NPORT-P
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0000887340
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S000063068
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NEW YORK LIFE INVESTMENTS VP FUNDS TRUST
811-03833-01
0000887340
549300AG6K4RXYNOVN04
51 Madison Avenue
New York
10010
212-576-7000
NYLI VP Hedge Multi-Strategy Portfolio
S000063068
549300O6VX5PX2Z8O034
2025-12-31
2025-03-31
N
244087370.53
25627192.70
218460177.83
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
77994.69000000
UST
NYLI Hedge Multi-Strategy Index
BIQMS
N/A
N/A
ETRS
N/A
9547.00000000
NS
USD
-5441.79000000
-0.00249097572
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Blackstone Senior Loan ETF
SPDR Blackstone Senior Loan ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
392668.00000000
USD
-5441.79000000
N
N
N
N/A
N/A
ETRS
N/A
1356.00000000
NS
USD
-4786.68000000
-0.00219109956
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Core S&P Mid-Cap ETF
iShares Core S&P Mid-Cap ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
79123.00000000
USD
-4786.68000000
N
N
N
N/A
N/A
ETRS
N/A
17374.00000000
NS
USD
4690.97999999
0.002147292951
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco Optimum Yield Diversified Commodity Strategy No. K-1 ETF
Invesco Optimum Yield Diversified Commodity Strategy No. K-1 ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
236808.00000000
USD
4690.98000000
N
N
N
N/A
N/A
ETRS
N/A
-187222.00000000
NS
USD
-247133.04000000
-0.11312498344
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AGF US Market Neutral Anti-Beta Fund
AGF US Market Neutral Anti-Beta Fund
Y
2025-09-16
0.00000000
USD
0.00000000
USD
3901706.00000000
USD
-247133.04000000
N
N
N
Invesco Global Listed Private Equity ETF
549300WINPXXJXBQXI26
Invesco Global Listed Private Equity ETF
46137V118
29547.00000000
NS
USD
1893076.29000000
0.866554403097
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
11670.00000000
NS
USD
-28988.40000000
-0.01326942067
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg Convertible Securities ETF
SPDR Bloomberg Convertible Securities ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
894155.00000000
USD
-28988.40000000
N
N
N
N/A
N/A
ETRS
N/A
53219.00000000
NS
USD
-1990.45000000
-0.00091112715
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Floating Rate Bond ETF
iShares Floating Rate Bond ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
2716830.00000000
USD
-1990.45000000
N
N
N
N/A
N/A
ETRS
N/A
2140.00000000
NS
USD
-33753.76000000
-0.01545076101
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares MSCI USA Momentum Factor ETF
iShares MSCI USA Momentum Factor ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
433686.00000000
USD
-33753.76000000
N
N
N
N/A
N/A
ETRS
N/A
25465.00000000
NS
USD
6443.45000000
0.002949484919
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Short-Term Treasury ETF
Vanguard Short-Term Treasury ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
1499400.00000000
USD
6443.45000000
N
N
N
N/A
N/A
ETRS
N/A
4098.00000000
NS
USD
-8025.80000000
-0.00367380457
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares National Muni Bond ETF
iShares National Muni Bond ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
433247.00000000
USD
-8025.80000000
N
N
N
Financial Select Sector SPDR Fund
549300Y12KQ6ZG08NY28
Financial Select Sector SPDR Fund
81369Y605
7243.00000000
NS
USD
360773.83000000
0.165143978908
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-187222.00000000
NS
USD
-247133.04000000
-0.11312498344
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
AGF US Market Neutral Anti-Beta Fund
AGF US Market Neutral Anti-Beta Fund
Y
2026-02-27
0.00000000
USD
0.00000000
USD
3901706.00000000
USD
-247133.04000000
N
N
N
iShares MSCI USA Quality Factor ETF
5493007KMK0CQLE2O168
iShares MSCI USA Quality Factor ETF
46432F339
14898.00000000
NS
USD
2545919.22000000
1.165392816800
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
1537.00000000
NS
USD
1152.75000000
0.000527670539
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares GSCI Commodity Dynamic Roll Strategy ETF
iShares GSCI Commodity Dynamic Roll Strategy ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
40684.00000000
USD
1152.75000000
N
N
N
N/A
N/A
ETRS
N/A
305.00000000
NS
USD
529.45000000
0.000242355382
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco India ETF
Invesco India ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
7628.00000000
USD
529.45000000
N
N
N
N/A
N/A
ETRS
N/A
564.00000000
NS
USD
84.60000000
0.000038725593
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JPMorgan BetaBuilders Japan ETF
JPMorgan BetaBuilders Japan ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
31657.00000000
USD
84.60000000
N
N
N
N/A
N/A
ETRS
N/A
1841.00000000
NS
USD
276.14999999
0.000126407477
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
KraneShares Mount Lucas Managed Futures Index Strategy ETF
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
50222.00000000
USD
276.15000000
N
N
N
iShares National Muni Bond ETF
549300H21FUYFQW9N157
iShares National Muni Bond ETF
464288414
53703.00000000
NS
USD
5662444.32000000
2.591980092777
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
1809.00000000
NS
USD
4848.12000000
0.002219223681
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Silver Trust
iShares Silver Trust
Y
2026-02-27
0.00000000
USD
0.00000000
USD
56061.00000000
USD
4848.12000000
N
N
N
N/A
N/A
ETRS
N/A
-33314.00000000
NS
USD
-42308.78000000
-0.01936681569
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
United States Natural Gas Fund LP
United States Natural Gas Fund LP
Y
2025-09-16
0.00000000
USD
0.00000000
USD
719916.00000000
USD
-42308.78000000
N
N
N
Invesco DB Agriculture Fund
549300CW37D800HX4P40
Invesco DB Agriculture Fund
46140H106
224470.00000000
NS
USD
5912539.80000000
2.706461131145
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
190.00000000
NS
USD
36.10000000
0.000016524750
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Franklin FTSE Japan ETF
Franklin FTSE Japan ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
5586.00000000
USD
36.10000000
N
N
N
N/A
N/A
ETRS
N/A
943.00000000
NS
USD
-2621.54000000
-0.00120000817
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Materials Select Sector SPDR Fund
Materials Select Sector SPDR Fund
Y
2025-09-16
0.00000000
USD
0.00000000
USD
81079.00000000
USD
-2621.54000000
N
N
N
N/A
N/A
ETRS
N/A
173.00000000
NS
USD
489.59000000
0.000224109494
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Aberdeen Standard Physical Silver Shares ETF
Aberdeen Standard Physical Silver Shares ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
5624.00000000
USD
489.59000000
N
N
N
N/A
N/A
ETRS
N/A
305.00000000
NS
USD
529.45000000
0.000242355382
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco India ETF
Invesco India ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
7628.00000000
USD
529.45000000
N
N
N
Vanguard FTSE Emerging Markets ETF
N/A
Vanguard FTSE Emerging Markets ETF
922042858
118399.00000000
NS
USD
5358738.74000000
2.452959067061
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
184.00000000
NS
USD
520.72000000
0.000238359231
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Aberdeen Standard Physical Silver Shares ETF
Aberdeen Standard Physical Silver Shares ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
5982.00000000
USD
520.72000000
N
N
N
SPDR Bloomberg Convertible Securities ETF
549300IXKU3G7R6DMX93
SPDR Bloomberg Convertible Securities ETF
78464A359
154813.00000000
NS
USD
11861772.06000000
5.429718211266
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
17444.00000000
NS
USD
4709.88000000
0.002155944413
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco Optimum Yield Diversified Commodity Strategy No. K-1 ETF
Invesco Optimum Yield Diversified Commodity Strategy No. K-1 ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
237762.00000000
USD
4709.88000000
N
N
N
iShares 0-5 Year TIPS Bond ETF
549300GIWSEGOQLZR212
iShares 0-5 Year TIPS Bond ETF
46429B747
71729.00000000
NS
USD
7421799.63000000
3.397323806893
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
17559.00000000
NS
USD
-2582.13000000
-0.00118196827
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco DB Agriculture Fund
Invesco DB Agriculture Fund
Y
2025-09-16
0.00000000
USD
0.00000000
USD
462504.00000000
USD
-2582.13000000
N
N
N
N/A
N/A
ETRS
N/A
2271.00000000
NS
USD
-9946.98000000
-0.00455322342
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco Global Listed Private Equity ETF
Invesco Global Listed Private Equity ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
145503.00000000
USD
-9946.98000000
N
N
N
N/A
N/A
ETRS
N/A
6397.00000000
NS
USD
347.36000000
0.000159003807
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
AltShares Merger Arbitrage ETF
AltShares Merger Arbitrage ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
180651.00000000
USD
347.36000000
N
N
N
iShares Preferred & Income Securities ETF
549300YX74JNY54XCY80
iShares Preferred & Income Securities ETF
464288687
199519.00000000
NS
USD
6131218.87000000
2.806561328889
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
15040.00000000
NS
USD
-16586.28000000
-0.00759235855
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Preferred & Income Securities ETF
iShares Preferred & Income Securities ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
462179.00000000
USD
-16586.28000000
N
N
N
N/A
N/A
ETRS
N/A
742.00000000
NS
USD
-2930.90000000
-0.00134161751
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco S&P 500 Quality ETF
Invesco S&P 500 Quality ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
49224.00000000
USD
-2930.90000000
N
N
N
N/A
N/A
ETRS
N/A
5407.00000000
NS
USD
4688.18000000
0.002146011253
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares 0-5 Year TIPS Bond ETF
iShares 0-5 Year TIPS Bond ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
560066.00000000
USD
4688.18000000
N
N
N
Franklin FTSE Japan ETF
549300V7MZYC1Z30JS82
Franklin FTSE Japan ETF
35473P744
2445.00000000
NS
USD
71883.00000000
0.032904395077
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
6171.00000000
NS
USD
20857.98000000
0.009547726366
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares MSCI India ETF
iShares MSCI India ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
317683.00000000
USD
20857.98000000
N
N
N
AltShares Merger Arbitrage ETF
549300253RKVXL6EB213
AltShares Merger Arbitrage ETF
02210T108
83241.00000000
NS
USD
2350725.84000000
1.076043177914
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
7533.00000000
NS
USD
1659.51000000
0.000759639590
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Core MSCI EAFE ETF
iShares Core MSCI EAFE ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
569871.00000000
USD
1659.51000000
N
N
N
N/A
N/A
ETRS
N/A
15040.00000000
NS
USD
-13947.62000000
-0.00638451370
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Preferred & Income Securities ETF
iShares Preferred & Income Securities ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
464814.00000000
USD
-13947.62000000
N
N
N
N/A
N/A
ETRS
N/A
563.00000000
NS
USD
-1334.31000000
-0.00061077950
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Financial Select Sector SPDR Fund
Financial Select Sector SPDR Fund
Y
2025-09-16
0.00000000
USD
0.00000000
USD
28043.00000000
USD
-1334.31000000
N
N
N
N/A
N/A
ETRS
N/A
-1199.00000000
NS
USD
24086.57000000
0.011025611275
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Semiconductor ETF
iShares Semiconductor ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
225929.00000000
USD
24086.57000000
N
N
N
N/A
N/A
ETRS
N/A
13013.00000000
NS
USD
5856.38000000
0.002680754020
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Short-Term Inflation-Protected Securities ETF
Vanguard Short-Term Inflation-Protected Securities ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
649349.00000000
USD
5856.38000000
N
N
N
N/A
N/A
ETRS
N/A
1369.00000000
NS
USD
-3717.17000000
-0.00170153207
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
S&P 600 Small Cap ETF
S&P 600 Small Cap ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
56012.00000000
USD
-3717.17000000
N
N
N
N/A
N/A
ETRS
N/A
-24572.00000000
NS
USD
-491.44000000
-0.00022495633
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares 0-3 Month Treasury Bond ETF
iShares 0-3 Month Treasury Bond ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
2473663.00000000
USD
-491.44000000
N
N
N
N/A
N/A
ETRS
N/A
-44437.00000000
NS
USD
-24884.72000000
-0.01139096390
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares International Treasury Bond ETF
iShares International Treasury Bond ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
1751707.00000000
USD
-24884.72000000
N
N
N
N/A
N/A
ETRS
N/A
1129.00000000
NS
USD
-11616.59000000
-0.00531748628
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares MSCI USA Quality Factor ETF
iShares MSCI USA Quality Factor ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
193376.00000000
USD
-11616.59000000
N
N
N
N/A
N/A
ETRS
N/A
2284.00000000
NS
USD
-4422.24000000
-0.00202427739
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
JPMorgan Equity Premium Income ETF
JPMorgan Equity Premium Income ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
131270.00000000
USD
-4422.24000000
N
N
N
N/A
N/A
ETRS
N/A
-4830.00000000
NS
USD
-17144.28000000
-0.00784778268
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco CurrencyShares British Pound Sterling Trust
Invesco CurrencyShares British Pound Sterling Trust
Y
2026-02-27
0.00000000
USD
0.00000000
USD
602117.00000000
USD
-17144.28000000
N
N
N
N/A
N/A
ETRS
N/A
3995.00000000
NS
USD
-2860.66000000
-0.00130946519
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Global X US Preferred ETF
Global X US Preferred ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
76480.00000000
USD
-2860.66000000
N
N
N
N/A
N/A
ETRS
N/A
1369.00000000
NS
USD
-3929.03000000
-0.00179851084
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
S&P 600 Small Cap ETF
S&P 600 Small Cap ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
55800.00000000
USD
-3929.03000000
N
N
N
N/A
N/A
ETRS
N/A
55.00000000
NS
USD
-365.20000000
-0.00016717005
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Financials ETF
Vanguard Financials ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
6571.00000000
USD
-365.20000000
N
N
N
N/A
N/A
ETRS
N/A
28460.00000000
NS
USD
-1096.85999999
-0.00050208692
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg Investment Grade Floating Rate ETF
SPDR Bloomberg Investment Grade Floating Rate ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
877137.00000000
USD
-1096.86000000
N
N
N
N/A
N/A
ETRS
N/A
211.00000000
NS
USD
-1628.92000000
-0.00074563703
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Materials ETF
Vanguard Materials ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
39839.00000000
USD
-1628.92000000
N
N
N
iShares Floating Rate Bond ETF
549300G2T0MQ0NCEG317
iShares Floating Rate Bond ETF
46429B655
705989.00000000
NS
USD
36040738.45000000
16.49762387268
Long
RF
US
N
1
N
N
N
Vanguard Short-Term Inflation-Protected Securities ETF
N/A
Vanguard Short-Term Inflation-Protected Securities ETF
922020805
172631.00000000
NS
USD
8614286.90000000
3.943184055587
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-32856.00000000
NS
USD
-328.56000000
-0.00015039811
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg 1-3 Month T-Bill ETF
SPDR Bloomberg 1-3 Month T-Bill ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
3013881.00000000
USD
-328.56000000
N
N
N
N/A
N/A
ETRS
N/A
-32856.00000000
NS
USD
-10125.75000000
-0.00463505527
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg 1-3 Month T-Bill ETF
SPDR Bloomberg 1-3 Month T-Bill ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
3023678.00000000
USD
-10125.75000000
N
N
N
N/A
N/A
ETRS
N/A
6340.00000000
NS
USD
-15655.41000000
-0.00716625343
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Convertible Bond ETF
iShares Convertible Bond ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
531028.00000000
USD
-15655.41000000
N
N
N
SPDR Bloomberg Investment Grade Floating Rate ETF
549300QJ0FR0L0XRBI28
SPDR Bloomberg Investment Grade Floating Rate ETF
78468R200
377542.00000000
NS
USD
11635844.44000000
5.326299994617
Long
RF
US
N
1
N
N
N
iShares Core S&P Mid-Cap ETF
549300ODQWH5PC0IUZ78
iShares Core S&P Mid-Cap ETF
464287507
17777.00000000
NS
USD
1037287.95000000
0.474817863971
Long
RF
US
N
1
N
N
N
NYLI Merger Arbitrage ETF
549300Q7XHADH3DHV187
NYLI Merger Arbitrage ETF
45409B800
191173.00000000
NS
USD
6557233.90000000
3.001569423376
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
-44437.00000000
NS
USD
-24884.72000000
-0.01139096390
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares International Treasury Bond ETF
iShares International Treasury Bond ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
1751707.00000000
USD
-24884.72000000
N
N
N
KraneShares Mount Lucas Managed Futures Index Strategy ETF
549300PX8VC0XNHU3M82
KraneShares Mount Lucas Managed Futures Index Strategy ETF
500767652
23690.00000000
NS
USD
646263.20000000
0.295826546704
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
27808.00000000
NS
USD
-23148.51000000
-0.01059621493
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
2026-02-27
0.00000000
USD
0.00000000
USD
793640.00000000
USD
-23148.51000000
N
N
N
N/A
N/A
ETRS
N/A
-175858.00000000
NS
USD
-39659.46000000
-0.01815409123
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg International Treasury Bond ETF
SPDR Bloomberg International Treasury Bond ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
3850502.00000000
USD
-39659.46000000
N
N
N
Vanguard Short-Term Treasury ETF
N/A
Vanguard Short-Term Treasury ETF
92206C102
337809.00000000
NS
USD
19826010.21000000
9.075342887172
Long
RF
US
N
1
N
N
N
iShares Core S&P Small-Cap ETF
549300BZQ17QYN750B25
iShares Core S&P Small-Cap ETF
464287804
49049.00000000
NS
USD
5129053.93000000
2.347820999208
Long
RF
US
N
1
N
N
N
Invesco DB U.S. Dollar Index Bullish Fund
549300QQBOFDEGGI5W06
Invesco DB U.S. Dollar Index Bullish Fund
46141D203
368895.00000000
NS
USD
10528263.30000000
4.819305470030
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
53219.00000000
NS
USD
8405.44000000
0.003847584527
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Floating Rate Bond ETF
iShares Floating Rate Bond ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
2727216.00000000
USD
8405.44000000
N
N
N
Invesco Optimum Yield Diversified Commodity Strategy No. K-1 ETF
549300FMDZNC0BEIYQ10
Invesco Optimum Yield Diversified Commodity Strategy No. K-1 ETF
46090F100
230211.00000000
NS
USD
3137775.93000000
1.436314829168
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-33314.00000000
NS
USD
-42308.78000000
-0.01936681569
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
United States Natural Gas Fund LP
United States Natural Gas Fund LP
Y
2026-02-27
0.00000000
USD
0.00000000
USD
719916.00000000
USD
-42308.78000000
N
N
N
N/A
N/A
ETRS
N/A
3995.00000000
NS
USD
-3275.90000000
-0.00149954102
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Global X US Preferred ETF
Global X US Preferred ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
76065.00000000
USD
-3275.90000000
N
N
N
iShares MSCI India ETF
549300282VMCFH7S5848
iShares MSCI India ETF
46429B598
81446.00000000
NS
USD
4192840.08000000
1.919269736776
Long
RF
US
N
1
N
N
N
Materials Select Sector SPDR Fund
549300N81BAQ1XPGBT65
Materials Select Sector SPDR Fund
81369Y100
12368.00000000
NS
USD
1063400.64000000
0.486770930319
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-24572.00000000
NS
USD
-8425.25000000
-0.00385665254
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares 0-3 Month Treasury Bond ETF
iShares 0-3 Month Treasury Bond ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
2481597.00000000
USD
-8425.25000000
N
N
N
SPDR Portfolio S&P 600 Small Cap ETF
549300NYZX301TBLUJ08
SPDR Portfolio S&P 600 Small Cap ETF
78468R853
17951.00000000
NS
USD
731682.76000000
0.334927293050
Long
RF
US
N
1
N
N
N
Invesco S&P 500 Quality ETF
549300CMNB8U49G4GY75
Invesco S&P 500 Quality ETF
46137V241
9546.00000000
NS
USD
633281.64000000
0.289884246314
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
7863.00000000
NS
USD
-7951.20000000
-0.00363965647
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Tax-Exempt Bond Index ETF
Vanguard Tax-Exempt Bond Index ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
390162.00000000
USD
-7951.20000000
N
N
N
N/A
N/A
ETRS
N/A
22676.00000000
NS
USD
-3370.30000000
-0.00154275256
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco Senior Loan ETF
Invesco Senior Loan ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
471838.00000000
USD
-3370.30000000
N
N
N
N/A
N/A
ETRS
N/A
25465.00000000
NS
USD
1578.87000000
0.000722726684
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Short-Term Treasury ETF
Vanguard Short-Term Treasury ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
1494541.00000000
USD
1578.87000000
N
N
N
NYLI U.S. Government Liquidity Fund
549300Y3ZLEL13IJCK58
NYLI U.S. Government Liquidity Fund
56064L488
690310.56000000
NS
USD
690310.56000000
0.315989196226
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-175858.00000000
NS
USD
-33413.01999999
-0.01529478751
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
SPDR Bloomberg International Treasury Bond ETF
SPDR Bloomberg International Treasury Bond ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
3844256.00000000
USD
-33413.02000000
N
N
N
Aberdeen Standard Physical Silver Shares ETF
5493000YXSZBKTIMZK40
Aberdeen Standard Physical Silver Shares ETF
003264108
2364.00000000
NS
USD
76853.64000000
0.035179702206
Long
RF
US
N
1
N
N
N
Global X U.S. Preferred ETF
5493002F5H3KM07K2Y09
Global X U.S. Preferred ETF
37954Y657
52389.00000000
NS
USD
997486.56000000
0.456598804371
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
7479.00000000
NS
USD
3963.87000000
0.001814458836
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Core MSCI Emerging Markets ETF
iShares Core MSCI Emerging Markets ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
403642.00000000
USD
3963.87000000
N
N
N
N/A
N/A
ETRS
N/A
-4830.00000000
NS
USD
-15886.85000000
-0.00727219494
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco CurrencyShares British Pound Sterling Trust
Invesco CurrencyShares British Pound Sterling Trust
Y
2025-09-16
0.00000000
USD
0.00000000
USD
600859.00000000
USD
-15886.85000000
N
N
N
N/A
N/A
ETRS
N/A
17559.00000000
NS
USD
-2582.13000000
-0.00118196827
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco DB Agriculture Fund
Invesco DB Agriculture Fund
Y
2026-02-27
0.00000000
USD
0.00000000
USD
462504.00000000
USD
-2582.13000000
N
N
N
JPMorgan BetaBuilders Japan ETF
54930031HWFFLQV7A679
JPMorgan BetaBuilders Japan ETF
46641Q217
7254.00000000
NS
USD
407167.02000000
0.186380430540
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
22676.00000000
NS
USD
-5820.57000000
-0.00266436201
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Invesco Senior Loan ETF
Invesco Senior Loan ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
469393.00000000
USD
-5820.57000000
N
N
N
iShares Convertible Bond ETF
5493009GXGY863LN1X56
iShares Convertible Bond ETF
46435G102
84109.00000000
NS
USD
7032353.49000000
3.219055097296
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
7228.00000000
NS
USD
-3043.71000000
-0.00139325621
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iMGP DBi Managed Futures Strategy ETF
iMGP DBi Managed Futures Strategy ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
183872.00000000
USD
-3043.71000000
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
98015.00000000
NS
USD
5289869.55000000
2.421434241492
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
190.00000000
NS
USD
36.10000000
0.000016524750
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Franklin FTSE Japan ETF
Franklin FTSE Japan ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
5586.00000000
USD
36.10000000
N
N
N
iShares Core MSCI EAFE ETF
5493009FT582MI7Y3I36
iShares Core MSCI EAFE ETF
46432F842
99931.00000000
NS
USD
7559780.15000000
3.460484297455
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
13013.00000000
NS
USD
5860.61000000
0.002682690299
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Short-Term Inflation-Protected Securities ETF
Vanguard Short-Term Inflation-Protected Securities ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
649349.00000000
USD
5860.61000000
N
N
N
N/A
N/A
ETRS
N/A
9034.00000000
NS
USD
5210.81000000
0.002385244785
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard FTSE Emerging Markets ETF
Vanguard FTSE Emerging Markets ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
409302.00000000
USD
5210.81000000
N
N
N
N/A
N/A
ETRS
N/A
12526.00000000
NS
USD
-247.70000000
-0.00011338450
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard FTSE Developed Markets ETF
Vanguard FTSE Developed Markets ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
639845.00000000
USD
-247.70000000
N
N
N
N/A
N/A
ETRS
N/A
742.00000000
NS
USD
-2781.48000000
-0.00127322060
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco S&P 500 Quality ETF
Invesco S&P 500 Quality ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
49374.00000000
USD
-2781.48000000
N
N
N
MS GOVT US LEX
6N8SC06AK49F0N7KIX52
MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD
61747C707
1000000.00000000
NS
USD
1000000.00000000
0.457749329847
Long
STIV
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
1372.00000000
NS
USD
-4619.58000000
-0.00211460964
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Core S&P Mid-Cap ETF
iShares Core S&P Mid-Cap ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
80280.00000000
USD
-4619.58000000
N
N
N
N/A
N/A
ETRS
N/A
9034.00000000
NS
USD
4788.02000000
0.002191712946
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard FTSE Emerging Markets ETF
Vanguard FTSE Emerging Markets ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
408879.00000000
USD
4788.02000000
N
N
N
N/A
N/A
ETRS
N/A
1809.00000000
NS
USD
4848.12000000
0.002219223681
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Silver Trust
iShares Silver Trust
Y
2025-09-16
0.00000000
USD
0.00000000
USD
56061.00000000
USD
4848.12000000
N
N
N
iMGP DBi Managed Futures Strategy ETF
5493001M6OM3MQRFQ366
iMGP DBi Managed Futures Strategy ETF
53700T827
95389.00000000
NS
USD
2409526.14000000
1.102958975834
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
563.00000000
NS
USD
-1233.66000000
-0.00056470703
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Financial Select Sector SPDR Fund
Financial Select Sector SPDR Fund
Y
2026-02-27
0.00000000
USD
0.00000000
USD
28144.00000000
USD
-1233.66000000
N
N
N
N/A
N/A
ETRS
N/A
1831.00000000
NS
USD
274.64999999
0.000125720853
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
KraneShares Mount Lucas Managed Futures Index Strategy ETF
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
49950.00000000
USD
274.65000000
N
N
N
N/A
N/A
ETRS
N/A
943.00000000
NS
USD
-2237.94999999
-0.00102442011
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Materials Select Sector SPDR Fund
Materials Select Sector SPDR Fund
Y
2026-02-27
0.00000000
USD
0.00000000
USD
81463.00000000
USD
-2237.95000000
N
N
N
iShares MSCI USA Momentum Factor ETF
5493002ZOOZ0SN3YYI81
iShares MSCI USA Momentum Factor ETF
46432F396
28050.00000000
NS
USD
5669746.50000000
2.595322660778
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
5407.00000000
NS
USD
4082.85000000
0.001868921851
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares 0-5 Year TIPS Bond ETF
iShares 0-5 Year TIPS Bond ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
559462.00000000
USD
4082.85000000
N
N
N
Vanguard FTSE Developed Markets ETF
N/A
Vanguard FTSE Developed Markets ETF
921943858
166164.00000000
NS
USD
8446116.12000000
3.866203993742
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-6951.00000000
NS
USD
25721.55000000
0.011774022275
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
JPMorgan Nasdaq Equity Premium Income ETF
JPMorgan Nasdaq Equity Premium Income ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
363395.00000000
USD
25721.55000000
N
N
N
INVESCO GOVT AND AGCY LEX
O37NHJVF7S22I1ONOU83
INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD
825252885
23183680.65000000
NS
USD
23183680.65000000
10.61231428093
Long
STIV
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
7533.00000000
NS
USD
1659.51000000
0.000759639590
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Core MSCI EAFE ETF
iShares Core MSCI EAFE ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
569871.00000000
USD
1659.51000000
N
N
N
N/A
N/A
ETRS
N/A
249.00000000
NS
USD
-2670.00000000
-0.00122219071
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard Mid-Cap ETF
Vanguard Mid-Cap ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
64687.00000000
USD
-2670.00000000
N
N
N
iShares GSCI Commodity Dynamic Roll Strategy ETF
549300E6DRJWWX0UKV73
iShares GSCI Commodity Dynamic Roll Strategy ETF
46431W853
19752.00000000
NS
USD
522835.44000000
0.239327572280
Long
RF
US
N
1
N
N
N
Vanguard Tax-Exempt Bond Index ETF
N/A
Vanguard Tax-Exempt Bond Index ETF
922907746
100518.00000000
NS
USD
4987703.16000000
2.283117778967
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
211.00000000
NS
USD
-1453.60000000
-0.00066538442
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Materials ETF
Vanguard Materials ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
40014.00000000
USD
-1453.60000000
N
N
N
N/A
N/A
ETRS
N/A
7863.00000000
NS
USD
-6899.88000000
-0.00315841544
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Tax-Exempt Bond Index ETF
Vanguard Tax-Exempt Bond Index ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
391211.00000000
USD
-6899.88000000
N
N
N
N/A
N/A
ETRS
N/A
27808.00000000
NS
USD
-23153.57000000
-0.01059853115
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
2025-09-16
0.00000000
USD
0.00000000
USD
793640.00000000
USD
-23153.57000000
N
N
N
N/A
N/A
ETRS
N/A
-1199.00000000
NS
USD
24399.65000000
0.011168923436
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Semiconductor ETF
iShares Semiconductor ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
225616.00000000
USD
24399.65000000
N
N
N
N/A
N/A
ETRS
N/A
6397.00000000
NS
USD
347.36000000
0.000159003807
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
AltShares Merger Arbitrage ETF
AltShares Merger Arbitrage ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
180651.00000000
USD
347.36000000
N
N
N
N/A
N/A
ETRS
N/A
2140.00000000
NS
USD
-34882.00000000
-0.01596721212
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI USA Momentum Factor ETF
iShares MSCI USA Momentum Factor ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
432558.00000000
USD
-34882.00000000
N
N
N
N/A
N/A
ETRS
N/A
6340.00000000
NS
USD
-16596.14000000
-0.00759687196
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Convertible Bond ETF
iShares Convertible Bond ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
530087.00000000
USD
-16596.14000000
N
N
N
N/A
N/A
ETRS
N/A
28460.00000000
NS
USD
2295.91000000
0.001050951263
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg Investment Grade Floating Rate ETF
SPDR Bloomberg Investment Grade Floating Rate ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
880522.00000000
USD
2295.91000000
N
N
N
N/A
N/A
ETRS
N/A
2271.00000000
NS
USD
-9442.04999999
-0.00432209205
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Invesco Global Listed Private Equity ETF
Invesco Global Listed Private Equity ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
146008.00000000
USD
-9442.05000000
N
N
N
N/A
N/A
ETRS
N/A
12526.00000000
NS
USD
-3396.71000000
-0.00155484172
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Vanguard FTSE Developed Markets ETF
Vanguard FTSE Developed Markets ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
636697.00000000
USD
-3396.71000000
N
N
N
N/A
N/A
ETRS
N/A
14411.00000000
NS
USD
8761.56000000
0.004010598218
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
NYLI Merger Arbitrage ETF
NYLI Merger Arbitrage ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
494297.00000000
USD
8761.56000000
N
N
N
N/A
N/A
ETRS
N/A
2370.00000000
NS
USD
2346.30000000
0.001074017252
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Simplify Managed Futures Strategy ETF
Simplify Managed Futures Strategy ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
70436.00000000
USD
2346.30000000
N
N
N
N/A
N/A
ETRS
N/A
14411.00000000
NS
USD
8756.90000000
0.004008465106
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
NYLI Merger Arbitrage ETF
NYLI Merger Arbitrage ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
494297.00000000
USD
8756.90000000
N
N
N
N/A
N/A
ETRS
N/A
564.00000000
NS
USD
84.60000000
0.000038725593
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
JPMorgan BetaBuilders Japan ETF
JPMorgan BetaBuilders Japan ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
31657.00000000
USD
84.60000000
N
N
N
Invesco Senior Loan ETF
549300SIHU6DQELRNG59
Invesco Senior Loan ETF
46138G508
289887.00000000
NS
USD
6000660.90000000
2.746798505615
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
7228.00000000
NS
USD
-3043.71000000
-0.00139325621
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iMGP DBi Managed Futures Strategy ETF
iMGP DBi Managed Futures Strategy ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
183872.00000000
USD
-3043.71000000
N
N
N
N/A
N/A
ETRS
N/A
11670.00000000
NS
USD
-27124.54000000
-0.01241624000
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Bloomberg Convertible Securities ETF
SPDR Bloomberg Convertible Securities ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
896019.00000000
USD
-27124.54000000
N
N
N
N/A
N/A
ETRS
N/A
1535.00000000
NS
USD
1151.25000000
0.000526983915
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares GSCI Commodity Dynamic Roll Strategy ETF
iShares GSCI Commodity Dynamic Roll Strategy ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
40631.00000000
USD
1151.25000000
N
N
N
Vanguard Financials ETF
N/A
Vanguard Financials ETF
92204A405
705.00000000
NS
USD
84226.35000000
0.038554555267
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
3837.00000000
NS
USD
-25456.53000000
-0.01165270954
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
iShares Core S&P Small-Cap ETF
iShares Core S&P Small-Cap ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
402475.00000000
USD
-25456.53000000
N
N
N
N/A
N/A
ETRS
N/A
247.00000000
NS
USD
-2648.56000000
-0.00121237656
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Mid-Cap ETF
Vanguard Mid-Cap ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
64167.00000000
USD
-2648.56000000
N
N
N
iShares Silver Trust
549300K2C2CG14B0ZA09
iShares Silver Trust
46428Q109
23284.00000000
NS
USD
721571.16000000
0.330298714927
Long
RF
US
N
1
N
N
N
JPMorgan Equity Premium Income ETF
549300WPLSUZ3ZNSFP07
JPMorgan Equity Premium Income ETF
46641Q332
29719.00000000
NS
USD
1698143.66000000
0.777324122349
Long
RF
US
N
1
N
N
N
Invesco India ETF
54930046WR5OHZ9EQC23
Invesco India ETF
46137R109
3928.00000000
NS
USD
98239.28000000
0.044968964584
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
6171.00000000
NS
USD
20857.98000000
0.009547726366
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI India ETF
iShares MSCI India ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
317683.00000000
USD
20857.98000000
N
N
N
N/A
N/A
ETRS
N/A
2284.00000000
NS
USD
-5184.68000000
-0.00237328379
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JPMorgan Equity Premium Income ETF
JPMorgan Equity Premium Income ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
130508.00000000
USD
-5184.68000000
N
N
N
N/A
N/A
ETRS
N/A
1129.00000000
NS
USD
-12057.72000000
-0.00551941324
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares MSCI USA Quality Factor ETF
iShares MSCI USA Quality Factor ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
192935.00000000
USD
-12057.72000000
N
N
N
Vanguard Mid-Cap ETF
N/A
Vanguard Mid-Cap ETF
922908629
3208.00000000
NS
USD
829652.96000000
0.379773086445
Long
RF
US
N
1
N
N
N
N/A
N/A
ETRS
N/A
-6951.00000000
NS
USD
29194.20000000
0.013363625485
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
JPMorgan Nasdaq Equity Premium Income ETF
JPMorgan Nasdaq Equity Premium Income ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
359923.00000000
USD
29194.20000000
N
N
N
Vanguard Materials ETF
N/A
Vanguard Materials ETF
92204A801
2715.00000000
NS
USD
512619.15000000
0.234651072379
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
3743.00000000
NS
USD
-27024.46000000
-0.01237042845
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Core S&P Small-Cap ETF
iShares Core S&P Small-Cap ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
391406.00000000
USD
-27024.46000000
N
N
N
N/A
N/A
ETRS
N/A
55.00000000
NS
USD
-337.12000000
-0.00015431645
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Vanguard Financials ETF
Vanguard Financials ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
6599.00000000
USD
-337.12000000
N
N
N
Simplify Managed Futures Strategy ETF
549300WB4VYZON2V0562
Simplify Managed Futures Strategy ETF
82889N699
31078.00000000
NS
USD
919908.80000000
0.421087636720
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
2370.00000000
NS
USD
2346.30000000
0.001074017252
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Simplify Managed Futures Strategy ETF
Simplify Managed Futures Strategy ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
70436.00000000
USD
2346.30000000
N
N
N
N/A
N/A
ETRS
N/A
7479.00000000
NS
USD
3963.87000000
0.001814458836
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares Core MSCI Emerging Markets ETF
iShares Core MSCI Emerging Markets ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
403642.00000000
USD
3963.87000000
N
N
N
SPDR Blackstone Senior Loan ETF
549300ME4SR63Y3TRD06
SPDR Blackstone Senior Loan ETF
78467V608
125114.00000000
NS
USD
5145938.82000000
2.355550046290
Long
RF
US
N
1
N
N
N/A
N/A
ETRS
N/A
9547.00000000
NS
USD
-2956.59000000
-0.00135337709
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
SPDR Blackstone Senior Loan ETF
SPDR Blackstone Senior Loan ETF
Y
2026-02-27
0.00000000
USD
0.00000000
USD
395153.00000000
USD
-2956.59000000
N
N
N
N/A
N/A
ETRS
N/A
4098.00000000
NS
USD
-9179.52000000
-0.00420191912
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
iShares National Muni Bond ETF
iShares National Muni Bond ETF
Y
2025-09-16
0.00000000
USD
0.00000000
USD
432093.00000000
USD
-9179.52000000
N
N
N
2025-04-30
NEW YORK LIFE INVESTMENTS VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer
XXXX