0001752724-21-186652.txt : 20210826
0001752724-21-186652.hdr.sgml : 20210826
20210826112347
ACCESSION NUMBER: 0001752724-21-186652
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210826
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MAINSTAY VP FUNDS TRUST
CENTRAL INDEX KEY: 0000887340
IRS NUMBER: 133186036
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03833-01
FILM NUMBER: 211210148
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 2125767000
MAIL ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
FORMER COMPANY:
FORMER CONFORMED NAME: MAINSTAY VP SERIES FUND INC
DATE OF NAME CHANGE: 20010518
FORMER COMPANY:
FORMER CONFORMED NAME: NEW YORK LIFE MFA SERIES FUND INC
DATE OF NAME CHANGE: 19920929
0000887340
S000063068
MainStay VP IQ Hedge Multi-Strategy Portfolio
C000204554
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C000204555
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MAINSTAY VP FUNDS TRUST
811-03833-01
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51 Madison Avenue
New York
10010
212-576-7000
MainStay VP IQ Hedge Multi-Strategy Portfolio
S000063068
549300O6VX5PX2Z8O034
2021-12-31
2021-06-30
N
426192947.31
39367191.15
386825756.16
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N/A
ETRS
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N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Blackstone Senior Loan ETF
SPDR Blackstone Senior Loan ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
517522.00000000
USD
1439.57000000
N
N
N
N/A
N/A
ETRS
N/A
-3868.00000000
NS
USD
3995.36000000
0.001032857801
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Core S&P U.S. Value ETF
iShares Core S&P U.S. Value ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
279373.00000000
USD
3995.36000000
N
N
N
N/A
N/A
ETRS
N/A
1919.00000000
NS
USD
505.61000000
0.000130707428
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco Preferred ETF
Invesco Preferred ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
29519.00000000
USD
505.61000000
N
N
N
N/A
N/A
ETRS
N/A
416.00000000
NS
USD
5434.42000000
0.001404875428
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Small-Cap Growth ETF
Vanguard Small-Cap Growth ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
120679.00000000
USD
5434.42000000
N
N
N
N/A
N/A
ETRS
N/A
1223.00000000
NS
USD
1930.68000000
0.000499108440
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
108552.00000000
USD
1930.68000000
N
N
N
Vanguard Intermediate-Term Corporate Bond ETF
N/A
Vanguard Intermediate-Term Corporate Bond ETF
92206C870
25641.00000000
NS
USD
2437689.87000000
0.630177756051
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
179.00000000
NS
USD
43.51000000
0.000011247958
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
4946.00000000
USD
43.51000000
N
N
N
Vanguard Small-Cap Growth ETF
N/A
Vanguard Small-Cap Growth ETF
922908595
14354.00000000
NS
USD
4159645.66000000
1.075327998138
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
2616.00000000
NS
USD
1963.31000000
0.000507543763
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares MSCI China ETF
iShares MSCI China ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
216127.00000000
USD
1963.31000000
N
N
N
N/A
N/A
ETRS
N/A
11393.00000000
NS
USD
29302.82000000
0.007575198789
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg Barclays Convertible Securities ETF
SPDR Bloomberg Barclays Convertible Securities ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
988115.00000000
USD
29302.82000000
N
N
N
N/A
N/A
ETRS
N/A
3684.00000000
NS
USD
60.86000000
0.000015733181
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Floating Rate Bond ETF
iShares Floating Rate Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
187221.00000000
USD
60.86000000
N
N
N
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
549300YI2V5ELVW58659
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
78468R408
6178.00000000
NS
USD
170389.24000000
0.044048059697
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
40.00000000
NS
USD
140.63999999
0.000036357454
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares MSCI USA Momentum Factor ETF
iShares MSCI USA Momentum Factor ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
6942.00000000
USD
140.64000000
N
N
N
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
549300UZIXAGB0EPMT96
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
78464A391
84695.00000000
NS
USD
2238488.85000000
0.578681438439
Long
RF
US
N
1
N
N
SPDR S&P Emerging Markets SmallCap ETF
N/A
SPDR S&P Emerging Markets SmallCap ETF
78463X756
139114.00000000
NS
USD
8530470.48000000
2.205248834690
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
138.00000000
NS
USD
1360.43000000
0.000351690645
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Schwab U.S. Large-Cap Growth ETF
Schwab U.S. Large-Cap Growth ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
20162.00000000
USD
1360.43000000
N
N
N
Financial Select Sector SPDR Fund
549300Y12KQ6ZG08NY28
Financial Select Sector SPDR Fund
81369Y605
56321.00000000
NS
USD
2066417.49000000
0.534198526621
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
4.00000000
NS
USD
-7.04000000
-0.00000181994
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Russell 2000 Value ETF
iShares Russell 2000 Value ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
663.00000000
USD
-7.04000000
N
N
N
N/A
N/A
ETRS
N/A
98.00000000
NS
USD
1.18000000
0.000000305046
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Portfolio Mortgage Backed Bond ETF
SPDR Portfolio Mortgage Backed Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
2536.00000000
USD
1.18000000
N
N
N
N/A
N/A
ETRS
N/A
327.00000000
NS
USD
-434.91000000
-0.00011243046
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Graniteshares Gold Trust
Graniteshares Gold Trust
Y
2021-09-30
0.00000000
USD
0.00000000
USD
5752.00000000
USD
-434.91000000
N
N
N
N/A
N/A
ETRS
N/A
-912.00000000
NS
USD
-275.76000000
-0.00007128791
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Schwab U.S. TIPS ETF
Schwab U.S. TIPS ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
57009.00000000
USD
-275.76000000
N
N
N
N/A
N/A
ETRS
N/A
-9051.00000000
NS
USD
4614.82000000
0.001192997086
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Portfolio S&P 500 Value ETF
SPDR Portfolio S&P 500 Value ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
359705.00000000
USD
4614.82000000
N
N
N
N/A
N/A
ETRS
N/A
1763.00000000
NS
USD
-458.38000000
-0.00011849779
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares 3-7 Year Treasury Bond ETF
iShares 3-7 Year Treasury Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
230124.00000000
USD
-458.38000000
N
N
N
N/A
N/A
ETRS
N/A
114.00000000
NS
USD
28.20000000
0.000007290104
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares 0-5 Year High Yield Corporate Bond ETF
iShares 0-5 Year High Yield Corporate Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
5251.00000000
USD
28.20000000
N
N
N
N/A
N/A
ETRS
N/A
1155.00000000
NS
USD
-740.30000000
-0.00019137815
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Schwab International Small-Cap Equity ETF
Schwab International Small-Cap Equity ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
48295.00000000
USD
-740.30000000
N
N
N
N/A
N/A
ETRS
N/A
617.00000000
NS
USD
-3449.68000000
-0.00089179170
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iPath Series B S&P 500 VIX Short-Term Futures ETN
iPath Series B S&P 500 VIX Short-Term Futures ETN
Y
2022-09-14
0.00000000
USD
0.00000000
USD
18177.00000000
USD
-3449.68000000
N
N
N
N/A
N/A
ETRS
N/A
4032.00000000
NS
USD
8572.04000000
0.002215995151
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Emerging Markets SmallCap ETF
SPDR S&P Emerging Markets SmallCap ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
249053.00000000
USD
8572.04000000
N
N
N
N/A
N/A
ETRS
N/A
5025.00000000
NS
USD
-8442.00000000
-0.00218237794
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Silver Trust
iShares Silver Trust
Y
2021-09-30
0.00000000
USD
0.00000000
USD
121706.00000000
USD
-8442.00000000
N
N
N
N/A
N/A
ETRS
N/A
-3227.00000000
NS
USD
-19390.62000000
-0.00501275307
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares 20+ Year Treasury Bond ETF
iShares 20+ Year Treasury Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
465817.00000000
USD
-19390.62000000
N
N
N
N/A
N/A
ETRS
N/A
-1951.00000000
NS
USD
-15028.28000000
-0.00388502568
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Consumer Discretionary Select Sector SPDR Fund
Consumer Discretionary Select Sector SPDR Fund
Y
2021-09-30
0.00000000
USD
0.00000000
USD
348849.00000000
USD
-15028.28000000
N
N
N
SPDR Bloomberg Barclays High Yield Bond ETF
549300NCLW2248PN7J24
SPDR Bloomberg Barclays High Yield Bond ETF
78468R622
16465.00000000
NS
USD
1810491.40000000
0.468037965716
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
329.00000000
NS
USD
-582.33000000
-0.00015054064
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Aberdeen Standard Physical Silver Shares ETF
Aberdeen Standard Physical Silver Shares ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
8288.00000000
USD
-582.33000000
N
N
N
N/A
N/A
ETRS
N/A
2308.00000000
NS
USD
300.74000000
0.000077745598
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Intermediate-Term Treasury ETF
Vanguard Intermediate-Term Treasury ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
156691.00000000
USD
300.74000000
N
N
N
Health Care Select Sector SPDR Fund
549300EJNY3KKJHPOY44
Health Care Select Sector SPDR Fund
81369Y209
1381.00000000
NS
USD
173936.95000000
0.044965193560
Long
RF
US
N
1
N
N
Vanguard FTSE Emerging Markets ETF
N/A
Vanguard FTSE Emerging Markets ETF
922042858
164333.00000000
NS
USD
8924925.23000000
2.307221038898
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
329.00000000
NS
USD
-582.33000000
-0.00015054064
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Aberdeen Standard Physical Silver Shares ETF
Aberdeen Standard Physical Silver Shares ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
8288.00000000
USD
-582.33000000
N
N
N
SPDR Bloomberg Barclays Convertible Securities ETF
549300IXKU3G7R6DMX93
SPDR Bloomberg Barclays Convertible Securities ETF
78464A359
393054.00000000
NS
USD
34089573.42000000
8.812643128628
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
1245.00000000
NS
USD
97.78000000
0.000025277530
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Schwab Intermediate-Term U.S. Treasury ETF
Schwab Intermediate-Term U.S. Treasury ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
70864.00000000
USD
97.78000000
N
N
N
N/A
N/A
ETRS
N/A
943.00000000
NS
USD
-567.07000000
-0.00014659571
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard FTSE All World ex-US Small-Cap ETF
Vanguard FTSE All World ex-US Small-Cap ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
129199.00000000
USD
-567.07000000
N
N
N
N/A
N/A
ETRS
N/A
73.00000000
NS
USD
-1.46000000
-0.00000037743
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg Barclays 1-3 Month T-Bill ETF
SPDR Bloomberg Barclays 1-3 Month T-Bill ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
6677.00000000
USD
-1.46000000
N
N
N
WELLS FARGO GOVT FD LEX
549300GFSYYLVYEWA041
WELLS FARGO GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD
949921126
13442618.90000000
NS
USD
13442618.90000000
3.475109577357
Long
STIV
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
-340.00000000
NS
USD
-4101.72999999
-0.00106035597
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Consumer Discretionary ETF
Vanguard Consumer Discretionary ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
106895.00000000
USD
-4101.73000000
N
N
N
N/A
N/A
ETRS
N/A
97.00000000
NS
USD
57.61000000
0.000014893010
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
VanEck Vectors High Yield Muni ETF
VanEck Vectors High Yield Muni ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
6178.00000000
USD
57.61000000
N
N
N
iShares Preferred & Income Securities ETF
549300YX74JNY54XCY80
iShares Preferred & Income Securities ETF
464288687
69328.00000000
NS
USD
2727016.88000000
0.704972933310
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
-6874.00000000
NS
USD
-18141.16999999
-0.00468975235
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Real Estate ETF
Vanguard Real Estate ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
704716.00000000
USD
-18141.17000000
N
N
N
N/A
N/A
ETRS
N/A
-31332.00000000
NS
USD
17316.74000000
0.004476625386
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Global ex-U.S. Real Estate ETF
Vanguard Global ex-U.S. Real Estate ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
1828536.00000000
USD
17316.74000000
N
N
N
N/A
N/A
ETRS
N/A
2010.00000000
NS
USD
994.97000000
0.000257213999
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Preferred & Income Securities ETF
iShares Preferred & Income Securities ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
79063.00000000
USD
994.97000000
N
N
N
N/A
N/A
ETRS
N/A
3.00000000
NS
USD
-3.00000000
-0.00000077554
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares S&P Small-Cap 600 Value ETF
iShares S&P Small-Cap 600 Value ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
316.00000000
USD
-3.00000000
N
N
N
N/A
N/A
ETRS
N/A
1357.00000000
NS
USD
-2376.67999999
-0.00061440583
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Core MSCI Europe ETF
iShares Core MSCI Europe ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
77729.00000000
USD
-2376.68000000
N
N
N
N/A
N/A
ETRS
N/A
86.00000000
NS
USD
325.79000000
0.000084221382
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Energy ETF
Vanguard Energy ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
6583.00000000
USD
325.79000000
N
N
N
N/A
N/A
ETRS
N/A
9805.00000000
NS
USD
-4692.89999999
-0.00121318188
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg Barclays International Treasury Bond ETF
SPDR Bloomberg Barclays International Treasury Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
287916.00000000
USD
-4692.90000000
N
N
N
N/A
N/A
ETRS
N/A
2455.00000000
NS
USD
-996.78000000
-0.00025768191
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
64886.00000000
USD
-996.78000000
N
N
N
N/A
N/A
ETRS
N/A
-1951.00000000
NS
USD
-15038.94000000
-0.00388778145
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Consumer Discretionary Select Sector SPDR Fund
Consumer Discretionary Select Sector SPDR Fund
Y
2022-09-14
0.00000000
USD
0.00000000
USD
348849.00000000
USD
-15038.94000000
N
N
N
iShares S&P Small-Cap 600 Value ETF
549300XRN6BYGRPV6Y61
iShares S&P Small-Cap 600 Value ETF
464287879
106.00000000
NS
USD
11175.58000000
0.002889047541
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
327.00000000
NS
USD
-303.13000000
-0.00007836344
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Core MSCI EAFE ETF
iShares Core MSCI EAFE ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
24835.00000000
USD
-303.13000000
N
N
N
N/A
N/A
ETRS
N/A
2010.00000000
NS
USD
1235.73000000
0.000319453909
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Preferred & Income Securities ETF
iShares Preferred & Income Securities ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
79299.00000000
USD
1235.73000000
N
N
N
N/A
N/A
ETRS
N/A
-3227.00000000
NS
USD
-19885.30000000
-0.00514063494
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares 20+ Year Treasury Bond ETF
iShares 20+ Year Treasury Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
466319.00000000
USD
-19885.30000000
N
N
N
N/A
N/A
ETRS
N/A
363.00000000
NS
USD
740.52000000
0.000191435029
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares S&P Small-Cap 600 Growth ETF
iShares S&P Small-Cap 600 Growth ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
48145.00000000
USD
740.52000000
N
N
N
N/A
N/A
ETRS
N/A
1633.00000000
NS
USD
-2249.02000000
-0.00058140389
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Financial Select Sector SPDR Fund
Financial Select Sector SPDR Fund
Y
2022-09-14
0.00000000
USD
0.00000000
USD
60142.00000000
USD
-2249.02000000
N
N
N
iShares MBS ETF
549300M0TH0IE2E6RP07
iShares MBS ETF
464288588
5595.00000000
NS
USD
605546.85000000
0.156542536363
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
4559.00000000
NS
USD
-11625.45000000
-0.00300534538
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Gold Trust
iShares Gold Trust
Y
2021-09-30
0.00000000
USD
0.00000000
USD
153684.00000000
USD
-11625.45000000
N
N
N
N/A
N/A
ETRS
N/A
231.00000000
NS
USD
2318.00000000
0.000599236209
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Technology Select Sector SPDR Fund
Technology Select Sector SPDR Fund
Y
2022-09-14
0.00000000
USD
0.00000000
USD
34169.00000000
USD
2318.00000000
N
N
N
N/A
N/A
ETRS
N/A
4559.00000000
NS
USD
-11625.45000000
-0.00300534538
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Gold Trust
iShares Gold Trust
Y
2022-09-14
0.00000000
USD
0.00000000
USD
153684.00000000
USD
-11625.45000000
N
N
N
N/A
N/A
ETRS
N/A
-9218.00000000
NS
USD
2061.38000000
0.000532896263
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Dow Jones International Real Estate ETF
SPDR Dow Jones International Real Estate ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
341138.00000000
USD
2061.38000000
N
N
N
N/A
N/A
ETRS
N/A
416.00000000
NS
USD
5434.42000000
0.001404875428
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Small-Cap Growth ETF
Vanguard Small-Cap Growth ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
120679.00000000
USD
5434.42000000
N
N
N
SPDR Gold MiniShares Trust
N/A
SPDR Gold MiniShares Trust
98149E204
45339.00000000
NS
USD
798419.79000000
0.206402954634
Long
RF
US
N
1
N
N
N
iShares J.P. Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares J.P. Morgan USD Emerging Markets Bond ETF
464288281
68479.00000000
NS
USD
7701148.34000000
1.990857179844
Long
RF
US
N
1
N
N
N
Vanguard Health Care ETF
N/A
Vanguard Health Care ETF
92204A504
1019.00000000
NS
USD
251825.47000000
0.065100491885
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
8685.00000000
NS
USD
-425.15000000
-0.00010990736
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Portfolio Short Term Corporate Bond ETF
SPDR Portfolio Short Term Corporate Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
271841.00000000
USD
-425.15000000
N
N
N
N/A
N/A
ETRS
N/A
748.00000000
NS
USD
-979.88000000
-0.00025331301
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Aberdeen Standard Physical Gold Shares ETF
Aberdeen Standard Physical Gold Shares ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
12709.00000000
USD
-979.88000000
N
N
N
Energy Select Sector SPDR Fund
54930064FLK0RD4TRU75
Energy Select Sector SPDR Fund
81369Y506
19833.00000000
NS
USD
1068403.71000000
0.276197665999
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
2616.00000000
NS
USD
1495.31000000
0.000386559058
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI China ETF
iShares MSCI China ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
215663.00000000
USD
1495.31000000
N
N
N
N/A
N/A
ETRS
N/A
163.00000000
NS
USD
-511.88000000
-0.00013232831
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Financials ETF
Vanguard Financials ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
14803.00000000
USD
-511.88000000
N
N
N
N/A
N/A
ETRS
N/A
2326.00000000
NS
USD
-27.65000000
-0.00000714792
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
71292.00000000
USD
-27.65000000
N
N
N
N/A
N/A
ETRS
N/A
73.00000000
NS
USD
-1.52000000
-0.00000039294
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg Barclays 1-3 Month T-Bill ETF
SPDR Bloomberg Barclays 1-3 Month T-Bill ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
6677.00000000
USD
-1.52000000
N
N
N
iShares Floating Rate Bond ETF
549300G2T0MQ0NCEG317
iShares Floating Rate Bond ETF
46429B655
127095.00000000
NS
USD
6458967.90000000
1.669735739449
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
575.00000000
NS
USD
1259.42000000
0.000325578113
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Energy Select Sector SPDR Fund
Energy Select Sector SPDR Fund
Y
2022-09-14
0.00000000
USD
0.00000000
USD
31280.00000000
USD
1259.42000000
N
N
N
N/A
N/A
ETRS
N/A
162.00000000
NS
USD
-8.43000000
-0.00000217927
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares MBS ETF
iShares MBS ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
17533.00000000
USD
-8.43000000
N
N
N
N/A
N/A
ETRS
N/A
2560.00000000
NS
USD
9520.11000000
0.002461084829
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Convertible Bond ETF
iShares Convertible Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
261195.00000000
USD
9520.11000000
N
N
N
N/A
N/A
ETRS
N/A
124.00000000
NS
USD
563.28000000
0.000145615950
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Russell 1000 Growth ETF
Vanguard Russell 1000 Growth ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
8671.00000000
USD
563.28000000
N
N
N
N/A
N/A
ETRS
N/A
-611.00000000
NS
USD
2101.82000000
0.000543350582
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Bank ETF
SPDR S&P Bank ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
31505.00000000
USD
2101.82000000
N
N
N
Invesco Treasury Collateral ETF
549300E094R1VT171085
Invesco Treasury Collateral ETF
46138G888
38809.00000000
NS
USD
4100947.03000000
1.060153561311
Long
RF
US
N
1
N
N
N
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
549300QJ0FR0L0XRBI28
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
78468R200
80238.00000000
NS
USD
2459294.70000000
0.635762914138
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
-912.00000000
NS
USD
-410.09000000
-0.00010601414
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Schwab U.S. TIPS ETF
Schwab U.S. TIPS ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
57147.00000000
USD
-410.09000000
N
N
N
N/A
N/A
ETRS
N/A
-16317.00000000
NS
USD
29644.52000000
0.007663533135
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Value ETF
Vanguard Value ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
2255044.00000000
USD
29644.52000000
N
N
N
N/A
N/A
ETRS
N/A
-356.00000000
NS
USD
1562.48000000
0.000403923465
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco KBW Bank ETF
Invesco KBW Bank ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
23048.00000000
USD
1562.48000000
N
N
N
N/A
N/A
ETRS
N/A
124.00000000
NS
USD
564.10000000
0.000145827931
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Russell 1000 Growth ETF
Vanguard Russell 1000 Growth ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
8671.00000000
USD
564.10000000
N
N
N
N/A
N/A
ETRS
N/A
327.00000000
NS
USD
-434.91000000
-0.00011243046
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Graniteshares Gold Trust
Graniteshares Gold Trust
Y
2022-09-14
0.00000000
USD
0.00000000
USD
5752.00000000
USD
-434.91000000
N
N
N
N/A
N/A
ETRS
N/A
1125.00000000
NS
USD
-11.25000000
-0.00000290828
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco Treasury Collateral ETF
Invesco Treasury Collateral ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
118879.00000000
USD
-11.25000000
N
N
N
N/A
N/A
ETRS
N/A
1155.00000000
NS
USD
-734.16000000
-0.00018979087
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Schwab International Small-Cap Equity ETF
Schwab International Small-Cap Equity ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
48295.00000000
USD
-734.16000000
N
N
N
N/A
N/A
ETRS
N/A
9449.00000000
NS
USD
5763.89000000
0.001490048143
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco DB US Dollar Index Bullish Fund
Invesco DB US Dollar Index Bullish Fund
Y
2021-09-30
0.00000000
USD
0.00000000
USD
234619.00000000
USD
5763.89000000
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
16458.00000000
NS
USD
2211296.88000000
0.571651924616
Long
RF
US
N
1
N
N
iShares Broad USD Investment Grade Corporate Bond ETF
5493004QFMCNV0WLX398
iShares Broad USD Investment Grade Corporate Bond ETF
464288620
5128.00000000
NS
USD
310705.52000000
0.080321828381
Long
RF
US
N
1
N
N
Vanguard Short-Term Corporate Bond ETF
N/A
Vanguard Short-Term Corporate Bond ETF
92206C409
584251.00000000
NS
USD
48323400.21000000
12.49229128114
Long
RF
US
N
1
N
N
Vanguard Mortgage-Backed Securities ETF
N/A
Vanguard Mortgage-Backed Securities ETF
92206C771
6619.00000000
NS
USD
353256.03000000
0.091321744835
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
743.00000000
NS
USD
789.38000000
0.000204066039
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Intermediate-Term Corporate Bond ETF
Vanguard Intermediate-Term Corporate Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
70637.00000000
USD
789.38000000
N
N
N
SPDR Bloomberg Barclays 1-3 Month T-Bill ETF
549300GQCVCME1YJ6B50
SPDR Bloomberg Barclays 1-3 Month T-Bill ETF
78468R663
2524.00000000
NS
USD
230870.28000000
0.059683275046
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
477.00000000
NS
USD
500.85000000
0.000129476900
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg Barclays High Yield Bond ETF
SPDR Bloomberg Barclays High Yield Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
52451.00000000
USD
500.85000000
N
N
N
N/A
N/A
ETRS
N/A
447.00000000
NS
USD
-231.15000000
-0.00005975558
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI EAFE Growth ETF
iShares MSCI EAFE Growth ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
47954.00000000
USD
-231.15000000
N
N
N
Invesco DB US Dollar Index Bullish Fund
549300QQBOFDEGGI5W06
Invesco DB US Dollar Index Bullish Fund
46141D203
325982.00000000
NS
USD
8094133.06000000
2.092449360236
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
360.00000000
NS
USD
6606.40000000
0.001707849049
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Growth ETF
Vanguard Growth ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
103386.00000000
USD
6606.40000000
N
N
N
N/A
N/A
ETRS
N/A
3684.00000000
NS
USD
123.63000000
0.000031960126
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Floating Rate Bond ETF
iShares Floating Rate Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
187277.00000000
USD
123.63000000
N
N
N
N/A
N/A
ETRS
N/A
1223.00000000
NS
USD
1051.78000000
0.000271900198
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares iBoxx High Yield Corporate Bond ETF
iShares iBoxx High Yield Corporate Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
107673.00000000
USD
1051.78000000
N
N
N
N/A
N/A
ETRS
N/A
2308.00000000
NS
USD
115.40000000
0.000029832553
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Intermediate-Term Treasury ETF
Vanguard Intermediate-Term Treasury ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
156505.00000000
USD
115.40000000
N
N
N
N/A
N/A
ETRS
N/A
477.00000000
NS
USD
955.24000000
0.000246943225
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg Barclays High Yield Bond ETF
SPDR Bloomberg Barclays High Yield Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
52905.00000000
USD
955.24000000
N
N
N
N/A
N/A
ETRS
N/A
149.00000000
NS
USD
158.77000000
0.000041044319
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Broad USD Investment Grade Corporate Bond ETF
iShares Broad USD Investment Grade Corporate Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
9034.00000000
USD
158.77000000
N
N
N
N/A
N/A
ETRS
N/A
86.00000000
NS
USD
325.79000000
0.000084221382
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Energy ETF
Vanguard Energy ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
6583.00000000
USD
325.79000000
N
N
N
Xtrackers USD High Yield Corporate Bond ETF
5493000ENPC36KSKPY20
Xtrackers USD High Yield Corporate Bond ETF
233051432
27408.00000000
NS
USD
1104816.48000000
0.285610888728
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
40.00000000
NS
USD
147.07000000
0.000038019702
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Health Care Select Sector SPDR Fund
Health Care Select Sector SPDR Fund
Y
2022-09-14
0.00000000
USD
0.00000000
USD
5057.00000000
USD
147.07000000
N
N
N
N/A
N/A
ETRS
N/A
-900.00000000
NS
USD
-486.00000000
-0.00012563796
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Fidelity MSCI Real Estate Index ETF
Fidelity MSCI Real Estate Index ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
27387.00000000
USD
-486.00000000
N
N
N
N/A
N/A
ETRS
N/A
5532.00000000
NS
USD
-2043.83000000
-0.00052835933
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
174201.00000000
USD
-2043.83000000
N
N
N
N/A
N/A
ETRS
N/A
360.00000000
NS
USD
6604.06000000
0.001707244126
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Growth ETF
Vanguard Growth ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
103386.00000000
USD
6604.06000000
N
N
N
SPDR Bloomberg Barclays International Treasury Bond ETF
549300XTV2KNHC0UDP69
SPDR Bloomberg Barclays International Treasury Bond ETF
78464A516
338249.00000000
NS
USD
9927608.15000000
2.566428939104
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
4720.00000000
NS
USD
-4596.50000000
-0.00118826110
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard FTSE Europe ETF
Vanguard FTSE Europe ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
320960.00000000
USD
-4596.50000000
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
42181.00000000
NS
USD
3713615.24000000
0.960022744313
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
4.00000000
NS
USD
-5.48000000
-0.00000141665
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Russell 2000 Value ETF
iShares Russell 2000 Value ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
665.00000000
USD
-5.48000000
N
N
N
N/A
N/A
ETRS
N/A
-904.00000000
NS
USD
-3091.72000000
-0.00079925391
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Long-Term Treasury ETF
Vanguard Long-Term Treasury ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
79281.00000000
USD
-3091.72000000
N
N
N
Vanguard Growth ETF
N/A
Vanguard Growth ETF
922908736
12403.00000000
NS
USD
3557304.43000000
0.919614160471
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
23.00000000
NS
USD
661.69000000
0.000171056344
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Information Technology ETF
Vanguard Information Technology ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
9185.00000000
USD
661.69000000
N
N
N
N/A
N/A
ETRS
N/A
29370.00000000
NS
USD
-24.98000000
-0.00000645768
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco Senior Loan ETF
Invesco Senior Loan ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
652135.00000000
USD
-24.98000000
N
N
N
N/A
N/A
ETRS
N/A
30.00000000
NS
USD
282.92000000
0.000073138873
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Health Care ETF
Vanguard Health Care ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
7435.00000000
USD
282.92000000
N
N
N
N/A
N/A
ETRS
N/A
40.00000000
NS
USD
147.25000000
0.000038066234
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Health Care Select Sector SPDR Fund
Health Care Select Sector SPDR Fund
Y
2021-09-30
0.00000000
USD
0.00000000
USD
5057.00000000
USD
147.25000000
N
N
N
N/A
N/A
ETRS
N/A
-3868.00000000
NS
USD
5023.54000000
0.001298657061
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Core S&P U.S. Value ETF
iShares Core S&P U.S. Value ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
278341.00000000
USD
5023.54000000
N
N
N
MainStay U.S. Government Liquidity Fund
549300Y3ZLEL13IJCK58
MainStay U.S. Government Liquidity Fund
56064L488
3817819.09000000
NS
USD
3817819.09000000
0.986960932462
Long
STIV
RF
US
N
1
N
N
N
iShares Short Treasury Bond ETF
549300F8ZJ4IZLOOBP30
iShares Short Treasury Bond ETF
464288679
86284.00000000
NS
USD
9533519.16000000
2.464551289096
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
-18754.00000000
NS
USD
13974.45000000
0.003612595536
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares MSCI Japan ETF
iShares MSCI Japan ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
1276113.00000000
USD
13974.45000000
N
N
N
N/A
N/A
ETRS
N/A
298.00000000
NS
USD
4037.90000000
0.001043855000
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Russell 2000 Growth ETF
iShares Russell 2000 Growth ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
92884.00000000
USD
4037.90000000
N
N
N
N/A
N/A
ETRS
N/A
179.00000000
NS
USD
33.86000000
0.000008753295
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
4937.00000000
USD
33.86000000
N
N
N
N/A
N/A
ETRS
N/A
-16317.00000000
NS
USD
29629.73000000
0.007659709708
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Value ETF
Vanguard Value ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
2255044.00000000
USD
29629.73000000
N
N
N
VanEck Vectors High Yield Muni ETF
549300UT41BWOPGYSE94
VanEck Vectors High Yield Muni ETF
92189H409
3330.00000000
NS
USD
211821.30000000
0.054758840802
Long
RF
US
N
1
N
N
Aberdeen Standard Physical Silver Shares ETF
5493000YXSZBKTIMZK40
Aberdeen Standard Physical Silver Shares ETF
003264108
11354.00000000
NS
USD
286007.26000000
0.073936974321
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
363.00000000
NS
USD
789.66000000
0.000204138423
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares S&P Small-Cap 600 Growth ETF
iShares S&P Small-Cap 600 Growth ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
48194.00000000
USD
789.66000000
N
N
N
N/A
N/A
ETRS
N/A
3829.00000000
NS
USD
3103.54000000
0.000802309554
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Core MSCI Emerging Markets ETF
iShares Core MSCI Emerging Markets ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
258306.00000000
USD
3103.54000000
N
N
N
N/A
N/A
ETRS
N/A
16935.00000000
NS
USD
-2290.65000000
-0.00059216584
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Short-Term Corporate Bond ETF
Vanguard Short-Term Corporate Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
1400694.00000000
USD
-2290.65000000
N
N
N
N/A
N/A
ETRS
N/A
29370.00000000
NS
USD
-49.36000000
-0.00001276026
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco Senior Loan ETF
Invesco Senior Loan ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
652135.00000000
USD
-49.36000000
N
N
N
N/A
N/A
ETRS
N/A
477.00000000
NS
USD
1476.58000000
0.000381717084
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
64131.00000000
USD
1476.58000000
N
N
N
iShares Convertible Bond ETF
5493009GXGY863LN1X56
iShares Convertible Bond ETF
46435G102
88306.00000000
NS
USD
9004562.82000000
2.327808496876
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-18754.00000000
NS
USD
23254.95999999
0.006011740332
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI Japan ETF
iShares MSCI Japan ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
1266645.00000000
USD
23254.96000000
N
N
N
N/A
N/A
ETRS
N/A
2455.00000000
NS
USD
-829.66000000
-0.00021447899
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
65048.00000000
USD
-829.66000000
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
132093.00000000
NS
USD
8848910.07000000
2.287570030972
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
1245.00000000
NS
USD
37.35000000
0.000009655510
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Schwab Intermediate-Term U.S. Treasury ETF
Schwab Intermediate-Term U.S. Treasury ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
70803.00000000
USD
37.35000000
N
N
N
Graniteshares Gold Trust
549300B09UIFB1TCF016
Graniteshares Gold Trust
38748G101
11293.00000000
NS
USD
198643.87000000
0.051352286355
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
1985.00000000
NS
USD
1605.96000000
0.000415163668
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares J.P. Morgan USD Emerging Markets Bond ETF
iShares J.P. Morgan USD Emerging Markets Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
223233.00000000
USD
1605.96000000
N
N
N
N/A
N/A
ETRS
N/A
34804.00000000
NS
USD
-1337.54000000
-0.00034577325
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
IQ Ultra Short Duration ETF
IQ Ultra Short Duration ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
1726494.00000000
USD
-1337.54000000
N
N
N
iShares Core MSCI EAFE ETF
5493009FT582MI7Y3I36
iShares Core MSCI EAFE ETF
46432F842
11283.00000000
NS
USD
844645.38000000
0.218352931920
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
5.00000000
NS
USD
-8.94999999
-0.00000231370
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Small-Cap Value ETF
Vanguard Small-Cap Value ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
872.00000000
USD
-8.95000000
N
N
N
Vanguard Russell 1000 Growth ETF
N/A
Vanguard Russell 1000 Growth ETF
92206C680
4289.00000000
NS
USD
299457.98000000
0.077414178149
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
4763.00000000
NS
USD
3383.16000000
0.000874595330
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard FTSE Emerging Markets ETF
Vanguard FTSE Emerging Markets ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
260014.00000000
USD
3383.16000000
N
N
N
Vanguard FTSE Europe ETF
N/A
Vanguard FTSE Europe ETF
922042874
162836.00000000
NS
USD
10952349.36000000
2.831339223303
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
502.00000000
NS
USD
-286.62000000
-0.00007409537
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard FTSE Developed Markets ETF
Vanguard FTSE Developed Markets ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
26071.00000000
USD
-286.62000000
N
N
N
N/A
N/A
ETRS
N/A
392.00000000
NS
USD
-558.21000000
-0.00014430528
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
FlexShares Global Upstream Natural Resources Index Fund
FlexShares Global Upstream Natural Resources Index Fund
Y
2021-09-30
0.00000000
USD
0.00000000
USD
15103.00000000
USD
-558.21000000
N
N
N
N/A
N/A
ETRS
N/A
4763.00000000
NS
USD
3383.16000000
0.000874595330
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard FTSE Emerging Markets ETF
Vanguard FTSE Emerging Markets ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
260014.00000000
USD
3383.16000000
N
N
N
N/A
N/A
ETRS
N/A
5025.00000000
NS
USD
-8442.00000000
-0.00218237794
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Silver Trust
iShares Silver Trust
Y
2022-09-14
0.00000000
USD
0.00000000
USD
121706.00000000
USD
-8442.00000000
N
N
N
N/A
N/A
ETRS
N/A
1633.00000000
NS
USD
-2240.17999999
-0.00057911862
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Financial Select Sector SPDR Fund
Financial Select Sector SPDR Fund
Y
2021-09-30
0.00000000
USD
0.00000000
USD
60142.00000000
USD
-2240.18000000
N
N
N
Vanguard Intermediate-Term Treasury ETF
N/A
Vanguard Intermediate-Term Treasury ETF
92206C706
79616.00000000
NS
USD
5398760.96000000
1.395657055929
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
192.00000000
NS
USD
-7.12000000
-0.00000184062
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Mortgage-Backed Securities ETF
Vanguard Mortgage-Backed Securities ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
10250.00000000
USD
-7.12000000
N
N
N
N/A
N/A
ETRS
N/A
-31332.00000000
NS
USD
17346.00000000
0.004484189515
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Global ex-U.S. Real Estate ETF
Vanguard Global ex-U.S. Real Estate ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
1828536.00000000
USD
17346.00000000
N
N
N
N/A
N/A
ETRS
N/A
4032.00000000
NS
USD
8578.57000000
0.002217683249
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR S&P Emerging Markets SmallCap ETF
SPDR S&P Emerging Markets SmallCap ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
249053.00000000
USD
8578.57000000
N
N
N
N/A
N/A
ETRS
N/A
23.00000000
NS
USD
661.58000000
0.000171027908
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Information Technology ETF
Vanguard Information Technology ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
9185.00000000
USD
661.58000000
N
N
N
N/A
N/A
ETRS
N/A
-615.00000000
NS
USD
-902.98000000
-0.00023343326
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Core U.S. REIT ETF
iShares Core U.S. REIT ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
36099.00000000
USD
-902.98000000
N
N
N
N/A
N/A
ETRS
N/A
-722.00000000
NS
USD
-472.28000000
-0.00012209114
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares TIPS Bond ETF
iShares TIPS Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
92423.00000000
USD
-472.28000000
N
N
N
iShares MSCI USA Momentum Factor ETF
5493002ZOOZ0SN3YYI81
iShares MSCI USA Momentum Factor ETF
46432F396
1376.00000000
NS
USD
238639.68000000
0.061691776258
Long
RF
US
N
1
N
N
N
iPath Series B S&P 500 VIX Short-Term Futures ETN
N/A
iPath Series B S&P 500 VIX Short-Term Futures ETN, Series B
06747R477
21298.00000000
NS
USD
627439.08000000
0.162201991467
Long
RF
GB
N
1
N
N
N/A
N/A
ETRS
N/A
-33763.00000000
NS
USD
4377.81000000
0.001131726605
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares MSCI Emerging Markets Min Vol Factor ETF
iShares MSCI Emerging Markets Min Vol Factor ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
2183922.00000000
USD
4377.81000000
N
N
N
iShares 3-7 Year Treasury Bond ETF
549300BUGBHWMFPSNL42
iShares 3-7 Year Treasury Bond ETF
464288661
60818.00000000
NS
USD
7938573.54000000
2.052234995623
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
410.00000000
NS
USD
209.51000000
0.000054161336
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Emerging Markets Government Bond ETF
Vanguard Emerging Markets Government Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
32730.00000000
USD
209.51000000
N
N
N
N/A
N/A
ETRS
N/A
-340.00000000
NS
USD
-4103.60999999
-0.00106084197
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Consumer Discretionary ETF
Vanguard Consumer Discretionary ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
106895.00000000
USD
-4103.61000000
N
N
N
Vanguard FTSE Developed Markets ETF
N/A
Vanguard FTSE Developed Markets ETF
921943858
17328.00000000
NS
USD
892738.56000000
0.230785707979
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
149.00000000
NS
USD
151.93000000
0.000039276081
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Broad USD Investment Grade Corporate Bond ETF
iShares Broad USD Investment Grade Corporate Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
9028.00000000
USD
151.93000000
N
N
N
SPDR Portfolio Short Term Corporate Bond ETF
549300D2BO7L1J2SO973
SPDR Portfolio Short Term Corporate Bond ETF
78464A474
299624.00000000
NS
USD
9378231.20000000
2.424407126634
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-9051.00000000
NS
USD
4628.54000000
0.001196543902
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Portfolio S&P 500 Value ETF
SPDR Portfolio S&P 500 Value ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
359705.00000000
USD
4628.54000000
N
N
N
N/A
N/A
ETRS
N/A
794.00000000
NS
USD
596.62000000
0.000154234817
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Xtrackers USD High Yield Corporate Bond ETF
Xtrackers USD High Yield Corporate Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
32349.00000000
USD
596.62000000
N
N
N
N/A
N/A
ETRS
N/A
327.00000000
NS
USD
-660.78000000
-0.00017082109
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Core MSCI EAFE ETF
iShares Core MSCI EAFE ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
24479.00000000
USD
-660.78000000
N
N
N
N/A
N/A
ETRS
N/A
162.00000000
NS
USD
1.11000000
0.000000286950
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares MBS ETF
iShares MBS ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
17542.00000000
USD
1.11000000
N
N
N
N/A
N/A
ETRS
N/A
-9218.00000000
NS
USD
2071.79000000
0.000535587397
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Dow Jones International Real Estate ETF
SPDR Dow Jones International Real Estate ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
341138.00000000
USD
2071.79000000
N
N
N
N/A
N/A
ETRS
N/A
1314.00000000
NS
USD
-1734.48000000
-0.00044838792
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Gold MiniShares Trust
SPDR Gold MiniShares Trust
Y
2021-09-30
0.00000000
USD
0.00000000
USD
23140.00000000
USD
-1734.48000000
N
N
N
iShares Core MSCI Europe ETF
549300XU2KDV0C5LCG21
iShares Core MSCI Europe ETF
46434V738
46821.00000000
NS
USD
2681906.88000000
0.693311352021
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
748.00000000
NS
USD
-979.88000000
-0.00025331301
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Aberdeen Standard Physical Gold Shares ETF
Aberdeen Standard Physical Gold Shares ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
12709.00000000
USD
-979.88000000
N
N
N
N/A
N/A
ETRS
N/A
192.00000000
NS
USD
-11.19000000
-0.00000289277
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Mortgage-Backed Securities ETF
Vanguard Mortgage-Backed Securities ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
10247.00000000
USD
-11.19000000
N
N
N
Vanguard Energy ETF
N/A
Vanguard Energy ETF
92204A306
2979.00000000
NS
USD
226076.31000000
0.058443965118
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
3.00000000
NS
USD
-2.25999999
-0.00000058424
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares S&P Small-Cap 600 Value ETF
iShares S&P Small-Cap 600 Value ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
317.00000000
USD
-2.26000000
N
N
N
N/A
N/A
ETRS
N/A
9449.00000000
NS
USD
5763.89000000
0.001490048143
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco DB US Dollar Index Bullish Fund
Invesco DB US Dollar Index Bullish Fund
Y
2022-09-14
0.00000000
USD
0.00000000
USD
234619.00000000
USD
5763.89000000
N
N
N
N/A
N/A
ETRS
N/A
1314.00000000
NS
USD
-1734.48000000
-0.00044838792
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Gold MiniShares Trust
SPDR Gold MiniShares Trust
Y
2022-09-14
0.00000000
USD
0.00000000
USD
23140.00000000
USD
-1734.48000000
N
N
N
N/A
N/A
ETRS
N/A
114.00000000
NS
USD
-249.29000000
-0.00006444503
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR S&P Global Natural Resources ETF
SPDR S&P Global Natural Resources ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
6061.00000000
USD
-249.29000000
N
N
N
N/A
N/A
ETRS
N/A
98.00000000
NS
USD
-1.52000000
-0.00000039294
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Portfolio Mortgage Backed Bond ETF
SPDR Portfolio Mortgage Backed Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
2534.00000000
USD
-1.52000000
N
N
N
N/A
N/A
ETRS
N/A
427.00000000
NS
USD
441.60000000
0.000114159926
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR S&P China ETF
SPDR S&P China ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
56874.00000000
USD
441.60000000
N
N
N
N/A
N/A
ETRS
N/A
-6874.00000000
NS
USD
-18141.16999999
-0.00468975235
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Real Estate ETF
Vanguard Real Estate ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
704716.00000000
USD
-18141.17000000
N
N
N
TFDXX LEX BLACKROCK FED FUND
549300T8K043VZEOVK74
BLACKROCK LIQUIDITY FEDFUND OPEN-END FUND USD
09248U700
25000000.00000000
NS
USD
25000000.00000000
6.462858173709
Long
STIV
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
-615.00000000
NS
USD
-682.65000000
-0.00017647480
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Core U.S. REIT ETF
iShares Core U.S. REIT ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
35879.00000000
USD
-682.65000000
N
N
N
SPDR Portfolio Mortgage Backed Bond ETF
549300RAN9OO0VDPBS19
SPDR Portfolio Mortgage Backed Bond ETF
78464A383
3362.00000000
NS
USD
86941.32000000
0.022475576823
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
40.00000000
NS
USD
135.19999999
0.000034951137
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI USA Momentum Factor ETF
iShares MSCI USA Momentum Factor ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
6937.00000000
USD
135.20000000
N
N
N
N/A
N/A
ETRS
N/A
231.00000000
NS
USD
2319.19000000
0.000599543841
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Technology Select Sector SPDR Fund
Technology Select Sector SPDR Fund
Y
2021-09-30
0.00000000
USD
0.00000000
USD
34169.00000000
USD
2319.19000000
N
N
N
Schwab Intermediate-Term U.S. Treasury ETF
N/A
Schwab Intermediate-Term U.S. Treasury ETF
808524854
42951.00000000
NS
USD
2442623.37000000
0.631453136483
Long
RF
US
N
1
N
N
N
SPDR S&P Global Natural Resources ETF
549300TY1RVQ2C1UO359
SPDR S&P Global Natural Resources ETF
78463X541
3948.00000000
NS
USD
209244.00000000
0.054092571827
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-1920.00000000
NS
USD
1642.75000000
0.000424674410
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Russell 1000 Value ETF
Vanguard Russell 1000 Value ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
134147.00000000
USD
1642.75000000
N
N
N
N/A
N/A
ETRS
N/A
2560.00000000
NS
USD
9366.34000000
0.002421333081
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Convertible Bond ETF
iShares Convertible Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
261043.00000000
USD
9366.34000000
N
N
N
N/A
N/A
ETRS
N/A
2326.00000000
NS
USD
-2.87000000
-0.00000074193
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
71312.00000000
USD
-2.87000000
N
N
N
N/A
N/A
ETRS
N/A
298.00000000
NS
USD
4076.39000000
0.001053805217
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Russell 2000 Growth ETF
iShares Russell 2000 Growth ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
92922.00000000
USD
4076.39000000
N
N
N
N/A
N/A
ETRS
N/A
-356.00000000
NS
USD
1561.15000000
0.000403579641
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco KBW Bank ETF
Invesco KBW Bank ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
23048.00000000
USD
1561.15000000
N
N
N
N/A
N/A
ETRS
N/A
-3137.00000000
NS
USD
-5195.02000000
-0.00134298709
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Portfolio Long Term Treasury ETF
SPDR Portfolio Long Term Treasury ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
129703.00000000
USD
-5195.02000000
N
N
N
N/A
N/A
ETRS
N/A
-3969.00000000
NS
USD
1517.41000000
0.000392272224
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Schwab U.S. Large-Cap Value ETF
Schwab U.S. Large-Cap Value ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
272746.00000000
USD
1517.41000000
N
N
N
N/A
N/A
ETRS
N/A
502.00000000
NS
USD
-289.27000000
-0.00007478043
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard FTSE Developed Markets ETF
Vanguard FTSE Developed Markets ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
26071.00000000
USD
-289.27000000
N
N
N
Vanguard Information Technology ETF
N/A
Vanguard Information Technology ETF
92204A702
788.00000000
NS
USD
314230.76000000
0.081233153427
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-904.00000000
NS
USD
-3195.10000000
-0.00082597912
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Long-Term Treasury ETF
Vanguard Long-Term Treasury ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
79386.00000000
USD
-3195.10000000
N
N
N
N/A
N/A
ETRS
N/A
138.00000000
NS
USD
1361.32000000
0.000351920723
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Schwab U.S. Large-Cap Growth ETF
Schwab U.S. Large-Cap Growth ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
20162.00000000
USD
1361.32000000
N
N
N
Vanguard Small-Cap Value ETF
N/A
Vanguard Small-Cap Value ETF
922908611
168.00000000
NS
USD
29174.88000000
0.007542124466
Long
RF
US
N
1
N
N
N
Schwab U.S. Large-Cap Growth ETF
549300X647G1Z3XCRR98
Schwab U.S. Large-Cap Growth ETF
808524300
4763.00000000
NS
USD
695207.48000000
0.179721093781
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
5532.00000000
NS
USD
-2658.84000000
-0.00068734823
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
173594.00000000
USD
-2658.84000000
N
N
N
N/A
N/A
ETRS
N/A
1357.00000000
NS
USD
-1184.93000000
-0.00030632138
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Core MSCI Europe ETF
iShares Core MSCI Europe ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
78917.00000000
USD
-1184.93000000
N
N
N
N/A
N/A
ETRS
N/A
-900.00000000
NS
USD
-668.70000000
-0.00017286853
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Fidelity MSCI Real Estate Index ETF
Fidelity MSCI Real Estate Index ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
27570.00000000
USD
-668.70000000
N
N
N
iShares S&P Small-Cap 600 Growth ETF
549300EFW54J0I4GU776
iShares S&P Small-Cap 600 Growth ETF
464287887
12530.00000000
NS
USD
1661853.90000000
0.429613042445
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
1763.00000000
NS
USD
-293.99000000
-0.00007600062
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares 3-7 Year Treasury Bond ETF
iShares 3-7 Year Treasury Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
230289.00000000
USD
-293.99000000
N
N
N
iShares MSCI China ETF
549300Q0IWAYMYXW0R77
iShares MSCI China ETF
46429B671
90249.00000000
NS
USD
7440127.56000000
1.923379568583
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
97.00000000
NS
USD
49.65000000
0.000012835236
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
VanEck Vectors High Yield Muni ETF
VanEck Vectors High Yield Muni ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
6170.00000000
USD
49.65000000
N
N
N
N/A
N/A
ETRS
N/A
-611.00000000
NS
USD
2103.77000000
0.000543854685
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR S&P Bank ETF
SPDR S&P Bank ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
31505.00000000
USD
2103.77000000
N
N
N
N/A
N/A
ETRS
N/A
-722.00000000
NS
USD
-739.27000000
-0.00019111188
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares TIPS Bond ETF
iShares TIPS Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
92693.00000000
USD
-739.27000000
N
N
N
N/A
N/A
ETRS
N/A
1985.00000000
NS
USD
2062.96000000
0.000533304715
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares J.P. Morgan USD Emerging Markets Bond ETF
iShares J.P. Morgan USD Emerging Markets Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
223683.00000000
USD
2062.96000000
N
N
N
N/A
N/A
ETRS
N/A
34804.00000000
NS
USD
-2623.03000000
-0.00067809083
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IQ Ultra Short Duration ETF
IQ Ultra Short Duration ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
1725234.00000000
USD
-2623.03000000
N
N
N
IQ Ultra Short Duration Etf
5493005TWXGQCEG58C67
IQ Ultra Short Duration Etf
45409F819
1200718.00000000
NS
USD
59519591.26000000
15.38666707482
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
5.00000000
NS
USD
-8.94999999
-0.00000231370
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Small-Cap Value ETF
Vanguard Small-Cap Value ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
872.00000000
USD
-8.95000000
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
1013251.00000000
NS
USD
22443509.65000000
5.801968791529
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
30.00000000
NS
USD
282.77999999
0.000073102681
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Health Care ETF
Vanguard Health Care ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
7435.00000000
USD
282.78000000
N
N
N
FlexShares Global Upstream Natural Resources Index Fund
N/A
FlexShares Global Upstream Natural Resources Index Fund
33939L407
13513.00000000
NS
USD
517412.77000000
0.133758613991
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
-1920.00000000
NS
USD
1766.23000000
0.000456595759
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Russell 1000 Value ETF
Vanguard Russell 1000 Value ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
134147.00000000
USD
1766.23000000
N
N
N
N/A
N/A
ETRS
N/A
410.00000000
NS
USD
273.91000000
0.000070809659
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Emerging Markets Government Bond ETF
Vanguard Emerging Markets Government Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
32793.00000000
USD
273.91000000
N
N
N
N/A
N/A
ETRS
N/A
617.00000000
NS
USD
-3445.88000000
-0.00089080934
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iPath Series B S&P 500 VIX Short-Term Futures ETN
iPath Series B S&P 500 VIX Short-Term Futures ETN
Y
2021-09-30
0.00000000
USD
0.00000000
USD
18177.00000000
USD
-3445.88000000
N
N
N
Vanguard Emerging Markets Government Bond ETF
N/A
Vanguard Emerging Markets Government Bond ETF
921946885
14138.00000000
NS
USD
1128636.54000000
0.291768715507
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
11393.00000000
NS
USD
30521.48000000
0.007890239859
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg Barclays Convertible Securities ETF
SPDR Bloomberg Barclays Convertible Securities ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
989316.00000000
USD
30521.48000000
N
N
N
iShares MSCI EAFE Growth ETF
549300TM3QJ7458P4314
iShares MSCI EAFE Growth ETF
464288885
15436.00000000
NS
USD
1655974.08000000
0.428093024735
Long
RF
US
N
1
N
N
Aberdeen Standard Physical Gold Shares ETF
549300DWUGC6Q38L2L08
Aberdeen Standard Physical Gold Shares ETF
00326A104
25807.00000000
NS
USD
438460.93000000
0.113348432212
Long
RF
US
N
1
N
N
Vanguard Mega Cap Growth ETF
N/A
Vanguard Mega Cap Growth ETF
921910816
2179.00000000
NS
USD
504177.02000000
0.130336982988
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-3137.00000000
NS
USD
-5057.85999999
-0.00130752927
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Portfolio Long Term Treasury ETF
SPDR Portfolio Long Term Treasury ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
129558.00000000
USD
-5057.86000000
N
N
N
Vanguard Financials ETF
N/A
Vanguard Financials ETF
92204A405
5638.00000000
NS
USD
509957.10000000
0.131831216479
Long
RF
US
N
1
N
N
iShares Russell 2000 Value ETF
549300WJAJCAZZLTQD63
iShares Russell 2000 Value ETF
464287630
124.00000000
NS
USD
20555.48000000
0.005313886077
Long
RF
US
N
1
N
N
N
Technology Select Sector SPDR Fund
549300BR5T0JNM2MW070
Technology Select Sector SPDR Fund
81369Y803
7966.00000000
NS
USD
1176259.56000000
0.304079948469
Long
RF
US
N
1
N
N
N
Schwab International Small-Cap Equity ETF
549300WKPJ36EQS9LQ80
Schwab International Small-Cap Equity ETF
808524888
39849.00000000
NS
USD
1657718.40000000
0.428543956445
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
1919.00000000
NS
USD
500.54000000
0.000129396761
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco Preferred ETF
Invesco Preferred ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
29519.00000000
USD
500.54000000
N
N
N
Invesco Preferred ETF
549300J11Q08WEERN210
Invesco Preferred ETF
46138E511
66191.00000000
NS
USD
1014046.12000000
0.262145450206
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
9805.00000000
NS
USD
-4922.14999999
-0.00127244629
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg Barclays International Treasury Bond ETF
SPDR Bloomberg Barclays International Treasury Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
287777.00000000
USD
-4922.15000000
N
N
N
iShares Silver Trust
549300K2C2CG14B0ZA09
iShares Silver Trust
46428Q109
173373.00000000
NS
USD
4199094.06000000
1.085525974713
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
114.00000000
NS
USD
-268.83000000
-0.00006949640
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P Global Natural Resources ETF
SPDR S&P Global Natural Resources ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
6042.00000000
USD
-268.83000000
N
N
N
N/A
N/A
ETRS
N/A
794.00000000
NS
USD
254.08000000
0.000065683320
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Xtrackers USD High Yield Corporate Bond ETF
Xtrackers USD High Yield Corporate Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
32006.00000000
USD
254.08000000
N
N
N
N/A
N/A
ETRS
N/A
575.00000000
NS
USD
1259.42000000
0.000325578113
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Energy Select Sector SPDR Fund
Energy Select Sector SPDR Fund
Y
2021-09-30
0.00000000
USD
0.00000000
USD
31280.00000000
USD
1259.42000000
N
N
N
N/A
N/A
ETRS
N/A
63.00000000
NS
USD
926.87000000
0.000239609174
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Mega Cap Growth ETF
Vanguard Mega Cap Growth ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
14593.00000000
USD
926.87000000
N
N
N
N/A
N/A
ETRS
N/A
392.00000000
NS
USD
-561.15000000
-0.00014506531
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FlexShares Global Upstream Natural Resources Index Fund
FlexShares Global Upstream Natural Resources Index Fund
Y
2022-09-14
0.00000000
USD
0.00000000
USD
15103.00000000
USD
-561.15000000
N
N
N
N/A
N/A
ETRS
N/A
2501.00000000
NS
USD
-51.19000000
-0.00001323334
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Short Treasury Bond ETF
iShares Short Treasury Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
276335.00000000
USD
-51.19000000
N
N
N
N/A
N/A
ETRS
N/A
8685.00000000
NS
USD
-202.93000000
-0.00005246031
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Portfolio Short Term Corporate Bond ETF
SPDR Portfolio Short Term Corporate Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
272058.00000000
USD
-202.93000000
N
N
N
iShares Gold Trust
5493006UOY7GXQW0IP42
iShares Gold Trust
464285204
157290.00000000
NS
USD
5302245.90000000
1.370706530153
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
427.00000000
NS
USD
441.07000000
0.000114022914
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR S&P China ETF
SPDR S&P China ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
56874.00000000
USD
441.07000000
N
N
N
N/A
N/A
ETRS
N/A
943.00000000
NS
USD
-562.11000000
-0.00014531348
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard FTSE All World ex-US Small-Cap ETF
Vanguard FTSE All World ex-US Small-Cap ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
129199.00000000
USD
-562.11000000
N
N
N
N/A
N/A
ETRS
N/A
743.00000000
NS
USD
836.48000000
0.000216242064
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Intermediate-Term Corporate Bond ETF
Vanguard Intermediate-Term Corporate Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
70679.00000000
USD
836.48000000
N
N
N
iShares Russell 2000 Growth ETF
549300CPJOUVKWJGSH44
iShares Russell 2000 Growth ETF
464287648
10278.00000000
NS
USD
3203549.82000000
0.828163525562
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
-3969.00000000
NS
USD
1520.23000000
0.000393001235
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Schwab U.S. Large-Cap Value ETF
Schwab U.S. Large-Cap Value ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
272746.00000000
USD
1520.23000000
N
N
N
N/A
N/A
ETRS
N/A
16935.00000000
NS
USD
-586.87000000
-0.00015171430
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Short-Term Corporate Bond ETF
Vanguard Short-Term Corporate Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
1402382.00000000
USD
-586.87000000
N
N
N
iShares 0-5 Year High Yield Corporate Bond ETF
549300R96U5WQ7R5ID10
iShares 0-5 Year High Yield Corporate Bond ETF
46434V407
3942.00000000
NS
USD
181568.52000000
0.046938063742
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
477.00000000
NS
USD
1432.59000000
0.000370345039
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
64090.00000000
USD
1432.59000000
N
N
N
N/A
N/A
ETRS
N/A
4720.00000000
NS
USD
-4604.00000000
-0.00119019996
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard FTSE Europe ETF
Vanguard FTSE Europe ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
320960.00000000
USD
-4604.00000000
N
N
N
N/A
N/A
ETRS
N/A
447.00000000
NS
USD
170.55000000
0.000044089618
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares MSCI EAFE Growth ETF
iShares MSCI EAFE Growth ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
48353.00000000
USD
170.55000000
N
N
N
N/A
N/A
ETRS
N/A
163.00000000
NS
USD
-511.00000000
-0.00013210082
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Financials ETF
Vanguard Financials ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
14803.00000000
USD
-511.00000000
N
N
N
N/A
N/A
ETRS
N/A
1125.00000000
NS
USD
-11.25000000
-0.00000290828
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco Treasury Collateral ETF
Invesco Treasury Collateral ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
118879.00000000
USD
-11.25000000
N
N
N
N/A
N/A
ETRS
N/A
114.00000000
NS
USD
39.76000000
0.000010278529
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares 0-5 Year High Yield Corporate Bond ETF
iShares 0-5 Year High Yield Corporate Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
5262.00000000
USD
39.76000000
N
N
N
N/A
N/A
ETRS
N/A
63.00000000
NS
USD
926.46000000
0.000239503183
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Mega Cap Growth ETF
Vanguard Mega Cap Growth ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
14593.00000000
USD
926.46000000
N
N
N
N/A
N/A
ETRS
N/A
-33763.00000000
NS
USD
22124.46000000
0.005719489885
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI Emerging Markets Min Vol Factor ETF
iShares MSCI Emerging Markets Min Vol Factor ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
2166234.00000000
USD
22124.46000000
N
N
N
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
549300CNWPR88MZBEA63
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
92189H300
190860.00000000
NS
USD
5989186.80000000
1.548290594570
Long
RF
US
N
1
N
N
Vanguard FTSE All World ex-US Small-Cap ETF
N/A
Vanguard FTSE All World ex-US Small-Cap ETF
922042718
32546.00000000
NS
USD
4440901.70000000
1.148036714019
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
2501.00000000
NS
USD
-50.02000000
-0.00001293088
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Short Treasury Bond ETF
iShares Short Treasury Bond ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
276335.00000000
USD
-50.02000000
N
N
N
N/A
N/A
ETRS
N/A
3829.00000000
NS
USD
1301.85999999
0.000336549461
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Core MSCI Emerging Markets ETF
iShares Core MSCI Emerging Markets ETF
Y
2022-09-14
0.00000000
USD
0.00000000
USD
256505.00000000
USD
1301.86000000
N
N
N
SPDR Blackstone Senior Loan ET
549300ME4SR63Y3TRD06
SPDR Blackstone Senior Loan ET
78467V608
385705.00000000
NS
USD
17854284.45000000
4.615588327736
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
11180.00000000
NS
USD
3035.05000000
0.000784603908
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Blackstone Senior Loan ETF
SPDR Blackstone Senior Loan ETF
Y
2021-09-30
0.00000000
USD
0.00000000
USD
519099.00000000
USD
3035.05000000
N
N
N
SPDR S&P China ETF
549300B1I89QUAK0X692
SPDR S&P China ETF
78463X400
14717.00000000
NS
USD
1952945.90000000
0.504864494905
Long
RF
US
N
1
N
N
N
2021-07-30
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer