0001752724-24-125194.txt : 20240529
0001752724-24-125194.hdr.sgml : 20240529
20240529112042
ACCESSION NUMBER: 0001752724-24-125194
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240529
DATE AS OF CHANGE: 20240529
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MORGAN STANLEY INSTITUTIONAL FUND TRUST
CENTRAL INDEX KEY: 0000741375
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: PA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03980
FILM NUMBER: 24995579
BUSINESS ADDRESS:
STREET 1: 1585 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 800-548-7786
MAIL ADDRESS:
STREET 1: 1585 BROADWAY
CITY: NEW YORK
STATE: NY
ZIP: 10036
FORMER COMPANY:
FORMER CONFORMED NAME: MAS FUNDS /MA/
DATE OF NAME CHANGE: 19960724
FORMER COMPANY:
FORMER CONFORMED NAME: MAS FUNDS INC
DATE OF NAME CHANGE: 19931227
FORMER COMPANY:
FORMER CONFORMED NAME: MAS FUNDS
DATE OF NAME CHANGE: 19930927
0000741375
S000071262
Dynamic Value Portfolio
C000226177
Class R6
MAADX
C000226178
Class A
MAAUX
C000226179
Class C
MAAOX
C000226180
Class I
MAAQX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000741375
XXXXXXXX
S000071262
C000226177
C000226178
C000226179
C000226180
MORGAN STANLEY INSTITUTIONAL FUND TRUST
811-03980
0000741375
BD1UNSIL1398DHGY2770
1585 Broadway
NEW YORK
10036
800-869-6397
Dynamic Value Portfolio
S000071262
5493008E4NG0E73M4X12
2024-09-30
2024-03-31
N
140228248.33
852325.10
139375923.23
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
Russell 1000 Value Index
RS1000V
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P105
4054.00000000
NS
USD
694369.12000000
0.498198759088
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
8872.00000000
NS
USD
565146.40000000
0.405483520326
Long
EC
CORP
US
N
1
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group Inc
65336K103
2647.00000000
NS
USD
456051.63000000
0.327209764377
Long
EC
CORP
US
N
1
N
N
N
Victoria's Secret & Co
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400102
13339.00000000
NS
USD
258509.82000000
0.185476669147
Long
EC
CORP
US
N
1
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313103
3507.00000000
NS
USD
469762.65000000
0.337047202352
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy Inc
18539C105
35363.00000000
NS
USD
760658.13000000
0.545760065563
Long
EC
CORP
US
N
1
N
N
N
Penn Entertainment Inc
N/A
Penn Entertainment Inc
707569109
15738.00000000
NS
USD
286588.98000000
0.205623018207
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
28115.00000000
NS
USD
1278107.90000000
0.917022015266
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries Inc
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries Inc
419870100
63853.00000000
NS
USD
719623.31000000
0.516318237270
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
9908.00000000
NS
USD
449327.80000000
0.322385523687
Long
EC
CORP
US
N
1
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
23310.00000000
NS
USD
1281816.90000000
0.919683163558
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
73073.00000000
NS
USD
872491.62000000
0.625998809392
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
2476.00000000
NS
USD
483042.84000000
0.346575526680
Long
EC
CORP
US
N
1
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
21508.00000000
NS
USD
563079.44000000
0.404000509521
Long
EC
US
N
1
N
N
N
Sensata Technologies Holding PLC
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
18395.00000000
NS
USD
675832.30000000
0.484898886649
Long
EC
CORP
GB
N
1
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
43754.00000000
NS
USD
897832.08000000
0.644180184922
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
10626.00000000
NS
USD
714598.50000000
0.512713016308
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
1607.00000000
NS
USD
306872.72000000
0.220176277859
Long
EC
CORP
US
N
1
N
N
N
GLOBALFOUNDRIES Inc
549300BA76VK784VMX48
GLOBALFOUNDRIES Inc
000000000
15590.00000000
NS
USD
812394.90000000
0.582880372142
Long
EC
CORP
KY
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
8560.00000000
NS
USD
1461106.40000000
1.048320517733
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
7120.00000000
NS
USD
1434680.00000000
1.029359997589
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
3876.00000000
NS
USD
300932.64000000
0.215914365283
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
9274.00000000
NS
USD
523424.56000000
0.375548766149
Long
EC
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
51340.00000000
NS
USD
1454975.60000000
1.043921766601
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
3928.00000000
NS
USD
716702.88000000
0.514222875365
Long
EC
CORP
US
N
1
N
N
N
Vestis Corp
254900QDW0TA2TMFAP59
Vestis Corp
29430C102
15396.00000000
NS
USD
296680.92000000
0.212863824055
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
2202.00000000
NS
USD
303325.50000000
0.217631204135
Long
EC
CORP
US
N
1
N
N
N
Everest Group Ltd
549300N24XF2VV0B3570
Everest Group Ltd
000000000
1684.00000000
NS
USD
669390.00000000
0.480276639240
Long
EC
CORP
BM
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
4124.00000000
NS
USD
302247.96000000
0.216858086386
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229789
14618.00000000
NS
USD
434300.78000000
0.311603876720
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System Inc
197236102
62576.00000000
NS
USD
1210845.60000000
0.868762388753
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
7102.00000000
NS
USD
656508.88000000
0.471034641267
Long
EC
CORP
BM
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
6655.00000000
NS
USD
705895.85000000
0.506469003857
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
4118.00000000
NS
USD
686882.40000000
0.492827157002
Long
EC
CORP
US
N
1
N
N
N
Seaboard Corp
87Q3KOXT29OW9W9YPT70
Seaboard Corp
811543107
216.00000000
NS
USD
696366.72000000
0.499632005199
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
9220.00000000
NS
USD
299834.40000000
0.215126395615
Long
EC
CORP
US
N
1
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117100
14552.00000000
NS
USD
660951.84000000
0.474222394142
Long
EC
CORP
US
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
35210.00000000
NS
USD
763704.90000000
0.547946074401
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
5313.00000000
NS
USD
889768.11000000
0.638394415175
Long
EC
CORP
US
N
1
N
N
N
Dun & Bradstreet Holdings Inc
N/A
Dun & Bradstreet Holdings Inc
26484T106
27472.00000000
NS
USD
275818.88000000
0.197895643385
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311206
44228.00000000
NS
USD
315787.92000000
0.226572791542
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
9007.00000000
NS
USD
833687.92000000
0.598157774082
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
7120.00000000
NS
USD
311428.80000000
0.223445192528
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
871.00000000
NS
USD
262049.06000000
0.188016017348
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
18062.00000000
NS
USD
586292.52000000
0.420655523861
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
10135.00000000
NS
USD
439352.25000000
0.315228225806
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
3618.00000000
NS
USD
621789.48000000
0.446124026008
Long
EC
CORP
US
N
1
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd
000000000
3408.00000000
NS
USD
307980.96000000
0.220971422368
Long
EC
CORP
GG
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
53891.00000000
NS
USD
894051.69000000
0.641467815445
Long
EC
CORP
BM
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
42587.00000000
NS
USD
314292.06000000
0.225499535871
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
5791.00000000
NS
USD
712408.82000000
0.511141955863
Long
EC
CORP
US
N
1
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
13334.00000000
NS
USD
324016.20000000
0.232476451090
Long
EC
CORP
US
N
1
N
N
N
TD SYNNEX Corp
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162W100
5075.00000000
NS
USD
573982.50000000
0.411823281021
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X302
14415.00000000
NS
USD
741507.60000000
0.532019865996
Long
EC
CORP
US
N
1
N
N
N
Graphic Packaging Holding Co
N/A
Graphic Packaging Holding Co
388689101
20353.00000000
NS
USD
593900.54000000
0.426114156761
Long
EC
CORP
US
N
1
N
N
N
Gates Industrial Corp PLC
549300S6K4FWUSB9KM27
Gates Industrial Corp PLC
000000000
38437.00000000
NS
USD
680719.27000000
0.488405209611
Long
EC
CORP
GB
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
40116.00000000
NS
USD
896993.76000000
0.643578703704
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
8943.00000000
NS
USD
701846.64000000
0.503563760321
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
54787.00000000
NS
USD
710039.52000000
0.509442020935
Long
EC
CORP
NL
N
1
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy Inc
18539C204
33056.00000000
NS
USD
761940.80000000
0.546680360812
Long
EC
CORP
US
N
1
N
N
N
Premier Inc
N/A
Premier Inc
74051N102
32252.00000000
NS
USD
712769.20000000
0.511400522760
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
29063.00000000
NS
USD
515286.99000000
0.369710189578
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings Inc
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
8710.00000000
NS
USD
706903.60000000
0.507192048395
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
12208.00000000
NS
USD
766784.48000000
0.550155623891
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
1358.00000000
NS
USD
704177.32000000
0.505235986016
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
3876.00000000
NS
USD
835781.88000000
0.599660156956
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
11358.00000000
NS
USD
523263.06000000
0.375432892477
Long
EC
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
2895.00000000
NS
USD
314860.20000000
0.225907167251
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
11579.00000000
NS
USD
895288.28000000
0.642355049029
Long
EC
CORP
US
N
1
N
N
N
Dolby Laboratories Inc
549300X04FB2QPCJ5J24
Dolby Laboratories Inc
25659T107
3789.00000000
NS
USD
317404.53000000
0.227732683410
Long
EC
CORP
US
N
1
N
N
N
Olaplex Holdings Inc
N/A
Olaplex Holdings Inc
679369108
660695.00000000
NS
USD
1268534.40000000
0.910153181842
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
3570.00000000
NS
USD
820100.40000000
0.588408945386
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
15907.00000000
NS
USD
739834.57000000
0.530819493679
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: 1330994 TRS USD R V 00MSOFR II8110440240313 EQUITYTRS / Short: 1330994 TRS USD P E II8678120240313 EQUITYTRS
000000000
20019771.78000000
OU
Notional Amount
USD
-233936.22000000
-0.16784550342
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPM Russell 1000 Anti-Value Index
JPMSR1GB
Madison Square Garden Sports Corp
-6.26000000
USD
-1155.35000000
USD
TransDigm Group Inc
-0.98000000
USD
-1200.93000000
USD
Iron Mountain Inc
-14.43000000
USD
-1157.76000000
USD
Commerce Bancshares Inc/MO
-22.19000000
USD
-1180.57000000
USD
Blackstone Inc
-9.21000000
USD
-1210.00000000
USD
Veeva Systems Inc
-4.94000000
USD
-1145.36000000
USD
Brown-Forman Corp
-21.27000000
USD
-1098.00000000
USD
Amazon.com Inc
-6.54000000
USD
-1179.09000000
USD
Roku Inc
-17.86000000
USD
-1164.16000000
USD
Constellation Brands Inc
-4.38000000
USD
-1191.40000000
USD
Spirit AeroSystems Holdings Inc
-36.47000000
USD
-1315.55000000
USD
MP Materials Corp
-80.79000000
USD
-1155.33000000
USD
West Pharmaceutical Services Inc
-3.02000000
USD
-1196.62000000
USD
HEICO Corp A
-7.68000000
USD
-1181.85000000
USD
Take-Two Interactive Software Inc
-7.95000000
USD
-1180.72000000
USD
Visa Inc
-4.05000000
USD
-1131.43000000
USD
Crown Castle Inc
-10.47000000
USD
-1107.87000000
USD
Repligen Corp
-5.96000000
USD
-1095.33000000
USD
Union Pacific Corp
-4.64000000
USD
-1140.84000000
USD
TFS Financial Corp
-92.16000000
USD
-1157.52000000
USD
Lattice Semiconductor Corp
-14.82000000
USD
-1159.05000000
USD
Saia Inc
-1.94000000
USD
-1135.27000000
USD
AMC Entertainment Holdings Inc
-264.63000000
USD
-984.41000000
USD
Ingersoll Rand Inc
-12.77000000
USD
-1212.63000000
USD
Dayforce Inc
-17.03000000
USD
-1127.39000000
USD
Alcoa Corp
-37.78000000
USD
-1276.53000000
USD
Boeing Co/The
-6.31000000
USD
-1218.26000000
USD
Lyft Inc
-63.21000000
USD
-1223.17000000
USD
Coupang Inc
-58.96000000
USD
-1048.81000000
USD
Elastic NV
-10.87000000
USD
-1089.96000000
USD
10X Genomics Inc
-29.91000000
USD
-1122.59000000
USD
Jack Henry & Associates Inc
-6.70000000
USD
-1163.34000000
USD
Illinois Tool Works Inc
-4.40000000
USD
-1180.33000000
USD
Trade Desk Inc/The
-14.34000000
USD
-1253.57000000
USD
Zscaler Inc
-5.72000000
USD
-1102.44000000
USD
Americold Realty Trust Inc
-44.66000000
USD
-1112.85000000
USD
Bright Horizons Family Solutions Inc
-9.78000000
USD
-1108.47000000
USD
CoStar Group Inc
-13.13000000
USD
-1268.73000000
USD
Celsius Holdings Inc
-12.12000000
USD
-1004.79000000
USD
Five Below Inc
-5.60000000
USD
-1015.56000000
USD
Novocure Ltd
-77.22000000
USD
-1207.02000000
USD
Spotify Technology SA
-4.49000000
USD
-1184.48000000
USD
Public Storage
-4.00000000
USD
-1159.50000000
USD
Paylocity Holding Corp
-6.79000000
USD
-1166.65000000
USD
IDEXX Laboratories Inc
-2.13000000
USD
-1151.14000000
USD
Trex Co Inc
-12.02000000
USD
-1198.86000000
USD
Alnylam Pharmaceuticals Inc
-7.76000000
USD
-1159.02000000
USD
New Fortress Energy Inc
-35.26000000
USD
-1078.65000000
USD
O'Reilly Automotive Inc
-1.05000000
USD
-1187.43000000
USD
Arista Networks Inc
-4.13000000
USD
-1197.69000000
USD
Eversource Energy
-19.55000000
USD
-1168.40000000
USD
MSCI Inc
-2.07000000
USD
-1158.16000000
USD
Ares Management Corp
-8.58000000
USD
-1141.59000000
USD
Axon Enterprise Inc
-3.76000000
USD
-1177.55000000
USD
Howmet Aerospace Inc
-17.66000000
USD
-1208.19000000
USD
JPMorgan Chase & Co
-6.04000000
USD
-1209.99000000
USD
Tempur Sealy International Inc
-20.62000000
USD
-1171.67000000
USD
HEICO Corp
-6.18000000
USD
-1180.53000000
USD
BWX Technologies Inc
-11.42000000
USD
-1171.92000000
USD
Equity LifeStyle Properties Inc
-17.27000000
USD
-1112.32000000
USD
Cognex Corp
-28.09000000
USD
-1191.72000000
USD
Linde PLC
-2.43000000
USD
-1128.27000000
USD
Wells Fargo & Co
-19.96000000
USD
-1156.70000000
USD
Eaton Corp PLC
-3.86000000
USD
-1207.92000000
USD
Essential Utilities Inc
-31.74000000
USD
-1176.02000000
USD
MongoDB Inc
-3.09000000
USD
-1109.49000000
USD
Advanced Micro Devices Inc
-5.93000000
USD
-1070.16000000
USD
DraftKings Inc
-27.07000000
USD
-1229.28000000
USD
Burlington Stores Inc
-5.24000000
USD
-1216.92000000
USD
Brown-Forman Corp A
-20.77000000
USD
-1099.76000000
USD
SSR Mining Inc
-277.58000000
USD
-1238.00000000
USD
EastGroup Properties Inc
-6.37000000
USD
-1144.71000000
USD
Coca-Cola Co/The
-18.92000000
USD
-1157.59000000
USD
Atmos Energy Corp
-9.95000000
USD
-1182.24000000
USD
Monster Beverage Corp
-19.01000000
USD
-1127.05000000
USD
Valvoline Inc
-26.22000000
USD
-1168.81000000
USD
Inspire Medical Systems Inc
-6.06000000
USD
-1301.46000000
USD
Copart Inc
-20.60000000
USD
-1193.26000000
USD
XPO Inc
-9.38000000
USD
-1144.68000000
USD
Natera Inc
-12.91000000
USD
-1181.17000000
USD
Verisk Analytics Inc
-4.89000000
USD
-1153.07000000
USD
Shockwave Medical Inc
-4.28000000
USD
-1393.51000000
USD
Rollins Inc
-25.00000000
USD
-1156.59000000
USD
Toast Inc
-45.93000000
USD
-1144.47000000
USD
Allstate Corp/The
-7.25000000
USD
-1255.13000000
USD
Wolfspeed Inc
-41.45000000
USD
-1222.64000000
USD
Costco Wholesale Corp
-1.57000000
USD
-1153.63000000
USD
Atlassian Corp
-5.50000000
USD
-1073.97000000
USD
Schlumberger NV
-22.06000000
USD
-1209.38000000
USD
Targa Resources Corp
-10.85000000
USD
-1215.28000000
USD
Monolithic Power Systems Inc
-1.62000000
USD
-1099.87000000
USD
Datadog Inc
-9.32000000
USD
-1152.33000000
USD
Cintas Corp
-1.86000000
USD
-1276.30000000
USD
Crowdstrike Holdings Inc
-3.48000000
USD
-1115.72000000
USD
Coinbase Global Inc
-4.47000000
USD
-1183.81000000
USD
Mercury Systems Inc
-38.63000000
USD
-1139.64000000
USD
Amphenol Corp
-10.47000000
USD
-1207.20000000
USD
Walmart Inc
-18.91000000
USD
-1137.55000000
USD
Motorola Solutions Inc
-3.36000000
USD
-1194.11000000
USD
Ryan Specialty Holdings Inc
-21.16000000
USD
-1174.46000000
USD
SiteOne Landscape Supply Inc
-6.56000000
USD
-1145.30000000
USD
NextEra Energy Inc
-19.42000000
USD
-1241.42000000
USD
Eli Lilly & Co
-1.53000000
USD
-1188.68000000
USD
Fair Isaac Corp
-0.91000000
USD
-1132.63000000
USD
Cava Group Inc
-17.64000000
USD
-1235.51000000
USD
Colgate-Palmolive Co
-12.98000000
USD
-1168.57000000
USD
SBA Communications Corp
-5.26000000
USD
-1140.67000000
USD
Lululemon Athletica Inc
-2.47000000
USD
-964.76000000
USD
Manhattan Associates Inc
-4.58000000
USD
-1146.48000000
USD
Freshpet Inc
-10.41000000
USD
-1205.96000000
USD
DoorDash Inc
-8.75000000
USD
-1205.09000000
USD
Ionis Pharmaceuticals Inc
-26.69000000
USD
-1157.03000000
USD
Antero Midstream Corp
-84.37000000
USD
-1186.18000000
USD
Texas Pacific Land Corp
-2.16000000
USD
-1247.09000000
USD
Estee Lauder Cos Inc/The
-7.31000000
USD
-1127.12000000
USD
Welltower Inc
-12.47000000
USD
-1165.52000000
USD
Vertiv Holdings Co
-15.82000000
USD
-1292.01000000
USD
American Tower Corp
-5.70000000
USD
-1126.95000000
USD
Graco Inc
-12.33000000
USD
-1152.29000000
USD
Ultragenyx Pharmaceutical Inc
-23.83000000
USD
-1112.57000000
USD
Prologis Inc
-8.65000000
USD
-1125.88000000
USD
Moody's Corp
-2.97000000
USD
-1165.74000000
USD
Brown & Brown Inc
-13.54000000
USD
-1185.35000000
USD
Maplebear Inc
-32.92000000
USD
-1227.73000000
USD
Leggett & Platt Inc
-59.63000000
USD
-1141.82000000
USD
Gitlab Inc
-20.62000000
USD
-1202.72000000
USD
Floor & Decor Holdings Inc
-9.20000000
USD
-1192.52000000
USD
AZEK Co Inc/The
-23.85000000
USD
-1197.68000000
USD
Certara Inc
-60.66000000
USD
-1084.56000000
USD
KeyCorp
-77.42000000
USD
-1223.98000000
USD
NRG Energy Inc
-18.43000000
USD
-1247.57000000
USD
Old Dominion Freight Line Inc
-5.30000000
USD
-1161.61000000
USD
Aon PLC
-3.61000000
USD
-1204.61000000
USD
Affirm Holdings Inc
-29.54000000
USD
-1100.54000000
USD
Rivian Automotive Inc
-97.22000000
USD
-1064.56000000
USD
NIKE Inc
-11.39000000
USD
-1070.00000000
USD
Martin Marietta Materials Inc
-1.91000000
USD
-1172.61000000
USD
Marsh & McLennan Cos Inc
-5.57000000
USD
-1147.12000000
USD
Snowflake Inc
-7.04000000
USD
-1137.55000000
USD
Deckers Outdoor Corp
-1.25000000
USD
-1173.66000000
USD
AptarGroup Inc
-8.17000000
USD
-1176.19000000
USD
Dexcom Inc
-8.70000000
USD
-1207.27000000
USD
Apellis Pharmaceuticals Inc
-20.01000000
USD
-1175.98000000
USD
TechnipFMC PLC
-50.45000000
USD
-1266.85000000
USD
Netflix Inc
-1.89000000
USD
-1150.57000000
USD
Pure Storage Inc
-22.81000000
USD
-1185.74000000
USD
Arthur J Gallagher & Co
-4.54000000
USD
-1135.35000000
USD
Southern Copper Corp
-12.08000000
USD
-1286.41000000
USD
Mastercard Inc
-2.43000000
USD
-1172.40000000
USD
Ginkgo Bioworks Holdings Inc
-973.66000000
USD
-1129.44000000
USD
Tesla Inc
-6.77000000
USD
-1189.45000000
USD
MarketAxess Holdings Inc
-5.14000000
USD
-1125.95000000
USD
IDEX Corp
-4.80000000
USD
-1172.36000000
USD
Robinhood Markets Inc
-67.32000000
USD
-1355.20000000
USD
HubSpot Inc
-1.85000000
USD
-1158.99000000
USD
QuantumScape Corp
-194.70000000
USD
-1224.67000000
USD
Pinterest Inc
-33.31000000
USD
-1154.77000000
USD
Vulcan Materials Co
-4.29000000
USD
-1171.53000000
USD
Penumbra Inc
-4.92000000
USD
-1098.74000000
USD
Tandem Diabetes Care Inc
-39.75000000
USD
-1407.41000000
USD
Insulet Corp
-6.53000000
USD
-1119.29000000
USD
Apple Inc
-6.75000000
USD
-1157.51000000
USD
NU Holdings Ltd/Cayman Islands
-99.78000000
USD
-1190.35000000
USD
Hilton Worldwide Holdings Inc
-5.55000000
USD
-1183.43000000
USD
SoFi Technologies Inc
-155.67000000
USD
-1136.41000000
USD
Cloudflare Inc
-11.95000000
USD
-1157.54000000
USD
Williams Cos Inc/The
-31.29000000
USD
-1219.30000000
USD
Procore Technologies Inc
-14.61000000
USD
-1200.54000000
USD
Moderna Inc
-10.72000000
USD
-1142.57000000
USD
Marvell Technology Inc
-16.95000000
USD
-1201.57000000
USD
Equinix Inc
-1.32000000
USD
-1089.88000000
USD
Edwards Lifesciences Corp
-12.46000000
USD
-1190.81000000
USD
Tradeweb Markets Inc
-11.04000000
USD
-1150.55000000
USD
Domino's Pizza Inc
-2.56000000
USD
-1271.42000000
USD
Meta Platforms Inc
-2.33000000
USD
-1131.93000000
USD
FactSet Research Systems Inc
-2.40000000
USD
-1088.73000000
USD
Iridium Communications Inc
-39.91000000
USD
-1043.92000000
USD
NVIDIA Corp
-1.28000000
USD
-1160.83000000
USD
Chipotle Mexican Grill Inc
-0.43000000
USD
-1236.07000000
USD
Garmin Ltd
-7.76000000
USD
-1155.54000000
USD
Fastenal Co
-15.41000000
USD
-1188.40000000
USD
Brookfield Renewable Corp
-47.38000000
USD
-1164.22000000
USD
Uber Technologies Inc
-14.73000000
USD
-1133.96000000
USD
Peloton Interactive Inc
-254.78000000
USD
-1091.74000000
USD
Trane Technologies PLC
-4.03000000
USD
-1208.74000000
USD
Constellation Energy Corp
-6.89000000
USD
-1273.34000000
USD
Palantir Technologies Inc
-46.05000000
USD
-1059.70000000
USD
Kinsale Capital Group Inc
-2.26000000
USD
-1183.33000000
USD
Confluent Inc
-36.32000000
USD
-1108.43000000
USD
Wayfair Inc
-17.92000000
USD
-1216.49000000
USD
Intuitive Surgical Inc
-3.01000000
USD
-1200.83000000
USD
Paycor HCM Inc
-59.38000000
USD
-1154.40000000
USD
American Water Works Co Inc
-9.58000000
USD
-1170.88000000
USD
Wingstop Inc
-3.34000000
USD
-1224.89000000
USD
S&P Global Inc
-2.70000000
USD
-1148.16000000
USD
Sarepta Therapeutics Inc
-9.48000000
USD
-1227.20000000
USD
Truist Financial Corp
-31.57000000
USD
-1230.74000000
USD
Sherwin-Williams Co/The
-3.43000000
USD
-1191.05000000
USD
Ecolab Inc
-5.14000000
USD
-1185.71000000
USD
Progressive Corp/The
-5.81000000
USD
-1202.46000000
USD
Y
equity-performance leg
2025-03-17
0.00000000
USD
0.00000000
USD
20019771.78000000
USD
-233936.22000000
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
20549.00000000
NS
USD
1319040.31000000
0.946390366019
Long
EC
CORP
US
N
1
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV Inc
62955J103
72118.00000000
NS
USD
1407743.36000000
1.010033388390
Long
EC
CORP
US
N
1
N
N
N
Phinia Inc
254900HG6MORZE1FFM18
Phinia Inc
71880K101
10706.00000000
NS
USD
411431.58000000
0.295195590791
Long
EC
CORP
US
N
1
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
9820.00000000
NS
USD
286253.00000000
0.205381957920
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
2264.00000000
NS
USD
659888.08000000
0.473459163324
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
10162.00000000
NS
USD
759406.26000000
0.544861868822
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
3221.00000000
NS
USD
264218.63000000
0.189572649189
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
10597.00000000
NS
USD
692196.04000000
0.496639608878
Long
EC
CORP
IE
N
1
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
8343.00000000
NS
USD
322623.81000000
0.231477433493
Long
EC
CORP
US
N
1
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
1996.00000000
NS
USD
724927.24000000
0.520123722376
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
8419.00000000
NS
USD
1224459.36000000
0.878530044231
Long
EC
CORP
US
N
1
N
N
N
Integra LifeSciences Holdings Corp
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp
457985208
19129.00000000
NS
USD
678123.05000000
0.486542463206
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
9125.00000000
NS
USD
727810.00000000
0.522192056657
Long
EC
CORP
US
N
1
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy Inc
380237107
2705.00000000
NS
USD
321029.40000000
0.230333469770
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide Corp
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164Y107
3147.00000000
NS
USD
339026.31000000
0.243245965402
Long
EC
CORP
US
N
1
N
N
N
Rithm Capital Corp
549300WNTHGEO5LP2G31
Rithm Capital Corp
64828T201
75506.00000000
NS
USD
842646.96000000
0.604585742265
Long
EC
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
5723.00000000
NS
USD
709022.47000000
0.508712303795
Long
EC
CORP
US
N
1
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680R206
8748.00000000
NS
USD
303905.52000000
0.218047359226
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
30148.00000000
NS
USD
847460.28000000
0.608039222528
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd
635400VD2NQBYAHMEM55
Axis Capital Holdings Ltd
000000000
10378.00000000
NS
USD
674777.56000000
0.484142127536
Long
EC
CORP
BM
N
1
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
13853.00000000
NS
USD
595540.47000000
0.427290780357
Long
EC
CORP
US
N
1
N
N
N
Hertz Global Holdings Inc
549300NBK3K85MH1EX16
Hertz Global Holdings Inc
42806J700
68309.00000000
NS
USD
534859.47000000
0.383753131534
Long
EC
CORP
US
N
1
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
12351.00000000
NS
USD
524299.95000000
0.376176844500
Long
EC
US
N
1
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
28847.00000000
NS
USD
928584.93000000
0.666244863876
Long
EC
CORP
IE
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229813
14570.00000000
NS
USD
432729.00000000
0.310476149661
Long
EC
CORP
US
N
1
N
N
N
First Citizens BancShares Inc/NC
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31946M103
779.00000000
NS
USD
1273665.00000000
0.913834305440
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
17251.00000000
NS
USD
881353.59000000
0.632357131400
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057302
2296.00000000
NS
USD
353997.28000000
0.253987397389
Long
EC
CORP
US
N
1
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
41097.00000000
NS
USD
835502.01000000
0.599459354698
Long
EC
US
N
1
N
N
N
NET Lease Office Properties
N/A
NET Lease Office Properties
64110Y108
22266.00000000
NS
USD
529930.80000000
0.380216889487
Long
EC
US
N
1
N
N
N
Kimco Realty Corp
254900ARY41P4V1JL861
Kimco Realty Corp
49446R109
27375.00000000
NS
USD
536823.75000000
0.385162471077
Long
EC
US
N
1
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
21291.00000000
NS
USD
730281.30000000
0.523965174956
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
118676.00000000
NS
USD
2088697.60000000
1.498607185226
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
15065.00000000
NS
USD
319528.65000000
0.229256705602
Long
EC
CORP
US
N
1
N
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155Q100
14261.00000000
NS
USD
310319.36000000
0.222649187039
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
12687.00000000
NS
USD
680784.42000000
0.488451953696
Long
EC
CORP
US
N
1
N
N
N
Bunge Global SA
254900IVXSV9K0B7PO26
Bunge Global SA
000000000
7438.00000000
NS
USD
762543.76000000
0.547112974987
Long
EC
CORP
CH
N
1
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial Inc
21871X109
33558.00000000
NS
USD
964121.34000000
0.691741670768
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
4598.00000000
NS
USD
295973.26000000
0.212356089302
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048109
12723.00000000
NS
USD
617828.88000000
0.443282358733
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
24498.00000000
NS
USD
726120.72000000
0.520980025224
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
1665.00000000
NS
USD
275690.70000000
0.197803676281
Long
EC
CORP
US
N
1
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
48236.00000000
NS
USD
906836.80000000
0.650640927775
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
2104.00000000
NS
USD
609612.96000000
0.437387567287
Long
EC
CORP
US
N
1
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
40780.00000000
NS
USD
302995.40000000
0.217394362654
Long
EC
CORP
JE
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
19467.00000000
NS
USD
839417.04000000
0.602268326226
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
32083.00000000
NS
USD
426062.24000000
0.305692855786
Long
EC
CORP
US
N
1
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
40001.00000000
NS
USD
871621.79000000
0.625374720253
Long
EC
CORP
US
N
1
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp
29415F104
31923.00000000
NS
USD
682513.74000000
0.489692713191
Long
EC
CORP
US
N
1
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
939.00000000
NS
USD
397319.07000000
0.285070090150
Long
EC
CORP
US
N
1
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
4221.00000000
NS
USD
678694.59000000
0.486952534032
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
15678.00000000
NS
USD
611755.56000000
0.438924848584
Long
EC
CORP
US
N
1
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp
403949100
22904.00000000
NS
USD
1382714.48000000
0.992075566536
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
13991.00000000
NS
USD
283597.57000000
0.203476729285
Long
EC
CORP
US
N
1
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp
03743Q108
41036.00000000
NS
USD
1410817.68000000
1.012239163913
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
1762.00000000
NS
USD
723723.88000000
0.519260330785
Long
EC
CORP
US
N
1
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815L107
61556.00000000
NS
USD
433969.80000000
0.311366403854
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
31463.00000000
NS
USD
873098.25000000
0.626434056733
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
7611.00000000
NS
USD
916516.62000000
0.657586044102
Long
EC
CORP
IE
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
11107.00000000
NS
USD
550685.06000000
0.395107739728
Long
EC
CORP
US
N
1
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar Inc
336433107
5282.00000000
NS
USD
891601.60000000
0.639709914981
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
12060.00000000
NS
USD
891475.20000000
0.639619224999
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
16312.00000000
NS
USD
466849.44000000
0.334957020682
Long
EC
CORP
US
N
1
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771108
14345.00000000
NS
USD
321328.00000000
0.230547710503
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
7227830.71000000
NS
USD
7227830.71000000
5.185853153469
Long
STIV
RF
US
N
1
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
4750.00000000
NS
USD
319770.00000000
0.229429870374
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
15002.00000000
NS
USD
546522.86000000
0.392121427671
Long
EC
US
N
1
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959W103
1620.00000000
NS
USD
262423.80000000
0.188284887316
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899101
27672.00000000
NS
USD
629261.28000000
0.451484923232
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
5634.00000000
NS
USD
576245.52000000
0.413446961746
Long
EC
CORP
NL
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
7701.00000000
NS
USD
834172.32000000
0.598505323350
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
17926.00000000
NS
USD
534015.54000000
0.383147625231
Long
EC
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
4799.00000000
NS
USD
256314.59000000
0.183901626665
Long
EC
CORP
US
N
1
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164102
6655.00000000
NS
USD
325828.80000000
0.233776962655
Long
EC
CORP
US
N
1
N
N
N
Concentrix Corp
5493000EAJN1KMPVA737
Concentrix Corp
20602D101
4559.00000000
NS
USD
301896.98000000
0.216606263839
Long
EC
CORP
US
N
1
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
4549.00000000
NS
USD
297368.13000000
0.213356886260
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Long: 1330973 TRS USD R E II6000870240313 EQUITYTRS / Short: 1330973 TRS USD P V 00MSOFR II0940330240313 EQUITYTRS
000000000
26744783.08000000
OU
Notional Amount
USD
788889.52000000
0.566015637218
N/A
DE
US
N
1
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPM Russell 1000 Value Index
JPMSR1VC
International Business Machines Corp
7.92000000
USD
1512.92000000
USD
Caesars Entertainment Inc
34.25000000
USD
1498.12000000
USD
PulteGroup Inc
15.31000000
USD
1846.53000000
USD
Fox Corp
89.16000000
USD
2551.69000000
USD
3M Co
38.63000000
USD
4097.48000000
USD
Under Armour Inc
213.30000000
USD
1574.18000000
USD
Dropbox Inc
64.97000000
USD
1578.88000000
USD
Johnson Controls International plc
64.04000000
USD
4182.78000000
USD
Celanese Corp
21.16000000
USD
3636.30000000
USD
Owens Corning
24.53000000
USD
4091.85000000
USD
Concentrix Corp
21.18000000
USD
1402.80000000
USD
Sensata Technologies Holding PLC
111.20000000
USD
4085.32000000
USD
Tenet Healthcare Corp
41.69000000
USD
4382.46000000
USD
Alaska Air Group Inc
79.59000000
USD
3421.66000000
USD
Nordstrom Inc
59.05000000
USD
1196.93000000
USD
Arrow Electronics Inc
24.60000000
USD
3184.29000000
USD
Rithm Capital Corp
474.74000000
USD
5298.07000000
USD
Reynolds Consumer Products Inc
274.32000000
USD
7834.52000000
USD
Everest Group Ltd
10.13000000
USD
4025.65000000
USD
Gaming and Leisure Properties Inc
66.06000000
USD
3043.30000000
USD
Darling Ingredients Inc
94.68000000
USD
4403.79000000
USD
Sonoco Products Co
57.58000000
USD
3330.36000000
USD
CNH Industrial NV
324.15000000
USD
4200.97000000
USD
Gates Industrial Corp PLC
229.24000000
USD
4059.80000000
USD
Kimco Realty Corp
158.15000000
USD
3101.35000000
USD
Expedia Group Inc
10.57000000
USD
1455.68000000
USD
Silgan Holdings Inc
74.81000000
USD
3632.80000000
USD
NOV Inc
462.41000000
USD
9026.21000000
USD
HP Inc
98.89000000
USD
2988.38000000
USD
UGI Corp
173.57000000
USD
4259.30000000
USD
Mosaic Co/The
104.35000000
USD
3387.12000000
USD
Henry Schein Inc
55.62000000
USD
4200.28000000
USD
Amdocs Ltd
16.66000000
USD
1505.17000000
USD
Delta Air Lines Inc
70.51000000
USD
3375.13000000
USD
Perrigo Co PLC
180.17000000
USD
5799.63000000
USD
Olaplex Holdings Inc
4147.23000000
USD
7962.68000000
USD
AES Corp/The
279.80000000
USD
5016.73000000
USD
Travel + Leisure Co
31.61000000
USD
1547.78000000
USD
RenaissanceRe Holdings Ltd
16.50000000
USD
3877.14000000
USD
First Solar Inc
33.49000000
USD
5653.37000000
USD
Under Armour Inc-A
222.37000000
USD
1587.75000000
USD
Cleveland-Cliffs Inc
163.52000000
USD
3718.36000000
USD
Unum Group
76.06000000
USD
4081.41000000
USD
Best Buy Co Inc
13.65000000
USD
1119.51000000
USD
Viatris Inc
461.98000000
USD
5516.03000000
USD
Biogen Inc
24.65000000
USD
5315.15000000
USD
WP Carey Inc
54.19000000
USD
3058.60000000
USD
Marathon Oil Corp
329.11000000
USD
9327.08000000
USD
Playtika Holding Corp
332.81000000
USD
2346.29000000
USD
Clearway Energy Inc
219.61000000
USD
4723.85000000
USD
Dolby Laboratories Inc
18.50000000
USD
1549.63000000
USD
Marriott Vacations Worldwide Corp
14.67000000
USD
1580.58000000
USD
GLOBALFOUNDRIES Inc
98.89000000
USD
5153.40000000
USD
U-Haul Holding Co
47.39000000
USD
3159.79000000
USD
Genpact Ltd
39.47000000
USD
1300.44000000
USD
Phinia Inc
54.66000000
USD
2100.56000000
USD
Bunge Global SA
45.08000000
USD
4621.13000000
USD
APA Corp
261.25000000
USD
8981.93000000
USD
DXC Technology Co
74.91000000
USD
1588.81000000
USD
SS&C Technologies Holdings Inc
21.35000000
USD
1374.41000000
USD
Berry Global Group Inc
54.77000000
USD
3312.28000000
USD
Kyndryl Holdings Inc
72.06000000
USD
1567.96000000
USD
Synchrony Financial
121.81000000
USD
5252.34000000
USD
Premier Inc
198.61000000
USD
4389.28000000
USD
Penske Automotive Group Inc
6.90000000
USD
1118.42000000
USD
Pfizer Inc
196.97000000
USD
5465.84000000
USD
Huntington Ingalls Industries Inc
13.76000000
USD
4011.45000000
USD
ManpowerGroup Inc
17.98000000
USD
1396.11000000
USD
Avnet Inc
63.00000000
USD
3123.36000000
USD
Lennar Corp
11.65000000
USD
1795.98000000
USD
AGCO Corp
34.13000000
USD
4198.26000000
USD
Archer-Daniels-Midland Co
72.89000000
USD
4578.34000000
USD
Walgreens Boots Alliance Inc
219.55000000
USD
4762.09000000
USD
Kroger Co/The
83.08000000
USD
4746.43000000
USD
Dun & Bradstreet Holdings Inc
130.08000000
USD
1305.96000000
USD
Voya Financial Inc
74.88000000
USD
5534.83000000
USD
Performance Food Group Co
61.14000000
USD
4563.86000000
USD
Webster Financial Corp
160.99000000
USD
8173.27000000
USD
Victoria's Secret & Co
54.43000000
USD
1054.86000000
USD
Jazz Pharmaceuticals PLC
47.51000000
USD
5721.30000000
USD
Ally Financial Inc
138.53000000
USD
5622.73000000
USD
Virtu Financial Inc
276.89000000
USD
5681.85000000
USD
Seaboard Corp
1.31000000
USD
4216.54000000
USD
International Paper Co
91.93000000
USD
3587.28000000
USD
Fortrea Holdings Inc
142.72000000
USD
5728.66000000
USD
Integra LifeSciences Holdings Corp
116.67000000
USD
4136.05000000
USD
Nexstar Media Group Inc
14.28000000
USD
2461.07000000
USD
Oshkosh Corp
34.30000000
USD
4278.17000000
USD
Textron Inc
43.20000000
USD
4144.53000000
USD
Valmont Industries Inc
18.48000000
USD
4219.54000000
USD
NCR Voyix Corp
122.74000000
USD
1550.18000000
USD
Middleby Corp/The
25.46000000
USD
4093.25000000
USD
Charter Communications Inc
8.10000000
USD
2352.93000000
USD
Columbia Banking System Inc
410.02000000
USD
7933.87000000
USD
General Motors Co
51.26000000
USD
2324.78000000
USD
Ford Motor Co
166.36000000
USD
2209.29000000
USD
VF Corp
112.19000000
USD
1720.95000000
USD
AT&T Inc
807.19000000
USD
14206.48000000
USD
Whirlpool Corp
16.10000000
USD
1926.26000000
USD
Timken Co/The
45.75000000
USD
3999.95000000
USD
SLM Corp
251.53000000
USD
5480.83000000
USD
VICI Properties Inc
104.34000000
USD
3108.30000000
USD
Loews Corp
51.30000000
USD
4016.01000000
USD
Valero Energy Corp
53.64000000
USD
9156.16000000
USD
American International Group Inc
51.54000000
USD
4028.57000000
USD
Organon & Co
303.52000000
USD
5706.26000000
USD
Mohawk Industries Inc
14.33000000
USD
1875.80000000
USD
Deere & Co
10.51000000
USD
4317.72000000
USD
United Therapeutics Corp
23.10000000
USD
5305.41000000
USD
Lithia Motors Inc
3.68000000
USD
1106.13000000
USD
Bristol-Myers Squibb Co
104.56000000
USD
5670.29000000
USD
WESCO International Inc
24.38000000
USD
4176.15000000
USD
MGIC Investment Corp
251.66000000
USD
5627.03000000
USD
ADT Inc
216.28000000
USD
1453.43000000
USD
Boyd Gaming Corp
22.79000000
USD
1534.52000000
USD
Invesco Ltd
336.17000000
USD
5577.09000000
USD
United Airlines Holdings Inc
72.38000000
USD
3465.50000000
USD
Affiliated Managers Group Inc
33.01000000
USD
5527.74000000
USD
OneMain Holdings Inc
108.33000000
USD
5534.41000000
USD
Gilead Sciences Inc
73.76000000
USD
5402.69000000
USD
State Street Corp
72.38000000
USD
5596.20000000
USD
Liberty Media Corp-Liberty SiriusXM
79.76000000
USD
2369.00000000
USD
Hawaiian Electric Industries Inc
395.34000000
USD
4455.51000000
USD
Molson Coors Beverage Co
64.45000000
USD
4334.01000000
USD
LyondellBasell Industries NV
32.76000000
USD
3351.16000000
USD
Corebridge Financial Inc
213.36000000
USD
6129.91000000
USD
Western Alliance Bancorp
134.32000000
USD
8622.02000000
USD
FMC Corp
50.57000000
USD
3221.38000000
USD
Vestis Corp
72.61000000
USD
1399.23000000
USD
Air Lease Corp
85.52000000
USD
4399.27000000
USD
Cable One Inc
5.23000000
USD
2213.64000000
USD
TD SYNNEX Corp
29.14000000
USD
3296.04000000
USD
Hertz Global Holdings Inc
398.45000000
USD
3119.89000000
USD
Cognizant Technology Solutions Corp
20.20000000
USD
1480.76000000
USD
Twilio Inc
24.88000000
USD
1521.49000000
USD
Kohl's Corp
41.63000000
USD
1213.61000000
USD
Liberty Media Corp-Liberty SiriusXM-A
79.91000000
USD
2374.27000000
USD
GoDaddy Inc
13.21000000
USD
1567.56000000
USD
Cirrus Logic Inc
57.90000000
USD
5359.38000000
USD
National Fuel Gas Co
85.51000000
USD
4593.36000000
USD
Centene Corp
54.49000000
USD
4276.26000000
USD
Ovintiv Inc
165.06000000
USD
8566.50000000
USD
Highwoods Properties Inc
123.63000000
USD
3236.59000000
USD
Allison Transmission Holdings Inc
52.67000000
USD
4274.88000000
USD
Skyworks Solutions Inc
49.28000000
USD
5337.66000000
USD
Conagra Brands Inc
150.67000000
USD
4466.00000000
USD
ON Semiconductor Corp
66.10000000
USD
4861.44000000
USD
QuidelOrtho Corp
88.62000000
USD
4248.58000000
USD
AutoNation Inc
6.97000000
USD
1154.44000000
USD
Starwood Property Trust Inc
258.68000000
USD
5258.93000000
USD
Clarivate PLC
189.67000000
USD
1409.24000000
USD
EPR Properties
72.32000000
USD
3069.89000000
USD
HF Sinclair Corp
144.13000000
USD
8701.37000000
USD
OGE Energy Corp
130.44000000
USD
4474.10000000
USD
Akamai Technologies Inc
14.15000000
USD
1539.18000000
USD
NET Lease Office Properties
128.89000000
USD
3067.67000000
USD
Zoom Video Communications Inc
22.61000000
USD
1478.12000000
USD
Elevance Health Inc
8.23000000
USD
4270.06000000
USD
Teradata Corp
40.89000000
USD
1581.08000000
USD
CF Industries Holdings Inc
39.08000000
USD
3251.50000000
USD
FedEx Corp
12.14000000
USD
3517.62000000
USD
Envista Holdings Corp
192.81000000
USD
4122.36000000
USD
Jabil Inc
20.43000000
USD
2736.05000000
USD
Axis Capital Holdings Ltd
62.38000000
USD
4055.98000000
USD
Pinnacle West Capital Corp
61.90000000
USD
4625.46000000
USD
Gen Digital Inc
70.36000000
USD
1575.96000000
USD
Arch Capital Group Ltd
42.86000000
USD
3961.98000000
USD
Medical Properties Trust Inc
692.14000000
USD
3253.06000000
USD
MDU Resources Group Inc
176.22000000
USD
4440.71000000
USD
Aramark
43.97000000
USD
1430.04000000
USD
M&T Bank Corp
54.97000000
USD
7994.83000000
USD
CVS Health Corp
55.76000000
USD
4447.29000000
USD
Capital One Financial Corp
37.70000000
USD
5613.37000000
USD
Clearway Energy Inc A
205.82000000
USD
4744.18000000
USD
Franklin Resources Inc
189.77000000
USD
5334.40000000
USD
QUALCOMM Inc
31.34000000
USD
5305.83000000
USD
Cigna Group/The
12.06000000
USD
4381.18000000
USD
Cousins Properties Inc
130.59000000
USD
3139.39000000
USD
Bank of New York Mellon Corp/The
95.62000000
USD
5509.83000000
USD
LKQ Corp
20.51000000
USD
1095.62000000
USD
Graphic Packaging Holding Co
117.35000000
USD
3424.37000000
USD
Kraft Heinz Co/The
123.56000000
USD
4559.47000000
USD
Comcast Corp
55.66000000
USD
2412.74000000
USD
Quest Diagnostics Inc
32.37000000
USD
4308.23000000
USD
RingCentral Inc
42.76000000
USD
1485.44000000
USD
First Citizens BancShares Inc/NC
5.13000000
USD
8390.79000000
USD
Hewlett Packard Enterprise Co
170.29000000
USD
3019.23000000
USD
Marathon Petroleum Corp
45.22000000
USD
9111.55000000
USD
Interpublic Group of Cos Inc/The
73.16000000
USD
2387.13000000
USD
Kilroy Realty Corp
86.53000000
USD
3152.21000000
USD
Apartment Income REIT Corp
96.36000000
USD
3128.78000000
USD
Jones Lang LaSalle Inc
13.90000000
USD
2712.20000000
USD
CNA Financial Corp
88.60000000
USD
4024.12000000
USD
Bank OZK
183.32000000
USD
8333.80000000
USD
Universal Health Services Inc
24.06000000
USD
4389.35000000
USD
PACCAR Inc
34.41000000
USD
4263.60000000
USD
MSC Industrial Direct Co Inc
40.94000000
USD
3972.51000000
USD
Comerica Inc
152.82000000
USD
8403.47000000
USD
Royalty Pharma PLC
186.03000000
USD
5649.87000000
USD
Penn Entertainment Inc
74.89000000
USD
1363.67000000
USD
Y
equity-performance leg
2025-03-17
0.00000000
USD
0.00000000
USD
26744783.08000000
USD
788889.52000000
N
N
N
MDU Resources Group Inc
N/A
MDU Resources Group Inc
552690109
28636.00000000
NS
USD
721627.20000000
0.517755996356
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
3072.00000000
NS
USD
370544.64000000
0.265859864037
Long
EC
CORP
US
N
1
N
N
N
NCR Voyix Corp
549300YKTY8JX1DV2R67
NCR Voyix Corp
62886E108
25128.00000000
NS
USD
317366.64000000
0.227705497940
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
15233.00000000
NS
USD
877725.46000000
0.629754006042
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033G407
6866.00000000
NS
USD
721685.26000000
0.517797653479
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
6632.00000000
NS
USD
551848.72000000
0.395942647202
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
4864.00000000
NS
USD
823475.20000000
0.590830310512
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
7161.00000000
NS
USD
686954.73000000
0.492879052622
Long
EC
CORP
US
N
1
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
28187.00000000
NS
USD
691708.98000000
0.496290151103
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
22026.00000000
NS
USD
894035.34000000
0.641456084581
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
10193.00000000
NS
USD
749695.15000000
0.537894302420
Long
EC
CORP
US
N
1
N
N
N
ADT Inc
N/A
ADT Inc
00090Q103
45567.00000000
NS
USD
306210.24000000
0.219700959034
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
24816.00000000
NS
USD
1259908.32000000
0.903964107144
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495102
9829.00000000
NS
USD
568509.36000000
0.407896390441
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp
00130H105
45146.00000000
NS
USD
809467.78000000
0.580780210269
Long
EC
CORP
US
N
1
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
6779.00000000
NS
USD
657834.16000000
0.471985508511
Long
EC
CORP
US
N
1
N
N
N
U-Haul Holding Co
5493003WIDMLDHYC6Y24
U-Haul Holding Co
023586506
8207.00000000
NS
USD
547242.76000000
0.392637944429
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
13546.00000000
NS
USD
773882.98000000
0.555248684324
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
12684.00000000
NS
USD
607309.92000000
0.435735172851
Long
EC
CORP
US
N
1
N
N
N
Fortrea Holdings Inc
5493000FIVFABOVCDU97
Fortrea Holdings Inc
34965K107
23185.00000000
NS
USD
930645.90000000
0.667723576951
Long
EC
CORP
US
N
1
N
N
N
SWAP JP MORGAN BOC
N/A
SWAP JP MORGAN BOC
000000000
-400000.00000000
NS
USD
-400000.00000000
-0.28699361462
Short
STIV
CORP
US
N
2
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
5110.00000000
NS
USD
312476.50000000
0.224196900553
Long
EC
CORP
US
N
1
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
69047Q102
25357.00000000
NS
USD
1316028.30000000
0.944229296926
Long
EC
CORP
US
N
1
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
9363.00000000
NS
USD
566274.24000000
0.406292727521
Long
EC
CORP
US
N
1
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
16648.00000000
NS
USD
540560.56000000
0.387843572600
Long
EC
US
N
1
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
124348.00000000
NS
USD
584435.60000000
0.419323213404
Long
EC
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
13446.00000000
NS
USD
438742.98000000
0.314791084307
Long
EC
CORP
US
N
1
N
N
N
QuidelOrtho Corp
549300YU8CMO9HF53113
QuidelOrtho Corp
219798105
14661.00000000
NS
USD
702848.34000000
0.504282464081
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
1486.00000000
NS
USD
431876.18000000
0.309864264925
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co/The
500754106
20136.00000000
NS
USD
743018.40000000
0.533103840879
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
12508.00000000
NS
USD
598757.96000000
0.429599278070
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
9947.00000000
NS
USD
742444.08000000
0.532691775447
Long
EC
CORP
US
N
1
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253101
3051.00000000
NS
USD
696482.28000000
0.499714917655
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
22715.00000000
NS
USD
546068.60000000
0.391795503373
Long
EC
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
22113.00000000
NS
USD
339213.42000000
0.243380213840
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
5291.00000000
NS
USD
704285.01000000
0.505313251871
Long
EC
CORP
US
N
1
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
5732.00000000
NS
USD
714837.72000000
0.512884652839
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
3196.00000000
NS
USD
382337.48000000
0.274321038483
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
9223.00000000
NS
USD
696520.96000000
0.499742669937
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
17199.00000000
NS
USD
519753.78000000
0.372915040097
Long
EC
CORP
US
N
1
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
000000000
29037.00000000
NS
USD
881853.69000000
0.632715945167
Long
EC
CORP
GB
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
8472.00000000
NS
USD
663272.88000000
0.475887703291
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
2880.00000000
NS
USD
376963.20000000
0.270465078375
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
16200.00000000
NS
USD
878526.00000000
0.630328380713
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
8488.00000000
NS
USD
279679.60000000
0.200665648354
Long
EC
CORP
BM
N
1
N
N
N
Reynolds Consumer Products Inc
N/A
Reynolds Consumer Products Inc
76171L106
41963.00000000
NS
USD
1198463.28000000
0.859878271817
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
2735.00000000
NS
USD
642807.05000000
0.461203796970
Long
EC
CORP
BM
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180101
13954.00000000
NS
USD
749608.88000000
0.537832405072
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
5985.00000000
NS
USD
891106.65000000
0.639354796258
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
8507.00000000
NS
USD
664992.19000000
0.477121280770
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
4262.00000000
NS
USD
551758.52000000
0.395877930142
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
11738.00000000
NS
USD
859808.50000000
0.616898873258
Long
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
7588.00000000
NS
USD
663418.84000000
0.475992427261
Long
EC
CORP
US
N
1
N
N
N
2024-04-12
MORGAN STANLEY INSTITUTIONAL FUND TRUST
Francis Smith
Francis Smith
Principal Financial Officer