TRS VANECK ALTERNATIVE ASSET MANAGER ETF

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MORGAN EXCHANGE-TRADED FUND TRUST 5493001E1K1DVWDV2464 J.P. 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P. MORGAN EM LOCAL CURRENCY BOND ETF 000000000 1.00000000 NC USD -13148.04000000 -0.00130488555 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 VANECK ETF TRUST VANECK ETF TRUST VANECK J. P. MORGAN EM LOCAL CURRENCY BOND ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 65595.00000000 USD -13148.04000000 N N N Simplify Exchange Traded Funds 549300LDDEMEUCZQEO55 Simplify Managed Futures Strategy ETF 82889N699 409493.00000000 NS USD 11113640.02000000 1.102980244769 Long EC RF US N 1 N N New York Life Investments ETF Trust 549300RB5MLWJ1UN5M66 NYLI Merger Arbitrage ETF 45409B800 546651.00000000 NS USD 19965225.14000000 1.981461417876 Long EC RF US N 1 N N N INVESCO DB MULTI-SECTOR COMMODITY TRUST 549300W6SL18JV44UR66 INVESCO DB MULTI-SECTOR COMMODITY TRUST AGRICULTURE FD 46140H106 513347.00000000 NS USD 14122175.97000000 1.401564301168 Long EC RF US N 1 N N VANGUARD INDEX FUNDS 549300G6KNDK44WUN559 VANGUARD INDEX FUNDS MORNINGSTAR MID CAP ETF 922908629 328706.00000000 NS USD 26608750.70000000 2.640802321047 Long EC RF US N 1 N N N Bitwise Bitcoin ETF 529900ZAA28Q7XD31174 Bitwise Bitcoin ETF 09174C104 7520.00000000 NS USD 256657.60000000 0.025472146115 Long EC RF US N 1 N N N Franklin Templeton ETF Trust 549300UHXVPT5S43XV04 Franklin FTSE China ETF 35473P819 31465.00000000 NS USD 697893.70000000 0.069262902403 Long EC RF US N 1 N N GLOBAL X FUNDS 5493003RA4QUTSYF1N15 GLOBAL X FUNDS US PFD ETF 37954Y657 1385312.00000000 NS USD 25655978.24000000 2.546243814630 Long EC RF US N 1 N N VANECK ETF TRUST 549300ZLFKNTXC51ZN76 VANECK ETF TRUST ALTERNATIVE ASSET MANAGER ETF 92189H649 184586.00000000 NS USD 4300853.80000000 0.426840960162 Long EC RF US N 1 N N N ABRDN SILVER ETF TRUST N/A ABRDN SILVER ETF TRUST PHYSICAL SILVER SHARES ETF 003264108 118771.00000000 NS USD 6538343.55000000 0.648902047950 Long EC RF US N 1 N N N IM GLOBAL PARTNER FUNDS 549300RB4CD8N2IPVU55 IM GLOBAL PARTNER FUNDS IMGP DBI MANAGED FUTURES STRATEGY ETF 53700T827 901535.00000000 NS USD 27875462.20000000 2.766517906382 Long EC RF US N 1 N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES 7-10 YEAR TREASURY BOND ETF 000000000 1.00000000 NC USD 257124.83000000 0.025518516653 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ISHARES TRUST ISHARES TRUST 7-10 YEAR TREASURY BOND ETF Y Performance Leg 2049-10-04 0.00000000 USD 0.00000000 USD 16961129.14000000 USD 257124.83000000 N N N ISHARES TRUST 5493000860OXIC4B5K91 ISHARES TRUST FLTG RATE NT ETF 46429B655 3030377.00000000 NS USD 154731049.62000000 15.35638104853 Long EC RF US N 1 N N iShares Trust 5493000860OXIC4B5K91 iShares Core S&P Small-Cap ETF 464287804 314989.00000000 NS USD 45818299.94000000 4.547266205474 Long EC RF US N 1 N N VANECK ETF TRUST 549300ZLFKNTXC51ZN76 VANECK ETF TRUST VANECK J. P. 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LLC 9R7GPTSO7KV3UQJZQ078 TRS VANGUARD TAX-EXEMPT BOND INDEX ETF 000000000 1.00000000 NC USD -85100.38000000 -0.00844584112 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 VANGUARD MUNICIPAL BOND FUNDS VANGUARD MUNICIPAL BOND FUNDS TAX EXEMPT BD Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 77440.00000000 USD -85100.38000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS SPDR BLOOMBERG INTERNATIONAL TREASURY BOND ETF 000000000 1.00000000 NC USD -36683.05000000 -0.00364063253 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SPDR BLOOMBERG INTERNATIONAL TREASURY BOND ETF SPDR BLOOMBERG INTERNATIONAL TREASURY BOND ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 12692102.43000000 USD -36683.05000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS COMMUNICATION SERVICES SELECT SECTOR SPDR FUND 000000000 1.00000000 NC USD -41723.87000000 -0.00414091191 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET COMMUNICATION SERVICES SELECT SECTOR SPDR ETF Y Performance Leg 2049-08-02 0.00000000 USD 0.00000000 USD 27737.00000000 USD -41723.87000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES MSCI CHINA ETF 000000000 1.00000000 NC USD 152778.50000000 0.015162599024 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES TRUST ISHARES TRUST MSCI CHINA ETF Y Performance Leg 2027-04-04 0.00000000 USD 0.00000000 USD 38784.00000000 USD 152778.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS VANECK J. P. MORGAN EM LOCAL CURRENCY BOND ETF 000000000 1.00000000 NC USD -12655.66000000 -0.00125601899 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 VANECK ETF TRUST VANECK ETF TRUST VANECK J. P. MORGAN EM LOCAL CURRENCY BOND ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 65595.00000000 USD -12655.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES NATIONAL MUNI BOND ETF 000000000 1.00000000 NC USD -81603.66000000 -0.00809880693 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ISHARES TRUST ISHARES TRUST NATIONAL MUN ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 36272.00000000 USD -81603.66000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS FRANKLIN SENIOR LOAN ETF 000000000 1.00000000 NC USD 37388.91000000 0.003710686060 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Franklin Templeton ETF Trust Franklin Senior Loan ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 379634.00000000 USD 37388.91000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS JPMORGAN EQUITY PREMIUM INCOME ETF 000000000 1.00000000 NC USD 38864.50000000 0.003857131924 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 J.P. MORGAN EXCHANGE-TRADED FUND TRUST J.P. MORGAN EXCHANGE-TRADED FUND TRUST EQUITY PREMIUM INCOME ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 74628.00000000 USD 38864.50000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS INVESCO CURRENCYSHARES BRITISH POUND STERLING TRUST 000000000 1.00000000 NC USD -370358.50000000 -0.03675646397 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 INVESCO CURRENCYSHARES BRITISH POUND STERLING TRUST INVESCO CURRENCYSHARES BRITISH POUND STERLING TRUST Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 16209470.81000000 USD -370358.50000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS IMGP DBI MANAGED FUTURES STRATEGY ETF 000000000 1.00000000 NC USD 22363.58000000 0.002219487665 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IM GLOBAL PARTNER FUNDS IM GLOBAL PARTNER FUNDS IMGP DBI MANAGED FUTURES STRATEGY ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 119621.00000000 USD 22363.58000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS GLOBAL X US PREFERRED ETF 000000000 1.00000000 NC USD -52006.76000000 -0.00516144384 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 GLOBAL X FUNDS GLOBAL X FUNDS US PFD ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 183812.00000000 USD -52006.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ALTSHARES MERGER ARBITRAGE ETF 000000000 1.00000000 NC USD -2210.78000000 -0.00021941026 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ALTSHARES TRUST ALTSHARES TRUST ALTSHARES MERGER ARBITRAGE ETF Y Performance Leg 2028-07-05 0.00000000 USD 0.00000000 USD 36525.00000000 USD -2210.78000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES FLOATING RATE BOND ETF 000000000 1.00000000 NC USD -33313.91000000 -0.00330626010 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ISHARES TRUST ISHARES TRUST FLTG RATE NT ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 402090.00000000 USD -33313.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ABRDN PHYSICAL SILVER SHARES ETF 000000000 1.00000000 NC USD -61920.46000000 -0.00614533528 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ABRDN SILVER ETF TRUST ABRDN SILVER ETF TRUST PHYSICAL SILVER SHARES ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 15460.00000000 USD -61920.46000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES NATIONAL MUNI BOND ETF 000000000 1.00000000 NC USD -81730.22000000 -0.00811136746 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES TRUST ISHARES TRUST NATIONAL MUN ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 36272.00000000 USD -81730.22000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS IMGP DBI MANAGED FUTURES STRATEGY ETF 000000000 1.00000000 NC USD 22547.07000000 0.002237698246 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 IM GLOBAL PARTNER FUNDS IM GLOBAL PARTNER FUNDS IMGP DBI MANAGED FUTURES STRATEGY ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 119621.00000000 USD 22547.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS INVESCO CURRENCYSHARES BRITISH POUND STERLING TRUST 000000000 1.00000000 NC USD -304264.77000000 -0.03019694986 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 INVESCO CURRENCYSHARES BRITISH POUND STERLING TRUST INVESCO CURRENCYSHARES BRITISH POUND STERLING TRUST Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 16163787.41000000 USD -304264.77000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS FINANCIAL SELECT SECTOR SPDR FUND 000000000 1.00000000 NC USD 19053.17000000 0.001890943927 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET FINANCIAL SELECT SECTOR SPDR ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 12764.00000000 USD 19053.17000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS VANGUARD FTSE DEVELOPED MARKETS ETF 000000000 1.00000000 NC USD -161640.20000000 -0.01604208405 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 VANGUARD TAX-MANAGED FUNDS VANGUARD TAX-MANAGED FUNDS VANGUARD FTSE DEVELOPED MKTS ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 134078.00000000 USD -161640.20000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES CORE S&P SMALL-CAP ETF 000000000 1.00000000 NC USD -99044.50000000 -0.00982973415 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 iShares Trust iShares Core S&P Small-Cap ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 41795.00000000 USD -99044.50000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES FLOATING RATE BOND ETF 000000000 1.00000000 NC USD -34953.04000000 -0.00346893659 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES TRUST ISHARES TRUST FLTG RATE NT ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 402090.00000000 USD -34953.04000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ABRDN PHYSICAL SILVER SHARES ETF 000000000 1.00000000 NC USD -62031.99000000 -0.00615640414 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ABRDN SILVER ETF TRUST ABRDN SILVER ETF TRUST PHYSICAL SILVER SHARES ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 15460.00000000 USD -62031.99000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS VANGUARD MID-CAP ETF 000000000 1.00000000 NC USD -7725.24000000 -0.00076669633 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 VANGUARD INDEX FUNDS VANGUARD INDEX FUNDS MORNINGSTAR MID CAP ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 43615.00000000 USD -7725.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES 0-3 MONTH TREASURY BOND ETF 000000000 1.00000000 NC USD -9037.40000000 -0.00089692248 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ISHARES TRUST ISHARES TRUST ISHARES 0-3 MONTH TREASURY BOND ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 17131052.49000000 USD -9037.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS STATE STREET SPDR BLOOMBERG ENHANCED ROLL YIELD COMMODITY STRATEGY NO K-1 ETF 000000000 1.00000000 NC USD -19752.39000000 -0.00196033845 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SSGA ACTIVE TRUST SSGA ACTIVE TRUST STATE STREET SPDR BLOOMBERG ENHANCED ROLL YIELD COMMODITY STRATEGY NO K-1 ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 320053.92000000 USD -19752.39000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS FINANCIAL SELECT SECTOR SPDR FUND 000000000 1.00000000 NC USD 18990.16000000 0.001884690460 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET FINANCIAL SELECT SECTOR SPDR ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 12764.00000000 USD 18990.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES CORE S&P SMALL-CAP ETF 000000000 1.00000000 NC USD -98900.20000000 -0.00981541300 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 iShares Trust iShares Core S&P Small-Cap ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 41795.00000000 USD -98900.20000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS SPDR GOLD MINISHARES TRUST 000000000 1.00000000 NC USD -1306.57000000 -0.00012967136 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 WORLD GOLD TRUST WORLD GOLD TRUST SPDR GLD MINIS Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 527.00000000 USD -1306.57000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR ETF 000000000 1.00000000 NC USD -4674.66000000 -0.00046393959 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 State Street Consumer Staples Select Sector SPDR ETF State Street Consumer Staples Select Sector SPDR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 506389.98000000 USD -4674.66000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES MSCI CHINA ETF 000000000 1.00000000 NC USD 152965.36000000 0.015181144063 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES TRUST ISHARES TRUST MSCI CHINA ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 38784.00000000 USD 152965.36000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS INVESCO DB AGRICULTURE FUND 000000000 1.00000000 NC USD 18343.58000000 0.001820520218 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 INVESCO DB MULTI-SECTOR COMMODITY TRUST INVESCO DB MULTI-SECTOR COMMODITY TRUST AGRICULTURE FD Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 66821.00000000 USD 18343.58000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS STATE STREET TECHNOLOGY SELECT SECTOR SPDR ETF 000000000 1.00000000 NC USD -20019.12000000 -0.00198681024 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET TECHNOLOGY SELECT SECTOR SPDR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 1265.00000000 USD -20019.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS FRANKLIN SENIOR LOAN ETF 000000000 1.00000000 NC USD 35197.43000000 0.003493191239 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Franklin Templeton ETF Trust Franklin Senior Loan ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 379634.00000000 USD 35197.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS STATE STREET TECHNOLOGY SELECT SECTOR SPDR ETF 000000000 1.00000000 NC USD -20019.25000000 -0.00198682314 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET TECHNOLOGY SELECT SECTOR SPDR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 1265.00000000 USD -20019.25000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS VANGUARD MID-CAP ETF 000000000 1.00000000 NC USD -8037.36000000 -0.00079767288 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 VANGUARD INDEX FUNDS VANGUARD INDEX FUNDS MORNINGSTAR MID CAP ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 43615.00000000 USD -8037.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS VANGUARD SHORT-TERM TREASURY ETF 000000000 1.00000000 NC USD -81808.24000000 -0.00811911060 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 VANGUARD SCOTTSDALE FUNDS VANGUARD SCOTTSDALE FUNDS SHORT TERM TREAS Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 444369.00000000 USD -81808.24000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS FRANKLIN FTSE CHINA ETF 000000000 1.00000000 NC USD 5594.07000000 0.000555187021 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Franklin Templeton ETF Trust Franklin FTSE China ETF Y Performance Leg 2028-07-05 0.00000000 USD 0.00000000 USD 4096.00000000 USD 5594.07000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES INTERNATIONAL TREASURY BOND ETF 000000000 1.00000000 NC USD -34483.03000000 -0.00342229015 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ISHARES INTERNATIONAL TREASURY BOND ETF ISHARES INTERNATIONAL TREASURY BOND ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 12851451.24000000 USD -34483.03000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS COMMUNICATION SERVICES SELECT SECTOR SPDR FUND 000000000 1.00000000 NC USD -41586.91000000 -0.00412731923 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET COMMUNICATION SERVICES SELECT SECTOR SPDR ETF Y Performance Leg 2049-08-02 0.00000000 USD 0.00000000 USD 27737.00000000 USD -41586.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS INVESCO CURRENCYSHARES EURO CURRENCY TRUST 000000000 1.00000000 NC USD -278704.30000000 -0.02766018482 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 INVESCO CURRENCYSHARES EURO INVESCO CURRENCYSHARES EURO Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 24372625.75000000 USD -278704.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS SPDR BLOOMBERG INTERNATIONAL TREASURY BOND ETF 000000000 1.00000000 NC USD -76948.29000000 -0.00763678179 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SPDR BLOOMBERG INTERNATIONAL TREASURY BOND ETF SPDR BLOOMBERG INTERNATIONAL TREASURY BOND ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 12692579.53000000 USD -76948.29000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS VANGUARD SHORT-TERM TREASURY ETF 000000000 1.00000000 NC USD -81367.30000000 -0.00807534923 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 VANGUARD SCOTTSDALE FUNDS VANGUARD SCOTTSDALE FUNDS SHORT TERM TREAS Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 444369.00000000 USD -81367.30000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES 0-3 MONTH TREASURY BOND ETF 000000000 1.00000000 NC USD -10312.16000000 -0.00102343685 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES TRUST ISHARES TRUST ISHARES 0-3 MONTH TREASURY BOND ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 17129789.96000000 USD -10312.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS FRANKLIN FTSE CHINA ETF 000000000 1.00000000 NC USD 5617.50000000 0.000557512346 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Franklin Templeton ETF Trust Franklin FTSE China ETF Y Performance Leg 2028-07-05 0.00000000 USD 0.00000000 USD 4096.00000000 USD 5617.50000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES INTERNATIONAL TREASURY BOND ETF 000000000 1.00000000 NC USD -76524.22000000 -0.00759469469 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES INTERNATIONAL TREASURY BOND ETF ISHARES INTERNATIONAL TREASURY BOND ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 12850678.57000000 USD -76524.22000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR ETF 000000000 1.00000000 NC USD -4629.12000000 -0.00045941994 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 State Street Consumer Staples Select Sector SPDR ETF State Street Consumer Staples Select Sector SPDR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 506435.14000000 USD -4629.12000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS VANECK ALTERNATIVE ASSET MANAGER ETF 000000000 1.00000000 NC USD 31563.53000000 0.003132542531 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 VANECK ETF TRUST VANECK ETF TRUST ALTERNATIVE ASSET MANAGER ETF Y Performance Leg 2028-07-05 0.00000000 USD 0.00000000 USD 24027.00000000 USD 31563.53000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES MSCI EMERGING MARKETS EX CHINA ETF 000000000 1.00000000 NC USD -484387.40000000 -0.04807333439 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ISHARES INC ISHARES INC MSCI EMRG CHN Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 54278.00000000 USD -484387.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS INVESCO DB AGRICULTURE FUND 000000000 1.00000000 NC USD 18704.23000000 0.001856313156 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 INVESCO DB MULTI-SECTOR COMMODITY TRUST INVESCO DB MULTI-SECTOR COMMODITY TRUST AGRICULTURE FD Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 66821.00000000 USD 18704.23000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS INVESCO CURRENCYSHARES EURO CURRENCY TRUST 000000000 1.00000000 NC USD -456084.41000000 -0.04526438622 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 INVESCO CURRENCYSHARES EURO INVESCO CURRENCYSHARES EURO Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 24369907.57000000 USD -456084.41000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES CONVERTIBLE BOND ETF 000000000 1.00000000 NC USD -193378.98000000 -0.01919201938 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES TRUST ISHARES TRUST CONV BD ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 27996.00000000 USD -193378.98000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ABRDN BLOOMBERG ALL COMMODITY STRATEGY K-1 FREE ETF 000000000 1.00000000 NC USD -39463.24000000 -0.00391655425 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ABRDN ETFS ABRDN ETFS BBRG ALL COMD K1 Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 744920.46000000 USD -39463.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS SPDR BLOOMBERG CONVERTIBLE SECURITIES ETF 000000000 1.00000000 NC USD -125857.30000000 -0.01249078747 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SPDR SERIES TRUST SPDR SERIES TRUST STATE STREET SPDR BLOOMBERG CONVERTIBLE SECURITIES ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 25274.00000000 USD -125857.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES CONVERTIBLE BOND ETF 000000000 1.00000000 NC USD -193351.33000000 -0.01918927524 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ISHARES TRUST ISHARES TRUST CONV BD ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 27996.00000000 USD -193351.33000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES SEMICONDUCTOR ETF 000000000 1.00000000 NC USD 265076.40000000 0.026307675255 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES TRUST ISHARES TRUST ISHARES SEMICONDUCTOR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 1987567.00000000 USD 265076.40000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES MSCI USA MOMENTUM FACTOR ETF 000000000 1.00000000 NC USD -405786.45000000 -0.04027253331 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ISHARES TRUST ISHARES TRUST MSCI USA MOMENTUM FACTOR ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 12108.00000000 USD -405786.45000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS STATE STREET ENERGY SELECT SECTOR SPDR ETF 000000000 1.00000000 NC USD -50015.00000000 -0.00496377036 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET ENERGY SELECT SECTOR SPDR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 420497.92000000 USD -50015.00000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF 000000000 1.00000000 NC USD -8667.30000000 -0.00086019167 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 5702745.35000000 USD -8667.30000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES MSCI USA MOMENTUM FACTOR ETF 000000000 1.00000000 NC USD -405804.84000000 -0.04027435844 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES TRUST ISHARES TRUST MSCI USA MOMENTUM FACTOR ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 12108.00000000 USD -405804.84000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS STATE STREET SPDR BLOOMBERG 1-3 MONTH T-BILL ETF 000000000 1.00000000 NC USD -5224.03000000 -0.00051846216 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SPDR SERIES TRUST SPDR SERIES TRUST STATE STREET SPDR BLOOMBERG 1-3 MONTH TBILL ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 8358819.24000000 USD -5224.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES SEMICONDUCTOR ETF 000000000 1.00000000 NC USD 265070.90000000 0.026307129404 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 ISHARES TRUST ISHARES TRUST ISHARES SEMICONDUCTOR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 1987592.63000000 USD 265070.90000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS STATE STREET ENERGY SELECT SECTOR SPDR ETF 000000000 1.00000000 NC USD -49921.36000000 -0.00495447700 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET ENERGY SELECT SECTOR SPDR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 420557.29000000 USD -49921.36000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES MSCI EMERGING MARKETS EX CHINA ETF 000000000 1.00000000 NC USD -484595.83000000 -0.04809402016 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES INC ISHARES INC MSCI EMRG CHN Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 54278.00000000 USD -484595.83000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS SPDR GOLD MINISHARES TRUST 000000000 1.00000000 NC USD -1310.51000000 -0.00013006239 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 WORLD GOLD TRUST WORLD GOLD TRUST SPDR GLD MINIS Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 527.00000000 USD -1310.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF 000000000 1.00000000 NC USD -8399.46000000 -0.00083360972 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 5703009.45000000 USD -8399.46000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS STATE STREET SPDR BLOOMBERG ENHANCED ROLL YIELD COMMODITY STRATEGY NO K-1 ETF 000000000 1.00000000 NC USD 1985.36000000 0.000197038311 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SSGA ACTIVE TRUST SSGA ACTIVE TRUST STATE STREET SPDR BLOOMBERG ENHANCED ROLL YIELD COMMODITY STRATEGY NO K-1 ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 343118.89000000 USD 1985.36000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS STATE STREET SPDR BLOOMBERG 1-3 MONTH T-BILL ETF 000000000 1.00000000 NC USD -5502.83000000 -0.00054613184 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SPDR SERIES TRUST SPDR SERIES TRUST STATE STREET SPDR BLOOMBERG 1-3 MONTH TBILL ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 8358142.49000000 USD -5502.83000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ISHARES U.S. AEROSPACE & DEFENSE ETF 000000000 1.00000000 NC USD -40270.24000000 -0.00399664548 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ISHARES TRUST ISHARES TRUST US AER DEF ETF Y Performance Leg 2028-07-05 0.00000000 USD 0.00000000 USD 3670.00000000 USD -40270.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS SPDR BLOOMBERG INVESTMENT GRADE FLOATING RATE ETF 000000000 1.00000000 NC USD -9422.00000000 -0.00093509235 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SPDR SERIES TRUST SPDR SERIES TRUST STATE STREET SPDR BLOOMBERG INVESTMENT GRADE FLOATING RATE ETF Y Performance Leg 2049-07-02 0.00000000 USD 0.00000000 USD 203093.00000000 USD -9422.00000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS STATE STREET UTILITIES SELECT SECTOR SPDR ETF 000000000 1.00000000 NC USD 111396.11000000 0.011055577511 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET UTILITIES SELECT SECTOR SPDR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 4855948.51000000 USD 111396.11000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS FRANKLIN FTSE INDIA ETF 000000000 1.00000000 NC USD -19366.15000000 -0.00192200582 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Franklin Templeton ETF Trust Franklin FTSE India ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 67731.00000000 USD -19366.15000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS ALTSHARES MERGER ARBITRAGE ETF 000000000 1.00000000 NC USD -1094.86000000 -0.00010866007 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 ALTSHARES TRUST ALTSHARES TRUST ALTSHARES MERGER ARBITRAGE ETF Y Performance Leg 2028-07-05 0.00000000 USD 0.00000000 USD 36525.00000000 USD -1094.86000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS STATE STREET UTILITIES SELECT SECTOR SPDR ETF 000000000 1.00000000 NC USD 112204.70000000 0.011135826538 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SELECT SECTOR SPDR TRUST (THE) SELECT SECTOR SPDR TRUST (THE) STATE STREET UTILITIES SELECT SECTOR SPDR ETF Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 4856752.65000000 USD 112204.70000000 N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 TRS VANGUARD TAX-EXEMPT BOND INDEX ETF 000000000 1.00000000 NC USD -85390.25000000 -0.00847460945 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 VANGUARD MUNICIPAL BOND FUNDS VANGUARD MUNICIPAL BOND FUNDS TAX EXEMPT BD Y Performance Leg 2049-12-31 0.00000000 USD 0.00000000 USD 77440.00000000 USD -85390.25000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 TRS ISHARES U.S. AEROSPACE & DEFENSE ETF 000000000 1.00000000 NC USD -40245.99000000 -0.00399423877 N/A DE CORP US N 2 MORGAN STANLEY & CO. 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