        0.051157888679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TYLER TECHNOLOGIES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        8134.49000000
        0.001573780550
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Tyler Technologies Inc
                Tyler Technologies Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2395414.23000000
            USD
            8134.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS D.R. HORTON INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -138087.65000000
        -0.02671583072
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                DR Horton Inc
                DR Horton Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1110440.61000000
            USD
            -138087.65000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS TEXAS INSTRUMENTS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -88652.12000000
        -0.01715153405
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Texas Instruments Inc
                Texas Instruments Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1392581.92000000
            USD
            -88652.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS SOUTHWEST AIRLINES CO.
        000000000
        
          
        
        1.00000000
        NC
        USD
        228808.52000000
        0.044267606033
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Southwest Airlines Co
                Southwest Airlines Co
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1052063.52000000
            USD
            228808.52000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS INTERNATIONAL BUSINESS MACHINES CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        99353.09000000
        0.019221851731
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                IBM
                International Business Machines Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            866932.05000000
            USD
            99353.09000000
          
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671D857
        
          
          
        
        11281.00000000
        NS
        USD
        561116.94000000
        0.108559347520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS GENERAC HOLDINGS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1307393.57000000
        0.252941557801
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Generac Holdings Inc
                Generac Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -4979149.09000000
            USD
            1307393.57000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS XYLEM INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1082441.97000000
        0.209420150445
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Xylem Inc/NY
                Xylem Inc/NY
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -3608547.17000000
            USD
            1082441.97000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ROBERT HALF INTL
        000000000
        
          
        
        1.00000000
        NC
        USD
        129175.55000000
        0.024991605891
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Robert Half International Inc
                Robert Half International Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            714053.86000000
            USD
            129175.55000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS COOPER COS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -119555.44000000
        -0.02313040229
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Cooper Cos Inc/The
                Cooper Cos Inc/The
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2787453.85000000
            USD
            -119555.44000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS HOME DEPOT
        000000000
        
          
        
        1.00000000
        NC
        USD
        144457.76000000
        0.027948256507
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Home Depot Inc/The
                Home Depot Inc/The
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2019130.14000000
            USD
            144457.76000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS DUKE REALTY CORP
        000000000
        
          
        
        1.00000000
        NC
        USD
        156946.26000000
        0.030364407785
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Duke Realty Corp
                Duke Realty Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            398992.38000000
            USD
            156946.26000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MCCORMICK & CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        -143468.45000000
        -0.02775685460
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                McCormick & Co Inc/MD
                McCormick & Co Inc/MD
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -2839888.37000000
            USD
            -143468.45000000
          
        
        
          N
          N
          N
        
      
      
        Whirlpool Corp
        WHENKOULSSK7WUM60H03
        Whirlpool Corp
        963320106
        
          
          
        
        2632.00000000
        NS
        USD
        454756.96000000
        0.087981872117
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807108
        
          
          
        
        1401.00000000
        NS
        USD
        753191.61000000
        0.145720052115
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS THERMO FISHER SCIENTIFIC, INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        37438.47000000
        0.007243224336
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Thermo Fisher Scientific Inc
                Thermo Fisher Scientific Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            820996.18000000
            USD
            37438.47000000
          
        
        
          N
          N
          N
        
      
      
        PerkinElmer Inc
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046109
        
          
          
        
        14.00000000
        NS
        USD
        2442.44000000
        0.000472539098
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS PAYCOM SOFTWARE
        000000000
        
          
        
        1.00000000
        NC
        USD
        153791.92000000
        0.029754137326
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Paycom Software Inc
                Paycom Software Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1195010.20000000
            USD
            153791.92000000
          
        
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        Halliburton Co
        406216101
        
          
          
        
        28556.00000000
        NS
        USD
        1081415.72000000
        0.209221601760
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS ILLINOIS TOOL WORKS INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        61888.08000000
        0.011973492698
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Illinois Tool Works Inc
                Illinois Tool Works Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            -1090554.26000000
            USD
            61888.08000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS COMCAST CORP CLASS A
        000000000
        
          
        
        1.00000000
        NC
        USD
        -22593.51000000
        -0.00437116851
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Comcast Corp
                Comcast Corp
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            2810194.52000000
            USD
            -22593.51000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS MONDELEZ INT CLA
        000000000
        
          
        
        1.00000000
        NC
        USD
        168586.49000000
        0.032616444185
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Mondelez International Inc
                Mondelez International Inc
                
                  
                  
                  
                
              
            
            Y
            Equity - Performance Leg
            
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            1434012.08000000
            USD
            168586.49000000
          
        
        
          N
          N
          N
        
      
      
        Signature Bank/New York NY
        VLP5AP0XK2GM6GKD1007
        Signature Bank/New York NY
        82669G104
        
          
          
        
        1996.00000000
        NS
        USD
        585806.04000000
        0.113335950035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        TRS AMAZON COM INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        2084496.88000000
        0.403287808780
        N/A
        DE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                Amazon.com Inc
                Amazon.com Inc
                
                  
                  
                  
                
              
            
            Y
            
            Equity - Performance Leg
            2030-07-31
            0.00000000
            USD
            0.00000000
            USD
            8086547.12000000
            USD
            2084496.88000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-04-01
      FundVantage Trust
      T. Richard Keyes
      T. Richard Keyes
      Treasurer and Chief Financial Officer
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Form NPORT-P FundVantage Trust For: Mar 31

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