Old Dominion Freight Line, Inc.

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LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS640_INDEX Morgan Stanley Custom Equity Basket Cognizant Technology Solutions Corporation 796.00000000 USD 45737.00000000 USD Costco Wholesale Corporation 97.00000000 USD 45890.00000000 USD General Motors Company 1399.00000000 USD 44904.00000000 USD Albemarle Corporation 175.00000000 USD 46366.00000000 USD Lululemon Athletica, Inc. 155.00000000 USD 43339.00000000 USD Target Corporation 307.00000000 USD 45499.00000000 USD Pfizer, Inc. 1054.00000000 USD 46120.00000000 USD Sherwin-Williams Company (The) 224.00000000 USD 45850.00000000 USD Ford Motor Company 4058.00000000 USD 45446.00000000 USD Starbucks Corporation 538.00000000 USD 45300.00000000 USD Apple, Inc. 327.00000000 USD 45144.00000000 USD Walgreens Boots Alliance, Inc. 1475.00000000 USD 46320.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -554447.85000000 USD 8514.10000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley Custom Swap Index (MSCMS634) N/A -5710.00000000 NC USD 36835.08999999 0.019833960220 Short DE CORP US N N/A MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS634_INDEX Morgan Stanley Custom Equity Basket Rockwell Automation, Inc. 165.00000000 USD 35439.00000000 USD LyondellBasell Industries N.V. 503.00000000 USD 37855.00000000 USD Discover Financial Services 389.00000000 USD 35363.00000000 USD Albemarle Corporation 134.00000000 USD 35317.00000000 USD Sherwin-Williams Company (The) 178.00000000 USD 36449.00000000 USD General Motors Company 1010.00000000 USD 32419.00000000 USD Old Dominion Freight Line, Inc. 151.00000000 USD 37639.00000000 USD Caterpillar, Inc. 221.00000000 USD 36324.00000000 USD AT&T, Inc. 2343.00000000 USD 35935.00000000 USD Ford Motor Company 2917.00000000 USD 32670.00000000 USD Capital One Financial Corporation 383.00000000 USD 35266.00000000 USD Cognizant Technology Solutions Corporation 634.00000000 USD 36394.00000000 USD Mettler-Toledo International, Inc. 33.00000000 USD 35575.00000000 USD Canadian Imperial Bank of Commerce 820.00000000 USD 35893.00000000 USD CF Industries Holdings, Inc. 374.00000000 USD 36027.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -571391.16000000 USD 36835.08999999 N N N Hagerty Inc N/A Hagerty, Inc. 405166109 -62141.00000000 NS USD -558647.59000000 -0.30080540260 Short EC CORP US N 1 N N N Agiliti Inc N/A Agiliti, Inc. 00848J104 -43125.00000000 NS USD -617118.75000000 -0.33228936698 Short EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 617446448 23390.00000000 NS USD 1848043.90000000 0.995084556560 Long EC CORP US N 1 N N N Acuity Brands, Inc. N/A Acuity Brands, Inc. 00508Y102 -17412.00000000 NS USD -2741867.64000000 -1.47636652175 Short EC CORP US N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings, Inc. 09857L108 1746.00000000 NS USD 2869044.66000000 1.544845354186 Long EC CORP US N 1 N N N DXC Technology Company 549300DOVZ3EDJB7O259 DXC Technology Co. 23355L106 -71160.00000000 NS USD -1741996.80000000 -0.93798319036 Short EC CORP US N 1 N N N Walt Disney Company 549300GZKULIZ0WOW665 Walt Disney Co./The 254687106 24686.00000000 NS USD 2328630.38000000 1.253857729827 Long EC CORP US N 1 N N N LKQ Corporation DS830JTTZQN6GK0I2E41 LKQ Corp. 501889208 85219.00000000 NS USD 4018075.85000000 2.163544505313 Long EC CORP US N 1 N N N Kilroy Realty Corporation 549300CXXI18B214UN80 Kilroy Realty Corp. 49427F108 -32335.00000000 NS USD -1361626.85000000 -0.73317189609 Short EC CORP US N 1 N N N Money Market Obligations Trust 25490005VWJDWX717014 Federated Hermes Treasury Oligations Fund 60934N500 7590040.76000000 PA USD 7590040.76000000 4.086879291091 Long STIV RF US N 1 N N N Bloom Energy Corporation 549300XB5J9BFW5JXV97 Bloom Energy Corp. 093712107 -75350.00000000 NS USD -1506246.50000000 -0.81104276284 Short EC CORP US N 1 N N N Humana Inc. 529900YLDW34GJAO4J06 Humana, Inc. 444859102 10284.00000000 NS USD 4989693.96000000 2.686715072925 Long EC CORP US N 1 N N N Envista Holdings Corporation 549300BX623VURJZ5269 Envista Holdings Corp. 29415F104 130876.00000000 NS USD 4294041.56000000 2.312139036082 Long EC CORP US N 1 N N N Pandora A/S 5299007OWYZ6I1E46843 Pandora A/S K7681L102 -36589.00000000 NS -1711031.82000000 -0.92131000776 Short EC CORP DK N 1 N N N Desktop Metal Inc 254900C3ZY0EFO5PGJ27 Desktop Metal, Inc. 25058X105 -344915.00000000 NS USD -893329.85000000 -0.48101602870 Short EC CORP US N 1 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 Lamb Weston Holdings, Inc. 513272104 74669.00000000 NS USD 5777887.22000000 3.111120002164 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. 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LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS632_INDEX Morgan Stanley Custom Equity Basket Albemarle Corporation 176.00000000 USD 46631.00000000 USD AT&T, Inc. 3124.00000000 USD 47927.00000000 USD Discover Financial Services 513.00000000 USD 46598.00000000 USD Sherwin-Williams Company (The) 235.00000000 USD 48039.00000000 USD Capital One Financial Corporation 511.00000000 USD 47096.00000000 USD LyondellBasell Industries N.V. 671.00000000 USD 50518.00000000 USD Ford Motor Company 3507.00000000 USD 39282.00000000 USD Cognizant Technology Solutions Corporation 828.00000000 USD 47584.00000000 USD General Motors Company 1265.00000000 USD 40598.00000000 USD Canadian Imperial Bank of Commerce 1083.00000000 USD 47373.00000000 USD Mettler-Toledo International, Inc. 43.00000000 USD 47118.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -566494.31999999 USD 57716.98000000 N N N Evgo Inc N/A EVgo Inc. 30052F100 -74630.00000000 NS USD -590323.30000000 -0.31786127981 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. 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LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS633_INDEX Morgan Stanley Custom Equity Basket Capital One Financial Corporation 514.00000000 USD 47405.00000000 USD AT&T, Inc. 3148.00000000 USD 48295.00000000 USD Albemarle Corporation 181.00000000 USD 47930.00000000 USD Mettler-Toledo International, Inc. 45.00000000 USD 48411.00000000 USD Discover Financial Services 520.00000000 USD 47265.00000000 USD Cognizant Technology Solutions Corporation 841.00000000 USD 48333.00000000 USD LyondellBasell Industries N.V. 674.00000000 USD 50735.00000000 USD General Motors Company 1335.00000000 USD 42833.00000000 USD Canadian Imperial Bank of Commerce 1106.00000000 USD 48378.00000000 USD Sherwin-Williams Company (The) 238.00000000 USD 48782.00000000 USD Ford Motor Company 3983.00000000 USD 44609.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -576550.90000000 USD 53580.09000000 N N N Skyline Champion Corporation N/A Skyline Champion Corp. 830830105 110201.00000000 NS USD 5826326.87000000 3.137202471114 Long EC CORP US N 1 N N N Ubiquiti Inc N/A Ubiquiti Networks, Inc. 90353W103 -3430.00000000 NS USD -1006910.80000000 -0.54217401811 Short EC CORP US N 1 N N N Blackstone Inc 5299004LW4QWGZUB8Y96 Blackstone Group LP/The 09260D107 -14007.00000000 NS USD -1172385.90000000 -0.63127456194 Short EC CORP US N 1 N N N Pioneer Natural Resources Company FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co. 723787107 14215.00000000 NS USD 3077973.95000000 1.657343931677 Long EC CORP US N 1 N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 Kroger Co./The 501044101 -31154.00000000 NS USD -1362987.50000000 -0.73390454200 Short EC CORP US N 1 N N N Watsco Inc 549300F1Y3LN5BX5WN75 Watsco, Inc. 942622200 -7798.00000000 NS USD -2007673.08000000 -1.08103734793 Short EC CORP US N 1 N N N The Progressive Corporation 529900TACNVLY9DCR586 Progressive Corp./The 743315103 42348.00000000 NS USD 4921261.08000000 2.649867191741 Long EC CORP US N 1 N N N Pearson PLC 2138004JBXWWJKIURC57 PEARSON PLC G69651100 -99725.00000000 NS -952467.91000000 -0.51285908730 Short EC CORP GB N 1 N N N Strategic Education Inc 0PYXF82EO1UCNGL5I740 Strategic Education, Inc. 86272C103 -44360.00000000 NS USD -2724147.60000000 -1.46682511522 Short EC CORP US N 1 N N N Lordstown Motors Corp N/A Lordstown Motors Corp. 54405Q100 -333149.00000000 NS USD -609662.67000000 -0.32827461924 Short EC CORP US N 1 N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 Walgreens Boots Alliance, Inc. 931427108 -62208.00000000 NS USD -1953331.20000000 -1.05177680625 Short EC CORP US N 1 N N N Snap-On Incorporated HHWAT5TDOYZMM26KKQ73 Snap-on, Inc. 833034101 -4605.00000000 NS USD -927216.75000000 -0.49926252753 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley Custom Swap Index (MSCMS622) N/A -5475.00000000 NC USD 55025.93000000 0.029628870371 Short DE CORP US N N/A MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS622_INDEX Morgan Stanley Custom Equity Basket HCA Healthcare, Inc. 391.00000000 USD 71864.00000000 USD STERIS plc 393.00000000 USD 65298.00000000 USD Agilent Technologies, Inc. 611.00000000 USD 74267.00000000 USD Pfizer, Inc. 1711.00000000 USD 74894.00000000 USD Discover Financial Services 786.00000000 USD 71448.00000000 USD West Pharmaceutical Services, Inc. 268.00000000 USD 66061.00000000 USD Capital One Financial Corporation 750.00000000 USD 69171.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -548009.64000000 USD 55025.93000000 N N N Madden(Steven)Ltd. 549300Z9GZ7GYJWSGF43 Steven Madden Ltd. 556269108 127917.00000000 NS USD 3411546.39000000 1.836956972005 Long EC CORP US N 1 N N N BlackRock Liquidity Funds 5493007YVNX55LTRQ706 Blackrock Liquidity Funds T-Fund Institutional Shares 09248U718 7590040.83000000 PA USD 7590040.83000000 4.086879328783 Long STIV RF US N 1 N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040H105 -24978.00000000 NS USD -2302222.26000000 -1.23963820161 Short EC CORP US N 1 N N N Perdoceo Education Corp. 529900X5PCA184O9LY90 Perdoceo Education Corp. 71363P106 -235902.00000000 NS USD -2429790.60000000 -1.30832774142 Short EC CORP US N 1 N N N Plug Power Inc 549300JPDKRSJ8JSM954 Plug Power, Inc. 72919P202 -16911.00000000 NS USD -355300.11000000 -0.19131236677 Short EC CORP US N 1 N N N Hillman Solutions Corp N/A Hillman Solutions Corp. 431636109 -178775.00000000 NS USD -1347963.50000000 -0.72581482596 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley Custom Swap Index (MSCMS621) N/A -5560.00000000 NC USD 47715.06000000 0.025692311379 Short DE CORP US N N/A MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS621_INDEX Morgan Stanley Custom Equity Basket Walgreens Boots Alliance, Inc. 986.00000000 USD 30946.00000000 USD Starbucks Corporation 407.00000000 USD 34286.00000000 USD Agilent Technologies, Inc. 270.00000000 USD 32761.00000000 USD Discover Financial Services 347.00000000 USD 31582.00000000 USD AT&T, Inc. 1986.00000000 USD 30461.00000000 USD Pfizer, Inc. 745.00000000 USD 32611.00000000 USD Dollar General Corporation 143.00000000 USD 34333.00000000 USD Costco Wholesale Corporation 66.00000000 USD 31013.00000000 USD STERIS plc 174.00000000 USD 28859.00000000 USD Albemarle Corporation 135.00000000 USD 35762.00000000 USD Target Corporation 211.00000000 USD 31282.00000000 USD West Pharmaceutical Services, Inc. 117.00000000 USD 28880.00000000 USD Tractor Supply Company 185.00000000 USD 34331.00000000 USD HCA Healthcare, Inc. 174.00000000 USD 32022.00000000 USD Capital One Financial Corporation 332.00000000 USD 30559.00000000 USD CVS Health Corporation 348.00000000 USD 33164.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -560528.51000000 USD 47715.06000000 N N N Canoo Inc N/A Canoo Inc. 13803R102 -238128.00000000 NS USD -446490.00000000 -0.24041382548 Short EC CORP US N 1 N N N Avantor Inc N/A Avantor, Inc. 05352A100 125847.00000000 NS USD 2466601.20000000 1.328148514931 Long EC CORP US N 1 N N N Atkore Inc 52990002TI38AM4RPV48 Atkore International Group, Inc. 047649108 -22884.00000000 NS USD -1780604.04000000 -0.95877136985 Short EC CORP US N 1 N N N Qualys Inc 549300EMBXYOW9W1XA17 Qualys, Inc. 74758T303 -20108.00000000 NS USD -2802854.12000000 -1.50920486742 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley Custom Swap Index (MSCMS635) N/A -5685.00000000 NC USD 20801.48000000 0.011200616771 Short DE CORP US N N/A MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS635_INDEX Morgan Stanley Custom Equity Basket CF Industries Holdings, Inc. 207.00000000 USD 19961.00000000 USD Capital One Financial Corporation 221.00000000 USD 20328.00000000 USD Automatic Data Processing, Inc. 91.00000000 USD 20665.00000000 USD Hormel Foods Corporation 448.00000000 USD 20335.00000000 USD Kellogg Company 286.00000000 USD 19926.00000000 USD Rockwell Automation, Inc. 94.00000000 USD 20130.00000000 USD Albemarle Corporation 77.00000000 USD 20459.00000000 USD AT&T, Inc. 1297.00000000 USD 19889.00000000 USD Sherwin-Williams Company (The) 101.00000000 USD 20722.00000000 USD Ford Motor Company 1649.00000000 USD 18467.00000000 USD Mettler-Toledo International, Inc. 19.00000000 USD 20102.00000000 USD McCormick & Company, Inc. 275.00000000 USD 19573.00000000 USD Discover Financial Services 222.00000000 USD 20158.00000000 USD International Flavors & Fragrances, Inc. 216.00000000 USD 19583.00000000 USD Altria Group, Inc. 487.00000000 USD 19649.00000000 USD Sysco Corporation 272.00000000 USD 19241.00000000 USD Constellation Brands, Inc. 89.00000000 USD 20441.00000000 USD Caterpillar, Inc. 123.00000000 USD 20257.00000000 USD Cintas Corporation 54.00000000 USD 21024.00000000 USD Hershey Company (The) 93.00000000 USD 20584.00000000 USD Old Dominion Freight Line, Inc. 86.00000000 USD 21434.00000000 USD PepsiCo, Inc. 125.00000000 USD 20389.00000000 USD LyondellBasell Industries N.V. 280.00000000 USD 21103.00000000 USD General Mills, Inc. 261.00000000 USD 19969.00000000 USD General Motors Company 563.00000000 USD 18076.00000000 USD Philip Morris International, Inc. 220.00000000 USD 18246.00000000 USD Cognizant Technology Solutions Corporation 352.00000000 USD 20225.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -561688.18999999 USD 20801.48000000 N N N Lucid Group Inc N/A Lucid Group, Inc. 549498103 42213.00000000 NS USD 589715.61000000 0.317534067385 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley Custom Swap Index (MSCMS636) N/A -5630.00000000 NC USD 12409.25000000 0.006681796375 Short DE CORP US N N/A MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS636_INDEX Morgan Stanley Custom Equity Basket AT&T, Inc. 1529.00000000 USD 23454.00000000 USD Blackstone, Inc. 293.00000000 USD 24537.00000000 USD LyondellBasell Industries N.V. 335.00000000 USD 25215.00000000 USD Constellation Brands, Inc. 106.00000000 USD 24311.00000000 USD General Motors Company 690.00000000 USD 22139.00000000 USD Caterpillar, Inc. 149.00000000 USD 24454.00000000 USD Rockwell Automation, Inc. 111.00000000 USD 23960.00000000 USD General Mills, Inc. 309.00000000 USD 23687.00000000 USD Ford Motor Company 1988.00000000 USD 22271.00000000 USD HCA Healthcare, Inc. 128.00000000 USD 23493.00000000 USD Cintas Corporation 63.00000000 USD 24372.00000000 USD Cognizant Technology Solutions Corporation 416.00000000 USD 23892.00000000 USD Automatic Data Processing, Inc. 106.00000000 USD 24044.00000000 USD Old Dominion Freight Line, Inc. 99.00000000 USD 24551.00000000 USD Eaton Corp plc 182.00000000 USD 24336.00000000 USD Pfizer, Inc. 555.00000000 USD 24301.00000000 USD Fastenal Company 513.00000000 USD 23616.00000000 USD PepsiCo, Inc. 145.00000000 USD 23714.00000000 USD Kellogg Company 335.00000000 USD 23346.00000000 USD Hormel Foods Corporation 522.00000000 USD 23731.00000000 USD Hershey Company (The) 109.00000000 USD 24099.00000000 USD McCormick & Company, Inc. 322.00000000 USD 22946.00000000 USD Sherwin-Williams Company (The) 116.00000000 USD 23728.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -560561.39000000 USD 12409.25000000 N N N Janus International Group Inc N/A Janus International Group, Inc. 47103N106 143414.00000000 NS USD 1279252.88000000 0.688817394880 Long EC CORP US N 1 N N N Rocket Companies Inc N/A Rocket Cos, Inc. 77311W101 -189279.00000000 NS USD -1196243.28000000 -0.64412063686 Short EC CORP US N 1 N N N Sono Group N V 391200GTRCF4TK71DT34 Sono Group NV N81409109 -122621.00000000 NS USD -311457.34000000 -0.16770510108 Short EC CORP NL N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley Custom Swap Index (MSCMS625) N/A -5750.00000000 NC USD 72342.11000000 0.038952817327 Short DE CORP US N N/A MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS625_INDEX Morgan Stanley Custom Equity Basket Motorola Solutions, Inc. 57.00000000 USD 12860.00000000 USD Cummins, Inc. 67.00000000 USD 13619.00000000 USD Prologis, Inc. 112.00000000 USD 11418.00000000 USD Capital One Financial Corporation 135.00000000 USD 12448.00000000 USD Cognizant Technology Solutions Corporation 223.00000000 USD 12831.00000000 USD McDonald's Corporation 55.00000000 USD 12753.00000000 USD Realty Income Corporation 217.00000000 USD 12607.00000000 USD Eaton Corp plc 100.00000000 USD 13383.00000000 USD Caterpillar, Inc. 78.00000000 USD 12878.00000000 USD Rockwell Automation, Inc. 59.00000000 USD 12625.00000000 USD Amgen, Inc. 59.00000000 USD 13201.00000000 USD Tractor Supply Company 72.00000000 USD 13374.00000000 USD General Motors Company 355.00000000 USD 11390.00000000 USD Duke Realty Corporation 238.00000000 USD 11460.00000000 USD WW Grainger, Inc. 25.00000000 USD 12320.00000000 USD West Pharmaceutical Services, Inc. 47.00000000 USD 11480.00000000 USD United Parcel Service, Inc. 73.00000000 USD 11840.00000000 USD Cintas Corporation 33.00000000 USD 12996.00000000 USD Agilent Technologies, Inc. 106.00000000 USD 12925.00000000 USD Costco Wholesale Corporation 27.00000000 USD 12831.00000000 USD Align Technology, Inc. 56.00000000 USD 11571.00000000 USD Emerson Electric Company 172.00000000 USD 12580.00000000 USD Allstate Corporation (The) 113.00000000 USD 14103.00000000 USD Ford Motor Company 929.00000000 USD 10407.00000000 USD Restaurant Brands International, Inc. 237.00000000 USD 12619.00000000 USD Discover Financial Services 142.00000000 USD 12934.00000000 USD Automatic Data Processing, Inc. 59.00000000 USD 13439.00000000 USD Apple, Inc. 93.00000000 USD 12862.00000000 USD Starbucks Corporation 161.00000000 USD 13539.00000000 USD Mettler-Toledo International, Inc. 11.00000000 USD 12134.00000000 USD HCA Healthcare, Inc. 66.00000000 USD 12220.00000000 USD CF Industries Holdings, Inc. 140.00000000 USD 13504.00000000 USD Canadian Imperial Bank of Commerce 299.00000000 USD 13089.00000000 USD Pfizer, Inc. 305.00000000 USD 13361.00000000 USD Ulta Beauty, Inc. 32.00000000 USD 12950.00000000 USD PACCAR, Inc. 167.00000000 USD 13935.00000000 USD STERIS plc 70.00000000 USD 11670.00000000 USD Moody's Corporation 49.00000000 USD 11802.00000000 USD Fastenal Company 284.00000000 USD 13059.00000000 USD CDW Corporation/DE 82.00000000 USD 12868.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -578195.63000000 USD 72342.11000000 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 Omnicom Group, Inc. 681919106 -38525.00000000 NS USD -2430542.25000000 -1.30873246952 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. 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LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS624_INDEX Morgan Stanley Custom Equity Basket Apple, Inc. 89.00000000 USD 12341.00000000 USD McDonald's Corporation 54.00000000 USD 12435.00000000 USD HCA Healthcare, Inc. 66.00000000 USD 12065.00000000 USD CF Industries Holdings, Inc. 136.00000000 USD 13099.00000000 USD Automatic Data Processing, Inc. 58.00000000 USD 13032.00000000 USD Prologis, Inc. 110.00000000 USD 11174.00000000 USD Allstate Corporation (The) 111.00000000 USD 13861.00000000 USD Cintas Corporation 33.00000000 USD 12626.00000000 USD AT&T, Inc. 826.00000000 USD 12664.00000000 USD Caterpillar, Inc. 77.00000000 USD 12635.00000000 USD Amgen, Inc. 57.00000000 USD 12824.00000000 USD Eaton Corp plc 99.00000000 USD 13147.00000000 USD Lululemon Athletica, Inc. 41.00000000 USD 11558.00000000 USD Starbucks Corporation 158.00000000 USD 13288.00000000 USD West Pharmaceutical Services, Inc. 47.00000000 USD 11470.00000000 USD Capital One Financial Corporation 133.00000000 USD 12238.00000000 USD CDW Corporation/DE 80.00000000 USD 12560.00000000 USD United Parcel Service, Inc. 71.00000000 USD 11461.00000000 USD Ulta Beauty, Inc. 31.00000000 USD 12584.00000000 USD Cummins, Inc. 64.00000000 USD 13122.00000000 USD Cognizant Technology Solutions Corporation 219.00000000 USD 12564.00000000 USD Ford Motor Company 903.00000000 USD 10109.00000000 USD CVS Health Corporation 138.00000000 USD 13192.00000000 USD General Motors Company 347.00000000 USD 11142.00000000 USD Fastenal Company 273.00000000 USD 12548.00000000 USD Tractor Supply Company 71.00000000 USD 13190.00000000 USD PACCAR, Inc. 157.00000000 USD 13159.00000000 USD STERIS plc 68.00000000 USD 11356.00000000 USD WW Grainger, Inc. 24.00000000 USD 11874.00000000 USD Duke Realty Corporation 233.00000000 USD 11216.00000000 USD Costco Wholesale Corporation 26.00000000 USD 12418.00000000 USD Mettler-Toledo International, Inc. 11.00000000 USD 12074.00000000 USD Canadian Imperial Bank of Commerce 295.00000000 USD 12923.00000000 USD Blackstone, Inc. 145.00000000 USD 12100.00000000 USD Emerson Electric Company 169.00000000 USD 12399.00000000 USD Restaurant Brands International, Inc. 233.00000000 USD 12400.00000000 USD Discover Financial Services 139.00000000 USD 12670.00000000 USD Agilent Technologies, Inc. 106.00000000 USD 12880.00000000 USD Moody's Corporation 47.00000000 USD 11499.00000000 USD Rockwell Automation, Inc. 57.00000000 USD 12328.00000000 USD Realty Income Corporation 204.00000000 USD 11873.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -566346.47000000 USD 60300.16000000 N N N CubeSmart L.P. 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LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS623_INDEX Morgan Stanley Custom Equity Basket Sherwin-Williams Company (The) 121.00000000 USD 24834.00000000 USD Walgreens Boots Alliance, Inc. 784.00000000 USD 24626.00000000 USD HCA Healthcare, Inc. 138.00000000 USD 25365.00000000 USD Discover Financial Services 284.00000000 USD 25833.00000000 USD Realty Income Corporation 409.00000000 USD 23795.00000000 USD West Pharmaceutical Services, Inc. 95.00000000 USD 23424.00000000 USD Pfizer, Inc. 605.00000000 USD 26489.00000000 USD Costco Wholesale Corporation 53.00000000 USD 25211.00000000 USD Dollar General Corporation 116.00000000 USD 27706.00000000 USD LyondellBasell Industries N.V. 344.00000000 USD 25881.00000000 USD Blackstone, Inc. 294.00000000 USD 24641.00000000 USD Capital One Financial Corporation 271.00000000 USD 24989.00000000 USD Cognizant Technology Solutions Corporation 445.00000000 USD 25572.00000000 USD Target Corporation 169.00000000 USD 25128.00000000 USD Duke Realty Corporation 473.00000000 USD 22800.00000000 USD Starbucks Corporation 328.00000000 USD 27615.00000000 USD AT&T, Inc. 1650.00000000 USD 25308.00000000 USD CVS Health Corporation 281.00000000 USD 26757.00000000 USD Albemarle Corporation 104.00000000 USD 27465.00000000 USD Prologis, Inc. 224.00000000 USD 22733.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -553392.96000000 USD 47243.59000000 N N N MORGAN STANLEY & CO. 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LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS639_INDEX Morgan Stanley Custom Equity Basket O'Reilly Automotive, Inc. 15.00000000 USD 10583.00000000 USD McDonald's Corporation 46.00000000 USD 10516.00000000 USD McCormick & Company, Inc. 144.00000000 USD 10256.00000000 USD Starbucks Corporation 124.00000000 USD 10445.00000000 USD Realty Income Corporation 179.00000000 USD 10410.00000000 USD PepsiCo, Inc. 64.00000000 USD 10452.00000000 USD CVS Health Corporation 110.00000000 USD 10491.00000000 USD Eaton Corp plc 81.00000000 USD 10754.00000000 USD Amgen, Inc. 47.00000000 USD 10537.00000000 USD Ecolab, Inc. 73.00000000 USD 10485.00000000 USD Kroger Company (The) 238.00000000 USD 10394.00000000 USD Costco Wholesale Corporation 22.00000000 USD 10444.00000000 USD Pfizer, Inc. 243.00000000 USD 10635.00000000 USD Kellogg Company 148.00000000 USD 10341.00000000 USD Emerson Electric Company 144.00000000 USD 10539.00000000 USD Constellation Brands, Inc. 45.00000000 USD 10446.00000000 USD Lululemon Athletica, Inc. 35.00000000 USD 9759.00000000 USD Target Corporation 69.00000000 USD 10280.00000000 USD Hormel Foods Corporation 230.00000000 USD 10455.00000000 USD Canadian Imperial Bank of Commerce 241.00000000 USD 10550.00000000 USD Cummins, Inc. 52.00000000 USD 10587.00000000 USD PACCAR, Inc. 127.00000000 USD 10591.00000000 USD Ulta Beauty, Inc. 26.00000000 USD 10586.00000000 USD CF Industries Holdings, Inc. 108.00000000 USD 10371.00000000 USD Genuine Parts Company 71.00000000 USD 10561.00000000 USD Estee Lauder Companies, Inc. (The) 47.00000000 USD 10219.00000000 USD International Flavors & Fragrances, Inc. 113.00000000 USD 10295.00000000 USD Old Dominion Freight Line, Inc. 42.00000000 USD 10486.00000000 USD Agilent Technologies, Inc. 87.00000000 USD 10609.00000000 USD Fastenal Company 227.00000000 USD 10446.00000000 USD CDW Corporation/DE 67.00000000 USD 10438.00000000 USD Allstate Corporation (The) 85.00000000 USD 10637.00000000 USD AT&T, Inc. 682.00000000 USD 10464.00000000 USD Automatic Data Processing, Inc. 47.00000000 USD 10530.00000000 USD Hershey Company (The) 48.00000000 USD 10520.00000000 USD General Mills, Inc. 137.00000000 USD 10499.00000000 USD Cognizant Technology Solutions Corporation 182.00000000 USD 10466.00000000 USD WW Grainger, Inc. 22.00000000 USD 10697.00000000 USD United Parcel Service, Inc. 65.00000000 USD 10438.00000000 USD Rockwell Automation, Inc. 50.00000000 USD 10688.00000000 USD Motorola Solutions, Inc. 47.00000000 USD 10532.00000000 USD Sysco Corporation 146.00000000 USD 10352.00000000 USD Walgreens Boots Alliance, Inc. 325.00000000 USD 10213.00000000 USD Restaurant Brands International, Inc. 194.00000000 USD 10298.00000000 USD Dollar General Corporation 45.00000000 USD 10747.00000000 USD Cintas Corporation 27.00000000 USD 10624.00000000 USD Mettler-Toledo International, Inc. 10.00000000 USD 10555.00000000 USD Prologis, Inc. 104.00000000 USD 10556.00000000 USD Apple, Inc. 72.00000000 USD 9959.00000000 USD Tractor Supply Company 56.00000000 USD 10440.00000000 USD Caterpillar, Inc. 64.00000000 USD 10561.00000000 USD Moody's Corporation 43.00000000 USD 10418.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -557065.30000000 USD 12915.65000000 N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 19061.00000000 NS USD 4439306.90000000 2.390357576473 Long EC CORP US N 1 N N N RH 5493008MTS3OGGMHGK69 RH 74967X103 6644.00000000 NS USD 1634889.08000000 0.880310730279 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. 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LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS630_INDEX Morgan Stanley Custom Equity Basket AT&T, Inc. 1224.00000000 USD 18779.00000000 USD Lululemon Athletica, Inc. 61.00000000 USD 16940.00000000 USD General Motors Company 505.00000000 USD 16193.00000000 USD Pfizer, Inc. 447.00000000 USD 19544.00000000 USD O'Reilly Automotive, Inc. 30.00000000 USD 20949.00000000 USD Tractor Supply Company 109.00000000 USD 20291.00000000 USD Cognizant Technology Solutions Corporation 331.00000000 USD 18997.00000000 USD Discover Financial Services 203.00000000 USD 18487.00000000 USD Albemarle Corporation 72.00000000 USD 18922.00000000 USD Mettler-Toledo International, Inc. 16.00000000 USD 17884.00000000 USD Ulta Beauty, Inc. 49.00000000 USD 19475.00000000 USD HCA Healthcare, Inc. 98.00000000 USD 18046.00000000 USD Restaurant Brands International, Inc. 347.00000000 USD 18475.00000000 USD Target Corporation 124.00000000 USD 18451.00000000 USD Genuine Parts Company 133.00000000 USD 19842.00000000 USD CVS Health Corporation 201.00000000 USD 19126.00000000 USD STERIS plc 103.00000000 USD 17113.00000000 USD Sherwin-Williams Company (The) 92.00000000 USD 18766.00000000 USD Costco Wholesale Corporation 41.00000000 USD 19245.00000000 USD West Pharmaceutical Services, Inc. 75.00000000 USD 18445.00000000 USD Walgreens Boots Alliance, Inc. 599.00000000 USD 18822.00000000 USD Caterpillar, Inc. 112.00000000 USD 18448.00000000 USD Canadian Imperial Bank of Commerce 423.00000000 USD 18516.00000000 USD Starbucks Corporation 222.00000000 USD 18747.00000000 USD Capital One Financial Corporation 200.00000000 USD 18402.00000000 USD LyondellBasell Industries N.V. 261.00000000 USD 19629.00000000 USD Ford Motor Company 1378.00000000 USD 15433.00000000 USD Dollar General Corporation 85.00000000 USD 20434.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -569649.17000000 USD 47283.38000000 N N N Blink Charging Co. N/A Blink Charging Co. 09354A100 -54577.00000000 NS USD -967104.44000000 -0.52074016901 Short EC CORP US N 1 N N N G-III Apparel Group Ltd. 529900O5KABM3R3SFM87 G-III Apparel Group Ltd. 36237H101 209335.00000000 NS USD 3129558.25000000 1.685119646470 Long EC CORP US N 1 N N N Webster Financial Corp. KMRURHT0VWKYS6Z5KU67 Webster Financial Corp. 947890109 75095.00000000 NS USD 3394294.00000000 1.827667372958 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley Custom Swap Index (MSCMS629) N/A -5780.00000000 NC USD 67509.74000000 0.036350813793 Short DE CORP US N N/A MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS629_INDEX Morgan Stanley Custom Equity Basket Discover Financial Services 530.00000000 USD 48233.00000000 USD General Motors Company 1294.00000000 USD 41511.00000000 USD Caterpillar, Inc. 285.00000000 USD 46692.00000000 USD Ford Motor Company 3584.00000000 USD 40144.00000000 USD Capital One Financial Corporation 522.00000000 USD 48118.00000000 USD LyondellBasell Industries N.V. 665.00000000 USD 50071.00000000 USD Canadian Imperial Bank of Commerce 1090.00000000 USD 47705.00000000 USD Sherwin-Williams Company (The) 233.00000000 USD 47636.00000000 USD Mettler-Toledo International, Inc. 42.00000000 USD 45571.00000000 USD Albemarle Corporation 171.00000000 USD 45254.00000000 USD AT&T, Inc. 3133.00000000 USD 48065.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -576493.34000000 USD 67509.74000000 N N N Guidewire Software Inc 549300WXSG0J8IXZCK32 Guidewire Software, Inc. 40171V100 -11940.00000000 NS USD -735265.20000000 -0.39590566300 Short EC CORP US N 1 N N N Anywhere Real Estate Inc. 5493004HBTOTE9DI9P12 Anywhere Real Estate, Inc. 75605Y106 -124139.00000000 NS USD -1006767.29000000 -0.54209674474 Short EC CORP US N 1 N N N MORGAN STANLEY & CO. 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LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS627_INDEX Morgan Stanley Custom Equity Basket Target Corporation 211.00000000 USD 31288.00000000 USD Albemarle Corporation 123.00000000 USD 32641.00000000 USD Mettler-Toledo International, Inc. 28.00000000 USD 30234.00000000 USD General Motors Company 872.00000000 USD 27974.00000000 USD Cognizant Technology Solutions Corporation 553.00000000 USD 31748.00000000 USD Capital One Financial Corporation 334.00000000 USD 30773.00000000 USD Dollar General Corporation 148.00000000 USD 35578.00000000 USD Sherwin-Williams Company (The) 151.00000000 USD 30890.00000000 USD Ulta Beauty, Inc. 82.00000000 USD 32963.00000000 USD Walgreens Boots Alliance, Inc. 1001.00000000 USD 31423.00000000 USD LyondellBasell Industries N.V. 430.00000000 USD 32347.00000000 USD AT&T, Inc. 2109.00000000 USD 32354.00000000 USD Lululemon Athletica, Inc. 104.00000000 USD 29051.00000000 USD Align Technology, Inc. 137.00000000 USD 28350.00000000 USD Tractor Supply Company 181.00000000 USD 33623.00000000 USD Ford Motor Company 2359.00000000 USD 26419.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -570600.28000000 USD 72996.72000000 N N N Celanese Corporation 549300FHJQTDPPN41627 Celanese Corp. 150870103 -22982.00000000 NS USD -2076193.88000000 -1.11793256989 Short EC CORP US N 1 N N N Fulgent Genetics Inc 549300CL6P01M68QJ404 Fulgent Genetics Inc. 359664109 -34079.00000000 NS USD -1299091.48000000 -0.69949954614 Short EC CORP US N 1 N N N Crocs Inc 549300B0J6YCXD63OG72 Crocs, Inc. 227046109 -25950.00000000 NS USD -1781727.00000000 -0.95937603089 Short EC CORP US N 1 N N N Signify NV 549300072P3J1X8NZO35 Signify NV N8063K107 -55205.00000000 NS -1420632.11000000 -0.76494344815 Short EC CORP NL N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Morgan Stanley Custom Swap Index (MSCMS637) N/A -5571.00000000 NC USD 19456.50000000 0.010476408420 Short DE CORP US N N/A MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS637_INDEX Morgan Stanley Custom Equity Basket AT&T, Inc. 3232.00000000 USD 49579.00000000 USD General Motors Company 1445.00000000 USD 46382.00000000 USD Sherwin-Williams Company (The) 242.00000000 USD 49616.00000000 USD Apple, Inc. 336.00000000 USD 46423.00000000 USD Old Dominion Freight Line, Inc. 204.00000000 USD 50827.00000000 USD Cognizant Technology Solutions Corporation 863.00000000 USD 49567.00000000 USD Ford Motor Company 4224.00000000 USD 47309.00000000 USD Caterpillar, Inc. 311.00000000 USD 51100.00000000 USD HCA Healthcare, Inc. 270.00000000 USD 49712.00000000 USD Pfizer, Inc. 1155.00000000 USD 50565.00000000 USD LyondellBasell Industries N.V. 701.00000000 USD 52806.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -563312.06999999 USD 19456.50000000 N N N MORGAN STANLEY & CO. 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LLC 9R7GPTSO7KV3UQJZQ078 Custom Equity Basket MSCMS638_INDEX Morgan Stanley Custom Equity Basket General Motors Company 1069.00000000 USD 34312.00000000 USD Ford Motor Company 3116.00000000 USD 34901.00000000 USD Starbucks Corporation 440.00000000 USD 37105.00000000 USD Apple, Inc. 245.00000000 USD 33797.00000000 USD Caterpillar, Inc. 228.00000000 USD 37488.00000000 USD HCA Healthcare, Inc. 201.00000000 USD 37009.00000000 USD Lululemon Athletica, Inc. 124.00000000 USD 34678.00000000 USD CF Industries Holdings, Inc. 387.00000000 USD 37260.00000000 USD Costco Wholesale Corporation 78.00000000 USD 36645.00000000 USD Albemarle Corporation 138.00000000 USD 36392.00000000 USD Old Dominion Freight Line, Inc. 149.00000000 USD 36968.00000000 USD Walgreens Boots Alliance, Inc. 1144.00000000 USD 35935.00000000 USD LyondellBasell Industries N.V. 506.00000000 USD 38126.00000000 USD Pfizer, Inc. 842.00000000 USD 36836.00000000 USD Target Corporation 250.00000000 USD 37093.00000000 USD Y Underlying Return 2023-07-28 0.00000000 USD 0.00000000 USD -557595.39000000 USD 13072.19000000 N N N QUALCOMM Inc. 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