# EDGAR Filing Document

**Accession Number:** 0000887340
**File Stem:** 0001752724-25-201269
**Filing Date:** 2025-8
**Character Count:** 46542
**Document Hash:** 35b7f9777f5ae4cf702eef3f2df26df0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-201269.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001752724-25-201269

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEW YORK LIFE INVESTMENTS VP FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000887340

**ORGANIZATION NAME:**
- **EIN:** 133186036
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03833-01
- **FILM NUMBER:** 251248726

**BUSINESS ADDRESS:**
- **STREET 1:** 51 MADISON AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 2125767000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAINSTAY VP FUNDS TRUST
- **DATE OF NAME CHANGE:** 20110429

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAINSTAY VP SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010518

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEW YORK LIFE MFA SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### NYLI VP Hedge Multi-Strategy Portfolio (Series ID: S000063068)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000204554 | Initial Class |  |
| C000204555 | Service Class |  |

## 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 VP FUNDS TRUST

- **b. Investment Company Act file number:** 811-03833-01

- **c. CIK number of Registrant:** 0000887340

- **d. LEI of Registrant:** 549300AG6K4RXYNOVN04

- **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:** 212-576-7000

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

- **a. Name of Series:** NYLI VP Hedge Multi-Strategy Portfolio

- **b. EDGAR series identifier (if any):** S000063068

- **c. LEI of Series:** 549300O6VX5PX2Z8O034

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $242336054.79

**Total Liabilities:** $31669967.00

**Net Assets:** $210666087.79

**Cash Not Reported:** $65908.20

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000204555 | -0.27%               | 1.80%                | 1.59%                |
| Class ID C000204554 | -0.25%               | 1.82%                | 1.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $246860.83               | $-23762.60                                 |
| Month 2  | $145210.02               | $2856290.75                                |
| Month 3  | $144941.31               | $2921683.63                                |

**Designated Index Information**

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

- **Index Identifier:** BIQMS

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10441 | NS      | $5220.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2360 | NS      | $6644.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -50978 | NS      | $-204046.47   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      9756 | NS      | $28194.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     39397 | NS      | $1969.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1825 | NS      | $16883.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     24951 | NS      | $8598.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6240 | NS      | $5648.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Financial Select Sector SPDR Fund                                | Financial Select Sector SPDR Fund                                            | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Long             |  | RF                | US        |     35068 | NS      | $1836511.16   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8017 | NS      | $7215.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI USA Quality Factor ETF                              | iShares MSCI USA Quality Factor ETF                                          | CUSIP: 46432F339<br>LEI: 5493007KMK0CQLE2O168 | Long             |  | RF                | US        |     11120 | NS      | $2032958.40   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1970 | NS      | $925.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares National Muni Bond ETF                                   | iShares National Muni Bond ETF                                               | CUSIP: 464288414<br>LEI: 549300H21FUYFQW9N157 | Long             |  | RF                | US        |     86408 | NS      | $9027907.84   | 4.29%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Emerging Markets ex China ETF                       | iShares MSCI Emerging Markets ex China ETF                                   | CUSIP: 46434G764<br>LEI: 549300OO3LEZN53XCB15 | Long             |  | RF                | US        |    105518 | NS      | $6662406.52   | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2013 | NS      | $2415.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -17528 | NS      | $7537.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco DB Agriculture Fund                                      | Invesco DB Agriculture Fund                                                  | CUSIP: 46140H106<br>LEI: 549300CW37D800HX4P40 | Long             |  | RF                | US        |    179800 | NS      | $4701770.00   | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       108 | NS      | $3646.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1193 | NS      | $1753.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin Senior Loan ETF                                         | Franklin Senior Loan ETF                                                     | CUSIP: 35473P595<br>LEI: 549300I3TND36ZL4CK30 | Long             |  | RF                | US        |    574426 | NS      | $13918341.98  | 6.61%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7620 | NS      | $35138.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Bloomberg Convertible Securities ETF                        | SPDR Bloomberg Convertible Securities ETF                                    | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             |  | RF                | US        |    135093 | NS      | $11166787.38  | 5.30%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10441 | NS      | $5220.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares 0-5 Year TIPS Bond ETF                                   | iShares 0-5 Year TIPS Bond ETF                                               | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             |  | RF                | US        |     90070 | NS      | $9269103.70   | 4.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -53399 | NS      | $-64078.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLSPRING GOVT FUND LEX                                          | ALLSPRING GOVERNMENT MONEY MARKET FUND                                       | CUSIP: 949921126<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     12896 | NS      | $-7092.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5674 | NS      | $893.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6504 | NS      | $3267.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AltShares Merger Arbitrage ETF                                   | AltShares Merger Arbitrage ETF                                               | CUSIP: 02210T108<br>LEI: 549300253RKVXL6EB213 | Long             |  | RF                | US        |     75704 | NS      | $2156806.96   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2648 | NS      | $3733.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     15924 | NS      | $3981.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -25112 | NS      | $-33650.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       833 | NS      | $5121.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     29704 | NS      | $6534.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     41482 | NS      | $622.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1971 | NS      | $926.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2360 | NS      | $5380.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     20387 | NS      | $815.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1034 | NS      | $-785.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Floating Rate Bond ETF                                   | iShares Floating Rate Bond ETF                                               | CUSIP: 46429B655<br>LEI: 549300G2T0MQ0NCEG317 | Long             |  | RF                | US        |    545544 | NS      | $27833654.88  | 13.21%            |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard Short-Term Inflation-Protected Securities ETF           | Vanguard Short-Term Inflation-Protected Securities ETF                       | CUSIP: 922020805<br>LEI: N/A                  | Long             |  | RF                | US        |    220503 | NS      | $11084685.81  | 5.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -50978 | NS      | $-199833.76   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5967 | NS      | $19151.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Bloomberg Investment Grade Floating Rate ETF                | SPDR Bloomberg Investment Grade Floating Rate ETF                            | CUSIP: 78468R200<br>LEI: 549300QJ0FR0L0XRBI28 | Long             |  | RF                | US        |    284248 | NS      | $8763365.84   | 4.16%             |  |  |  | No            |                  1 | On Loan: —       |
| NYLI Merger Arbitrage ETF                                        | NYLI Merger Arbitrage ETF                                                    | CUSIP: 45409B800<br>LEI: 549300Q7XHADH3DHV187 | Long             |  | RF                | US        |    167835 | NS      | $5919540.45   | 2.81%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -25112 | NS      | $-33650.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Communication Services Select Sector SPDR Fund                   | Communication Services Select Sector SPDR Fund                               | CUSIP: 81369Y852<br>LEI: 549300RPODKQJE2HDW24 | Long             |  | RF                | US        |     27103 | NS      | $2941488.59   | 1.40%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -104790 | NS      | $-62029.62    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Short-Term Treasury ETF                                 | Vanguard Short-Term Treasury ETF                                             | CUSIP: 92206C102<br>LEI: N/A                  | Long             |  | RF                | US        |    345503 | NS      | $20308666.34  | 9.64%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P Small-Cap ETF                                   | iShares Core S&P Small-Cap ETF                                               | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             |  | RF                | US        |     68408 | NS      | $7476310.32   | 3.55%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     39397 | NS      | $10285.34     | 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             |  | RF                | US        |    138278 | NS      | $1803145.12   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -17528 | NS      | $7537.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     29704 | NS      | $3564.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Materials Select Sector SPDR Fund                                | Materials Select Sector SPDR Fund                                            | CUSIP: 81369Y100<br>LEI: 549300N81BAQ1XPGBT65 | Long             |  | RF                | US        |     15912 | NS      | $1397232.72   | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     11896 | NS      | $2736.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1034 | NS      | $-1344.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     24951 | NS      | $3493.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     41482 | NS      | $6454.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYLI U.S. Government Liquidity Fund                              | NYLI U.S. Government Liquidity Fund                                          | CUSIP: 56064L488<br>LEI: 549300Y3ZLEL13IJCK58 | Long             | STIV             | RF                | US        |   1003747 | NS      | $1003747.48   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |   -104790 | NS      | $-57634.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Global X U.S. Preferred ETF                                      | Global X U.S. Preferred ETF                                                  | CUSIP: 37954Y657<br>LEI: 5493002F5H3KM07K2Y09 | Long             |  | RF                | US        |    411322 | NS      | $7745193.26   | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| abrdn Bloomberg All Commodity Strategy K-1 Free ETF              | abrdn Bloomberg All Commodity Strategy K-1 Free ETF                          | CUSIP: 003261104<br>LEI: 549300PWXO8WGDSMS419 | Long             |  | RF                | US        |     26687 | NS      | $554288.99    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     12896 | NS      | $-7092.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2022 | NS      | $2426.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Convertible Bond ETF                                     | iShares Convertible Bond ETF                                                 | CUSIP: 46435G102<br>LEI: 5493009GXGY863LN1X56 | Long             |  | RF                | US        |     82626 | NS      | $7444602.60   | 3.53%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7920 | NS      | $5396.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2046 | NS      | $14587.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     15924 | NS      | $3981.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     21946 | NS      | $41054.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MS GOVT US LEX                                                   | MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD                                 | CUSIP: 61747C707<br>LEI: 6N8SC06AK49F0N7KIX52 | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| iMGP DBi Managed Futures Strategy ETF                            | iMGP DBi Managed Futures Strategy ETF                                        | CUSIP: 53700T827<br>LEI: 5493001M6OM3MQRFQ366 | Long             |  | RF                | US        |    104896 | NS      | $2698974.08   | 1.28%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2648 | NS      | $4189.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Franklin FTSE India ETF                                          | Franklin FTSE India ETF                                                      | CUSIP: 35473P769<br>LEI: 549300NU5VJOW0B4VV12 | Long             |  | RF                | US        |    110982 | NS      | $4420413.06   | 2.10%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1193 | NS      | $2276.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI USA Momentum Factor ETF                             | iShares MSCI USA Momentum Factor ETF                                         | CUSIP: 46432F396<br>LEI: 5493002ZOOZ0SN3YYI81 | Long             |  | RF                | US        |     25443 | NS      | $6114461.76   | 2.90%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6504 | NS      | $1300.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard FTSE Developed Markets ETF                              | Vanguard FTSE Developed Markets ETF                                          | CUSIP: 921943858<br>LEI: N/A                  | Long             |  | RF                | US        |    303901 | NS      | $17325396.01  | 8.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -13099 | NS      | $-31316.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                        | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD                      | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |  11668209 | NS      | $11668208.80  | 5.54%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       662 | NS      | $7110.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Tax-Exempt Bond Index ETF                               | Vanguard Tax-Exempt Bond Index ETF                                           | CUSIP: 922907746<br>LEI: N/A                  | Long             |  | RF                | US        |    164729 | NS      | $8076662.87   | 3.83%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     11896 | NS      | $4362.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7620 | NS      | $29718.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -53399 | NS      | $-80854.41    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5674 | NS      | $893.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TFDXX LEX BLACKROCK FED FUND                                     | BLACKROCK LIQUIDITY FEDFUND OPEN-END FUND USD                                | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   7000000 | NS      | $7000000.00   | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8017 | NS      | $7749.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1825 | NS      | $16023.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5967 | NS      | $18259.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     20387 | NS      | $3503.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       108 | NS      | $3698.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Semiconductor ETF                                        | iShares Semiconductor ETF                                                    | CUSIP: 464287523<br>LEI: 5493004SPI3IF1GDIR85 | Long             |  | RF                | US        |      1512 | NS      | $360914.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     21946 | NS      | $31382.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     12038 | NS      | $4454.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2046 | NS      | $15097.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5293 | NS      | $-635.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     12038 | NS      | $4454.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI China ETF                                           | iShares MSCI China ETF                                                       | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             |  | RF                | US        |     31254 | NS      | $1722095.40   | 0.82%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7920 | NS      | $5396.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      9756 | NS      | $29754.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4940 | NS      | $21283.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       662 | NS      | $7110.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET INST US GOVT FUND                                   | STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       833 | NS      | $4798.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Mid-Cap ETF                                             | Vanguard Mid-Cap ETF                                                         | CUSIP: 922908629<br>LEI: N/A                  | Long             |  | RF                | US        |      8834 | NS      | $2472018.22   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -13099 | NS      | $-23185.23    | -0.01%            |  |  |  | No            |                  2 | 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             |  | RF                | US        |     26777 | NS      | $737438.58    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4940 | NS      | $19364.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Simplify Managed Futures Strategy ETF                            | Simplify Managed Futures Strategy ETF                                        | CUSIP: 82889N699<br>LEI: 549300WB4VYZON2V0562 | Long             |  | RF                | US        |     70630 | NS      | $1888646.20   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5293 | NS      | $-635.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ETRS                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6240 | NS      | $3931.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** NEW YORK LIFE INVESTMENTS VP FUNDS TRUST

**Signature:** Jack Benintende

**Name of Signer:** Jack Benintende

**Title:** Treasurer