# EDGAR Filing Document

**Accession Number:** 0001845793
**File Stem:** 0001137774-23-000036
**Filing Date:** 2023-2
**Character Count:** 26561
**Document Hash:** 41d4ac90d8bd115de577ac206290b447
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001137774-23-000036.hdr.sgml**: 20230214

**ACCESSION NUMBER**: 0001137774-23-000036

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230214

**DATE AS OF CHANGE**: 20230214

**EFFECTIVENESS DATE**: 20230214

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PGIM Custom Harvest LLC
- **CENTRAL INDEX KEY:** 0001845793
- **IRS NUMBER:** 223703799
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-20883
- **FILM NUMBER:** 23625506

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** 888-794-2783

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Green Harvest Asset Management LLC
- **DATE OF NAME CHANGE:** 20210211

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** PGIM Custom Harvest LLC<br>**Address:** 655 BROAD STREET<br>NEWARK, NJ 07102

**Form 13F File Number:** 028-20883

**CRD Number (if applicable):** 000290235

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Andrew Donohue<br>**Title:** Chief Compliance Officer<br>**Phone:** 973-802-9908

**Signature, Place, and Date of Signing:**

/s/ Andrew Donohue  Newark, NJ  02-14-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 216

**Form 13F Information Table Value Total:** $2211969104

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 |  | 46453 | 598 | SH |  | SOLE | 30 | 598 | 0 | 0 |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 |  | 269526 | 1984 | SH |  | SOLE | 30 | 1984 | 0 | 0 |
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 |  | 129642 | 1739 | SH |  | SOLE | 30 | 1739 | 0 | 0 |
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 |  | 78400 | 607 | SH |  | SOLE | 30 | 607 | 0 | 0 |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 |  | 93768 | 1072 | SH |  | SOLE | 30 | 1072 | 0 | 0 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 |  | 209885 | 6137 | SH |  | SOLE | 30 | 6137 | 0 | 0 |
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 |  | 155663 | 1585 | SH |  | SOLE | 30 | 1585 | 0 | 0 |
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 |  | 206197 | 1657 | SH |  | SOLE | 30 | 1657 | 0 | 0 |
| SELECT SECTOR SPDR TR | COMMUNICATION | 81369Y852 |  | 124294 | 2590 | SH |  | SOLE | 30 | 2590 | 0 | 0 |
| SELECT SECTOR SPDR TR | RL EST SEL SEC | 81369Y860 |  | 45904 | 1243 | SH |  | SOLE | 30 | 1243 | 0 | 0 |
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 |  | 54215 | 769 | SH |  | SOLE | 30 | 769 | 0 | 0 |
| VANGUARD WORLD FDS | CONSUM DIS ETF | 92204A108 |  | 96369 | 440 | SH |  | SOLE | 30 | 440 | 0 | 0 |
| VANGUARD WORLD FDS | HEALTH CAR ETF | 92204A504 |  | 14883 | 60 | SH |  | SOLE | 30 | 60 | 0 | 0 |
| VANGUARD WORLD FDS | INF TECH ETF | 92204A702 |  | 254889 | 798 | SH |  | SOLE | 30 | 798 | 0 | 0 |
| VANGUARD WORLD FDS | MATERIALS ETF | 92204A801 |  | 2723 | 16 | SH |  | SOLE | 30 | 16 | 0 | 0 |
| VANGUARD WORLD FDS | UTILITIES ETF | 92204A876 |  | 2914 | 19 | SH |  | SOLE | 30 | 19 | 0 | 0 |
| VANGUARD WORLD FDS | COMM SRVC ETF | 92204A884 |  | 7238 | 88 | SH |  | SOLE | 30 | 88 | 0 | 0 |
| ARK ETF TR | INNOVATION ETF | 00214Q104 |  | 355480 | 11379 | SH |  | SOLE | 30 | 0 | 0 | 11379 |
| ABBOTT LABS | COM | 002824100 |  | 324320 | 2954 | SH |  | SOLE | 30 | 2089 | 0 | 865 |
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 |  | 604408 | 1796 | SH |  | SOLE | 30 | 369 | 0 | 1427 |
| ALPHABET INC | CAP STK CL C | 02079K107 |  | 999100 | 11260 | SH |  | SOLE | 30 | 10000 | 0 | 1260 |
| ALPHABET INC | CAP STK CL A | 02079K305 |  | 2776510 | 31469 | SH |  | SOLE | 30 | 22309 | 0 | 9160 |
| AMAZON COM INC | COM | 023135106 |  | 983304 | 11706 | SH |  | SOLE | 30 | 7526 | 0 | 4180 |
| AMERICA MOVIL SAB DE CV | SPON ADR L SHS | 02364W105 |  | 297916 | 16369 | SH |  | SOLE | 30 | 15662 | 0 | 707 |
| AMERICAN EXPRESS CO | COM | 025816109 |  | 437340 | 2960 | SH |  | SOLE | 30 | 2715 | 0 | 245 |
| AMERICAN TOWER CORP NEW | COM | 03027X100 |  | 430711 | 2033 | SH |  | SOLE | 30 | 1769 | 0 | 264 |
| AMERIPRISE FINL INC | COM | 03076C106 |  | 286460 | 920 | SH |  | SOLE | 30 | 753 | 0 | 167 |
| ANALOG DEVICES INC | COM | 032654105 |  | 602646 | 3674 | SH |  | SOLE | 30 | 1658 | 0 | 2016 |
| APPLE INC | COM | 037833100 |  | 11949922 | 91972 | SH |  | SOLE | 30 | 88682 | 0 | 3290 |
| AUTOMATIC DATA PROCESSING IN | COM | 053015103 |  | 253908 | 1063 | SH |  | SOLE | 30 | 380 | 0 | 683 |
| AUTOZONE INC | COM | 053332102 |  | 313205 | 127 | SH |  | SOLE | 30 | 2 | 0 | 125 |
| AVALONBAY CMNTYS INC | COM | 053484101 |  | 279914 | 1733 | SH |  | SOLE | 30 | 3 | 0 | 1730 |
| BANK AMERICA CORP | COM | 060505104 |  | 671475 | 20274 | SH |  | SOLE | 30 | 17838 | 0 | 2436 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 |  | 1570757 | 5085 | SH |  | SOLE | 30 | 1285 | 0 | 3800 |
| BLACKROCK INC | COM | 09247X101 |  | 290538 | 410 | SH |  | SOLE | 30 | 140 | 0 | 270 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 |  | 309097 | 4296 | SH |  | SOLE | 30 | 1296 | 0 | 3000 |
| BROADCOM INC | COM | 11135F101 |  | 339392 | 607 | SH |  | SOLE | 30 | 497 | 0 | 110 |
| CSX CORP | COM | 126408103 |  | 252022 | 8135 | SH |  | SOLE | 30 | 6590 | 0 | 1545 |
| CATERPILLAR INC | COM | 149123101 |  | 228301 | 953 | SH |  | SOLE | 30 | 953 | 0 | 0 |
| CHENIERE ENERGY INC | COM NEW | 16411R208 |  | 1435267 | 9571 | SH |  | SOLE | 30 | 9571 | 0 | 0 |
| CHEVRON CORP NEW | COM | 166764100 |  | 218080 | 1215 | SH |  | SOLE | 30 | 899 | 0 | 316 |
| CISCO SYS INC | COM | 17275R102 |  | 220526 | 4629 | SH |  | SOLE | 30 | 4420 | 0 | 209 |
| CINTAS CORP | COM | 172908105 |  | 319295 | 707 | SH |  | SOLE | 30 | 17 | 0 | 690 |
| CONOCOPHILLIPS | COM | 20825C104 |  | 341610 | 2895 | SH |  | SOLE | 30 | 2848 | 0 | 47 |
| COSTCO WHSL CORP NEW | COM | 22160K105 |  | 246054 | 539 | SH |  | SOLE | 30 | 314 | 0 | 225 |
| CUMMINS INC | COM | 231021106 |  | 562840 | 2323 | SH |  | SOLE | 30 | 2139 | 0 | 184 |
| CURTISS WRIGHT CORP | COM | 231561101 |  | 607343 | 3637 | SH |  | SOLE | 30 | 3480 | 0 | 157 |
| DANAHER CORPORATION | COM | 235851102 |  | 809272 | 3049 | SH |  | SOLE | 30 | 2471 | 0 | 578 |
| DEERE  CO | COM | 244199105 |  | 237156 | 553 | SH |  | SOLE | 30 | 120 | 0 | 433 |
| DIAGEO PLC | SPON ADR NEW | 25243Q205 |  | 249822 | 1402 | SH |  | SOLE | 30 | 443 | 0 | 959 |
| DIAMONDBACK ENERGY INC | COM | 25278X109 |  | 423744 | 3098 | SH |  | SOLE | 30 | 98 | 0 | 3000 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 443296 | 4019 | SH |  | SOLE | 30 | 2615 | 0 | 1404 |
| FIDELITY COVINGTON TRUST | CONSMR STAPLES | 316092303 |  | 210831 | 4705 | SH |  | SOLE | 30 | 1623 | 0 | 3082 |
| FIDELITY COVINGTON TRUST | MSCI FINLS IDX | 316092501 |  | 649060 | 13539 | SH |  | SOLE | 30 | 0 | 0 | 13539 |
| FIDELITY COVINGTON TRUST | MSCI INFO TECH I | 316092808 |  | 4881347 | 51649 | SH |  | SOLE | 30 | 15323 | 0 | 36326 |
| FIDELITY COVINGTON TRUST | MSCI RL EST ETF | 316092857 |  | 245569 | 9898 | SH |  | SOLE | 30 | 4409 | 0 | 5489 |
| FIRST TR EXCHANGE TRADED FD | CONSUMR STAPLE | 33734X119 |  | 746900 | 11899 | SH |  | SOLE | 30 | 10791 | 0 | 1108 |
| FIRST TR EXCHANGE TRADED FD | HLTH CARE ALPH | 33734X143 |  | 1450567 | 13341 | SH |  | SOLE | 30 | 2132 | 0 | 11209 |
| FIRST TR EXCHANGE TRADED FD | INDLS PROD DUR | 33734X150 |  | 777234 | 15089 | SH |  | SOLE | 30 | 0 | 0 | 15089 |
| FIRST TR EXCHANGE TRADED FD | MATERIALS ALPH | 33734X168 |  | 560882 | 9257 | SH |  | SOLE | 30 | 4687 | 0 | 4570 |
| FIRST TR EXCHANGE TRADED FD | TECH ALPHADEX | 33734X176 |  | 1269066 | 13862 | SH |  | SOLE | 30 | 9153 | 0 | 4709 |
| FIRST TR EXCH TRD ALPHDX FD | UNIT KING ALPH | 33737J224 |  | 3404974 | 107534 | SH |  | SOLE | 30 | 52944 | 0 | 54590 |
| FIRST TR EXCHANGE-TRADED FD | NASDQ OIL GAS | 33738R845 |  | 1261583 | 45121 | SH |  | SOLE | 30 | 14403 | 0 | 30718 |
| FISERV INC | COM | 337738108 |  | 875367 | 8661 | SH |  | SOLE | 30 | 8625 | 0 | 36 |
| FRANKLIN TEMPLETON ETF TR | FTSE LATN AMRC | 35473P561 |  | 357330 | 18208 | SH |  | SOLE | 30 | 7506 | 0 | 10702 |
| FRANKLIN TEMPLETON ETF TR | FRANKLIN ASIA | 35473P660 |  | 3088484 | 150475 | SH |  | SOLE | 30 | 77819 | 0 | 72656 |
| FRANKLIN TEMPLETON ETF TR | FTSE UNTD KGDM | 35473P678 |  | 3382805 | 147850 | SH |  | SOLE | 30 | 59305 | 0 | 88545 |
| FRANKLIN TEMPLETON ETF TR | FRANKLN SWZLND | 35473P694 |  | 3960055 | 136178 | SH |  | SOLE | 30 | 50111 | 0 | 86067 |
| FRANKLIN TEMPLETON ETF TR | FTSE JAPAN ETF | 35473P744 |  | 2029192 | 84409 | SH |  | SOLE | 30 | 28240 | 0 | 56169 |
| FRANKLIN TEMPLETON ETF TR | FTSE CANADA | 35473P827 |  | 860119 | 28931 | SH |  | SOLE | 30 | 8134 | 0 | 20797 |
| FRANKLIN TEMPLETON ETF TR | FTSE BRAZIL | 35473P835 |  | 266571 | 15471 | SH |  | SOLE | 30 | 4743 | 0 | 10728 |
| FRANKLIN TEMPLETON ETF TR | FTSE AUSTRALIA | 35473P843 |  | 596410 | 22741 | SH |  | SOLE | 30 | 13532 | 0 | 9209 |
| GENERAL DYNAMICS CORP | COM | 369550108 |  | 215111 | 867 | SH |  | SOLE | 30 | 819 | 0 | 48 |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 |  | 692597 | 2017 | SH |  | SOLE | 30 | 2017 | 0 | 0 |
| HERSHEY CO | COM | 427866108 |  | 554842 | 2396 | SH |  | SOLE | 30 | 29 | 0 | 2367 |
| HOME DEPOT INC | COM | 437076102 |  | 462103 | 1463 | SH |  | SOLE | 30 | 311 | 0 | 1152 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 |  | 14653286 | 55030 | SH |  | SOLE | 30 | 40086 | 0 | 14944 |
| INVESCO EXCHANGE TRADED FD T | S QUALITY | 46137V241 |  | 202576 | 4604 | SH |  | SOLE | 30 | 0 | 0 | 4604 |
| INVESCO EXCHANGE TRADED FD T | S EQL UTL | 46137V274 |  | 2676885 | 23009 | SH |  | SOLE | 30 | 19892 | 0 | 3117 |
| INVESCO EXCHANGE TRADED FD T | S EQL TEC | 46137V282 |  | 43560050 | 179274 | SH |  | SOLE | 30 | 118330 | 0 | 60944 |
| INVESCO EXCHANGE TRADED FD T | S EQL REL | 46137V290 |  | 1060814 | 34498 | SH |  | SOLE | 30 | 19859 | 0 | 14639 |
| INVESCO EXCHANGE TRADED FD T | S EQL MAT | 46137V316 |  | 373002 | 2351 | SH |  | SOLE | 30 | 1987 | 0 | 364 |
| INVESCO EXCHANGE TRADED FD T | S EQL IND | 46137V324 |  | 4183462 | 23467 | SH |  | SOLE | 30 | 17147 | 0 | 6320 |
| INVESCO EXCHANGE TRADED FD T | S EQL HLT | 46137V332 |  | 9348943 | 32409 | SH |  | SOLE | 30 | 14870 | 0 | 17539 |
| INVESCO EXCHANGE TRADED FD T | S EQL FIN | 46137V340 |  | 1719208 | 30477 | SH |  | SOLE | 30 | 17696 | 0 | 12781 |
| INVESCO EXCHANGE TRADED FD T | S EQL WGT | 46137V357 |  | 304111 | 2153 | SH |  | SOLE | 30 | 2153 | 0 | 0 |
| INVESCO EXCHANGE TRADED FD T | S EQL ENR | 46137V365 |  | 715498 | 9843 | SH |  | SOLE | 30 | 5829 | 0 | 4014 |
| INVESCO EXCHANGE TRADED FD T | S EQL STP | 46137V373 |  | 5818582 | 34125 | SH |  | SOLE | 30 | 19064 | 0 | 15061 |
| INVESCO EXCHANGE TRADED FD T | S EQL DIS | 46137V381 |  | 1352012 | 11478 | SH |  | SOLE | 30 | 4151 | 0 | 7327 |
| INVESCO EXCHANGE TRADED FD T | S 500A EQL | 46137Y609 |  | 2493732 | 99253 | SH |  | SOLE | 30 | 69820 | 0 | 29433 |
| INVESCO EXCH TRADED FD TR II | KBW BK ETF | 46138E628 |  | 4782025 | 92639 | SH |  | SOLE | 30 | 43891 | 0 | 48748 |
| ISHARES INC | MSCI AUST ETF | 464286103 |  | 1280414 | 57598 | SH |  | SOLE | 30 | 21162 | 0 | 36436 |
| ISHARES INC | MSCI BRAZIL ETF | 464286400 |  | 1240721 | 44359 | SH |  | SOLE | 30 | 17704 | 0 | 26655 |
| ISHARES INC | MSCI EM ASIA ETF | 464286426 |  | 5131561 | 81042 | SH |  | SOLE | 30 | 26531 | 0 | 54511 |
| ISHARES INC | MSCI CDA ETF | 464286509 |  | 3506402 | 107131 | SH |  | SOLE | 30 | 48583 | 0 | 58548 |
| ISHARES INC | MSCI EURZONE ETF | 464286608 |  | 9051635 | 229300 | SH |  | SOLE | 30 | 114483 | 0 | 114817 |
| ISHARES INC | MSCI PAC JP ETF | 464286665 |  | 926874 | 21661 | SH |  | SOLE | 30 | 15600 | 0 | 6061 |
| ISHARES INC | MSCI SWITZERLAND | 464286749 |  | 2481753 | 59188 | SH |  | SOLE | 30 | 32312 | 0 | 26876 |
| ISHARES TR | CORE S ETF | 464287200 |  | 486794 | 1267 | SH |  | SOLE | 30 | 332 | 0 | 935 |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 |  | 284250 | 7500 | SH |  | SOLE | 30 | 0 | 0 | 7500 |
| ISHARES TR | GBL COMM SVC ETF | 464287275 |  | 5825685 | 106972 | SH |  | SOLE | 30 | 66598 | 0 | 40374 |
| ISHARES TR | GLOBAL ENERG ETF | 464287341 |  | 4105023 | 105284 | SH |  | SOLE | 30 | 66265 | 0 | 39019 |
| ISHARES TR | LATN AMER 40 ETF | 464287390 |  | 591067 | 25822 | SH |  | SOLE | 30 | 10326 | 0 | 15496 |
| ISHARES TR | MSCI EAFE ETF | 464287465 |  | 544746 | 8299 | SH |  | SOLE | 30 | 0 | 0 | 8299 |
| ISHARES TR | RUS MDCP VAL ETF | 464287473 |  | 462864 | 4394 | SH |  | SOLE | 30 | 4115 | 0 | 279 |
| ISHARES TR | RUS MD CP GR ETF | 464287481 |  | 287166 | 3435 | SH |  | SOLE | 30 | 2310 | 0 | 1125 |
| ISHARES TR | ISHARES BIOTECH | 464287556 |  | 261005 | 1988 | SH |  | SOLE | 30 | 1988 | 0 | 0 |
| ISHARES TR | US CONSUM DISCRE | 464287580 |  | 13181797 | 231422 | SH |  | SOLE | 30 | 174210 | 0 | 57212 |
| ISHARES TR | S MC 400GR ETF | 464287606 |  | 355160 | 5200 | SH |  | SOLE | 30 | 0 | 0 | 5200 |
| ISHARES TR | RUS 1000 GRW ETF | 464287614 |  | 637364 | 2975 | SH |  | SOLE | 30 | 0 | 0 | 2975 |
| ISHARES TR | U.S. UTILITS ETF | 464287697 |  | 8149241 | 94167 | SH |  | SOLE | 30 | 65272 | 0 | 28895 |
| ISHARES TR | S MC 400VL ETF | 464287705 |  | 372960 | 3700 | SH |  | SOLE | 30 | 0 | 0 | 3700 |
| ISHARES TR | US TELECOM ETF | 464287713 |  | 22639519 | 1009341 | SH |  | SOLE | 30 | 683722 | 0 | 325619 |
| ISHARES TR | U.S. TECH ETF | 464287721 |  | 319542509 | 4289737 | SH |  | SOLE | 30 | 4224141 | 0 | 65596 |
| ISHARES TR | U.S. REAL ES ETF | 464287739 |  | 1171756 | 13918 | SH |  | SOLE | 30 | 10366 | 0 | 3552 |
| ISHARES TR | US INDUSTRIALS | 464287754 |  | 3085745 | 31990 | SH |  | SOLE | 30 | 23462 | 0 | 8528 |
| ISHARES TR | US HLTHCARE ETF | 464287762 |  | 16283535 | 57395 | SH |  | SOLE | 30 | 45096 | 0 | 12299 |
| ISHARES TR | U.S. FIN SVC ETF | 464287770 |  | 1375150 | 8730 | SH |  | SOLE | 30 | 7161 | 0 | 1569 |
| ISHARES TR | U.S. FINLS ETF | 464287788 |  | 10839377 | 143625 | SH |  | SOLE | 30 | 99781 | 0 | 43844 |
| ISHARES TR | U.S. ENERGY ETF | 464287796 |  | 64624116 | 1390065 | SH |  | SOLE | 30 | 1359241 | 0 | 30824 |
| ISHARES TR | US CONSM STAPLES | 464287812 |  | 95626579 | 471578 | SH |  | SOLE | 30 | 452861 | 0 | 18717 |
| ISHARES TR | U.S. BAS MTL ETF | 464287838 |  | 34508889 | 276580 | SH |  | SOLE | 30 | 275159 | 0 | 1421 |
| ISHARES TR | MSCI AC ASIA ETF | 464288182 |  | 13602408 | 209946 | SH |  | SOLE | 30 | 94428 | 0 | 115518 |
| ISHARES TR | MSCI ACWI EX US | 464288240 |  | 1273272 | 27984 | SH |  | SOLE | 30 | 0 | 0 | 27984 |
| ISHARES TR | MSCI ACWI ETF | 464288257 |  | 2141522 | 25230 | SH |  | SOLE | 30 | 0 | 0 | 25230 |
| ISHARES TR | CRE U S REIT ETF | 464288521 |  | 11361482 | 229757 | SH |  | SOLE | 30 | 167494 | 0 | 62263 |
| ISHARES TR | GLOB INDSTRL ETF | 464288729 |  | 4091452 | 38421 | SH |  | SOLE | 30 | 15464 | 0 | 22957 |
| ISHARES TR | GLB CNS DISC ETF | 464288745 |  | 6302233 | 50026 | SH |  | SOLE | 30 | 25703 | 0 | 24323 |
| ISHARES TR | EAFE VALUE ETF | 464288877 |  | 345476 | 7530 | SH |  | SOLE | 30 | 0 | 0 | 7530 |
| ISHARES TR | MSCI UK SM ETF | 46429B416 |  | 536326 | 17312 | SH |  | SOLE | 30 | 6982 | 0 | 10330 |
| ISHARES INC | MSCI JPN ETF NEW | 46434G822 |  | 6215108 | 114164 | SH |  | SOLE | 30 | 44402 | 0 | 69762 |
| ISHARES INC | ESG AWR MSCI EM | 46434G863 |  | 426092 | 14170 | SH |  | SOLE | 30 | 0 | 0 | 14170 |
| ISHARES TR | CORE MSCI EURO | 46434V738 |  | 543440 | 11441 | SH |  | SOLE | 30 | 7490 | 0 | 3951 |
| ISHARES TR | MSCI UK ETF NEW | 46435G334 |  | 3066258 | 100008 | SH |  | SOLE | 30 | 49300 | 0 | 50708 |
| ISHARES TR | MSCI CDA ETF | 46435G706 |  | 1027888 | 35614 | SH |  | SOLE | 30 | 17136 | 0 | 18478 |
| JPMORGAN CHASE  CO | COM | 46625H100 |  | 931071 | 6943 | SH |  | SOLE | 30 | 5964 | 0 | 979 |
| J P MORGAN EXCHANGE TRADED F | BETABUILDERS EUR | 46641Q191 |  | 3575081 | 73713 | SH |  | SOLE | 30 | 42218 | 0 | 31495 |
| J P MORGAN EXCHANGE TRADED F | BETABULDRS JAPAN | 46641Q217 |  | 4999665 | 111351 | SH |  | SOLE | 30 | 59753 | 0 | 51598 |
| J P MORGAN EXCHANGE TRADED F | BETABUILDERS CDA | 46641Q225 |  | 1792991 | 31297 | SH |  | SOLE | 30 | 15592 | 0 | 15705 |
| J P MORGAN EXCHANGE TRADED F | BETABUILDERS DEV | 46641Q233 |  | 2324767 | 47502 | SH |  | SOLE | 30 | 16038 | 0 | 31464 |
| JOHNSON  JOHNSON | COM | 478160104 |  | 1684534 | 9536 | SH |  | SOLE | 30 | 7121 | 0 | 2415 |
| KLA CORP | COM NEW | 482480100 |  | 1065110 | 2825 | SH |  | SOLE | 30 | 1701 | 0 | 1124 |
| LENNAR CORP | CL A | 526057104 |  | 1043737 | 11533 | SH |  | SOLE | 30 | 11533 | 0 | 0 |
| LIBERTY MEDIA CORP DEL | COM SER C FRMLA | 531229854 |  | 579089 | 9687 | SH |  | SOLE | 30 | 9687 | 0 | 0 |
| LILLY ELI  CO | COM | 532457108 |  | 940575 | 2571 | SH |  | SOLE | 30 | 1136 | 0 | 1435 |
| LOWES COS INC | COM | 548661107 |  | 1161569 | 5830 | SH |  | SOLE | 30 | 5830 | 0 | 0 |
| MASTERCARD INCORPORATED | CL A | 57636Q104 |  | 776829 | 2234 | SH |  | SOLE | 30 | 544 | 0 | 1690 |
| MCDONALDS CORP | COM | 580135101 |  | 601639 | 2283 | SH |  | SOLE | 30 | 390 | 0 | 1893 |
| MICROSOFT CORP | COM | 594918104 |  | 4278389 | 17840 | SH |  | SOLE | 30 | 11506 | 0 | 6334 |
| MONDELEZ INTL INC | CL A | 609207105 |  | 280397 | 4207 | SH |  | SOLE | 30 | 584 | 0 | 3623 |
| MORGAN STANLEY | COM NEW | 617446448 |  | 1282612 | 15086 | SH |  | SOLE | 30 | 14496 | 0 | 590 |
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 |  | 322653 | 1252 | SH |  | SOLE | 30 | 72 | 0 | 1180 |
| NORTHROP GRUMMAN CORP | COM | 666807102 |  | 258074 | 473 | SH |  | SOLE | 30 | 19 | 0 | 454 |
| OREILLY AUTOMOTIVE INC | COM | 67103H107 |  | 211008 | 250 | SH |  | SOLE | 30 | 247 | 0 | 3 |
| PAYCHEX INC | COM | 704326107 |  | 445253 | 3853 | SH |  | SOLE | 30 | 1213 | 0 | 2640 |
| PEPSICO INC | COM | 713448108 |  | 338015 | 1871 | SH |  | SOLE | 30 | 1109 | 0 | 762 |
| PFIZER INC | COM | 717081103 |  | 245440 | 4790 | SH |  | SOLE | 30 | 3097 | 0 | 1693 |
| PIONEER NAT RES CO | COM | 723787107 |  | 212403 | 930 | SH |  | SOLE | 30 | 886 | 0 | 44 |
| PROCTER AND GAMBLE CO | COM | 742718109 |  | 399815 | 2638 | SH |  | SOLE | 30 | 927 | 0 | 1711 |
| PROGRESSIVE CORP | COM | 743315103 |  | 493028 | 3801 | SH |  | SOLE | 30 | 106 | 0 | 3695 |
| PROSHARES TR | SHORT S 500 NE | 74347B425 |  | 1301636 | 81200 | SH |  | SOLE | 30 | 81200 | 0 | 0 |
| RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 |  | 457470 | 4533 | SH |  | SOLE | 30 | 951 | 0 | 3582 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 1514423 | 3960 | SH |  | SOLE | 30 | 2017 | 0 | 1943 |
| SPDR INDEX SHS FDS | EURO STOXX 50 | 78463X202 |  | 11640875 | 300798 | SH |  | SOLE | 30 | 97406 | 0 | 203392 |
| SPDR INDEX SHS FDS | ASIA PACIF ETF | 78463X301 |  | 1451438 | 15116 | SH |  | SOLE | 30 | 7293 | 0 | 7823 |
| SPDR SER TR | S DIVID ETF | 78464A763 |  | 337171 | 2695 | SH |  | SOLE | 30 | 0 | 0 | 2695 |
| SPDR S MIDCAP 400 ETF TR | UTSER1 S | 78467Y107 |  | 264788 | 598 | SH |  | SOLE | 30 | 460 | 0 | 138 |
| SALESFORCE INC | COM | 79466L302 |  | 2126081 | 16035 | SH |  | SOLE | 30 | 16035 | 0 | 0 |
| SAP SE | SPON ADR | 803054204 |  | 224438 | 2175 | SH |  | SOLE | 30 | 2175 | 0 | 0 |
| SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 |  | 13582349 | 174850 | SH |  | SOLE | 30 | 131543 | 0 | 43307 |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 |  | 58833204 | 433075 | SH |  | SOLE | 30 | 324771 | 0 | 108304 |
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 |  | 18255986 | 244882 | SH |  | SOLE | 30 | 201746 | 0 | 43137 |
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 |  | 174280754 | 1349340 | SH |  | SOLE | 30 | 1243296 | 0 | 106044 |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 |  | 19496085 | 222889 | SH |  | SOLE | 30 | 167270 | 0 | 55619 |
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 |  | 171505135 | 5014770 | SH |  | SOLE | 30 | 4753500 | 0 | 261270 |
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 |  | 31683133 | 322606 | SH |  | SOLE | 30 | 251738 | 0 | 70868 |
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 |  | 75381419 | 605765 | SH |  | SOLE | 30 | 448047 | 0 | 157718 |
| SELECT SECTOR SPDR TR | COMMUNICATION | 81369Y852 |  | 7694118 | 160328 | SH |  | SOLE | 30 | 117959 | 0 | 42369 |
| SELECT SECTOR SPDR TR | RL EST SEL SEC | 81369Y860 |  | 36688725 | 993467 | SH |  | SOLE | 30 | 956796 | 0 | 36671 |
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 |  | 9912015 | 140596 | SH |  | SOLE | 30 | 108507 | 0 | 32089 |
| TJX COS INC NEW | COM | 872540109 |  | 230760 | 2899 | SH |  | SOLE | 30 | 2834 | 0 | 65 |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 |  | 409918 | 5503 | SH |  | SOLE | 30 | 5475 | 0 | 28 |
| TEMPUR SEALY INTL INC | COM | 88023U101 |  | 244704 | 7128 | SH |  | SOLE | 30 | 7128 | 0 | 0 |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 |  | 360702 | 655 | SH |  | SOLE | 30 | 526 | 0 | 129 |
| ULTA BEAUTY INC | COM | 90384S303 |  | 223277 | 476 | SH |  | SOLE | 30 | 466 | 0 | 10 |
| UNION PAC CORP | COM | 907818108 |  | 435261 | 2102 | SH |  | SOLE | 30 | 2088 | 0 | 14 |
| UNITEDHEALTH GROUP INC | COM | 91324P102 |  | 2047555 | 3862 | SH |  | SOLE | 30 | 2341 | 0 | 1521 |
| VANGUARD SPECIALIZED FUNDS | DIV APP ETF | 921908844 |  | 689551 | 4541 | SH |  | SOLE | 30 | 1259 | 0 | 3282 |
| VANGUARD TAX-MANAGED FDS | VAN FTSE DEV MKT | 921943858 |  | 1453337 | 34628 | SH |  | SOLE | 30 | 1323 | 0 | 33305 |
| VANGUARD WHITEHALL FDS | HIGH DIV YLD | 921946406 |  | 319761 | 2955 | SH |  | SOLE | 30 | 0 | 0 | 2955 |
| VANGUARD INTL EQUITY INDEX F | FTSE EMR MKT ETF | 922042858 |  | 317960 | 8157 | SH |  | SOLE | 30 | 772 | 0 | 7385 |
| VANGUARD INTL EQUITY INDEX F | FTSE EUROPE ETF | 922042874 |  | 2113872 | 38129 | SH |  | SOLE | 30 | 14328 | 0 | 23801 |
| VANGUARD WORLD FDS | CONSUM DIS ETF | 92204A108 |  | 10920556 | 49861 | SH |  | SOLE | 30 | 40871 | 0 | 8990 |
| VANGUARD WORLD FDS | CONSUM STP ETF | 92204A207 |  | 25062599 | 130827 | SH |  | SOLE | 30 | 95435 | 0 | 35392 |
| VANGUARD WORLD FDS | ENERGY ETF | 92204A306 |  | 13222819 | 109027 | SH |  | SOLE | 30 | 83972 | 0 | 25055 |
| VANGUARD WORLD FDS | FINANCIALS ETF | 92204A405 |  | 45820571 | 553857 | SH |  | SOLE | 30 | 414789 | 0 | 139068 |
| VANGUARD WORLD FDS | HEALTH CAR ETF | 92204A504 |  | 231127751 | 931779 | SH |  | SOLE | 30 | 880358 | 0 | 51421 |
| VANGUARD WORLD FDS | INDUSTRIAL ETF | 92204A603 |  | 134855836 | 738370 | SH |  | SOLE | 30 | 690981 | 0 | 47389 |
| VANGUARD WORLD FDS | INF TECH ETF | 92204A702 |  | 60761720 | 190231 | SH |  | SOLE | 30 | 148806 | 0 | 41425 |
| VANGUARD WORLD FDS | MATERIALS ETF | 92204A801 |  | 7538207 | 44290 | SH |  | SOLE | 30 | 29386 | 0 | 14904 |
| VANGUARD WORLD FDS | UTILITIES ETF | 92204A876 |  | 39914394 | 260266 | SH |  | SOLE | 30 | 246349 | 0 | 13917 |
| VANGUARD WORLD FDS | COMM SRVC ETF | 92204A884 |  | 110099927 | 1338601 | SH |  | SOLE | 30 | 1274574 | 0 | 64027 |
| VANGUARD INDEX FDS | S 500 ETF SHS | 922908363 |  | 267370 | 761 | SH |  | SOLE | 30 | 236 | 0 | 525 |
| VANGUARD INDEX FDS | REAL ESTATE ETF | 922908553 |  | 4816575 | 58397 | SH |  | SOLE | 30 | 46042 | 0 | 12354 |
| VANGUARD INDEX FDS | SML CP GRW ETF | 922908595 |  | 278751 | 1390 | SH |  | SOLE | 30 | 0 | 0 | 1390 |
| VANGUARD INDEX FDS | SM CP VAL ETF | 922908611 |  | 307119 | 1934 | SH |  | SOLE | 30 | 134 | 0 | 1800 |
| VANGUARD INDEX FDS | MID CAP ETF | 922908629 |  | 408028 | 2002 | SH |  | SOLE | 30 | 343 | 0 | 1659 |
| VANGUARD INDEX FDS | EXTEND MKT ETF | 922908652 |  | 1375765 | 10355 | SH |  | SOLE | 30 | 64 | 0 | 10291 |
| VANGUARD INDEX FDS | GROWTH ETF | 922908736 |  | 767647 | 3602 | SH |  | SOLE | 30 | 495 | 0 | 3107 |
| VANGUARD INDEX FDS | VALUE ETF | 922908744 |  | 2130023 | 15174 | SH |  | SOLE | 30 | 624 | 0 | 14550 |
| VANGUARD INDEX FDS | SMALL CP ETF | 922908751 |  | 444717 | 2423 | SH |  | SOLE | 30 | 315 | 0 | 2108 |
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 |  | 6088446 | 31845 | SH |  | SOLE | 30 | 27922 | 0 | 3923 |
| VISA INC | COM CL A | 92826C839 |  | 673558 | 3242 | SH |  | SOLE | 30 | 1962 | 0 | 1280 |
| WELLS FARGO CO NEW | COM | 949746101 |  | 283621 | 6869 | SH |  | SOLE | 30 | 6209 | 0 | 660 |
| BUNGE LIMITED | COM | G16962105 |  | 308988 | 3097 | SH |  | SOLE | 30 | 7 | 0 | 3090 |
| LINDE PLC | SHS | G5494J103 |  | 470678 | 1443 | SH |  | SOLE | 30 | 720 | 0 | 723 |

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