MainStay Group of Funds > MAINSTAY VP FUNDS TRUST
MainStay VP Income Builder Portfolio
$517.15M
Avg Monthly Net Assets
$521.21M
Total Assets
$4.22M
Total Liabilities
$516.98M
Net Assets
MainStay VP Income Builder Portfolio is an Underlying fund in MAINSTAY VP FUNDS TRUST
from MainStay Group of Funds,
based in New York,
United States of America.
The fund has two share classes
and monthly net assets of $517.15M.
On August 27th, 2024 it reported 598 holdings, the largest
being MainStay U.S. Government Liquidity Fund (1.5%), Microsoft Corp. (1.4%) and Broadcom, Inc. (1.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Initial Class | C000025818 | ||
| Service Class | C000025819 |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AbbVie, Inc. | Long | Equity-common | US | $4M | 23K | 0.76 |
| Aegea Finance Sarl | Long | Debt | LU | $350K | – | 0.07 |
| Aegea Finance Sarl | Long | Debt | LU | $218K | – | 0.04 |
| AEP Texas, Inc. | Long | Debt | US | $447K | – | 0.09 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $620K | – | 0.12 |
| AGL CLO 32 Ltd., Series 2024-32A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.08 |
| Air Lease Corp. | Long | Debt | US | $802K | – | 0.16 |
| Air Lease Corp. | Long | Debt | US | $419K | – | 0.08 |
| Aircastle Ltd. | Long | Debt | BM | $183K | – | 0.04 |
| Alabama Power Co. | Long | Debt | US | $217K | – | 0.04 |
| Algoma Steel, Inc. | Long | Debt | CA | $428K | – | 0.08 |
| Allianz SE (Registered) | Long | Equity-common | DE | $2M | 7K | 0.35 |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G | Long | ABS-other | US | $750K | – | 0.15 |
| Ally Financial, Inc. | Long | Debt | US | $706K | – | 0.14 |
| Ally Financial, Inc. | Long | Debt | US | $275K | – | 0.05 |
| American Airlines Pass-Through Trust, Series 2016-2, Class A | Long | ABS-other | US | $452K | – | 0.09 |
| American Airlines Pass-Through Trust, Series 2019-1, Class B | Long | ABS-other | US | $323K | – | 0.06 |
| American Airlines, Inc. | Long | Debt | US | $396K | – | 0.08 |
| American Airlines, Inc. | Long | Debt | US | $350K | – | 0.07 |
| American Credit Acceptance Receivables Trust, Series 2021-2, Class D | Long | ABS-other | US | $236K | – | 0.05 |
| American Credit Acceptance Receivables Trust, Series 2021-2, Class E | Long | ABS-other | US | $881K | – | 0.17 |
| American Electric Power Co., Inc. | Long | Equity-common | US | $2M | 24K | 0.40 |
| Amgen, Inc. | Long | Debt | US | $245K | – | 0.05 |
| Analog Devices, Inc. | Long | Equity-common | US | $6M | 26K | 1.17 |
| Apple, Inc. | Long | Equity-common | US | $5M | 23K | 0.94 |
| Argentine Republic Government Bond (Argentine Republic (The)) | Long | Debt | AR | $335K | – | 0.06 |
| Arizona Public Service Co. | Long | Debt | US | $604K | – | 0.12 |
| Ashtead Capital, Inc. | Long | Debt | US | $359K | – | 0.07 |
| Astellas Pharma, Inc. | Long | Equity-common | JP | $2M | 164K | 0.31 |
| AstraZeneca plc | Long | Equity-common | GB | $5M | 60K | 0.91 |
| AT&T, Inc. | Long | Equity-common | US | $2M | 90K | 0.33 |
| AT&T, Inc. | Long | Debt | US | $462K | – | 0.09 |
| Athene Holding Ltd. | Long | Debt | US | $320K | – | 0.06 |
| Australia & New Zealand Banking Group Ltd. | Long | Debt | AU | $581K | – | 0.11 |
| AutoNation, Inc. | Long | Debt | US | $294K | – | 0.06 |
| Aviation Capital Group LLC | Long | Debt | US | $489K | – | 0.09 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $1M | – | 0.20 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $606K | – | 0.12 |
| AXA SA | Long | Equity-common | FR | $2M | 64K | 0.40 |
| BAE Systems plc | Long | Equity-common | GB | $3M | 177K | 0.57 |
| Banco BTG Pactual SA | Long | Debt | BR | $479K | – | 0.09 |
| Banco Santander SA | Long | Debt | ES | $600K | – | 0.12 |
| Banco Santander SA | Long | Debt | ES | $596K | – | 0.12 |
| Bank of America Corp. | Long | Equity-common | US | $4M | 88K | 0.68 |
| Bank of America Corp. | Long | Debt | US | $562K | – | 0.11 |
| Bank of America Corp. | Long | Debt | US | $457K | – | 0.09 |
| Bank of America Corp. | Long | Debt | US | $423K | – | 0.08 |
| Bank of America Corp. | Long | Debt | US | $393K | – | 0.08 |
| Bank of America Corp., Series MM | Long | Debt | US | $620K | – | 0.12 |
| BANK, Series 2017-BNK4, Class C | Long | ABS-mortgage backed security | US | $448K | – | 0.09 |
| BANK, Series 2019-BN19, Class C | Long | ABS-mortgage backed security | US | $502K | – | 0.10 |
| Barclays plc | Long | Debt | GB | $701K | – | 0.14 |
| Barclays plc | Long | Debt | GB | $690K | – | 0.13 |
| BAWAG Group AG | Long | Equity-common | AT | $2M | 27K | 0.33 |
| Bayview Commercial Asset Trust, Series 2006-4A, Class A1 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BBCMS Mortgage Trust, Series 2018-TALL, Class C | Long | ABS-mortgage backed security | US | $801K | – | 0.15 |
| BBCMS Mortgage Trust, Series 2018-TALL, Class D | Long | ABS-mortgage backed security | US | $937K | – | 0.18 |
| BBCMS Mortgage Trust, Series 2022-C16, Class D | Long | ABS-mortgage backed security | US | $333K | – | 0.06 |
| BCE, Inc. | Long | Equity-common | CA | $2M | 49K | 0.30 |
| Benchmark Mortgage Trust, Series 2018-B3, Class C | Long | ABS-mortgage backed security | US | $346K | – | 0.07 |
| Benchmark Mortgage Trust, Series 2018-B6, Class D | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| Benchmark Mortgage Trust, Series 2019-B14, Class C | Long | ABS-mortgage backed security | US | $492K | – | 0.10 |
| Benchmark Mortgage Trust, Series 2019-B15, Class C | Long | ABS-mortgage backed security | US | $447K | – | 0.09 |
| Berry Global, Inc. | Long | Debt | US | $39K | – | 0.01 |
| Best Buy Co., Inc. | Long | Equity-common | US | $2M | 22K | 0.36 |
| BlackRock, Inc. | Long | Equity-common | US | $2M | 2K | 0.30 |
| BNP Paribas SA | Long | Debt | FR | $709K | – | 0.14 |
| BNP Paribas SA | Long | Debt | FR | $562K | – | 0.11 |
| BNP Paribas SA | Long | Debt | FR | $495K | – | 0.10 |
| Boeing Co. (The) | Long | Debt | US | $318K | – | 0.06 |
| Boeing Co. (The) | Long | Debt | US | $302K | – | 0.06 |
| BPCE SA | Long | Debt | FR | $487K | – | 0.09 |
| BPR Trust, Series 2021-TY, Class E | Long | ABS-mortgage backed security | US | $410K | – | 0.08 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $678K | – | 0.13 |
| Bristol-Myers Squibb Co. | Long | Equity-common | US | $2M | 40K | 0.32 |
| British Airways Pass-Through Trust, Series 2021-1, Class A | Long | ABS-other | US | $648K | – | 0.13 |
| British American Tobacco plc | Long | Equity-common | GB | $2M | 52K | 0.31 |
| Broadcom, Inc. | Long | Equity-common | US | $7M | 4K | 1.29 |
| Brooklyn Union Gas Co. (The) | Long | Debt | US | $434K | – | 0.08 |
| BX Commercial Mortgage Trust, Series 2020-VIV2, Class C | Long | ABS-mortgage backed security | US | $317K | – | 0.06 |
| BX Commercial Mortgage Trust, Series 2022-CSMO, Class D | Long | ABS-mortgage backed security | US | $351K | – | 0.07 |
| BX Trust, Series 2019-OC11, Class C | Long | ABS-mortgage backed security | US | $182K | – | 0.04 |
| BX Trust, Series 2021-SDMF, Class F | Long | ABS-mortgage backed security | US | $437K | – | 0.08 |
| Calpine Corp. | Long | Debt | US | $279K | – | 0.05 |
| Capital One Financial Corp. | Long | Debt | US | $527K | – | 0.10 |
| Capital One Financial Corp. | Long | Debt | US | $206K | – | 0.04 |
| CF Hippolyta Issuer LLC, Series 2020-1, Class A1 | Long | ABS-other | US | $473K | – | 0.09 |
| CF Hippolyta Issuer LLC, Series 2020-1, Class A2 | Long | ABS-other | US | $417K | – | 0.08 |
| CF Hippolyta Issuer LLC, Series 2021-1A, Class A1 | Long | ABS-other | US | $289K | – | 0.06 |
| CFCRE Commercial Mortgage Trust, Series 2011-C2, Class E | Long | ABS-mortgage backed security | US | $211K | – | 0.04 |
| CFCRE Commercial Mortgage Trust, Series 2016-C3, Class D | Long | ABS-mortgage backed security | US | $313K | – | 0.06 |
| Cheniere Corpus Christi Holdings LLC | Long | Debt | US | $539K | – | 0.10 |
| Chevron Corp. | Long | Equity-common | US | $2M | 10K | 0.31 |
| Cie Generale des Etablissements Michelin SCA | Long | Equity-common | FR | $2M | 47K | 0.35 |
| CIM Trust, Series 2021-J2, Class AIOS | Long | ABS-mortgage backed security | US | $203K | – | 0.04 |
| Cisco Systems, Inc. | Long | Equity-common | US | $4M | 89K | 0.82 |
| Citigroup Commercial Mortgage Trust, Series 2014-GC25, Class B | Long | ABS-mortgage backed security | US | $590K | – | 0.11 |
| Citigroup Commercial Mortgage Trust, Series 2016-C2, Class C | Long | ABS-mortgage backed security | US | $333K | – | 0.06 |
| Citigroup Commercial Mortgage Trust, Series 2018-B2, Class D | Long | ABS-mortgage backed security | US | $219K | – | 0.04 |
| Citigroup, Inc. | Long | Debt | US | $203K | – | 0.04 |
| Citizens Bank NA | Long | Debt | US | $475K | – | 0.09 |
| Citizens Financial Group, Inc. | Long | Debt | US | $414K | – | 0.08 |
| Coca-Cola Co. (The) | Long | Equity-common | US | $3M | 41K | 0.50 |
| Coca-Cola Europacific Partners plc | Long | Equity-common | GB | $6M | 76K | 1.07 |
| Colombia Government Bond (Republic of Colombia) | Long | Debt | CO | $555K | – | 0.11 |
| Colombia Government Bond (Republic of Colombia) | Long | Debt | CO | $230K | – | 0.04 |
| Columbia Banking System, Inc. | Long | Equity-common | US | $2M | 81K | 0.31 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $379K | – | 0.07 |
| Comcast Corp., Class A | Long | Equity-common | US | $2M | 49K | 0.37 |
| Comerica, Inc. | Long | Debt | US | $547K | – | 0.11 |
| COMM Mortgage Trust, Series 2012-LC4, Class C | Long | ABS-mortgage backed security | US | $336K | – | 0.06 |
| Commercial Mortgage Trust, Series 2014-CR15, Class D | Long | ABS-mortgage backed security | US | $576K | – | 0.11 |
| Commercial Mortgage Trust, Series 2014-CR17, Class C | Long | ABS-mortgage backed security | US | $299K | – | 0.06 |
| Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2 | Long | ABS-mortgage backed security | US | $377K | – | 0.07 |
| Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2 | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B2 | Long | ABS-mortgage backed security | US | $451K | – | 0.09 |
| Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2 | Long | ABS-mortgage backed security | US | $990K | – | 0.19 |
| Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B2 | Long | ABS-mortgage backed security | US | $436K | – | 0.08 |
| Connecticut Avenue Securities Trust, Series 2022-R03, Class 1B2 | Long | ABS-mortgage backed security | US | $309K | – | 0.06 |
| Connecticut Avenue Securities Trust, Series 2022-R04, Class 1B2 | Long | ABS-mortgage backed security | US | $699K | – | 0.14 |
| Connecticut Avenue Securities Trust, Series 2022-R05, Class 2B2 | Long | ABS-mortgage backed security | US | $931K | – | 0.18 |
| Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M2 | Long | ABS-mortgage backed security | US | $296K | – | 0.06 |
| Credit Agricole SA | Long | Debt | FR | $870K | – | 0.17 |
| CSAIL Commercial Mortgage Trust, Series 2016-C6, Class D | Long | ABS-mortgage backed security | US | $505K | – | 0.10 |
| CSMC Trust, Series 2021-NQM2, Class A1 | Long | ABS-mortgage backed security | US | $363K | – | 0.07 |
| Cummins, Inc. | Long | Equity-common | US | $3M | 13K | 0.68 |
| CVS Health Corp. | Long | Equity-common | US | $2M | 28K | 0.32 |
| CVS Pass-Through Trust | Long | ABS-other | US | $8K | – | 0.00 |
| Dell International LLC | Long | Debt | US | $647K | – | 0.13 |
| Dell International LLC | Long | Debt | US | $628K | – | 0.12 |
| Dell International LLC | Long | Debt | US | $320K | – | 0.06 |
| Dell Technologies, Inc., Class C | Long | Equity-common | US | $4M | 29K | 0.79 |
| Delta Air Lines, Inc. | Long | Debt | US | $877K | – | 0.17 |
| Delta Air Lines, Inc. | Long | Debt | US | $230K | – | 0.04 |
| Deutsche Bank AG | Long | Debt | DE | $823K | – | 0.16 |
| Deutsche Bank AG | Long | Debt | DE | $214K | – | 0.04 |
| Deutsche Post AG | Long | Equity-common | DE | $2M | 62K | 0.48 |
| Deutsche Telekom AG (Registered) | Long | Equity-common | DE | $4M | 177K | 0.86 |
| DISH DBS Corp. | Long | Debt | US | $343K | – | 0.07 |
| Dominican Republic Government Bond | Long | Debt | DO | $555K | – | 0.11 |
| Dow, Inc. | Long | Equity-common | US | $2M | 34K | 0.34 |
| DROP Mortgage Trust, Series 2021-FILE, Class A | Long | ABS-mortgage backed security | US | $410K | – | 0.08 |
| DT Midstream, Inc. | Long | Debt | US | $452K | – | 0.09 |
| Duke Energy Corp. | Long | Equity-common | US | $2M | 16K | 0.30 |
| Duke Energy Ohio, Inc. | Long | Debt | US | $454K | – | 0.09 |
| Duquesne Light Holdings, Inc. | Long | Debt | US | $813K | – | 0.16 |
| E-Mini Energy Select Sector Index | Derivative-equity | US | $191K | – | 0.04 | |
| Eaton Corp. plc | Long | Equity-common | IE | $2M | 7K | 0.45 |
| Egypt Government Bond (Arab Republic of Egypt) | Long | Debt | EG | $424K | – | 0.08 |
| Eli Lilly & Co. | Long | Equity-common | US | $5M | 5K | 0.89 |
| Emerson Electric Co. | Long | Equity-common | US | $3M | 23K | 0.49 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $836K | – | 0.16 |
| Energy Transfer LP | Long | Debt | US | $371K | – | 0.07 |
| EnfraGen Energia Sur SA | Long | Debt | ES | $355K | – | 0.07 |
| EnLink Midstream LLC | Long | Debt | US | $258K | – | 0.05 |
| Entergy Corp. | Long | Equity-common | US | $2M | 16K | 0.33 |
| Enterprise Products Partners LP | Long | Master limited partnership | US | $2M | 59K | 0.33 |
| Essential Utilities, Inc. | Long | Equity-common | US | $2M | 44K | 0.32 |
| Euro STOXX 50 Index | Derivative-equity | DE | $-11K | – | -0.00 | |
| Evergy Metro, Inc. | Long | Debt | US | $466K | – | 0.09 |
| Eversource Energy | Long | Debt | US | $540K | – | 0.10 |
| Exeter Automobile Receivables Trust, Series 2021-3A, Class E | Long | ABS-other | US | $805K | – | 0.16 |
| Exeter Automobile Receivables Trust, Series 2022-2A, Class E | Long | ABS-other | US | $385K | – | 0.07 |
| Exeter Automobile Receivables Trust, Series 2022-5A, Class E | Long | ABS-other | US | $222K | – | 0.04 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class D | Long | ABS-other | US | $122K | – | 0.02 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $440K | – | 0.09 |
| FHLMC STACR REMIC Trust, Series 2019-FTR1, Class B2 | Long | ABS-mortgage backed security | US | $686K | – | 0.13 |
| FHLMC STACR REMIC Trust, Series 2019-FTR2, Class B2 | Long | ABS-mortgage backed security | US | $432K | – | 0.08 |
| FHLMC STACR REMIC Trust, Series 2019-FTR3, Class B2 | Long | ABS-mortgage backed security | US | $751K | – | 0.15 |
| FHLMC STACR REMIC Trust, Series 2019-HQA3, Class B2 | Long | ABS-mortgage backed security | US | $509K | – | 0.10 |
| FHLMC STACR REMIC Trust, Series 2020-DNA2, Class B2 | Long | ABS-mortgage backed security | US | $909K | – | 0.18 |
| FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B1 | Long | ABS-mortgage backed security | US | $325K | – | 0.06 |
| FHLMC STACR REMIC Trust, Series 2020-HQA1, Class B2 | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| FHLMC STACR REMIC Trust, Series 2020-HQA5, Class B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FHLMC STACR REMIC Trust, Series 2021-DNA1, Class B2 | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FHLMC STACR REMIC Trust, Series 2021-DNA5, Class B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FHLMC STACR REMIC Trust, Series 2021-DNA5, Class B2 | Long | ABS-mortgage backed security | US | $504K | – | 0.10 |
| FHLMC STACR REMIC Trust, Series 2021-DNA7, Class B2 | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FHLMC STACR REMIC Trust, Series 2021-HQA1, Class B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| FHLMC STACR REMIC Trust, Series 2021-HQA1, Class B2 | Long | ABS-mortgage backed security | US | $610K | – | 0.12 |
| FHLMC STACR REMIC Trust, Series 2021-HQA2, Class B1 | Long | ABS-mortgage backed security | US | $705K | – | 0.14 |
| FHLMC STACR REMIC Trust, Series 2021-HQA2, Class B2 | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2 | Long | ABS-mortgage backed security | US | $746K | – | 0.14 |
| FHLMC STACR REMIC Trust, Series 2021-HQA4, Class B2 | Long | ABS-mortgage backed security | US | $362K | – | 0.07 |
| FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2 | Long | ABS-mortgage backed security | US | $702K | – | 0.14 |
| FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B1 | Long | ABS-mortgage backed security | US | $746K | – | 0.14 |
| FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B2 | Long | ABS-mortgage backed security | US | $215K | – | 0.04 |
| FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M2 | Long | ABS-mortgage backed security | US | $308K | – | 0.06 |
| FHLMC STACR REMIC Trust, Series 2022-HQA2, Class M2 | Long | ABS-mortgage backed security | US | $616K | – | 0.12 |
| FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M2 | Long | ABS-mortgage backed security | US | $965K | – | 0.19 |
| FHLMC STACR REMIC Trust, Series 2023-HQA1, Class M2 | Long | ABS-mortgage backed security | US | $437K | – | 0.08 |
| FHLMC, REMIC, Series 4710, Class WZ | Long | ABS-mortgage backed security | US | $458K | – | 0.09 |
| FHLMC, REMIC, Series 4725, Class WZ | Long | ABS-mortgage backed security | US | $812K | – | 0.16 |
| FHLMC, REMIC, Series 4831, Class SA | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FHLMC, REMIC, Series 4993, Class KS | Long | ABS-mortgage backed security | US | $162K | – | 0.03 |
| FHLMC, REMIC, Series 4994, Class TS | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| FHLMC, REMIC, Series 5011, Class MI | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| FHLMC, REMIC, Series 5021, Class SA | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FHLMC, REMIC, Series 5023, Class LI | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FHLMC, REMIC, Series 5040 | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| FHLMC, REMIC, Series 5070, Class PI | Long | ABS-mortgage backed security | US | $146K | – | 0.03 |
| FHLMC, REMIC, Series 5092, Class SH | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 5092, Class XA | Long | ABS-mortgage backed security | US | $344K | – | 0.07 |
| FHLMC, REMIC, Series 5094, Class IP | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| FHLMC, REMIC, Series 5136, Class ZJ | Long | ABS-mortgage backed security | US | $252K | – | 0.05 |
| FHLMC, REMIC, Series 5160 | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FHLMC, REMIC, Series 5187, Class SA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 5200, Class SA | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC, REMIC, Series 5204, Class KA | Long | ABS-mortgage backed security | US | $798K | – | 0.15 |
| FHLMC, REMIC, Series 5268, Class B | Long | ABS-mortgage backed security | US | $551K | – | 0.11 |
| FHLMC, REMIC, Series 5315, Class OQ | Long | ABS-mortgage backed security | US | $300K | – | 0.06 |
| FHLMC, REMIC, Series 5326 | Long | ABS-mortgage backed security | US | $185K | – | 0.04 |
| FHLMC, REMIC, Series 5326, Class QO | Long | ABS-mortgage backed security | US | $538K | – | 0.10 |
| FHLMC, REMIC, Series 5351, Class DO | Long | ABS-mortgage backed security | US | $374K | – | 0.07 |
| FHLMC, REMIC, Series 5351, Class EO | Long | ABS-mortgage backed security | US | $723K | – | 0.14 |
| FHLMC, REMIC, Strips, Series 311 | Long | ABS-mortgage backed security | US | $202K | – | 0.04 |
| FHLMC, REMIC, Strips, Series 311, Class S1 | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| FHLMC, REMIC, Strips, Series 389, Class C35 | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| FHLMC, STRIPS, Series 272 | Long | ABS-mortgage backed security | US | $385K | – | 0.07 |
| FHLMC, STRIPS, Series 402 | Long | ABS-mortgage backed security | US | $432K | – | 0.08 |
| First Horizon Bank | Long | Debt | US | $777K | – | 0.15 |
| First Horizon Corp. | Long | Debt | US | $760K | – | 0.15 |
| Flagship Credit Auto Trust, Series 2020-3, Class D | Long | ABS-other | US | $271K | – | 0.05 |
| Flagship Credit Auto Trust, Series 2021-1, Class D | Long | ABS-other | US | $543K | – | 0.10 |
| Flagship Credit Auto Trust, Series 2022-2, Class D | Long | ABS-other | US | $621K | – | 0.12 |
| Flagstar Mortgage Trust, Series 2021-6INV, Class A18 | Long | ABS-mortgage backed security | US | $308K | – | 0.06 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $720K | – | 0.14 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, REMIC, Series 2016-57, Class SN | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FNMA, REMIC, Series 2020-70, Class SD | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| FNMA, REMIC, Series 2021-10, Class LI | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FNMA, REMIC, Series 2021-12, Class JI | Long | ABS-mortgage backed security | US | $82K | – | 0.02 |
| FNMA, REMIC, Series 2021-3, Class TI | Long | ABS-mortgage backed security | US | $195K | – | 0.04 |
| FNMA, REMIC, Series 2021-34, Class MI | Long | ABS-mortgage backed security | US | $206K | – | 0.04 |
| FNMA, REMIC, Series 2021-40, Class SI | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| FNMA, REMIC, Series 2021-53, Class GI | Long | ABS-mortgage backed security | US | $286K | – | 0.06 |
| FNMA, REMIC, Series 2021-54, Class HI | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FNMA, REMIC, Series 2021-57, Class ZW | Long | ABS-mortgage backed security | US | $260K | – | 0.05 |
| FNMA, REMIC, Series 2021-8, Class ID | Long | ABS-mortgage backed security | US | $206K | – | 0.04 |
| FNMA, REMIC, Series 2021-85, Class BI | Long | ABS-mortgage backed security | US | $233K | – | 0.05 |
| FNMA, REMIC, Series 2022-10, Class SA | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| FNMA, REMIC, Series 2022-3, Class YS | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA, REMIC, Series 2022-5, Class SN | Long | ABS-mortgage backed security | US | $868.15 | – | 0.00 |
| FNMA, REMIC, Series 2023-24, Class OQ | Long | ABS-mortgage backed security | US | $399K | – | 0.08 |
| FNMA, REMIC, Series 2023-70, Class AO | Long | ABS-mortgage backed security | US | $344K | – | 0.07 |
| FNMA, REMIC, Strips, Series 426, Class C32 | Long | ABS-mortgage backed security | US | $212K | – | 0.04 |
| FNMA, STRIPS, Series 429, Class C5 | Long | ABS-mortgage backed security | US | $352K | – | 0.07 |
| FORA Financial Asset Securitization LLC, Series 2021-1A, Class A | Long | ABS-other | US | $354K | – | 0.07 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $559K | – | 0.11 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $461K | – | 0.09 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $376K | – | 0.07 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $225K | – | 0.04 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $174K | – | 0.03 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $155K | – | 0.03 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $126K | – | 0.02 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1M | – | -0.20 | ||
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $650K | – | 0.13 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $384K | – | 0.07 |
| FTSE 100 Index | Derivative-equity | GB | $-22K | – | -0.00 | |
| Garmin Ltd. | Long | Equity-common | CH | $3M | 16K | 0.50 |
| Gazprom PJSC Via Gaz Capital SA | Long | Debt | LU | $244K | – | 0.05 |
| General Dynamics Corp. | Long | Equity-common | US | $2M | 7K | 0.38 |
| General Motors Financial Co., Inc. | Long | Debt | US | $703K | – | 0.14 |
| General Motors Financial Co., Inc. | Long | Debt | US | $447K | – | 0.09 |
| General Motors Financial Co., Inc. | Long | Debt | US | $282K | – | 0.05 |
| Genesee & Wyoming, Inc. | Long | Debt | US | $244K | – | 0.05 |
| GLP Capital LP | Long | Debt | US | $502K | – | 0.10 |
| GLS Auto Receivables Issuer Trust, Series 2019-4A, Class D | Long | ABS-other | US | $455K | – | 0.09 |
| GLS Auto Receivables Issuer Trust, Series 2021-2A, Class E | Long | ABS-other | US | $756K | – | 0.15 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| GNMA, Series 2019-106, Class FA | Long | ABS-mortgage backed security | US | $242K | – | 0.05 |
| GNMA, Series 2019-115, Class SA | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| GNMA, Series 2019-128, Class KF | Long | ABS-mortgage backed security | US | $232K | – | 0.04 |
| GNMA, Series 2019-128, Class YF | Long | ABS-mortgage backed security | US | $242K | – | 0.05 |
| GNMA, Series 2019-136, Class YS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA, Series 2019-92, Class GF | Long | ABS-mortgage backed security | US | $226K | – | 0.04 |
| GNMA, Series 2019-97, Class FG | Long | ABS-mortgage backed security | US | $594K | – | 0.11 |
| GNMA, Series 2020-1, Class YF | Long | ABS-mortgage backed security | US | $436K | – | 0.08 |
| GNMA, Series 2020-1, Class YS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA, Series 2020-122, Class IW | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| GNMA, Series 2020-146, Class SA | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| GNMA, Series 2020-151, Class TI | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| GNMA, Series 2020-166, Class IC | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GNMA, Series 2020-167, Class SN | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| GNMA, Series 2020-168, Class IA | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| GNMA, Series 2020-175, Class CS | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| GNMA, Series 2020-185, Class BI | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| GNMA, Series 2020-188 | Long | ABS-mortgage backed security | US | $164K | – | 0.03 |
| GNMA, Series 2020-188, Class DI | Long | ABS-mortgage backed security | US | $269K | – | 0.05 |
| GNMA, Series 2020-189, Class SU | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| GNMA, Series 2020-34, Class SC | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| GNMA, Series 2020-5, Class FA | Long | ABS-mortgage backed security | US | $632K | – | 0.12 |
| GNMA, Series 2021-1, Class IT | Long | ABS-mortgage backed security | US | $210K | – | 0.04 |
| GNMA, Series 2021-1, Class PI | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| GNMA, Series 2021-122, Class HS | Long | ABS-mortgage backed security | US | $147K | – | 0.03 |
| GNMA, Series 2021-135, Class GS | Long | ABS-mortgage backed security | US | $226K | – | 0.04 |
| GNMA, Series 2021-136, Class SB | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| GNMA, Series 2021-139, Class IA | Long | ABS-mortgage backed security | US | $300K | – | 0.06 |
| GNMA, Series 2021-140, Class GF | Long | ABS-mortgage backed security | US | $405K | – | 0.08 |
| GNMA, Series 2021-146, Class IN | Long | ABS-mortgage backed security | US | $299K | – | 0.06 |
| GNMA, Series 2021-158, Class NI | Long | ABS-mortgage backed security | US | $242K | – | 0.05 |
| GNMA, Series 2021-158, Class SB | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| GNMA, Series 2021-16, Class AS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA, Series 2021-164 | Long | ABS-mortgage backed security | US | $137K | – | 0.03 |
| GNMA, Series 2021-177, Class IM | Long | ABS-mortgage backed security | US | $211K | – | 0.04 |
| GNMA, Series 2021-179, Class SA | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| GNMA, Series 2021-188 | Long | ABS-mortgage backed security | US | $266K | – | 0.05 |
| GNMA, Series 2021-205, Class DS | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| GNMA, Series 2021-226, Class SA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2021-29, Class AS | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA, Series 2021-30, Class HI | Long | ABS-mortgage backed security | US | $204K | – | 0.04 |
| GNMA, Series 2021-44, Class IQ | Long | ABS-mortgage backed security | US | $211K | – | 0.04 |
| GNMA, Series 2021-46, Class BS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2021-46, Class QS | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| GNMA, Series 2021-46, Class TS | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| GNMA, Series 2021-47 | Long | ABS-mortgage backed security | US | $234K | – | 0.05 |
| GNMA, Series 2021-57, Class SA | Long | ABS-mortgage backed security | US | $250K | – | 0.05 |
| GNMA, Series 2021-57, Class SD | Long | ABS-mortgage backed security | US | $415K | – | 0.08 |
| GNMA, Series 2021-64, Class GS | Long | ABS-mortgage backed security | US | $404.97 | – | 0.00 |
| GNMA, Series 2021-64, Class SG | Long | ABS-mortgage backed security | US | $919.72 | – | 0.00 |
| GNMA, Series 2021-67, Class PI | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| GNMA, Series 2021-74, Class HI | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| GNMA, Series 2021-77, Class SN | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2021-83, Class FM | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| GNMA, Series 2021-96, Class JS | Long | ABS-mortgage backed security | US | $120K | – | 0.02 |
| GNMA, Series 2021-96, Class SN | Long | ABS-mortgage backed security | US | $135K | – | 0.03 |
| GNMA, Series 2021-97, Class FA | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| GNMA, Series 2021-97, Class IN | Long | ABS-mortgage backed security | US | $192K | – | 0.04 |
| GNMA, Series 2021-97, Class SA | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA, Series 2021-98, Class IN | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| GNMA, Series 2022-1, Class IA | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| GNMA, Series 2022-10, Class IC | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| GNMA, Series 2022-101, Class SB | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA, Series 2022-107, Class SA | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| GNMA, Series 2022-137, Class S | Long | ABS-mortgage backed security | US | $142K | – | 0.03 |
| GNMA, Series 2022-185, Class DI | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| GNMA, Series 2022-19, Class SG | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA, Series 2022-207 | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| GNMA, Series 2022-24, Class SC | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| GNMA, Series 2022-69, Class FA | Long | ABS-mortgage backed security | US | $225K | – | 0.04 |
| GNMA, Series 2022-78, Class S | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA, Series 2022-83 | Long | ABS-mortgage backed security | US | $182K | – | 0.04 |
| GNMA, Series 2022-87, Class SA | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNMA, Series 2023-1, Class HD | Long | ABS-mortgage backed security | US | $431K | – | 0.08 |
| GNMA, Series 2023-101, Class KO | Long | ABS-mortgage backed security | US | $738K | – | 0.14 |
| GNMA, Series 2023-114, Class MO | Long | ABS-mortgage backed security | US | $282K | – | 0.05 |
| GNMA, Series 2023-159, Class CI | Long | ABS-mortgage backed security | US | $232K | – | 0.04 |
| GNMA, Series 2023-172 | Long | ABS-mortgage backed security | US | $206K | – | 0.04 |
| GNMA, Series 2023-19, Class CI | Long | ABS-mortgage backed security | US | $194K | – | 0.04 |
| GNMA, Series 2023-194, Class CI | Long | ABS-mortgage backed security | US | $156K | – | 0.03 |
| GNMA, Series 2023-38, Class WT | Long | ABS-mortgage backed security | US | $305K | – | 0.06 |
| GNMA, Series 2023-47, Class KS | Long | ABS-mortgage backed security | US | $300K | – | 0.06 |
| GNMA, Series 2023-53 | Long | ABS-mortgage backed security | US | $228K | – | 0.04 |
| GNMA, Series 2023-55, Class CG | Long | ABS-mortgage backed security | US | $547K | – | 0.11 |
| GNMA, Series 2023-55, Class LB | Long | ABS-mortgage backed security | US | $532K | – | 0.10 |
| GNMA, Series 2023-59, Class YC | Long | ABS-mortgage backed security | US | $695K | – | 0.13 |
| GNMA, Series 2023-60, Class ES | Long | ABS-mortgage backed security | US | $580K | – | 0.11 |
| GNMA, Series 2023-66, Class MP | Long | ABS-mortgage backed security | US | $645K | – | 0.12 |
| GNMA, Series 2023-66, Class OQ | Long | ABS-mortgage backed security | US | $511K | – | 0.10 |
| GNMA, Series 2023-80, Class SA | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| GNMA, Series 2023-81, Class LA | Long | ABS-mortgage backed security | US | $315K | – | 0.06 |
| GNMA, Series 2023-86, Class SE | Long | ABS-mortgage backed security | US | $109K | – | 0.02 |
| GNMA, Series 2024-29, Class B | Long | ABS-mortgage backed security | US | $454K | – | 0.09 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $499K | – | 0.10 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $390K | – | 0.08 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $172K | – | 0.03 |
| GSK plc | Long | Equity-common | GB | $2M | 78K | 0.29 |
| Hasbro, Inc. | Long | Equity-common | US | $2M | 31K | 0.35 |
| Hewlett Packard Enterprise Co. | Long | Equity-common | US | $3M | 158K | 0.65 |
| Hilton Domestic Operating Co., Inc. | Long | Debt | US | $551K | – | 0.11 |
| Home Depot, Inc. (The) | Long | Equity-common | US | $2M | 7K | 0.45 |
| Home Partners of America Trust, Series 2021-2, Class A | Long | ABS-other | US | $245K | – | 0.05 |
| Home Partners of America Trust, Series 2021-2, Class B | Long | ABS-other | US | $230K | – | 0.04 |
| Honeywell International, Inc. | Long | Equity-common | US | $2M | 8K | 0.33 |
| HPEFS Equipment Trust, Series 2024-1A, Class D | Long | ABS-other | US | $630K | – | 0.12 |
| Huntington Bancshares, Inc. | Long | Debt | US | $546K | – | 0.11 |
| Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class D | Long | ABS-other | US | $500K | – | 0.10 |
| Huntsman International LLC | Long | Debt | US | $693K | – | 0.13 |
| Hyundai Glovis Co. Ltd. | Long | Equity-common | KR | $2M | 12K | 0.38 |
| Imperial Brands plc | Long | Equity-common | GB | $2M | 70K | 0.35 |
| International Business Machines Corp. | Long | Equity-common | US | $6M | 34K | 1.14 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $203K | – | 0.04 |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD (INVESCO GOVT AND AGCY LEX) | Long | Short-term investment vehicle | US | $2M | 2M | 0.40 |
| Iron Mountain, Inc. | Long | Equity-common | US | $6M | 62K | 1.07 |
| Israel Government Bond (State of Israel) | Long | Debt | IL | $526K | – | 0.10 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2012-C6, Class E | Long | ABS-mortgage backed security | US | $345K | – | 0.07 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-1MEM, Class C | Long | ABS-mortgage backed security | US | $395K | – | 0.08 |
| JBS USA Holding LUX SARL | Long | Debt | LU | $808K | – | 0.16 |
| Jefferies Financial Group, Inc. | Long | Debt | US | $461K | – | 0.09 |
| Jersey Central Power & Light Co. | Long | Debt | US | $578K | – | 0.11 |
| Johnson & Johnson | Long | Equity-common | US | $2M | 13K | 0.36 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class D | Long | ABS-mortgage backed security | US | $404K | – | 0.08 |
| JPMorgan Chase & Co. | Long | Equity-common | US | $5M | 22K | 0.88 |
| KeyBank NA | Long | Debt | US | $397K | – | 0.08 |
| KeyCorp | Long | Debt | US | $274K | – | 0.05 |
| KLA Corp. | Long | Equity-common | US | $4M | 5K | 0.80 |
| Lazard, Inc. | Long | Equity-common | US | $2M | 51K | 0.38 |
| Linde plc | Long | Equity-common | IE | $3M | 6K | 0.50 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.20 |
| Lloyds Banking Group plc | Long | Debt | GB | $499K | – | 0.10 |
| Lloyds Banking Group plc | Long | Debt | GB | $349K | – | 0.07 |
| Lockheed Martin Corp. | Long | Equity-common | US | $2M | 5K | 0.44 |
| LyondellBasell Industries NV, Class A | Long | Equity-common | NL | $2M | 21K | 0.38 |
| Macquarie Group Ltd. | Long | Debt | AU | $678K | – | 0.13 |
| MainStay U.S. Government Liquidity Fund, Class I | Long | Short-term investment vehicle | US | $8M | 8M | 1.48 |
| Manulife Financial Corp. | Long | Equity-common | CA | $4M | 134K | 0.69 |
| McDonald's Corp. | Long | Equity-common | US | $2M | 9K | 0.44 |
| Medtronic plc | Long | Equity-common | IE | $3M | 34K | 0.52 |
| Merck & Co., Inc. | Long | Equity-common | US | $3M | 25K | 0.60 |
| Meta Platforms, Inc., Class A | Long | Equity-common | US | $2M | 5K | 0.44 |
| MetLife, Inc. | Long | Equity-common | US | $4M | 53K | 0.72 |
| Microsoft Corp. | Long | Equity-common | US | $7M | 17K | 1.43 |
| Mileage Plus Holdings LLC | Long | Debt | US | $478K | – | 0.09 |
| Minerva Luxembourg SA | Long | Debt | LU | $651K | – | 0.13 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $434K | – | 0.08 |
| Mondelez International, Inc., Class A | Long | Equity-common | US | $2M | 35K | 0.44 |
| Morgan Stanley | Long | Debt | US | $700K | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $533K | – | 0.10 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18, Class 300B | Long | ABS-mortgage backed security | US | $298K | – | 0.06 |
| Morgan Stanley Capital I Trust, Series 2018-H3, Class D | Long | ABS-mortgage backed security | US | $442K | – | 0.09 |
| MPLX LP | Long | Master limited partnership | US | $2M | 37K | 0.31 |
| MPLX LP | Long | Debt | US | $629K | – | 0.12 |
| MSC Industrial Direct Co., Inc., Class A | Long | Equity-common | US | $3M | 35K | 0.53 |
| Muenchener Rueckversicherungs-Gesellschaft AG (Registered) | Long | Equity-common | DE | $3M | 5K | 0.49 |
| Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class B10 | Long | ABS-mortgage backed security | US | $541K | – | 0.10 |
| Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M10 | Long | ABS-mortgage backed security | US | $232.59 | – | 0.00 |
| Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class CE | Long | ABS-mortgage backed security | US | $517K | – | 0.10 |
| Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class M10 | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Multifamily Connecticut Avenue Securities Trust, Series 2023-01, Class M10 | Long | ABS-mortgage backed security | US | $930K | – | 0.18 |
| National Fuel Gas Co. | Long | Debt | US | $378K | – | 0.07 |
| NatWest Group plc | Long | Debt | GB | $356K | – | 0.07 |
| Navient Private Education Refi Loan Trust, Series 2020-EA, Class A | Long | ABS-other | US | $224K | – | 0.04 |
| Navient Private Education Refi Loan Trust, Series 2021-BA, Class A | Long | ABS-other | US | $304K | – | 0.06 |
| Nestle SA (Registered) | Long | Equity-common | CH | $2M | 16K | 0.32 |
| NetApp, Inc. | Long | Equity-common | US | $4M | 28K | 0.69 |
| Nevada Power Co., Series GG | Long | Debt | US | $230K | – | 0.04 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1 | Long | ABS-other | US | $593K | – | 0.11 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1 | Long | ABS-other | US | $651K | – | 0.13 |
| NextEra Energy, Inc. | Long | Equity-common | US | $4M | 50K | 0.69 |
| NiSource, Inc. | Long | Equity-common | US | $2M | 63K | 0.35 |
| Nissan Motor Acceptance Co. LLC | Long | Debt | US | $1M | – | 0.24 |
| Nissan Motor Acceptance Co. LLC | Long | Debt | US | $801K | – | 0.16 |
| Nomura Holdings, Inc. | Long | Debt | JP | $765K | – | 0.15 |
| Nordstrom, Inc. | Long | Debt | US | $169K | – | 0.03 |
| Novartis AG (Registered) | Long | Equity-common | CH | $4M | 39K | 0.80 |
| Nutrien Ltd. | Long | Equity-common | CA | $2M | 31K | 0.30 |
| Ohio Power Co., Series R | Long | Debt | US | $257K | – | 0.05 |
| Omnicom Group, Inc. | Long | Equity-common | US | $3M | 29K | 0.51 |
| OneMain Direct Auto Receivables Trust, Series 2019-1A, Class D | Long | ABS-other | US | $387K | – | 0.07 |
| OneMain Finance Corp. | Long | Debt | US | $420K | – | 0.08 |
| OneMain Finance Corp. | Long | Debt | US | $351K | – | 0.07 |
| Orange SA | Long | Equity-common | FR | $1M | 147K | 0.29 |
| ORL Trust, Series 2023-GLKS, Class C | Long | ABS-mortgage backed security | US | $395K | – | 0.08 |
| ORL Trust, Series 2023-GLKS, Class D | Long | ABS-mortgage backed security | US | $321K | – | 0.06 |
| Owens-Brockway Glass Container, Inc. | Long | Debt | US | $319K | – | 0.06 |
| Paraguay Government Bond (Republic of Paraguay) | Long | Debt | PY | $661K | – | 0.13 |
| Paychex, Inc. | Long | Equity-common | US | $2M | 18K | 0.42 |
| Peachtree Corners Funding Trust | Long | Debt | US | $419K | – | 0.08 |
| PepsiCo, Inc. | Long | Equity-common | US | $2M | 14K | 0.45 |
| Perenti Finance Pty. Ltd. | Long | Debt | AU | $372K | – | 0.07 |
| Pfizer, Inc. | Long | Equity-common | US | $2M | 57K | 0.31 |
| Philip Morris International, Inc. | Long | Equity-common | US | $4M | 36K | 0.71 |
| Pinnacle West Capital Corp. | Long | Equity-common | US | $2M | 22K | 0.32 |
| PNC Financial Services Group, Inc. (The) | Long | Equity-common | US | $2M | 11K | 0.34 |
| Protective Life Corp. | Long | Debt | US | $895K | – | 0.17 |
| Public Service Co. of Oklahoma | Long | Debt | US | $196K | – | 0.04 |
| Quad/Graphics, Inc. | Long | Equity-common | US | $32.7 | 6 | 0.00 |
| Rad CLO 25 Ltd., Series 2024-25A, Class A1 | Long | ABS-collateralized bond/debt obligation | BM | $250K | – | 0.05 |
| Realty Income Corp. | Long | Equity-common | US | $2M | 35K | 0.36 |
| Regatta XI Funding Ltd., Series 2018-1A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.07 |
| Regents of the University of California Medical Center, Series N | Long | Debt | US | $373K | – | 0.07 |
| Regions Financial Corp. | Long | Equity-common | US | $2M | 83K | 0.32 |
| Reliance Standard Life Global Funding II | Long | Debt | US | $938K | – | 0.18 |
| Restaurant Brands International, Inc. | Long | Equity-common | CA | $4M | 59K | 0.80 |
| Roche Holding AG | Long | Equity-common | CH | $2M | 7K | 0.35 |
| Rogers Communications, Inc., Class B | Long | Equity-common | CA | $2M | 42K | 0.30 |
| Royal Bank of Canada | Long | Equity-common | CA | $2M | 15K | 0.32 |
| RTX Corp. | Long | Equity-common | US | $3M | 26K | 0.51 |
| S&P 500 E-Mini Index | Derivative-equity | US | $132K | – | 0.03 | |
| S&P Midcap 400 E-Mini Index | Derivative-equity | US | $29K | – | 0.01 | |
| Salesforce, Inc. | Long | Equity-common | US | $2M | 8K | 0.39 |
| Samsung Electronics Co. Ltd. | Long | Equity-common | KR | $3M | 2K | 0.58 |
| Sands China Ltd. | Long | Debt | KY | $456K | – | 0.09 |
| Sanofi SA | Long | Equity-common | FR | $4M | 37K | 0.69 |
| Santander Holdings USA, Inc. | Long | Debt | US | $346K | – | 0.07 |
| Sasol Financing USA LLC | Long | Debt | US | $660K | – | 0.13 |
| Schroders plc | Long | Equity-common | GB | $2M | 358K | 0.32 |
| Segro plc | Long | Equity-common | GB | $2M | 152K | 0.33 |
| Sempra | Long | Debt | US | $534K | – | 0.10 |
| Sequoia Mortgage Trust, Series 2021-4, Class A1 | Long | ABS-mortgage backed security | US | $131K | – | 0.03 |
| Siemens AG (Registered) | Long | Equity-common | DE | $3M | 16K | 0.56 |
| SK Telecom Co. Ltd. | Long | Equity-common | KR | $2M | 44K | 0.32 |
| Smithfield Foods, Inc. | Long | Debt | US | $481K | – | 0.09 |
| Snam SpA | Long | Equity-common | IT | $2M | 427K | 0.36 |
| Societe Generale SA | Long | Debt | FR | $653K | – | 0.13 |
| Societe Generale SA | Long | Debt | FR | $352K | – | 0.07 |
| Societe Generale SA | Long | Debt | FR | $263K | – | 0.05 |
| Solventum Corp. | Long | Debt | US | $325K | – | 0.06 |
| Southern California Edison Co. | Long | Debt | US | $398K | – | 0.08 |
| Southern California Edison Co. | Long | Debt | US | $160K | – | 0.03 |
| Southern California Gas Co., Series VV | Long | Debt | US | $260K | – | 0.05 |
| Southern Co. Gas Capital Corp., Series 21A | Long | Debt | US | $522K | – | 0.10 |
| SREIT Trust, Series 2021-MFP, Class G | Long | ABS-mortgage backed security | US | $705K | – | 0.14 |
| STACR REMIC Trust, Series 2018-HRP2, Class B2 (STACR Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Standard Chartered plc | Long | Debt | GB | $541K | – | 0.10 |
| Starwood Property Trust, Inc. | Long | Debt | US | $699K | – | 0.14 |
| Starwood Property Trust, Inc. | Long | Debt | US | $393K | – | 0.08 |
| Stifel SBA IO Trust, Series 2024-1A, Class A2 | Long | ABS-other | US | $353K | – | 0.07 |
| Studio City Finance Ltd. | Long | Debt | VG | $445K | – | 0.09 |
| Suzano Austria GmbH | Long | Debt | AT | $545K | – | 0.11 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | Long | Equity-common | TW | $6M | 33K | 1.12 |
| Tapestry, Inc. | Long | Debt | US | $363K | – | 0.07 |
| Targa Resources Corp. | Long | Debt | US | $301K | – | 0.06 |
| TELUS Corp. | Long | Equity-common | CA | $2M | 108K | 0.32 |
| Teva Pharmaceutical Finance Netherlands III BV | Long | Debt | NL | $525K | – | 0.10 |
| Teva Pharmaceutical Finance Netherlands III BV | Long | Debt | NL | $338K | – | 0.07 |
| Texas Instruments, Inc. | Long | Equity-common | US | $4M | 19K | 0.70 |
| Textron Financial Corp. | Long | Debt | US | $897K | – | 0.17 |
| TotalEnergies SE | Long | Equity-common | FR | $4M | 64K | 0.82 |
| Toyota Motor Corp. | Long | Equity-common | JP | $2M | 77K | 0.31 |
| Transcontinental Gas Pipe Line Co. LLC | Long | Debt | US | $715K | – | 0.14 |
| Travelers Cos., Inc. (The) | Long | Equity-common | US | $2M | 8K | 0.30 |
| TruGreen LP, 1st Lien Term Loan | Long | Loan | US | $296K | – | 0.06 |
| Truist Financial Corp. | Long | Equity-common | US | $2M | 45K | 0.34 |
| Truist Financial Corp. | Long | Debt | US | $433K | – | 0.08 |
| TX Trust, Series 2024-HOU, Class E | Long | ABS-mortgage backed security | US | $372K | – | 0.07 |
| U.S. Airways Pass-Through Trust, Series 2012-1, Class A | Long | ABS-other | US | $338K | – | 0.07 |
| U.S. Bancorp | Long | Equity-common | US | $2M | 43K | 0.33 |
| U.S. Treasury 10 Year Notes | Derivative-interest rate | US | $86K | – | 0.02 | |
| U.S. Treasury 10 Year Ultra Bonds | Derivative-interest rate | US | $9K | – | 0.00 | |
| U.S. Treasury 2 Year Notes | Derivative-interest rate | US | $7K | – | 0.00 | |
| U.S. Treasury 5 Year Notes | Derivative-interest rate | US | $72K | – | 0.01 | |
| U.S. Treasury Bills (United States of America) | Long | Short-term investment vehicle | US | $2M | – | 0.40 |
| U.S. Treasury Bills (United States of America) | Long | Short-term investment vehicle | US | $2M | – | 0.37 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.79 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $81K | – | 0.02 |
| U.S. Treasury Long Bonds | Derivative-interest rate | US | $109K | – | 0.02 | |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.21 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $798K | – | 0.15 |
| U.S. Treasury Ultra Bonds | Derivative-interest rate | US | $166K | – | 0.03 | |
| UBS Commercial Mortgage Trust, Series 2018-C10, Class D | Long | ABS-mortgage backed security | US | $279K | – | 0.05 |
| UBS Commercial Mortgage Trust, Series 2018-C9, Class C | Long | ABS-mortgage backed security | US | $294K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $815K | – | 0.16 |
| UBS Group AG | Long | Debt | CH | $427K | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $251K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $157K | – | 0.03 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $802K | – | 0.16 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $557K | – | 0.11 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $392K | – | 0.08 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $178K | – | 0.03 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $5M | – | 0.91 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.40 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $660K | – | 0.13 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $527K | – | 0.10 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $515K | – | 0.10 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $494K | – | 0.10 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $481K | – | 0.09 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $289K | – | 0.06 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $203K | – | 0.04 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $179K | – | 0.03 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Unilever plc | Long | Equity-common | GB | $2M | 39K | 0.41 |
| United Airlines Pass-Through Trust, Series 2020-1, Class A | Long | ABS-other | US | $470K | – | 0.09 |
| United Parcel Service, Inc., Class B | Long | Equity-common | US | $2M | 12K | 0.30 |
| UnitedHealth Group, Inc. | Long | Equity-common | US | $3M | 7K | 0.66 |
| Vail Resorts, Inc. | Long | Equity-common | US | $1M | 8K | 0.28 |
| Venture Global LNG, Inc. | Long | Debt | US | $343K | – | 0.07 |
| Verizon Communications, Inc. | Long | Equity-common | US | $2M | 41K | 0.33 |
| VICI Properties, Inc. | Long | Equity-common | US | $2M | 71K | 0.40 |
| Vinci SA | Long | Equity-common | FR | $1M | 13K | 0.27 |
| Virginia Electric and Power Co. | Long | Debt | US | $272K | – | 0.05 |
| Virginia Electric and Power Co. | Long | Debt | US | $215K | – | 0.04 |
| Vistra Operations Co. LLC | Long | Debt | US | $305K | – | 0.06 |
| Walmart, Inc. | Long | Equity-common | US | $4M | 66K | 0.86 |
| Warnermedia Holdings, Inc. | Long | Debt | US | $493K | – | 0.10 |
| WEC Energy Group, Inc. | Long | Equity-common | US | $2M | 20K | 0.31 |
| Wells Fargo & Co. | Long | Debt | US | $608K | – | 0.12 |
| Wells Fargo & Co. | Long | Debt | US | $338K | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class D | Long | ABS-mortgage backed security | US | $219K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class D | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $552K | – | 0.11 |
| Westpac Banking Corp. | Long | Debt | AU | $437K | – | 0.08 |
| WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D | Long | ABS-mortgage backed security | US | $361K | – | 0.07 |
| Williams Cos., Inc. (The) | Long | Equity-common | US | $2M | 49K | 0.40 |
| Yen Denominated Nikkei 225 Index | Derivative-equity | US | $897K | – | 0.17 |
Address
MAINSTAY VP FUNDS TRUST
51 MADISON AVE
NEW YORK
New York
10010
United States of America
Directors
Susan B. Kerley
Jacques P. Perold
Karen Hammond
Alan R. Latshaw
Richard S. Trutanic
Naim Abou-Jaoude
David H. Chow
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
NYLIM Service Company LLC
Pricing Services
ICE Data Pricing & Reference Data, LLC
Custodians
BNP PARIBAS
Banco Nacional de Mexico, S.A.
DBS Bank Ltd
Deutsche Bank AG
HSBC Bank Malaysia Berhad
J.P. Morgan S.A. DTVM
Royal Bank of Canada
JPMorgan Chase Bank, N.A.
JPMorgan Chase Bank, N.A.
HSBC Bank Middle East Limited
JPMorgan Chase Bank, N.A.
HSBC Bank (Vietnam) Ltd.
The Hongkong and Shanghai Banking Corporation Limited
Standard Chartered Bank (Thai) Public Company Limited
UniCredit Bank Czech Republic and Slovakia, a.s.
J.P. Morgan Saudi Arabia Company
HSBC Bank Middle East Limited
Standard Chartered Bank Kenya Limited
FirstRand Bank Limited
PT Bank HSBC Indonesia
Bank Handlowy w. Warszawie S.A.
Banco Santander Chile
Societe Generale Marocaine de Banques
Standard Chartered Bank Korea Limited
The Hongkong and Shanghai Banking Corporation Limited
Euroclear
Bank Leumi le-Israel B.M.
Citibank A.S.
Cititrust Colombia S.A.
Citibank del Peru S.A.
JPMorgan Chase Bank, N.A.
J.P. Morgan Bank Luxembourg S.A.
J.P. Morgan Bank International (Limited Liability Company)
Citibank, N.A.
JPMorgan Chase Bank, N.A.
HSBC Bank (China) Company Limited
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
NYLIM Service Company LLC
Admins
New York Life Investment Management LLC
JPMorgan Chase Bank, N.A.
Brokers
J.P. Morgan Securities LLC
UBS Securities LLC
Societe Generale
BofA Securities, Inc.
Merrill Lynch, Pierce, Fenner & Smith Inc.
CLSA Americas, LLC
Morgan Stanley & Co. LLC
Citigroup Global Markets Inc.
Instinet, LLC
Goldman Sachs & Co. LLC