MainStay Group of Funds > MAINSTAY VP FUNDS TRUST
MainStay VP MacKay Strategic Bond Portfolio
$698.22M
Avg Monthly Net Assets
$639.18M
Total Assets
$3.42M
Total Liabilities
$635.76M
Net Assets
MainStay VP MacKay Strategic Bond 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 $698.22M.
On August 27th, 2024 it reported 488 holdings, the largest
being Lincoln National Corp. (0.8%), CF Hippolyta Issuer LLC (0.8%) and FHLMC STACR REMIC Trust (0.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Initial Class | C000099347 | ||
| Service Class | C000099348 |
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 |
|---|---|---|---|---|---|---|
| Aegea Finance Sarl | Long | Debt | LU | $1M | – | 0.16 |
| Aegea Finance Sarl | Long | Debt | LU | $655K | – | 0.10 |
| AEP Texas, Inc. | Long | Debt | US | $1M | – | 0.22 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $2M | – | 0.31 |
| AGL CLO 32 Ltd., Series 2024-32A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| Ahead DB Holdings LLC, 1st Lien Term Loan | Long | Loan | US | $1M | – | 0.23 |
| Air Lease Corp. | Long | Debt | US | $2M | – | 0.28 |
| Aircastle Ltd. | Long | Debt | BM | $559K | – | 0.09 |
| Algoma Steel, Inc. | Long | Debt | CA | $1M | – | 0.20 |
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G | Long | ABS-other | US | $2M | – | 0.28 |
| Ally Financial, Inc. | Long | Debt | US | $4M | – | 0.56 |
| Ally Financial, Inc. | Long | Debt | US | $2M | – | 0.35 |
| Alpek SAB de CV | Long | Debt | MX | $3M | – | 0.42 |
| American Airlines Pass-Through Trust, Series 2015-2, Class A | Long | ABS-other | US | $294K | – | 0.05 |
| American Airlines Pass-Through Trust, Series 2016-2, Class A | Long | ABS-other | US | $1M | – | 0.19 |
| American Airlines Pass-Through Trust, Series 2019-1, Class B | Long | ABS-other | US | $951K | – | 0.15 |
| American Airlines Pass-Through Trust, Series 2021-1, Class B | Long | ABS-other | US | $1M | – | 0.19 |
| American Airlines, Inc. | Long | Debt | US | $3M | – | 0.50 |
| American Airlines, Inc. | Long | Debt | US | $1M | – | 0.17 |
| American Credit Acceptance Receivables Trust, Series 2021-2, Class D | Long | ABS-other | US | $1M | – | 0.18 |
| American Credit Acceptance Receivables Trust, Series 2021-2, Class E | Long | ABS-other | US | $2M | – | 0.34 |
| American Credit Acceptance Receivables Trust, Series 2021-4, Class E | Long | ABS-other | US | $2M | – | 0.25 |
| American Electric Power Co., Inc. | Long | Debt | US | $2M | – | 0.29 |
| American Home Mortgage Investment Trust, Series 2005-4, Class 3A1 | Long | ABS-mortgage backed security | US | $760K | – | 0.12 |
| Appalachian Power Co. | Long | Debt | US | $1M | – | 0.19 |
| Argentine Republic Government Bond (Argentine Republic (The)) | Long | Debt | AR | $1M | – | 0.16 |
| Ashtead Capital, Inc. | Long | Debt | US | $2M | – | 0.29 |
| AT&T, Inc. | Long | Debt | US | $954K | – | 0.15 |
| AutoNation, Inc. | Long | Debt | US | $885K | – | 0.14 |
| Auxilior Term Funding LLC, Series 2023-1A, Class D | Long | ABS-other | US | $963K | – | 0.15 |
| Avant Loans Funding Trust, Series 2022-REV1, Class D | Long | ABS-other | US | $1M | – | 0.21 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $2M | – | 0.34 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $1M | – | 0.24 |
| Aydem Yenilenebilir Enerji A/S | Long | Debt | TR | $1M | – | 0.16 |
| BAMLL Commercial Mortgage Securities Trust, Series 2022-DKLX, Class F | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| Banco BTG Pactual SA | Long | Debt | BR | $1M | – | 0.23 |
| Banco Santander SA | Long | Debt | ES | $3M | – | 0.45 |
| Banco Santander SA | Long | Debt | ES | $2M | – | 0.25 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.34 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.33 |
| Bank of America Corp. | Long | Debt | US | $816K | – | 0.13 |
| Bank of America Corp. | Long | Debt | US | $459K | – | 0.07 |
| Bank of America Corp., Series MM | Long | Debt | US | $2M | – | 0.27 |
| BANK, Series 2017-BNK4, Class C | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| BANK, Series 2019-BN22, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| BANK, Series 2020-BN25, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| Barclays plc | Long | Debt | GB | $2M | – | 0.31 |
| Barclays plc | Long | Debt | GB | $1M | – | 0.16 |
| BAT International Finance plc | Long | Debt | GB | $629K | – | 0.10 |
| Bayer US Finance LLC | Long | Debt | US | $1M | – | 0.16 |
| Bayview Commercial Asset Trust, Series 2005-3A, Class A1 | Long | ABS-mortgage backed security | US | $706K | – | 0.11 |
| Bayview Commercial Asset Trust, Series 2007-4A, Class A1 | Long | ABS-mortgage backed security | US | $721K | – | 0.11 |
| BBCMS Mortgage Trust, Series 2018-TALL, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| BBCMS Mortgage Trust, Series 2018-TALL, Class C | Long | ABS-mortgage backed security | US | $3M | – | 0.45 |
| BBCMS Mortgage Trust, Series 2018-TALL, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| Benchmark Mortgage Trust, Series 2018-B3, Class C | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| Benchmark Mortgage Trust, Series 2018-B6, Class D | Long | ABS-mortgage backed security | US | $493K | – | 0.08 |
| Benchmark Mortgage Trust, Series 2019-B14, Class C | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| Berry Global, Inc. | Long | Debt | US | $77K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.28 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.24 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.23 |
| Boeing Co. (The) | Long | Debt | US | $959K | – | 0.15 |
| Boeing Co. (The) | Long | Debt | US | $911K | – | 0.14 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.20 |
| BPCE SA | Long | Debt | FR | $726K | – | 0.11 |
| BPR Trust, Series 2021-TY, Class D | Long | ABS-mortgage backed security | US | $688K | – | 0.11 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $924K | – | 0.15 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $623K | – | 0.10 |
| Brazil Government Bond (Federative Republic of Brazil) | Long | Debt | BR | $482K | – | 0.08 |
| Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class D | Long | ABS-other | US | $3M | – | 0.45 |
| Broadcom, Inc. | Long | Debt | US | $678K | – | 0.11 |
| Brooklyn Union Gas Co. (The) | Long | Debt | US | $1M | – | 0.21 |
| BX Commercial Mortgage Trust, Series 2020-VIV2, Class C | Long | ABS-mortgage backed security | US | $913K | – | 0.14 |
| BX Trust, Series 2019-OC11, Class E | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| BX Trust, Series 2021-SDMF, Class F | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| BX Trust, Series 2024-BIO, Class C | Long | ABS-mortgage backed security | US | $747K | – | 0.12 |
| BXSC Commercial Mortgage Trust, Series 2022-WSS, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| Calpine Corp. | Long | Debt | US | $1M | – | 0.19 |
| Capital One Financial Corp. | Long | Debt | US | $2M | – | 0.30 |
| Capital One Financial Corp. | Long | Debt | US | $639K | – | 0.10 |
| CD Mortgage Trust, Series 2017-CD4, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| CEMEX Materials LLC | Long | Debt | US | $3M | – | 0.42 |
| CF Hippolyta Issuer LLC, Series 2020-1, Class A1 | Long | ABS-other | US | $1M | – | 0.20 |
| CF Hippolyta Issuer LLC, Series 2020-1, Class A2 | Long | ABS-other | US | $1M | – | 0.18 |
| CF Hippolyta Issuer LLC, Series 2020-1, Class B1 | Long | ABS-other | US | $1M | – | 0.19 |
| CF Hippolyta Issuer LLC, Series 2021-1A, Class B1 | Long | ABS-other | US | $5M | – | 0.78 |
| CFCRE Commercial Mortgage Trust, Series 2016-C3, Class D | Long | ABS-mortgage backed security | US | $932K | – | 0.15 |
| Charter Communications Operating LLC | Long | Debt | US | $1M | – | 0.22 |
| Cheniere Corpus Christi Holdings LLC | Long | Debt | US | $1M | – | 0.23 |
| CIM Trust, Series 2021-J2, Class AIOS | Long | ABS-mortgage backed security | US | $572K | – | 0.09 |
| Citigroup Commercial Mortgage Trust, Series 2014-GC25, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| Citigroup, Inc. | Long | Debt | US | $3M | – | 0.43 |
| Citigroup, Inc. | Long | Debt | US | $1M | – | 0.19 |
| Citigroup, Inc., Series M | Long | Debt | US | $4M | – | 0.62 |
| CNX Midstream Partners LP | Long | Debt | US | $2M | – | 0.38 |
| Colombia Government Bond (Republic of Colombia) | Long | Debt | CO | $2M | – | 0.25 |
| Colombia Government Bond (Republic of Colombia) | Long | Debt | CO | $636K | – | 0.10 |
| Comerica, Inc. | Long | Debt | US | $2M | – | 0.26 |
| Comision Federal de Electricidad | Long | Debt | MX | $2M | – | 0.30 |
| Comision Federal de Electricidad | Long | Debt | MX | $2M | – | 0.29 |
| COMM Mortgage Trust, Series 2012-CR4, Class AM | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| COMM Mortgage Trust, Series 2012-LC4, Class C | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| COMM Mortgage Trust, Series 2013-CR7, Class E | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| COMM Mortgage Trust, Series 2015-CR22, Class C | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| COMM Mortgage Trust, Series 2016-DC2, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Commercial Mortgage Trust, Series 2014-CR15, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| Connecticut Avenue Securities Trust, Series 2019-HRP1, Class B1 | Long | ABS-mortgage backed security | US | $4M | – | 0.56 |
| Connecticut Avenue Securities Trust, Series 2019-R03, Class 1B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1 | Long | ABS-mortgage backed security | US | $633K | – | 0.10 |
| Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 1M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 2B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| Connecticut Avenue Securities Trust, Series 2020-SBT1, Class 2M2 | Long | ABS-mortgage backed security | US | $266K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.52 |
| Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.45 |
| Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.48 |
| Connecticut Avenue Securities Trust, Series 2022-R02, Class 2B2 | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| Connecticut Avenue Securities Trust, Series 2022-R03, Class 1B2 | Long | ABS-mortgage backed security | US | $744K | – | 0.12 |
| Connecticut Avenue Securities Trust, Series 2022-R04, Class 1B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.52 |
| Connecticut Avenue Securities Trust, Series 2022-R05, Class 2B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.45 |
| Connecticut Avenue Securities Trust, Series 2024-R01, Class 1B2 | Long | ABS-mortgage backed security | US | $931K | – | 0.15 |
| Corp. Nacional del Cobre de Chile | Long | Debt | CL | $2M | – | 0.26 |
| Credit Agricole SA | Long | Debt | FR | $3M | – | 0.41 |
| CSAIL Commercial Mortgage Trust, Series 2016-C6, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| CSMC Trust, Series 2021-NQM2, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| DCP Midstream Operating LP | Long | Debt | US | $2M | – | 0.34 |
| Dell International LLC | Long | Debt | US | $799K | – | 0.13 |
| Delta Air Lines, Inc. | Long | Debt | US | $2M | – | 0.34 |
| Delta Air Lines, Inc. | Long | Debt | US | $583K | – | 0.09 |
| Deutsche Bank AG | Long | Debt | DE | $4M | – | 0.63 |
| Deutsche Bank AG | Long | Debt | DE | $537K | – | 0.08 |
| DISH DBS Corp. | Long | Debt | US | $1M | – | 0.16 |
| Dominican Republic Government Bond | Long | Debt | DO | $2M | – | 0.26 |
| DROP Mortgage Trust, Series 2021-FILE, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| DT Auto Owner Trust, Series 2020-3A, Class E | Long | ABS-other | US | $2M | – | 0.33 |
| DT Auto Owner Trust, Series 2021-3A, Class D | Long | ABS-other | US | $2M | – | 0.35 |
| DT Auto Owner Trust, Series 2021-3A, Class E | Long | ABS-other | US | $853K | – | 0.13 |
| DT Auto Owner Trust, Series 2021-4A, Class D | Long | ABS-other | US | $1M | – | 0.21 |
| DT Midstream, Inc. | Long | Debt | US | $2M | – | 0.24 |
| Egypt Government Bond (Arab Republic of Egypt) | Long | Debt | EG | $1M | – | 0.20 |
| ELM Trust, Series 2024-ELM, Class D10 | Long | ABS-mortgage backed security | US | $810K | – | 0.13 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $3M | – | 0.54 |
| Energy Transfer LP, Series H | Long | Debt | US | $3M | – | 0.53 |
| EnfraGen Energia Sur SA | Long | Debt | ES | $1M | – | 0.17 |
| EnLink Midstream LLC | Long | Debt | US | $780K | – | 0.12 |
| Exeter Automobile Receivables Trust, Series 2021-1A, Class E | Long | ABS-other | US | $1M | – | 0.23 |
| Exeter Automobile Receivables Trust, Series 2021-3A, Class E | Long | ABS-other | US | $4M | – | 0.57 |
| Exeter Automobile Receivables Trust, Series 2022-1A, Class E | Long | ABS-other | US | $1M | – | 0.19 |
| Exeter Automobile Receivables Trust, Series 2022-2A, Class E | Long | ABS-other | US | $3M | – | 0.43 |
| Exeter Automobile Receivables Trust, Series 2022-5A, Class E | Long | ABS-other | US | $2M | – | 0.36 |
| FHLMC STACR REMIC Trust, Series 2018-HQA2, Class B2 | Long | ABS-mortgage backed security | US | $4M | – | 0.56 |
| FHLMC STACR REMIC Trust, Series 2019-FTR1, Class B2 | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| FHLMC STACR REMIC Trust, Series 2019-FTR2, Class B2 | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| FHLMC STACR REMIC Trust, Series 2019-FTR3, Class B2 | Long | ABS-mortgage backed security | US | $4M | – | 0.64 |
| FHLMC STACR REMIC Trust, Series 2019-FTR4, Class B2 | Long | ABS-mortgage backed security | US | $647K | – | 0.10 |
| FHLMC STACR REMIC Trust, Series 2019-HQA3, Class B2 | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FHLMC STACR REMIC Trust, Series 2020-DNA1, Class B2 | Long | ABS-mortgage backed security | US | $819K | – | 0.13 |
| FHLMC STACR REMIC Trust, Series 2020-DNA2, Class B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FHLMC STACR REMIC Trust, Series 2020-HQA1, Class B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.49 |
| FHLMC STACR REMIC Trust, Series 2020-HQA5, Class B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| FHLMC STACR REMIC Trust, Series 2020-HQA5, Class B2 | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| FHLMC STACR REMIC Trust, Series 2021-DNA1, Class B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.47 |
| FHLMC STACR REMIC Trust, Series 2021-DNA1, Class B2 | Long | ABS-mortgage backed security | US | $4M | – | 0.58 |
| FHLMC STACR REMIC Trust, Series 2021-DNA2, Class B1 (FHLMC Structured Agency Credit Risk Debt Notes) | Long | ABS-mortgage backed security | US | $3M | – | 0.41 |
| FHLMC STACR REMIC Trust, Series 2021-DNA2, Class B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| FHLMC STACR REMIC Trust, Series 2021-DNA3, Class B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| FHLMC STACR REMIC Trust, Series 2021-DNA3, Class B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.53 |
| FHLMC STACR REMIC Trust, Series 2021-DNA5, Class B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FHLMC STACR REMIC Trust, Series 2021-DNA5, Class B2 | Long | ABS-mortgage backed security | US | $4M | – | 0.56 |
| FHLMC STACR REMIC Trust, Series 2021-DNA7, Class B2 | Long | ABS-mortgage backed security | US | $4M | – | 0.59 |
| FHLMC STACR REMIC Trust, Series 2021-HQA1, Class B1 | Long | ABS-mortgage backed security | US | $5M | – | 0.75 |
| FHLMC STACR REMIC Trust, Series 2021-HQA1, Class B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| FHLMC STACR REMIC Trust, Series 2021-HQA2, Class B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| FHLMC STACR REMIC Trust, Series 2021-HQA2, Class B2 | Long | ABS-mortgage backed security | US | $4M | – | 0.60 |
| FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2 | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| FHLMC STACR REMIC Trust, Series 2021-HQA4, Class B2 | Long | ABS-mortgage backed security | US | $4M | – | 0.56 |
| FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2 | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B1 | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| FHLMC STACR REMIC Trust, Series 2022-HQA1, Class B2 | Long | ABS-mortgage backed security | US | $644K | – | 0.10 |
| FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| FHLMC STACR REMIC Trust, Series 2022-HQA2, Class M2 | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| FHLMC STACR REMIC Trust, Series 2023-HQA1, Class M2 | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| FHLMC, REMIC, Series 2024-MN8, Class M2 (FHLMC Pool) | Long | ABS-mortgage backed security | US | $997K | – | 0.16 |
| FHLMC, REMIC, Series 4660 | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| FHLMC, REMIC, Series 4839, Class WO | Long | ABS-mortgage backed security | US | $683K | – | 0.11 |
| FHLMC, REMIC, Series 4993, Class KS | Long | ABS-mortgage backed security | US | $516K | – | 0.08 |
| FHLMC, REMIC, Series 5021, Class SA | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| FHLMC, REMIC, Series 5023, Class LI | Long | ABS-mortgage backed security | US | $256K | – | 0.04 |
| FHLMC, REMIC, Series 5036 | Long | ABS-mortgage backed security | US | $515K | – | 0.08 |
| FHLMC, REMIC, Series 5038, Class IB | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| FHLMC, REMIC, Series 5040 | Long | ABS-mortgage backed security | US | $265K | – | 0.04 |
| FHLMC, REMIC, Series 5070, Class PI | Long | ABS-mortgage backed security | US | $460K | – | 0.07 |
| FHLMC, REMIC, Series 5092, Class SH | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC, REMIC, Series 5136, Class ZJ | Long | ABS-mortgage backed security | US | $762K | – | 0.12 |
| FHLMC, REMIC, Series 5149, Class LI | Long | ABS-mortgage backed security | US | $569K | – | 0.09 |
| FHLMC, REMIC, Series 5152, Class BI | Long | ABS-mortgage backed security | US | $577K | – | 0.09 |
| FHLMC, REMIC, Series 5164, Class FA | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FHLMC, REMIC, Series 5164, Class SA | Long | ABS-mortgage backed security | US | $243K | – | 0.04 |
| FHLMC, REMIC, Series 5167, Class GI | Long | ABS-mortgage backed security | US | $618K | – | 0.10 |
| FHLMC, REMIC, Series 5191 | Long | ABS-mortgage backed security | US | $408K | – | 0.06 |
| FHLMC, REMIC, Series 5200, Class SA | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FHLMC, REMIC, Series 5205, Class KI | Long | ABS-mortgage backed security | US | $234K | – | 0.04 |
| FHLMC, REMIC, Series 5326 | Long | ABS-mortgage backed security | US | $555K | – | 0.09 |
| FHLMC, REMIC, Series 5326, Class QO | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| FHLMC, REMIC, Series 5351, Class EO | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| FHLMC, REMIC, Series 5357, Class OE | Long | ABS-mortgage backed security | US | $968K | – | 0.15 |
| FHLMC, REMIC, Series 5363 | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FHLMC, REMIC, Strips, Series 311 | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| FHLMC, REMIC, Strips, Series 311, Class S1 | Long | ABS-mortgage backed security | US | $424K | – | 0.07 |
| FHLMC, REMIC, Strips, Series 389, Class C35 | Long | ABS-mortgage backed security | US | $461K | – | 0.07 |
| Fifth Third Bank NA | Long | Debt | US | $1M | – | 0.21 |
| First Horizon Bank | Long | Debt | US | $2M | – | 0.27 |
| First Quantum Minerals Ltd. | Long | Debt | CA | $2M | – | 0.26 |
| FirstEnergy Transmission LLC | Long | Debt | US | $2M | – | 0.26 |
| Flagship Credit Auto Trust, Series 2019-2, Class E | Long | ABS-other | US | $1M | – | 0.20 |
| Flagship Credit Auto Trust, Series 2020-1, Class D | Long | ABS-other | US | $629K | – | 0.10 |
| Flagship Credit Auto Trust, Series 2020-1, Class E | Long | ABS-other | US | $2M | – | 0.37 |
| Flagship Credit Auto Trust, Series 2020-3, Class E | Long | ABS-other | US | $1M | – | 0.20 |
| Flagship Credit Auto Trust, Series 2021-4, Class C | Long | ABS-other | US | $1M | – | 0.20 |
| Flagship Credit Auto Trust, Series 2021-4, Class D | Long | ABS-other | US | $3M | – | 0.55 |
| Flagship Credit Auto Trust, Series 2022-1, Class D | Long | ABS-other | US | $927K | – | 0.15 |
| Flagship Credit Auto Trust, Series 2022-2, Class D | Long | ABS-other | US | $2M | – | 0.30 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $2M | – | 0.30 |
| FNMA Connecticut Avenue Securities, Series 2021-R02, Class 2B2 | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| FNMA, REMIC, Series 2016-19, Class SD | Long | ABS-mortgage backed security | US | $271K | – | 0.04 |
| FNMA, REMIC, Series 2016-57, Class SN | Long | ABS-mortgage backed security | US | $201K | – | 0.03 |
| FNMA, REMIC, Series 2018-C06, Class 2B1 | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| FNMA, REMIC, Series 2019-32, Class SB | Long | ABS-mortgage backed security | US | $215K | – | 0.03 |
| FNMA, REMIC, Series 2020-10, Class DA | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| FNMA, REMIC, Series 2020-23, Class PS | Long | ABS-mortgage backed security | US | $277K | – | 0.04 |
| FNMA, REMIC, Series 2021-10, Class LI | Long | ABS-mortgage backed security | US | $213K | – | 0.03 |
| FNMA, REMIC, Series 2021-12, Class JI | Long | ABS-mortgage backed security | US | $294K | – | 0.05 |
| FNMA, REMIC, Series 2021-40, Class SI | Long | ABS-mortgage backed security | US | $249K | – | 0.04 |
| FNMA, REMIC, Series 2021-54, Class HI | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| FNMA, REMIC, Series 2021-57, Class ZW | Long | ABS-mortgage backed security | US | $781K | – | 0.12 |
| FNMA, REMIC, Series 2021-8, Class ID | Long | ABS-mortgage backed security | US | $554K | – | 0.09 |
| FNMA, REMIC, Series 2021-81, Class SA | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| FNMA, REMIC, Series 2021-85, Class BI | Long | ABS-mortgage backed security | US | $657K | – | 0.10 |
| FNMA, REMIC, Series 2021-95, Class KI | Long | ABS-mortgage backed security | US | $863K | – | 0.14 |
| FNMA, REMIC, Series 2022-10, Class SA | Long | ABS-mortgage backed security | US | $293K | – | 0.05 |
| FNMA, REMIC, Series 2022-3, Class YS | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FNMA, REMIC, Series 2022-5, Class SN | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, REMIC, Series 2023-41 | Long | ABS-mortgage backed security | US | $853K | – | 0.13 |
| FNMA, REMIC, Series 2023-45 | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| FNMA, REMIC, Series 2023-51 | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| FNMA, REMIC, Series 2023-70, Class AO | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| FNMA, REMIC, Strips, Series 426, Class C32 | Long | ABS-mortgage backed security | US | $642K | – | 0.10 |
| FORA Financial Asset Securitization LLC, Series 2021-1A, Class A | Long | ABS-other | US | $2M | – | 0.25 |
| Ford Credit Auto Owner Trust, Series 2023-2, Class B | Long | ABS-other | US | $1M | – | 0.22 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $2M | – | 0.35 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $1M | – | 0.21 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $1M | – | 0.18 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $1M | – | 0.17 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $1M | – | 0.16 |
| Galton Funding Mortgage Trust, Series 2018-2, Class A51 | Long | ABS-mortgage backed security | US | $332K | – | 0.05 |
| Gazprom PJSC Via Gaz Capital SA | Long | Debt | LU | $690K | – | 0.11 |
| General Motors Financial Co., Inc. | Long | Debt | US | $2M | – | 0.29 |
| General Motors Financial Co., Inc. | Long | Debt | US | $1M | – | 0.21 |
| General Motors Financial Co., Inc. | Long | Debt | US | $745K | – | 0.12 |
| Genesee & Wyoming, Inc., Term Loan | Long | Loan | US | $1M | – | 0.22 |
| GLS Auto Receivables Issuer Trust, Series 2020-1A, Class D | Long | ABS-other | US | $1M | – | 0.19 |
| GLS Auto Receivables Issuer Trust, Series 2021-2A, Class E | Long | ABS-other | US | $2M | – | 0.36 |
| GLS Auto Receivables Issuer Trust, Series 2021-3A, Class D | Long | ABS-other | US | $3M | – | 0.54 |
| GLS Auto Receivables Issuer Trust, Series 2021-3A, Class E | Long | ABS-other | US | $3M | – | 0.41 |
| GLS Auto Receivables Issuer Trust, Series 2021-4A, Class D | Long | ABS-other | US | $2M | – | 0.34 |
| GLS Auto Receivables Issuer Trust, Series 2022-3A, Class E | Long | ABS-other | US | $689K | – | 0.11 |
| GNMA, Series 2019-136, Class YS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2019-159, Class P | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| GNMA, Series 2020-1, Class YF | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| GNMA, Series 2020-1, Class YS | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| GNMA, Series 2020-122, Class IW | Long | ABS-mortgage backed security | US | $327K | – | 0.05 |
| GNMA, Series 2020-129, Class SB | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| GNMA, Series 2020-146, Class SA | Long | ABS-mortgage backed security | US | $325K | – | 0.05 |
| GNMA, Series 2020-151, Class TI | Long | ABS-mortgage backed security | US | $335K | – | 0.05 |
| GNMA, Series 2020-166, Class CA | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| GNMA, Series 2020-166, Class IC | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| GNMA, Series 2020-167, Class SN | Long | ABS-mortgage backed security | US | $206K | – | 0.03 |
| GNMA, Series 2020-168, Class IA | Long | ABS-mortgage backed security | US | $320K | – | 0.05 |
| GNMA, Series 2020-176, Class AI | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| GNMA, Series 2020-177 | Long | ABS-mortgage backed security | US | $327K | – | 0.05 |
| GNMA, Series 2020-183, Class HT | Long | ABS-mortgage backed security | US | $435K | – | 0.07 |
| GNMA, Series 2020-185, Class BI | Long | ABS-mortgage backed security | US | $251K | – | 0.04 |
| GNMA, Series 2020-188 | Long | ABS-mortgage backed security | US | $434K | – | 0.07 |
| GNMA, Series 2020-189, Class SU | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| GNMA, Series 2020-34, Class SC | Long | ABS-mortgage backed security | US | $415K | – | 0.07 |
| GNMA, Series 2021-1, Class PI | Long | ABS-mortgage backed security | US | $169K | – | 0.03 |
| GNMA, Series 2021-122, Class HS | Long | ABS-mortgage backed security | US | $435K | – | 0.07 |
| GNMA, Series 2021-136, Class SB | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| GNMA, Series 2021-137, Class HI | Long | ABS-mortgage backed security | US | $393K | – | 0.06 |
| GNMA, Series 2021-146, Class IN | Long | ABS-mortgage backed security | US | $875K | – | 0.14 |
| GNMA, Series 2021-149, Class CI | Long | ABS-mortgage backed security | US | $530K | – | 0.08 |
| GNMA, Series 2021-158, Class NI | Long | ABS-mortgage backed security | US | $661K | – | 0.10 |
| GNMA, Series 2021-158, Class SB | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| GNMA, Series 2021-16, Class AS | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| GNMA, Series 2021-164 | Long | ABS-mortgage backed security | US | $434K | – | 0.07 |
| GNMA, Series 2021-177, Class CI | Long | ABS-mortgage backed security | US | $356K | – | 0.06 |
| GNMA, Series 2021-177, Class IM | Long | ABS-mortgage backed security | US | $563K | – | 0.09 |
| GNMA, Series 2021-179, Class SA | Long | ABS-mortgage backed security | US | $492K | – | 0.08 |
| GNMA, Series 2021-205, Class DS | Long | ABS-mortgage backed security | US | $158K | – | 0.02 |
| GNMA, Series 2021-205, Class GA | Long | ABS-mortgage backed security | US | $573K | – | 0.09 |
| GNMA, Series 2021-214, Class SA | Long | ABS-mortgage backed security | US | $112K | – | 0.02 |
| GNMA, Series 2021-226, Class SA | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA, Series 2021-29, Class AS | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| GNMA, Series 2021-44, Class IQ | Long | ABS-mortgage backed security | US | $801K | – | 0.13 |
| GNMA, Series 2021-46, Class BS | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| GNMA, Series 2021-46, Class TS | Long | ABS-mortgage backed security | US | $246K | – | 0.04 |
| GNMA, Series 2021-47 | Long | ABS-mortgage backed security | US | $726K | – | 0.11 |
| GNMA, Series 2021-49, Class YI | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| GNMA, Series 2021-56, Class FE | Long | ABS-mortgage backed security | US | $549K | – | 0.09 |
| GNMA, Series 2021-57, Class AI | Long | ABS-mortgage backed security | US | $395K | – | 0.06 |
| GNMA, Series 2021-57, Class SA | Long | ABS-mortgage backed security | US | $751K | – | 0.12 |
| GNMA, Series 2021-57, Class SD | Long | ABS-mortgage backed security | US | $271K | – | 0.04 |
| GNMA, Series 2021-64, Class GS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA, Series 2021-64, Class SG | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2021-67, Class PI | Long | ABS-mortgage backed security | US | $371K | – | 0.06 |
| GNMA, Series 2021-74, Class HI | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GNMA, Series 2021-77, Class SN | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2021-96, Class JS | Long | ABS-mortgage backed security | US | $411K | – | 0.06 |
| GNMA, Series 2021-96, Class NS | Long | ABS-mortgage backed security | US | $627K | – | 0.10 |
| GNMA, Series 2021-96, Class SN | Long | ABS-mortgage backed security | US | $407K | – | 0.06 |
| GNMA, Series 2021-97, Class FA | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| GNMA, Series 2021-97, Class IN | Long | ABS-mortgage backed security | US | $466K | – | 0.07 |
| GNMA, Series 2021-97, Class SA | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| GNMA, Series 2021-97, Class SD | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| GNMA, Series 2021-97, Class SM | Long | ABS-mortgage backed security | US | $486K | – | 0.08 |
| GNMA, Series 2021-98, Class IN | Long | ABS-mortgage backed security | US | $302K | – | 0.05 |
| GNMA, Series 2022-1, Class IA | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| GNMA, Series 2022-10, Class IC | Long | ABS-mortgage backed security | US | $354K | – | 0.06 |
| GNMA, Series 2022-101, Class SB | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| GNMA, Series 2022-107, Class SA | Long | ABS-mortgage backed security | US | $273K | – | 0.04 |
| GNMA, Series 2022-137, Class S | Long | ABS-mortgage backed security | US | $410K | – | 0.06 |
| GNMA, Series 2022-185, Class DI | Long | ABS-mortgage backed security | US | $288K | – | 0.05 |
| GNMA, Series 2022-19, Class SG | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| GNMA, Series 2022-190, Class HS | Long | ABS-mortgage backed security | US | $904K | – | 0.14 |
| GNMA, Series 2022-207 | Long | ABS-mortgage backed security | US | $425K | – | 0.07 |
| GNMA, Series 2022-24, Class SC | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| GNMA, Series 2022-78, Class S | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| GNMA, Series 2022-83 | Long | ABS-mortgage backed security | US | $574K | – | 0.09 |
| GNMA, Series 2022-87, Class SA | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| GNMA, Series 2023-101, Class EO | Long | ABS-mortgage backed security | US | $988K | – | 0.16 |
| GNMA, Series 2023-159, Class CI | Long | ABS-mortgage backed security | US | $704K | – | 0.11 |
| GNMA, Series 2023-172 | Long | ABS-mortgage backed security | US | $616K | – | 0.10 |
| GNMA, Series 2023-19, Class CI | Long | ABS-mortgage backed security | US | $537K | – | 0.08 |
| GNMA, Series 2023-194, Class CI | Long | ABS-mortgage backed security | US | $473K | – | 0.07 |
| GNMA, Series 2023-53 | Long | ABS-mortgage backed security | US | $660K | – | 0.10 |
| GNMA, Series 2023-60, Class ES | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| GNMA, Series 2023-63, Class MA | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| GNMA, Series 2023-66, Class MP | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| GNMA, Series 2023-66, Class OQ | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| GNMA, Series 2023-80, Class SA | Long | ABS-mortgage backed security | US | $284K | – | 0.04 |
| GNMA, Series 2023-86, Class SE | Long | ABS-mortgage backed security | US | $329K | – | 0.05 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.31 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $1M | – | 0.23 |
| GreenPoint Mortgage Funding Trust, Series 2007-AR3, Class A1 | Long | ABS-mortgage backed security | US | $377K | – | 0.06 |
| Hess Midstream Operations LP | Long | Debt | US | $2M | – | 0.32 |
| Home Partners of America Trust, Series 2021-2, Class B | Long | ABS-other | US | $689K | – | 0.11 |
| Hudson Yards Mortgage Trust, Series 2019-30HY, Class D | Long | ABS-mortgage backed security | US | $626K | – | 0.10 |
| Huntington Bancshares, Inc. | Long | Debt | US | $2M | – | 0.33 |
| Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class E | Long | ABS-other | US | $1M | – | 0.20 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $2M | – | 0.33 |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD (INVESCO GOVT AND AGCY LEX) | Long | Short-term investment vehicle | US | $548K | 548K | 0.09 |
| IPALCO Enterprises, Inc. | Long | Debt | US | $1M | – | 0.23 |
| Iron Mountain, Inc. | Long | Debt | US | $2M | – | 0.33 |
| Israel Government Bond (State of Israel) | Long | Debt | IL | $2M | – | 0.25 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2012-C6, Class E | Long | ABS-mortgage backed security | US | $2M | – | 0.24 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C13, Class E | Long | ABS-mortgage backed security | US | $902K | – | 0.14 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2021-1MEM, Class C | Long | ABS-mortgage backed security | US | $983K | – | 0.15 |
| JBS USA Holding LUX SARL | Long | Debt | LU | $2M | – | 0.36 |
| JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class D | Long | ABS-mortgage backed security | US | $343K | – | 0.05 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class B | Long | ABS-mortgage backed security | US | $823K | – | 0.13 |
| JPMDB Commercial Mortgage Securities Trust, Series 2017-C7, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| KeyCorp | Long | Debt | US | $2M | – | 0.32 |
| Kronos Acquisition Holdings, Inc. | Long | Debt | US | $2M | – | 0.24 |
| Life Mortgage Trust, Series 2022-BMR2, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| Lincoln National Corp. | Long | Debt | US | $5M | – | 0.82 |
| Lloyds Banking Group plc | Long | Debt | GB | $2M | – | 0.39 |
| Lloyds Banking Group plc | Long | Debt | GB | $1M | – | 0.16 |
| Lloyds Banking Group plc | Long | Debt | GB | $199K | – | 0.03 |
| Macquarie Airfinance Holdings Ltd. | Long | Debt | GB | $2M | – | 0.25 |
| Macquarie Group Ltd. | Long | Debt | AU | $2M | – | 0.27 |
| MainStay U.S. Government Liquidity Fund, Class I | Long | Short-term investment vehicle | US | $1M | 1M | 0.22 |
| Mileage Plus Holdings LLC | Long | Debt | US | $1M | – | 0.19 |
| Minerva Luxembourg SA | Long | Debt | LU | $2M | – | 0.31 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.36 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.34 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C18, Class 300B | Long | ABS-mortgage backed security | US | $890K | – | 0.14 |
| MPLX LP | Long | Debt | US | $2M | – | 0.38 |
| MPLX LP | Long | Debt | US | $2M | – | 0.27 |
| Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class B10 | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M10 | Long | ABS-mortgage backed security | US | $671.74 | – | 0.00 |
| Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class CE | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class M10 | Long | ABS-mortgage backed security | US | $3M | – | 0.53 |
| Multifamily Connecticut Avenue Securities Trust, Series 2023-01, Class M10 | Long | ABS-mortgage backed security | US | $3M | – | 0.42 |
| National Fuel Gas Co. | Long | Debt | US | $2M | – | 0.33 |
| National Fuel Gas Co. | Long | Debt | US | $1M | – | 0.16 |
| NatWest Group plc | Long | Debt | GB | $2M | – | 0.34 |
| NatWest Group plc | Long | Debt | GB | $2M | – | 0.30 |
| NatWest Group plc | Long | Debt | GB | $2M | – | 0.26 |
| NatWest Group plc | Long | Debt | GB | $1M | – | 0.17 |
| Navient Private Education Refi Loan Trust, Series 2020-GA, Class B | Long | ABS-other | US | $1M | – | 0.19 |
| Navient Private Education Refi Loan Trust, Series 2020-HA, Class B | Long | ABS-other | US | $700K | – | 0.11 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1 | Long | ABS-other | US | $3M | – | 0.51 |
| Nissan Motor Acceptance Co. LLC | Long | Debt | US | $5M | – | 0.72 |
| Nomura Holdings, Inc. | Long | Debt | JP | $2M | – | 0.31 |
| Nordstrom, Inc. | Long | Debt | US | $556K | – | 0.09 |
| OneMain Finance Corp. | Long | Debt | US | $1M | – | 0.17 |
| ORL Trust, Series 2023-GLKS, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| Owens-Brockway Glass Container, Inc. | Long | Debt | US | $941K | – | 0.15 |
| Pacific Gas and Electric Co. | Long | Debt | US | $2M | – | 0.25 |
| Paraguay Government Bond (Republic of Paraguay) | Long | Debt | PY | $2M | – | 0.31 |
| Perenti Finance Pty. Ltd. | Long | Debt | AU | $1M | – | 0.16 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.54 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.20 |
| Piedmont Natural Gas Co., Inc. | Long | Debt | US | $1M | – | 0.18 |
| Plains All American Pipeline LP | Long | Debt | US | $1M | – | 0.19 |
| Protective Life Corp. | Long | Debt | US | $2M | – | 0.30 |
| Rad CLO 25 Ltd., Series 2024-25A, Class A1 | Long | ABS-collateralized bond/debt obligation | BM | $650K | – | 0.10 |
| Regatta XI Funding Ltd., Series 2018-1A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.17 |
| Regents of the University of California Medical Center, Series N | Long | Debt | US | $1M | – | 0.17 |
| Reworld Holding Corp. | Long | Debt | US | $936K | – | 0.15 |
| Santander Holdings USA, Inc. | Long | Debt | US | $1M | – | 0.20 |
| Santander Holdings USA, Inc. | Long | Debt | US | $1M | – | 0.17 |
| Sasol Financing USA LLC | Long | Debt | US | $2M | – | 0.31 |
| Sempra | Long | Debt | US | $3M | – | 0.42 |
| Sequoia Mortgage Trust, Series 2018-7, Class B3 | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Sequoia Mortgage Trust, Series 2021-4, Class A1 | Long | ABS-mortgage backed security | US | $333K | – | 0.05 |
| SK Invictus Intermediate II SARL | Long | Debt | LU | $1M | – | 0.22 |
| Smithfield Foods, Inc. | Long | Debt | US | $2M | – | 0.27 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.22 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.22 |
| Southern Co. Gas Capital Corp., Series 21A | Long | Debt | US | $1M | – | 0.20 |
| SREIT Trust, Series 2021-MFP, Class G | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| STACR REMIC Trust, Series 2018-HRP1, Class B2 (STACR Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| STACR REMIC Trust, Series 2018-HRP2, Class B2 (STACR Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.56 |
| Starwood Property Trust, Inc. | Long | Debt | US | $3M | – | 0.50 |
| Stifel SBA IO Trust, Series 2024-1A, Class A2 | Long | ABS-other | US | $1M | – | 0.17 |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR8, Class A2 | Long | ABS-mortgage backed security | US | $295K | – | 0.05 |
| Studio City Finance Ltd. | Long | Debt | VG | $2M | – | 0.28 |
| Suzano Austria GmbH | Long | Debt | AT | $2M | – | 0.26 |
| Synchrony Bank | Long | Debt | US | $2M | – | 0.31 |
| Tapestry, Inc. | Long | Debt | US | $1M | – | 0.17 |
| Targa Resources Corp. | Long | Debt | US | $841K | – | 0.13 |
| Teva Pharmaceutical Finance Netherlands III BV | Long | Debt | NL | $3M | – | 0.43 |
| Teva Pharmaceutical Finance Netherlands III BV | Long | Debt | NL | $11K | – | 0.00 |
| Teva Pharmaceutical Finance Netherlands III BV | Long | Debt | NL | $9K | – | 0.00 |
| Textron Financial Corp. | Long | Debt | US | $3M | – | 0.42 |
| Towd Point Mortgage Trust, Series 2019-1, Class B2 | Long | ABS-mortgage backed security | US | $409K | – | 0.06 |
| Tricon American Homes, Series 2020-SFR1, Class C | Long | ABS-other | US | $2M | – | 0.26 |
| TruGreen LP, 1st Lien Term Loan | Long | Loan | US | $887K | – | 0.14 |
| TX Trust, Series 2024-HOU, Class E | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| U.S. Airways Pass-Through Trust, Series 2012-1, Class A | Long | ABS-other | US | $588K | – | 0.09 |
| U.S. Treasury 10 Year Notes | Derivative-interest rate | US | $-13K | – | -0.00 | |
| U.S. Treasury 10 Year Ultra Bonds | Derivative-interest rate | US | $1M | – | 0.18 | |
| U.S. Treasury 2 Year Notes | Derivative-interest rate | US | $6K | – | 0.00 | |
| U.S. Treasury 5 Year Notes | Derivative-interest rate | US | $-10K | – | -0.00 | |
| U.S. Treasury Long Bonds | Derivative-interest rate | US | $75K | – | 0.01 | |
| U.S. Treasury Ultra Bonds | Derivative-interest rate | US | $61K | – | 0.01 | |
| UBS Commercial Mortgage Trust, Series 2018-C10, Class D | Long | ABS-mortgage backed security | US | $833K | – | 0.13 |
| UBS Commercial Mortgage Trust, Series 2018-C9, Class C | Long | ABS-mortgage backed security | US | $879K | – | 0.14 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.35 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.25 |
| UBS Group AG | Long | Debt | CH | $851K | – | 0.13 |
| UBS Group AG | Long | Debt | CH | $763K | – | 0.12 |
| UBS Group AG | Long | Debt | CH | $578K | – | 0.09 |
| UBS-Barclays Commercial Mortgage Trust, Series 2013-C5, Class B | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| United Airlines Pass-Through Trust, Series 2020-1, Class A | Long | ABS-other | US | $1M | – | 0.19 |
| Venture Global LNG, Inc. | Long | Debt | US | $1M | – | 0.17 |
| Virginia Electric and Power Co. | Long | Debt | US | $2M | – | 0.25 |
| Vistra Operations Co. LLC | Long | Debt | US | $2M | – | 0.24 |
| WE Soda Investments Holding plc | Long | Debt | GB | $2M | – | 0.30 |
| WEC Energy Group, Inc. | Long | Debt | US | $336.11 | – | 0.00 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.25 |
| Wells Fargo & Co. | Long | Debt | US | $1M | – | 0.21 |
| Wells Fargo & Co. | Long | Debt | US | $395K | – | 0.06 |
| Wells Fargo & Co. | Long | Debt | US | $329K | – | 0.05 |
| Wells Fargo & Co., Series U | Long | Debt | US | $592K | – | 0.09 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class D | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| Wells Fargo Commercial Mortgage Trust, Series 2018-C43, Class D | Long | ABS-mortgage backed security | US | $462K | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class E | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| Western Midstream Operating LP | Long | Debt | US | $2M | – | 0.29 |
| Westpac Banking Corp. | Long | Debt | AU | $1M | – | 0.24 |
| WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D | Long | ABS-mortgage backed security | US | $954K | – | 0.15 |
| Williams Cos., Inc. (The) | Long | Debt | US | $692K | – | 0.11 |
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