# EDGAR Filing Document

**Accession Number:** 0001415995
**File Stem:** 0000940400-26-011517
**Filing Date:** 2026-3
**Character Count:** 78026
**Document Hash:** 37a0846c1e86c8b84d8bbe36742a97cf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011517.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011517

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** New York Life Investments ETF Trust
- **CENTRAL INDEX KEY:** 0001415995

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22227
- **FILM NUMBER:** 26792933

**BUSINESS ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** (212) 576-5018

**MAIL ADDRESS:**
- **STREET 1:** 51 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IndexIQ ETF Trust
- **DATE OF NAME CHANGE:** 20080908

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IQSHARES Trust
- **DATE OF NAME CHANGE:** 20080808

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IQSHARES Trust 1
- **DATE OF NAME CHANGE:** 20071024

## Series and Classes Contracts Data

### NYLI Hedge Multi-Strategy Tracker ETF (Series ID: S000023661)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000069675 | NYLI Hedge Multi-Strategy Tracker ETF | QAI             |

## Nport-Ex

Schedule of Investments ─ NYLI Hedge Multi-Strategy Tracker ETF

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Exchange Traded Vehicles — 4.3%** |  |  |
| **Agriculture Fund — 1.8%** |  |  |
| Invesco DB Agriculture Fund\* | 555168 | $14245611 |
| **Broad Funds — 1.8%** |  |  |
| abrdn Bloomberg All Commodity Strategy K-1 Free ETF<sup>(a)</sup> | 186694 | 4054994 |
| Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF<sup>(a)</sup> | 700147 | 10166134 |
| &nbsp;&nbsp;Total Broad Funds |  | 14221128 |
| **Silver Fund — 0.5%** |  |  |
| abrdn Physical Silver Shares ETF\* | 44336 | 3511411 |
| **U.S. Dollar Fund — 0.2%** |  |  |
| Invesco DB U.S. Dollar Index Bullish Fund\*<sup>(a)</sup> | 48321 | 1297419 |
| **Total Exchange Traded Vehicles** |  |  |
| &nbsp;&nbsp;**(Cost $30,552,961)** |  | 33275569 |
| **Investment Companies — 95.7%** |  |  |
| **Bank Loan Fund — 6.5%** |  |  |
| Franklin Senior Loan ETF†<sup>(a)</sup> | 2172402 | 50790759 |
| **BRIC Equity Fund — 1.0%** |  |  |
| iShares MSCI China ETF<sup>(a)</sup> | 124308 | 7756819 |
| **China Fund — 0.2%** |  |  |
| Xtrackers Harvest CSI 300 China A-Shares ETF<sup>(a)</sup> | 52767 | 1764528 |
| **Convertible Bond Funds — 6.8%** |  |  |
| iShares Convertible Bond ETF<sup>(a)</sup> | 238906 | 24731549 |
| State Street SPDR Bloomberg Convertible Securities ETF<sup>(a)</sup> | 301880 | 28195592 |
| &nbsp;&nbsp;Total Convertible Bond Funds |  | 52927141 |
| **Derivative Income Fund — 2.8%** |  |  |
| JPMorgan Equity Premium Income ETF<sup>(a)</sup> | 368098 | 21555819 |
| **Emerging Markets Local Fund — 0.2%** |  |  |
| VanEck J. P. Morgan EM Local Currency Bond ETF<sup>(a)</sup> | 74382 | 1956247 |
| **Emerging Markets Funds — 5.3%** |  |  |
| Franklin FTSE India ETF<sup>(a)</sup> | 180756 | 6695202 |
| iShares MSCI Emerging Markets ex China ETF | 428982 | 34241344 |
| &nbsp;&nbsp;Total Emerging Markets Funds |  | 40936546 |
| **Floating Rate - Investment Grade Funds — 20.9%** |  |  |
| iShares Floating Rate Bond ETF<sup>(b)</sup> | 2453336 | 125218269 |
| State Street SPDR Bloomberg Investment Grade Floating Rate ETF<sup>(a)</sup> | 1221941 | 37696880 |
| &nbsp;&nbsp;Total Floating Rate - Investment Grade Funds |  | 162915149 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Investment Companies (continued)** |  |  |
| **International Equity Core Fund — 7.7%** |  |  |
| Vanguard FTSE Developed Markets ETF<sup>(a)</sup> | 903199 | $59791774 |
| **Investment Grade Corporate Bond Fund — 0.5%** |  |  |
| iShares Broad USD Investment Grade Corporate Bond ETF<sup>(a)</sup> | 69013 | 3585915 |
| **Managed Futures Funds — 3.2%** |  |  |
| iMGP DBi Managed Futures Strategy ETF<sup>(a)</sup> | 550217 | 16060834 |
| Simplify Managed Futures Strategy ETF<sup>(a)</sup> | 326175 | 9149209 |
| &nbsp;&nbsp;Total Managed Futures Funds |  | 25210043 |
| **Merger Arbitrage Funds — 3.9%** |  |  |
| AltShares Merger Arbitrage ETF† | 290100 | 8427405 |
| NYLI Merger Arbitrage ETF\*† | 618541 | 22372628 |
| &nbsp;&nbsp;Total Merger Arbitrage Funds |  | 30800033 |
| **Mortgage Backed Funds — 1.9%** |  |  |
| Vanguard Mortgage-Backed Securities ETF<sup>(a)</sup> | 307666 | 14534142 |
| **Municipal Bond Funds — 5.3%** |  |  |
| iShares National Muni Bond ETF<sup>(a)</sup> | 188146 | 20291546 |
| Vanguard Tax-Exempt Bond Index ETF<sup>(a)</sup> | 410194 | 20739409 |
| &nbsp;&nbsp;Total Municipal Bond Funds |  | 41030955 |
| **Preferred Fund — 2.7%** |  |  |
| Global X U.S. Preferred ETF<sup>(a)</sup> | 1068560 | 20751435 |
| **U.S. Large Cap Core Funds — 1.2%** |  |  |
| State Street Financial Select Sector SPDR Fund<sup>(a)</sup> | 65783 | 3515444 |
| State Street Materials Select Sector SPDR Fund<sup>(a)</sup> | 113771 | 5605497 |
| &nbsp;&nbsp;Total U.S. Large Cap Core Funds |  | 9120941 |
| **U.S. Mid Cap Core Fund — 0.3%** |  |  |
| Vanguard Mid-Cap ETF | 9313 | 2757486 |
| **U.S. Momentum Fund — 4.1%** |  |  |
| iShares MSCI USA Momentum Factor ETF<sup>(a)</sup> | 125078 | 32006209 |
| **U.S. Sector Funds — 2.1%** |  |  |
| iShares Semiconductor ETF<sup>(a)</sup> | 10963 | 3796487 |
| State Street Communication Services Select Sector SPDR ETF<sup>(a)</sup> | 106903 | 12836912 |
| &nbsp;&nbsp;Total U.S. Sector Funds |  | 16633399 |
| **U.S. Short Term Treasury Bond Fund — 13.9%** |  |  |
| Vanguard Short-Term Treasury ETF | 1839494 | 108272617 |
| **U.S. Small Cap Core Fund — 5.2%** |  |  |
| iShares Core S&P Small-Cap ETF<sup>(a)</sup> | 318417 | 40448512 |
| **Total Investment Companies** |  |  |
| &nbsp;&nbsp;**(Cost $692,413,687)** |  | **745546469** |

---

Schedule of Investments ─ NYLI Hedge Multi-Strategy Tracker ETF (continued)

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Short-Term Investment — 15.7%** |  |  |
| **Money Market Fund — 15.7%** |  |  |
| Dreyfus Government Cash Management Fund, Institutional Shares, 3.58%<sup>(c)(d)</sup> |  |  |
| **(Cost $122,184,260)** | 122184260 | $**122184260** |
| **Total Investments — 115.7%<br> (Cost $845,150,908)** |  | **901006298** |
| **Other Assets and Liabilities,<br> Net — (15.7)%** |  | **(122238586)** |
| **Net Assets — 100.0%** |  | $**778767712** |

---

---

| | |
|:---|:---|
| \* | Non-income producing securities. |
| † | Affiliated fund. |
| (a) | All or a portion of the security was on loan. In addition, "Other Assets and Liabilities, Net" may include pending sales that are also on loan. The aggregate market value of securities on loan was $206,189,799; total market value of collateral held by the Fund was $213,532,065. Market value of the collateral held includes non-cash U.S. Treasury securities collateral having a value of $91,347,805. |
| (b) | All or a portion of these securities have been segregated as collateral for swap contracts. The total value of securities segregated amounted to $3,900,457. |
| (c) | Reflects the 1-day yield at January 31, 2026. |
| (d) | Represents security purchased with cash collateral received for securities on loan. |

---

Schedule of Investments ─ NYLI Hedge Multi-Strategy Tracker ETF (continued)

January 31, 2026 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** | **Total Return Swap contracts outstanding at January 31, 2026:** |
| **Total Return Benchmark** | **Counterparty** | **Floating Rate<sup>(e)</sup>**  | **Expiration Date** | **Payment Frequency** | **Notional<br> Amount Long/(Short)** | **Value/<br> Unrealized Appreciation/<br> (Depreciation)<sup>(f)</sup>** |
| abrdn Bloomberg All Commodity Strategy K-1 Free ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | $341743 | $— |
| abrdn Bloomberg All Commodity Strategy K-1 Free ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 341743 |  |
| abrdn Physical Silver Shares ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 295970 |  |
| abrdn Physical Silver Shares ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 295970 |  |
| AltShares Merger Arbitrage ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 710243 |  |
| AltShares Merger Arbitrage ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 639449 |  |
| Franklin FTSE India ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 564267 |  |
| Franklin FTSE India ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 564267 |  |
| Franklin Senior Loan ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 4195237 |  |
| Franklin Senior Loan ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 4195237 |  |
| Global X MLP & Energy Infrastructure ETF | Morgan Stanley | 1-Day FEDEF - 3.14% | 7/02/2026 | Monthly | (641672) |  |
| Global X MLP & Energy Infrastructure ETF | Merrill Lynch | 1-Day FEDEF | 8/02/2027 | Monthly | (641672) |  |
| Global X US Preferred ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 1712708 |  |
| Global X US Preferred ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 1712708 |  |
| iMGP DBi Managed Futures Strategy ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 1325576 |  |
| iMGP DBi Managed Futures Strategy ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 950981 |  |
| Invesco CurrencyShares Euro Currency Trust | Morgan Stanley | 1-Day FEDEF - 6.00% | 7/02/2026 | Monthly | (19322002) |  |
| Invesco CurrencyShares Euro Currency Trust | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | (19322002) |  |
| Invesco CurrencyShares Japanese Yen Trust | Morgan Stanley | 1-Day FEDEF - 1.87% | 7/02/2026 | Monthly | (106778) |  |
| Invesco CurrencyShares Japanese Yen Trust | Merrill Lynch | 1-Day FEDEF | 8/02/2027 | Monthly | (106778) |  |
| Invesco DB Agriculture Fund | Morgan Stanley | 1-Day FEDEF + 1.29% | 7/02/2026 | Monthly | 1175767 |  |
| Invesco DB Agriculture Fund | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 1175767 |  |
| Invesco DB US Dollar Index Bullish Fund | Morgan Stanley | 1-Day FEDEF + 1.60% | 7/02/2026 | Monthly | 109360 |  |
| Invesco DB US Dollar Index Bullish Fund | Merrill Lynch | 1-Day FEDEF + 0.50% | 8/02/2027 | Monthly | 109360 |  |
| Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 856782 |  |
| Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 856782 |  |
| iShares 0-3 Month Treasury Bond ETF | Morgan Stanley | 1-Day FEDEF - 0.35% | 7/02/2026 | Monthly | (3944049) |  |
| iShares 0-3 Month Treasury Bond ETF | Merrill Lynch | 1-Day FEDEF | 8/02/2027 | Monthly | (3944049) |  |
| iShares 7-10 Year Treasury Bond ETF | Morgan Stanley | 1-Day FEDEF - 0.47% | 7/02/2026 | Monthly | (6366962) |  |
| iShares 7-10 Year Treasury Bond ETF | Merrill Lynch | 1-Day FEDEF | 8/02/2027 | Monthly | (6366962) |  |
| iShares Broad USD Investment Grade Corporate Bond ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 302199 |  |
| iShares Broad USD Investment Grade Corporate Bond ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 8/02/2027 | Monthly | 302199 |  |
| iShares Convertible Bond ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 2041207 |  |
| iShares Convertible Bond ETF | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | 2041207 |  |

---

Schedule of Investments ─ NYLI Hedge Multi-Strategy Tracker ETF (continued)

January 31, 2026 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap contracts outstanding at January 31, 2026: (continued)** | **Total Return Swap contracts outstanding at January 31, 2026: (continued)** | **Total Return Swap contracts outstanding at January 31, 2026: (continued)** | **Total Return Swap contracts outstanding at January 31, 2026: (continued)** | **Total Return Swap contracts outstanding at January 31, 2026: (continued)** | **Total Return Swap contracts outstanding at January 31, 2026: (continued)** | **Total Return Swap contracts outstanding at January 31, 2026: (continued)** |
| **Total Return Benchmark** | **Counterparty** | **Floating Rate<sup>(e)</sup>**  | **Expiration Date** | **Payment Frequency** | **Notional<br> Amount Long/(Short)** | **Value/<br> Unrealized Appreciation/<br> (Depreciation)<sup>(f)</sup>** |
| iShares Core S&P Small-Cap ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | $3341016 | $— |
| iShares Core S&P Small-Cap ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 3351178 |  |
| iShares Floating Rate Bond ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 10342848 |  |
| iShares Floating Rate Bond ETF | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | 10342848 |  |
| iShares International Treasury Bond ETF | Morgan Stanley | 1-Day FEDEF - 1.50% | 7/02/2026 | Monthly | (8396289) |  |
| iShares International Treasury Bond ETF | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | (8396289) |  |
| iShares MSCI China ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 653702 |  |
| iShares MSCI China ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 653702 |  |
| iShares MSCI Emerging Markets ex China ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 2828262 |  |
| iShares MSCI Emerging Markets ex China ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 2828262 |  |
| iShares MSCI USA Momentum Factor ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 2641553 |  |
| iShares MSCI USA Momentum Factor ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 2423534 |  |
| iShares National Muni Bond ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 1674803 |  |
| iShares National Muni Bond ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 1674803 |  |
| iShares Semiconductor ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 319981 |  |
| iShares Semiconductor ETF | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | 319981 |  |
| JPMorgan Equity Premium Income ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 1779111 |  |
| JPMorgan Equity Premium Income ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 1779111 |  |
| NYLI Merger Arbitrage ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 1846515 |  |
| NYLI Merger Arbitrage ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 1846515 |  |
| Simplify Managed Futures Strategy ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 771066 |  |
| Simplify Managed Futures Strategy ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 771066 |  |
| SPDR Bloomberg International Treasury Bond ETF | Morgan Stanley | 1-Day FEDEF - 11.19% | 7/02/2026 | Monthly | (11044990) |  |
| SPDR Bloomberg International Treasury Bond ETF | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | (11044990) |  |
| State Street Communication Services Select Sector SPDR ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 1081921 |  |
| State Street Communication Services Select Sector SPDR ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 1081921 |  |
| State Street Consumer Staples Select Sector SPDR ETF | Morgan Stanley | 1-Day FEDEF - 0.35% | 7/02/2026 | Monthly | (1320544) |  |
| State Street Consumer Staples Select Sector SPDR ETF | Merrill Lynch | 1-Day FEDEF | 8/02/2027 | Monthly | (1320544) |  |
| State Street Energy Select Sector SPDR ETF | Morgan Stanley | 1-Day FEDEF - 0.10% | 7/02/2026 | Monthly | (1071948) |  |
| State Street Energy Select Sector SPDR ETF | Merrill Lynch | 1-Day FEDEF | 8/02/2027 | Monthly | (1071948) |  |
| State Street Financial Select Sector SPDR ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 296271 |  |
| State Street Financial Select Sector SPDR ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 296271 |  |
| State Street Health Care Select Sector SPDR ETF | Morgan Stanley | 1-Day FEDEF - 0.10% | 7/02/2026 | Monthly | (7616458) |  |
| State Street Health Care Select Sector SPDR ETF | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | (7616458) |  |
| State Street Industrial Select Sector SPDR ETF | Morgan Stanley | 1-Day FEDEF - 0.15% | 7/02/2026 | Monthly | (179999) |  |

---

Schedule of Investments ─ NYLI Hedge Multi-Strategy Tracker ETF (continued)

January 31, 2026 (unaudited)

**Total Return Swap contracts outstanding at January 31, 2026: (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Benchmark** | **Counterparty** | **Floating Rate<sup>(e)</sup>**  | **Expiration Date** | **Payment Frequency** | **Notional<br> Amount Long/(Short)** | **Value/<br> Unrealized Appreciation/<br> (Depreciation)<sup>(f)</sup>** |
| State Street Industrial Select Sector SPDR ETF | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | $(179999) | $— |
| State Street Materials Select Sector SPDR ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 472401 |  |
| State Street Materials Select Sector SPDR ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 472401 |  |
| State Street SPDR Bloomberg 1-3 Month T-Bill ETF | Morgan Stanley | 1-Day FEDEF - 0.50% | 7/02/2026 | Monthly | (2456312) |  |
| State Street SPDR Bloomberg 1-3 Month T-Bill ETF | Merrill Lynch | 1-Day FEDEF | 8/02/2027 | Monthly | (2456312) |  |
| State Street SPDR Bloomberg Convertible Securities ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 2327154 |  |
| State Street SPDR Bloomberg Convertible Securities ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 2327154 |  |
| State Street SPDR Bloomberg Investment Grade Floating Rate ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 3113691 |  |
| State Street SPDR Bloomberg Investment Grade Floating Rate ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 3113691 |  |
| State Street Technology Select Sector SPDR ETF | Morgan Stanley | 1-Day FEDEF - 0.05% | 7/02/2026 | Monthly | (244164) |  |
| State Street Technology Select Sector SPDR ETF | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | (244164) |  |
| State Street Utilities Select Sector SPDR ETF | Morgan Stanley | 1-Day FEDEF - 0.35% | 7/02/2026 | Monthly | (647971) |  |
| State Street Utilities Select Sector SPDR ETF | Merrill Lynch | 1-Day FEDEF | 8/02/2027 | Monthly | (647971) |  |
| United States Natural Gas Fund LP | Morgan Stanley | 1-Day FEDEF - 3.74% | 7/02/2026 | Monthly | (1599095) |  |
| United States Natural Gas Fund LP | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | (1599095) |  |
| VanEck J. P. Morgan EM Local Currency Bond ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 164875 |  |
| VanEck J. P. Morgan EM Local Currency Bond ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 8/02/2027 | Monthly | 164875 |  |
| Vanguard FTSE Developed Markets ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 4938719 |  |
| Vanguard FTSE Developed Markets ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 4938719 |  |
| Vanguard Mid-Cap ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 232431 |  |
| Vanguard Mid-Cap ETF | Merrill Lynch | 1-Day FEDEF | 4/30/2027 | Monthly | 232431 |  |
| Vanguard Mortgage-Backed Securities ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 1199565 |  |
| Vanguard Mortgage-Backed Securities ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 8/02/2027 | Monthly | 1199565 |  |
| Vanguard Short-Term Treasury ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 8943130 |  |
| Vanguard Short-Term Treasury ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 8940245 |  |
| Vanguard Tax-Exempt Bond Index ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 1711709 |  |
| Vanguard Tax-Exempt Bond Index ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 1711709 |  |
| Xtrackers Harvest CSI 300 China A-Shares ETF | Morgan Stanley | 1-Day FEDEF + 0.50% | 7/02/2026 | Monthly | 148708 |  |
| Xtrackers Harvest CSI 300 China A-Shares ETF | Merrill Lynch | 1-Day FEDEF + 0.50% | 4/30/2027 | Monthly | 148708 |  |
|  |  |  |  |  |  | $— |

---

The total value of securities segregated as collateral for swap contracts with counterparty Morgan Stanley amounted to $3,900,457 and with Merrill Lynch amounted to $– at January 31, 2026. The Fund either receives fees from, or pays to the counterparty, the total return of the benchmark and the agreed-upon financing rate.

(e) Portfolio pays or receives the floating rate and receives or pays the total return of the reference rate entity.

(f) Reflects the value at reset date of January 31, 2026.

**Abbreviation**

FEDEF — Federal Funds Effective Rate

Schedule of Investments ─ NYLI Hedge Multi-Strategy Tracker ETF (continued)

January 31, 2026 (unaudited)

The following is a summary of the inputs used to value the Fund's investments as of January 31, 2026. For more information on the valuation techniques, and their aggregation into the levels used in the table below, please refer to the Fund's most recent semi-annual or annual financial statements.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Asset Valuation Inputs** |  |  |  |  |
| Investments in Securities:<sup>(g)</sup> |  |  |  |  |
| &nbsp;&nbsp;Exchange Traded Vehicles | $33275569 | $— | $— | $33275569 |
| &nbsp;&nbsp;Investment Companies | 745546469 |  |  | 745546469 |
| Short-Term Investment: |  |  |  |  |
| &nbsp;&nbsp;Money Market Fund | 122184260 |  |  | 122184260 |
| Total Investments in Securities | 901006298 |  |  | 901006298 |
| Other Financial Instruments:<sup>(h)</sup> |  |  |  |  |
| &nbsp;&nbsp;Swap Contracts |  |  |  |  |
| Total Investments in Securities and Other Financial Instruments | $901006298 | $— | $— | $901006298 |
| **Liability Valuation Inputs** |  |  |  |  |
| Other Financial Instruments:<sup>(h)</sup> |  |  |  |  |
| &nbsp;&nbsp;Swap Contracts | $— | $— | $— | $— |

---

(g) For a complete listing of investments and their industries, see the Schedule of Investments.

(h) Reflects the unrealized appreciation (depreciation) of the instruments.

For the period ended January 31, 2026, the Fund did not have any transfers into or out of Level 3 within the fair value hierarchy.

**A summary of the Fund's transactions with any affiliated fund during the period ended January 31, 2026 is as follows:** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated Holdings** | **Affiliated Holdings** | **Affiliated Holdings** | **Affiliated Holdings** | **Affiliated Holdings** | | | | | | |
|  | **Shares at 04/30/2025** | **Value<br> ($) at<br> 04/30/2025** | **Purchases <br> Cost<br> ($)** | **Sales Proceeds<br> ($)** | <br>**Net <br> Realized <br> Gain/(Loss)<br> ($)** | <br>**Net<br> Change in<br> Unrealized<br> Appreciation/<br> (Depreciation)<br> ($)** | <br>**Income Distributions<br> ($)** | <br>**Capital<br> Gain Distributions<br> ($)** | <br>**Shares at 01/31/2026** | <br>**Value<br> ($) at <br> 01/31/2026** |
| AltShares Merger Arbitrage ETF | 254017 | 7150578 | 2763911 | (1722257) | 175343 | 59830 | 39007 |  | 290100 | 8427405 |
| Franklin Senior Loan ETF | 1941890 | 46527684 | 36802639 | (30968191) | (344105) | (1227268) | 3012938 |  | 2172402 | 50790759 |
| NYLI Merger Arbitrage ETF | 567378 | 19602910 | 7436901 | (5597817) | 529103 | 401531 |  |  | 618541 | 22372628 |
|  | 2763285 | 73281172 | 47003451 | (38288265) | 360341 | (765907) | 3051945 |  | 3081043 | 81590792 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** New York Life Investments ETF Trust

- **b. Investment Company Act file number:** 811-22227

- **c. CIK number of Registrant:** 0001415995

- **d. LEI of Registrant:** 549300RB5MLWJ1UN5M66

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 51 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 888-474-7725

**Item A.2. Information about the Series.**

- **a. Name of Series:** NYLI Hedge Multi-Strategy Tracker ETF

- **b. EDGAR series identifier (if any):** S000023661

- **c. LEI of Series:** 549300GO30U3VROX3G48

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $905753739.15

**Total Liabilities:** $125243336.04

**Net Assets:** $780510403.11

**Cash Not Reported:** $242286.87

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069675 | -0.14%               | 0.62%                | 2.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1388858.88              | $-1418670.17                               |
| Month 2  | $5359503.40              | $-8794042.74                               |
| Month 3  | $2462344.14              | $16242796.23                               |

**Designated Index Information**

- **Index Name:** NYLI Hedge Multi-Strategy Index

- **Index Identifier:** IQHGMS-QAI

### Schedule of Portfolio Investments

| Name                                                            | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOFA SECURITIES, INC.                                           | TRS ISHARES MSCI EMERGING MARKETS EX CHINA ETF                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $242191.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES CORE S&P SMALL-CAP ETF                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $157830.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Tax-Exempt Bond Index ETF                              | Vanguard Tax-Exempt Bond Index ETF                                  | CUSIP: 922907746<br>LEI: N/A                  | Long             | EC               | RF                | US        |    411097 | NS      | $20785064.32  | 2.66%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares MSCI USA Momentum Factor ETF                            | iShares MSCI USA Momentum Factor ETF                                | CUSIP: 46432F396<br>LEI: 5493002ZOOZ0SN3YYI81 | Long             | EC               | RF                | US        |    125353 | NS      | $32076579.17  | 4.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin FTSE India ETF                                         | Franklin FTSE India ETF                                             | CUSIP: 35473P769<br>LEI: 549300NU5VJOW0B4VV12 | Long             | EC               | RF                | US        |    181154 | NS      | $6709944.16   | 0.86%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares MSCI Emerging Markets ex China ETF                      | iShares MSCI Emerging Markets ex China ETF                          | CUSIP: 46434G764<br>LEI: 549300OO3LEZN53XCB15 | Long             | EC               | RF                | US        |    429926 | NS      | $34316693.32  | 4.40%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR Bloomberg Investment Grade Floating Rate ETF  | State Street SPDR Bloomberg Investment Grade Floating Rate ETF      | CUSIP: 78468R200<br>LEI: 549300QJ0FR0L0XRBI28 | Long             | EC               | RF                | US        |   1224631 | NS      | $37779866.35  | 4.84%             |  |  |  | No            |                  1 | On Loan: —       |
| abrdn Bloomberg All Commodity Strategy K-1 Free ETF             | abrdn Bloomberg All Commodity Strategy K-1 Free ETF                 | CUSIP: 003261104<br>LEI: 549300PWXO8WGDSMS419 | Long             | EC               | RF                | US        |    187105 | NS      | $4063920.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Communication Services Select Sector SPDR ETF      | State Street Communication Services Select Sector SPDR ETF          | CUSIP: 81369Y852<br>LEI: 549300RPODKQJE2HDW24 | Long             | EC               | RF                | US        |    107138 | NS      | $12865131.04  | 1.65%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Equity Premium Income ETF                              | JPMorgan Equity Premium Income ETF                                  | CUSIP: 46641Q332<br>LEI: 549300WPLSUZ3ZNSFP07 | Long             | EC               | RF                | US        |    368908 | NS      | $21603252.48  | 2.77%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco DB US Dollar Index Bullish Fund                         | Invesco DB US Dollar Index Bullish Fund                             | CUSIP: 46141D203<br>LEI: 549300QQBOFDEGGI5W06 | Long             | EC               | CORP              | US        |     48427 | NS      | $1300264.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard FTSE Developed Markets ETF                             | Vanguard FTSE Developed Markets ETF                                 | CUSIP: 921943858<br>LEI: N/A                  | Long             | EC               | RF                | US        |    905187 | NS      | $59923379.40  | 7.68%             |  |  |  | No            |                  1 | On Loan: —       |
| BOFA SECURITIES, INC.                                           | TRS MATERIALS SELECT SECTOR SPDR FUND                               | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $36184.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                                  | DREYFUS GOVERNMENT CASH MANAGE                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 122184280 | NS      | $122184280.23 | 15.65%            |  |  |  | No            |                  2 | On Loan: No      |
| AltShares Merger Arbitrage ETF                                  | AltShares Merger Arbitrage ETF                                      | CUSIP: 02210T108<br>LEI: 549300253RKVXL6EB213 | Long             | EC               | RF                | US        |    290739 | NS      | $8445967.95   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Convertible Bond ETF                                    | iShares Convertible Bond ETF                                        | CUSIP: 46435G102<br>LEI: 5493009GXGY863LN1X56 | Long             | EC               | RF                | US        |    239432 | NS      | $24786000.64  | 3.18%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Broad USD Investment Grade Corporate Bond ETF           | iShares Broad USD Investment Grade Corporate Bond ETF               | CUSIP: 464288620<br>LEI: 5493004QFMCNV0WLX398 | Long             | EC               | RF                | US        |     69165 | NS      | $3593813.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard Short-Term Treasury ETF                                | Vanguard Short-Term Treasury ETF                                    | CUSIP: 92206C102<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1843543 | NS      | $108510940.98 | 13.90%            |  |  |  | No            |                  1 | On Loan: No      |
| Simplify Managed Futures Strategy ETF                           | Simplify Managed Futures Strategy ETF                               | CUSIP: 82889N699<br>LEI: 549300WB4VYZON2V0562 | Long             | EC               | RF                | US        |    326893 | NS      | $9169348.65   | 1.17%             |  |  |  | No            |                  1 | On Loan: —       |
| NYLI Merger Arbitrage ETF                                       | NYLI Merger Arbitrage ETF                                           | CUSIP: 45409B800<br>LEI: 549300Q7XHADH3DHV187 | Long             | EC               | RF                | US        |    619903 | NS      | $22421891.51  | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Xtrackers Harvest CSI 300 China A-Shares ETF                    | Xtrackers Harvest CSI 300 China A-Shares ETF                        | CUSIP: 233051879<br>LEI: 549300KGVW9YY7MPVQ67 | Long             | EC               | RF                | US        |     52883 | NS      | $1768407.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco DB Agriculture Fund                                     | Invesco DB Agriculture Fund                                         | CUSIP: 46140H106<br>LEI: 549300CW37D800HX4P40 | Long             | EC               | RF                | US        |    556390 | NS      | $14276967.40  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Mid-Cap ETF                                            | Vanguard Mid-Cap ETF                                                | CUSIP: 922908629<br>LEI: N/A                  | Long             | EC               | RF                | US        |      9334 | NS      | $2763704.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS VANGUARD MID-CAP ETF                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3874.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF     | CUSIP: 46090F100<br>LEI: 549300FMDZNC0BEIYQ10 | Long             | EC               | RF                | US        |    701688 | NS      | $10188509.76  | 1.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Global X US Preferred ETF                                       | Global X US Preferred ETF                                           | CUSIP: 37954Y657<br>LEI: 5493002F5H3KM07K2Y09 | Long             | EP               | RF                | US        |   1070912 | NS      | $20797111.04  | 2.66%             |  |  |  | No            |                  1 | On Loan: —       |
| abrdn Physical Silver Shares ETF                                | abrdn Physical Silver Shares ETF                                    | CUSIP: 003264108<br>LEI: 5493000YXSZBKTIMZK40 | Long             | EC               | RF                | US        |     44434 | NS      | $3519172.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| iMGP DBi Managed Futures Strategy ETF                           | iMGP DBi Managed Futures Strategy ETF                               | CUSIP: 53700T827<br>LEI: 5493001M6OM3MQRFQ366 | Long             | EC               | RF                | US        |    551428 | NS      | $16096183.32  | 2.06%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Floating Rate Bond ETF                                  | iShares Floating Rate Bond ETF                                      | CUSIP: 46429B655<br>LEI: 549300G2T0MQ0NCEG317 | Long             | EC               | RF                | US        |   2458736 | NS      | $125493885.44 | 16.08%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Materials Select Sector SPDR ETF                   | State Street Materials Select Sector SPDR ETF                       | CUSIP: 81369Y100<br>LEI: 549300N81BAQ1XPGBT65 | Long             | EC               | RF                | US        |    114021 | NS      | $5617814.67   | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Core S&P Small-Cap ETF                                  | iShares Core S&P Small-Cap ETF                                      | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             | EC               | RF                | US        |    319118 | NS      | $40537559.54  | 5.19%             |  |  |  | No            |                  1 | On Loan: —       |
| VanEck J. P. Morgan EM Local Currency Bond ETF                  | VanEck J. P. Morgan EM Local Currency Bond ETF                      | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |     74546 | NS      | $1960559.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares MSCI China ETF                                          | iShares MSCI China ETF                                              | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             | EC               | RF                | US        |    124582 | NS      | $7773916.80   | 1.00%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares National Muni Bond ETF                                  | iShares National Muni Bond ETF                                      | CUSIP: 464288414<br>LEI: 549300H21FUYFQW9N157 | Long             | EC               | RF                | US        |    188560 | NS      | $20336196.00  | 2.61%             |  |  |  | No            |                  1 | On Loan: —       |
| BOFA SECURITIES, INC.                                           | TRS FINANCIAL SELECT SECTOR SPDR FUND                               | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10914.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Semiconductor ETF                                       | iShares Semiconductor ETF                                           | CUSIP: 464287523<br>LEI: 5493004SPI3IF1GDIR85 | Long             | EC               | RF                | US        |     10987 | NS      | $3804798.10   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street SPDR Bloomberg Convertible Securities ETF          | State Street SPDR Bloomberg Convertible Securities ETF              | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |    302545 | NS      | $28257703.00  | 3.62%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Senior Loan ETF                                        | Franklin Senior Loan ETF                                            | CUSIP: 35473P595<br>LEI: 549300I3TND36ZL4CK30 | Long             | EC               | RF                | US        |   2177184 | NS      | $50902561.92  | 6.52%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Financial Select Sector SPDR ETF                   | State Street Financial Select Sector SPDR ETF                       | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Long             | EC               | RF                | US        |     65928 | NS      | $3523192.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                        | TRS ISHARES CORE S&P SMALL-CAP ETF                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $156848.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS MATERIALS SELECT SECTOR SPDR FUND                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $36184.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS VANGUARD MID-CAP ETF                                            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $3874.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS VANGUARD MORTGAGE-BACKED SECURITIES ETF                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-372.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ABRDN BLOOMBERG ALL COMMODITY STRATEGY K-1 FREE ETF             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $32816.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS VANGUARD MORTGAGE-BACKED SECURITIES ETF                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-626.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS GLOBAL X MLP & ENERGY INFRASTRUCTURE ETF                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-58963.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ISHARES MSCI EMERGING MARKETS EX CHINA ETF                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $242184.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ABRDN BLOOMBERG ALL COMMODITY STRATEGY K-1 FREE ETF             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $32804.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS SPDR BLOOMBERG CONVERTIBLE SECURITIES ETF                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $97490.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS INVESCO CURRENCYSHARES JAPANESE YEN TRUST                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1281.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ISHARES MSCI USA MOMENTUM FACTOR ETF                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $45541.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS HEALTH CARE SELECT SECTOR SPDR FUND                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $22450.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES MSCI USA MOMENTUM FACTOR ETF                            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $45546.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS STATE STREET SPDR BLOOMBERG 1-3 MONTH T-BILL ETF                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1475.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS HEALTH CARE SELECT SECTOR SPDR FUND                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $23932.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS STATE STREET SPDR BLOOMBERG 1-3 MONTH T-BILL ETF                | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1014.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES SEMICONDUCTOR ETF                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $40822.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS SPDR BLOOMBERG INVESTMENT GRADE FLOATING RATE ETF               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1926.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS INVESCO OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY NO K-1 ETF | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $72421.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS UNITED STATES NATURAL GAS FUND LP                               | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-437307.47   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS UNITED STATES NATURAL GAS FUND LP                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-438435.63   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS FRANKLIN FTSE INDIA ETF                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-25505.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS INVESCO OPTIMUM YIELD DIVERSIFIED COMMODITY STRATEGY NO K-1 ETF | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $72251.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ALTSHARES MERGER ARBITRAGE ETF                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2745.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS TECHNOLOGY SELECT SECTOR SPDR FUND                              | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $777.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS GLOBAL X US PREFERRED ETF                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $39608.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS FRANKLIN FTSE INDIA ETF                                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-25505.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS VANECK J. P. MORGAN EM LOCAL CURRENCY BOND ETF                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $1512.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS NYLI MERGER ARBITRAGE ETF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $13519.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS SPDR BLOOMBERG CONVERTIBLE SECURITIES ETF                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $97490.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS INVESCO CURRENCYSHARES JAPANESE YEN TRUST                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1293.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS TECHNOLOGY SELECT SECTOR SPDR FUND                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $834.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS INVESCO DB US DOLLAR INDEX BULLISH FUND                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1714.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS NYLI MERGER ARBITRAGE ETF                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $13520.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS SPDR BLOOMBERG INVESTMENT GRADE FLOATING RATE ETF               | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $2014.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS JPMORGAN EQUITY PREMIUM INCOME ETF                              | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $34503.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS VANGUARD FTSE DEVELOPED MARKETS ETF                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $259393.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES MSCI CHINA ETF                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $17186.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES SEMICONDUCTOR ETF                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $40822.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS SPDR BLOOMBERG INTERNATIONAL TREASURY BOND ETF                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-215152.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS VANGUARD TAX-EXEMPT BOND INDEX ETF                              | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $2766.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS INDUSTRIAL SELECT SECTOR SPDR FUND                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10770.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS SIMPLIFY MANAGED FUTURES STRATEGY ETF                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $18681.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ISHARES 7-10 YEAR TREASURY BOND ETF                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $35573.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS VANGUARD TAX-EXEMPT BOND INDEX ETF                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2707.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS SPDR BLOOMBERG INTERNATIONAL TREASURY BOND ETF                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-176027.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS INDUSTRIAL SELECT SECTOR SPDR FUND                              | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10796.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS COMMUNICATION SERVICES SELECT SECTOR SPDR FUND                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $19101.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS INVESCO DB US DOLLAR INDEX BULLISH FUND                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1545.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS VANECK J. P. MORGAN EM LOCAL CURRENCY BOND ETF                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $1449.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES MSCI CHINA ETF                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $17206.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS FRANKLIN SENIOR LOAN ETF                                        | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-22608.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ISHARES NATIONAL MUNI BOND ETF                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $5463.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS IMGP DBI MANAGED FUTURES STRATEGY ETF                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $42561.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS GLOBAL X US PREFERRED ETF                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $39608.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ALTSHARES MERGER ARBITRAGE ETF                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2764.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ABRDN PHYSICAL SILVER SHARES ETF                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $29165.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES NATIONAL MUNI BOND ETF                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $5488.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS IMGP DBI MANAGED FUTURES STRATEGY ETF                           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $42682.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ABRDN PHYSICAL SILVER SHARES ETF                                | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $29178.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ISHARES FLOATING RATE BOND ETF                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $3092.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ISHARES 0-3 MONTH TREASURY BOND ETF                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1954.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR ETF            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-93316.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS INVESCO DB AGRICULTURE FUND                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $1539.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS FRANKLIN SENIOR LOAN ETF                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-22737.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS VANGUARD SHORT-TERM TREASURY ETF                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8981.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ISHARES INTERNATIONAL TREASURY BOND ETF                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-134756.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS COMMUNICATION SERVICES SELECT SECTOR SPDR FUND                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $19073.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS INVESCO CURRENCYSHARES EURO CURRENCY TRUST                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-214303.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS VANGUARD SHORT-TERM TREASURY ETF                                | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8978.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES 0-3 MONTH TREASURY BOND ETF                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1524.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS FINANCIAL SELECT SECTOR SPDR FUND                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10930.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES INTERNATIONAL TREASURY BOND ETF                         | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-144075.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR ETF            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-93252.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS INVESCO DB AGRICULTURE FUND                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $778.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS INVESCO CURRENCYSHARES EURO CURRENCY TRUST                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-209973.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES CONVERTIBLE BOND ETF                                    | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $80161.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS XTRACKERS HARVEST CSI 300 CHINA A-SHARES ETF                    | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $2153.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ISHARES CONVERTIBLE BOND ETF                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $80127.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS XTRACKERS HARVEST CSI 300 CHINA A-SHARES ETF                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $2153.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS STATE STREET ENERGY SELECT SECTOR SPDR ETF                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-111795.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS STATE STREET ENERGY SELECT SECTOR SPDR ETF                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-111852.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES FLOATING RATE BOND ETF                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $3273.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS STATE STREET UTILITIES SELECT SECTOR SPDR ETF                   | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3892.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS STATE STREET UTILITIES SELECT SECTOR SPDR ETF                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4042.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES 7-10 YEAR TREASURY BOND ETF                             | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $36659.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                           | TRS ISHARES BROAD USD INVESTMENT GRADE CORPORATE BOND ETF           | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DE               | CORP              | US        |         1 | NC      | $-391.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS JPMORGAN EQUITY PREMIUM INCOME ETF                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $34503.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS VANGUARD FTSE DEVELOPED MARKETS ETF                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $259369.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS ISHARES BROAD USD INVESTMENT GRADE CORPORATE BOND ETF           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-449.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS SIMPLIFY MANAGED FUTURES STRATEGY ETF                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $18666.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                        | TRS GLOBAL X MLP & ENERGY INFRASTRUCTURE ETF                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |         1 | NC      | $-58823.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Mortgage-Backed Securities ETF                         | Vanguard Mortgage-Backed Securities ETF                             | CUSIP: 92206C771<br>LEI: N/A                  | Long             | EC               | RF                | US        |    308343 | NS      | $14566123.32  | 1.87%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2026-03-25

**Name of Applicant:** New York Life Investments ETF Trust

**Signature:** Adefolahan Oyefeso

**Name of Signer:** Adefolahan Oyefeso

**Title:** Director and Vice President, IndexIQ