MainStay Group of Funds > MAINSTAY VP FUNDS TRUST
MainStay VP Janus Henderson Balanced Portfolio
$1.45B
Avg Monthly Net Assets
$1.72B
Total Assets
$39.05M
Total Liabilities
$1.68B
Net Assets
MainStay VP Janus Henderson Balanced 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 $1.45B.
On August 27th, 2024 it reported 761 holdings, the largest
being Microsoft Corp. (5.9%), NVIDIA Corp. (5.4%) and MainStay U.S. Government Liquidity Fund (3.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Initial Class | C000104627 | ||
| Service Class | C000104628 |
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 |
|---|---|---|---|---|---|---|
| 280 Park Avenue Mortgage Trust, Series 2017-280P, Class A | Long | ABS-mortgage backed security | US | $677K | – | 0.04 |
| A&D Mortgage Trust, Series 2023-NQM2, Class A1 | Long | ABS-mortgage backed security | US | $857K | – | 0.05 |
| Abbott Laboratories | Long | Equity-common | US | $12M | 116K | 0.72 |
| AbbVie, Inc. | Long | Equity-common | US | $12M | 71K | 0.72 |
| AbbVie, Inc. | Long | Debt | US | $550K | – | 0.03 |
| ACC Auto Trust, Series 2022-A, Class A | Long | ABS-other | US | $31K | – | 0.00 |
| Accenture plc, Class A | Long | Equity-common | IE | $13M | 43K | 0.77 |
| Adobe, Inc. | Long | Equity-common | US | $7M | 12K | 0.39 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $594K | – | 0.04 |
| Albertsons Cos., Inc. | Long | Debt | US | $875K | – | 0.05 |
| Alphabet, Inc., Class C | Long | Equity-common | US | $53M | 288K | 3.14 |
| Amazon.com, Inc. | Long | Equity-common | US | $42M | 217K | 2.50 |
| American Electric Power Co., Inc. | Long | Debt | US | $1M | – | 0.08 |
| American Express Co. | Long | Equity-common | US | $25M | 107K | 1.47 |
| American Tower Trust #1 | Long | ABS-other | US | $2M | – | 0.12 |
| Amgen, Inc. | Long | Equity-common | US | $10M | 33K | 0.61 |
| Analog Devices, Inc. | Long | Debt | US | $664K | – | 0.04 |
| Angel Oak Mortgage Trust, Series 2019-5, Class A1 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Angel Oak Mortgage Trust, Series 2019-6, Class A1 | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Angel Oak Mortgage Trust, Series 2020-3, Class A2 | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Angel Oak Mortgage Trust, Series 2024-3, Class A1 | Long | ABS-mortgage backed security | US | $276K | – | 0.02 |
| Angel Oak Mortgage Trust, Series 2024-5, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| AOMT, Series 2024-6, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Aon North America, Inc. | Long | Debt | US | $3M | – | 0.17 |
| Aon North America, Inc. | Long | Debt | US | $1M | – | 0.08 |
| Apple, Inc. | Long | Equity-common | US | $53M | 249K | 3.12 |
| Aqua Finance Trust, Series 2021-A, Class A | Long | ABS-other | US | $184K | – | 0.01 |
| ARES LX CLO Ltd., Series 2021-60A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $323K | – | 0.02 |
| Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3 | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2022-1A, Class A | Long | ABS-other | US | $139K | – | 0.01 |
| Arthur J Gallagher & Co. | Long | Debt | US | $1M | – | 0.07 |
| Arthur J Gallagher & Co. | Long | Debt | US | $686K | – | 0.04 |
| AT&T, Inc. | Long | Debt | US | $70K | – | 0.00 |
| Athene Global Funding | Long | Debt | US | $1M | – | 0.07 |
| Athene Global Funding | Long | Debt | US | $874K | – | 0.05 |
| Automatic Data Processing, Inc. | Long | Equity-common | US | $11M | 46K | 0.66 |
| BAE Systems plc | Long | Debt | GB | $854K | – | 0.05 |
| BAE Systems plc | Long | Debt | GB | $587K | – | 0.03 |
| BAE Systems plc | Long | Debt | GB | $220K | – | 0.01 |
| Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1BR | Long | ABS-collateralized bond/debt obligation | KY | $345K | – | 0.02 |
| BAMLL Re-REMIC Trust, Series 2024-FRR2, Class E | Long | ABS-mortgage backed security | US | $317K | – | 0.02 |
| BAMLL Re-REMIC Trust, Series 2024-FRR3, Class C | Long | ABS-mortgage backed security | US | $456K | – | 0.03 |
| BAMLL Re-REMIC Trust, Series 2024-FRR3, Class D | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| BAMLL Re-REMIC Trust, Series 2024-FRR3, Class E | Long | ABS-mortgage backed security | US | $467K | – | 0.03 |
| Bank of America Corp. | Long | Debt | US | $2M | – | 0.11 |
| Bank of America Corp. | Long | Debt | US | $1M | – | 0.07 |
| Bank of America Corp., Series X | Long | Debt | US | $1M | – | 0.07 |
| Bank of Montreal | Long | Debt | CA | $1M | – | 0.06 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $2M | – | 0.09 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $801K | – | 0.05 |
| Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class AF | Long | ABS-mortgage backed security | US | $765K | – | 0.05 |
| Bayview MSR Opportunity Master Fund Trust, Series 2022-2, Class A1 | Long | ABS-mortgage backed security | KY | $1M | – | 0.06 |
| BBCMS Trust, Series 2015-SRCH, Class A2 | Long | ABS-mortgage backed security | US | $809K | – | 0.05 |
| Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Berry Global, Inc. | Long | Debt | US | $2M | – | 0.13 |
| Blackstone Private Credit Fund | Long | Debt | US | $981K | – | 0.06 |
| Blue Owl Credit Income Corp. | Long | Debt | US | $1000K | – | 0.06 |
| Blue Owl Credit Income Corp. | Long | Debt | US | $577K | – | 0.03 |
| Blue Owl Credit Income Corp. | Long | Debt | US | $155K | – | 0.01 |
| Blue Owl Finance LLC | Long | Debt | US | $3M | – | 0.15 |
| BNP Paribas SA | Long | Debt | FR | $987K | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $677K | – | 0.04 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.08 |
| Boeing Co. (The) | Long | Debt | US | $1M | – | 0.07 |
| Boeing Co. (The) | Long | Debt | US | $548K | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $513K | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $266K | – | 0.02 |
| Bombardier, Inc. | Long | Debt | CA | $1M | – | 0.07 |
| Booking Holdings, Inc. | Long | Equity-common | US | $16M | 4K | 0.97 |
| Booz Allen Hamilton, Inc. | Long | Debt | US | $1M | – | 0.09 |
| BPR Trust, Series 2022-OANA, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| BPR Trust, Series 2023-BRK2, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Broadcom, Inc. | Long | Equity-common | US | $7M | 4K | 0.41 |
| Brown & Brown, Inc. | Long | Debt | US | $911K | – | 0.05 |
| BX Commercial Mortgage Trust, Series 2020-VKNG, Class A | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| BX Commercial Mortgage Trust, Series 2021-VINO, Class A | Long | ABS-mortgage backed security | US | $797K | – | 0.05 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class B | Long | ABS-mortgage backed security | US | $923K | – | 0.05 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class D | Long | ABS-mortgage backed security | US | $969K | – | 0.06 |
| BX Trust, Series 2019-MMP, Class C | Long | ABS-mortgage backed security | US | $284K | – | 0.02 |
| BX Trust, Series 2019-OC11, Class B | Long | ABS-mortgage backed security | US | $253K | – | 0.02 |
| BX Trust, Series 2019-OC11, Class C | Long | ABS-mortgage backed security | US | $501K | – | 0.03 |
| BX Trust, Series 2021-LBA, Class AJV | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| BX Trust, Series 2021-LBA, Class AV | Long | ABS-mortgage backed security | US | $877K | – | 0.05 |
| BX Trust, Series 2022-FOX2, Class A2 | Long | ABS-mortgage backed security | US | $953K | – | 0.06 |
| BX Trust, Series 2024-VLT4, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| BXP Trust, Series 2017-GM, Class A | Long | ABS-mortgage backed security | US | $368K | – | 0.02 |
| Cadence Design Systems, Inc. | Long | Equity-common | US | $5M | 15K | 0.28 |
| Capital One Financial Corp. | Long | Debt | US | $1M | – | 0.09 |
| Capital One Financial Corp. | Long | Debt | US | $559K | – | 0.03 |
| Capital One Financial Corp. | Long | Debt | US | $331K | – | 0.02 |
| CBAM Ltd., Series 2019-11RA, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| CBAM Ltd., Series 2019-11RA, Class B | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.02 |
| CBRE Services, Inc. | Long | Debt | US | $3M | – | 0.19 |
| Celanese US Holdings LLC | Long | Debt | US | $2M | – | 0.09 |
| Celanese US Holdings LLC | Long | Debt | US | $1M | – | 0.09 |
| Celanese US Holdings LLC | Long | Debt | US | $597K | – | 0.04 |
| Celanese US Holdings LLC | Long | Debt | US | $591K | – | 0.04 |
| CENT Trust, Series 2023-CITY, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Centene Corp. | Long | Debt | US | $3M | – | 0.18 |
| Centene Corp. | Long | Debt | US | $923K | – | 0.05 |
| Centene Corp. | Long | Debt | US | $910K | – | 0.05 |
| CF Hippolyta Issuer LLC, Series 2020-1, Class A1 | Long | ABS-other | US | $580K | – | 0.03 |
| CF Hippolyta Issuer LLC, Series 2020-1, Class B1 | Long | ABS-other | US | $84K | – | 0.00 |
| CF Hippolyta Issuer LLC, Series 2021-1A, Class A1 | Long | ABS-other | US | $872K | – | 0.05 |
| CF Hippolyta Issuer LLC, Series 2021-1A, Class B1 | Long | ABS-other | US | $321K | – | 0.02 |
| CF Hippolyta Issuer LLC, Series 2022-1A, Class A1 | Long | ABS-other | US | $1M | – | 0.06 |
| CF Hippolyta Issuer LLC, Series 2022-1A, Class A2 | Long | ABS-other | US | $3M | – | 0.17 |
| Charles Schwab Corp. (The) | Long | Equity-common | US | $7M | 98K | 0.43 |
| Charter Communications Operating LLC | Long | Debt | US | $3M | – | 0.18 |
| Chase Mortgage Finance Corp., Series 2021-CL1, Class M1 | Long | ABS-mortgage backed security | US | $814K | – | 0.05 |
| Cheniere Energy, Inc. | Long | Debt | US | $1M | – | 0.08 |
| Chevron Corp. | Long | Equity-common | US | $11M | 68K | 0.63 |
| Chipotle Mexican Grill, Inc. | Long | Equity-common | US | $8M | 131K | 0.49 |
| CIFC Funding Ltd., Series 2021-7A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $483K | – | 0.03 |
| CIFC Funding Ltd., Series 2021-7A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $324K | – | 0.02 |
| CIM Trust, Series 2021-NR1, Class A1 | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| CIM Trust, Series 2021-NR4, Class A1 | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $3M | – | 0.19 |
| Citigroup, Inc. | Long | Debt | US | $2M | – | 0.12 |
| Citigroup, Inc., Series M | Long | Debt | US | $123K | – | 0.01 |
| Citigroup, Inc., Series P | Long | Debt | US | $580K | – | 0.03 |
| CME Group, Inc. | Long | Equity-common | US | $9M | 48K | 0.56 |
| Cold Storage Trust, Series 2020-ICE5, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Cold Storage Trust, Series 2020-ICE5, Class B | Long | ABS-mortgage backed security | US | $655K | – | 0.04 |
| Cold Storage Trust, Series 2020-ICE5, Class C | Long | ABS-mortgage backed security | US | $658K | – | 0.04 |
| COLT Mortgage Loan Trust, Series 2020-3, Class A1 | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $878K | – | 0.05 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $817K | – | 0.05 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $339K | – | 0.02 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $168K | – | 0.01 |
| COMM MORTGAGE TRUST, Series 2024-WCL1, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2 | Long | ABS-mortgage backed security | US | $616K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2 | Long | ABS-mortgage backed security | US | $725K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M1 | Long | ABS-mortgage backed security | US | $472K | – | 0.03 |
| Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M1 | Long | ABS-mortgage backed security | US | $451K | – | 0.03 |
| Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M2 | Long | ABS-mortgage backed security | US | $539K | – | 0.03 |
| Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1 | Long | ABS-mortgage backed security | US | $936K | – | 0.06 |
| Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M1 | Long | ABS-mortgage backed security | US | $621K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1 | Long | ABS-mortgage backed security | US | $817K | – | 0.05 |
| Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1 | Long | ABS-mortgage backed security | US | $714K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2023-R07, Class 2M1 | Long | ABS-mortgage backed security | US | $332K | – | 0.02 |
| Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1 | Long | ABS-mortgage backed security | US | $674K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1 | Long | ABS-mortgage backed security | US | $643K | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1 | Long | ABS-mortgage backed security | US | $420K | – | 0.02 |
| Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1 | Long | ABS-mortgage backed security | US | $649K | – | 0.04 |
| ConocoPhillips | Long | Equity-common | US | $13M | 110K | 0.75 |
| Constellation Brands, Inc., Class A | Long | Equity-common | US | $8M | 32K | 0.49 |
| Constellation Software, Inc. | Long | Debt | CA | $1M | – | 0.07 |
| Constellation Software, Inc. | Long | Debt | CA | $391K | – | 0.02 |
| Corteva, Inc. | Long | Equity-common | US | $8M | 144K | 0.46 |
| CoStar Group, Inc. | Long | Debt | US | $601K | – | 0.04 |
| Costco Wholesale Corp. | Long | Equity-common | US | $15M | 17K | 0.88 |
| CP EF Asset Securitization I LLC, Series 2022-1A, Class A | Long | ABS-other | US | $157K | – | 0.01 |
| CP EF Asset Securitization II LLC, Series 2023-1A, Class A | Long | ABS-other | US | $579K | – | 0.03 |
| CRB Securitization Trust, Series 2023-1, Class A | Long | ABS-other | US | $215K | – | 0.01 |
| CRSO Trust, Series 2023-BRND | Long | Debt | US | $2M | – | 0.12 |
| CyrusOne Data Centers Issuer I LLC, Series 2023-2A, Class A2 | Long | ABS-other | US | $1M | – | 0.08 |
| CyrusOne Data Centers Issuer I LLC, Series 2024-1A, Class A2 | Long | ABS-other | US | $580K | – | 0.03 |
| CyrusOne Data Centers Issuer I LLC, Series 2024-3A, Class A2 | Long | ABS-other | US | $2M | – | 0.12 |
| Danaher Corp. | Long | Equity-common | US | $5M | 19K | 0.28 |
| DATA 2024-CNTR2 Mortgage Trust, Series 2024-CTR2, Class A | Long | ABS-mortgage backed security | US | $437K | – | 0.03 |
| DC Commercial Mortgage Trust, Series 2023-DC, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Deere & Co. | Long | Equity-common | US | $15M | 39K | 0.87 |
| Diageo Capital plc | Long | Debt | GB | $439K | – | 0.03 |
| Diamond Infrastructure Funding LLC, Series 2021-1A, Class A | Long | ABS-other | US | $930K | – | 0.06 |
| Discover Financial Services | Long | Debt | US | $2M | – | 0.12 |
| Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I | Long | ABS-other | US | $856K | – | 0.05 |
| DT Midstream, Inc. | Long | Debt | US | $881K | – | 0.05 |
| DT Midstream, Inc. | Long | Debt | US | $167K | – | 0.01 |
| Duke Energy Corp. | Long | Debt | US | $2M | – | 0.14 |
| Duke Energy Corp. | Long | Debt | US | $893K | – | 0.05 |
| Duquesne Light Holdings, Inc. | Long | Debt | US | $816K | – | 0.05 |
| Edwards Lifesciences Corp. | Long | Equity-common | US | $7M | 81K | 0.44 |
| Electricite de France SA | Long | Debt | FR | $903K | – | 0.05 |
| Electricite de France SA | Long | Debt | FR | $563K | – | 0.03 |
| Eli Lilly & Co. | Long | Equity-common | US | $22M | 25K | 1.33 |
| Elmwood CLO II Ltd., Series 2019-2A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $486K | – | 0.03 |
| Elmwood CLO VI Ltd., Series 2020-3A, Class ARR | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| EMRLD Borrower LP, Term Loan B | Long | Loan | US | $2M | – | 0.12 |
| Energy Transfer LP | Long | Debt | US | $887K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $114K | – | 0.01 |
| EQT Corp. | Long | Debt | US | $463K | – | 0.03 |
| Exelon Corp. | Long | Debt | US | $1M | – | 0.07 |
| Exeter Automobile Receivables Trust, Series 2021-1A, Class D | Long | ABS-other | US | $418K | – | 0.02 |
| Extended Stay America Trust, Series 2021-ESH, Class A | Long | ABS-mortgage backed security | US | $488K | – | 0.03 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $385K | – | 0.02 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2 | Long | ABS-mortgage backed security | US | $318K | – | 0.02 |
| FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M1 | Long | ABS-mortgage backed security | US | $434K | – | 0.03 |
| FHLMC STACR REMIC Trust, Series 2021-HQA3, Class M2 | Long | ABS-mortgage backed security | US | $340K | – | 0.02 |
| FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M1 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M2 | Long | ABS-mortgage backed security | US | $430K | – | 0.03 |
| FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1A | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1A | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1A | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| FHLMC STACR REMIC Trust, Series 2023-DNA2, Class M1A | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1 | Long | ABS-mortgage backed security | US | $616K | – | 0.04 |
| FHLMC STACR REMIC Trust, Series 2024-DNA2, Class M1 | Long | ABS-mortgage backed security | US | $922K | – | 0.05 |
| Fifth Third Bancorp | Long | Debt | US | $370K | – | 0.02 |
| FIGRE Trust, Series 2024-HE1, Class A | Long | ABS-mortgage backed security | US | $756K | – | 0.04 |
| FIGRE Trust, Series 2024-HE2, Class A | Long | ABS-other | US | $620K | – | 0.04 |
| Flagstar Mortgage Trust, Series 2021-13IN, Class A2 | Long | ABS-mortgage backed security | US | $577K | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $810K | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $781K | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $618K | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA, REMIC, Series 2018-27, Class EA | Long | ABS-mortgage backed security | US | $406K | – | 0.02 |
| FNMA, REMIC, Series 2019-71, Class P | Long | ABS-mortgage backed security | US | $587K | – | 0.03 |
| FNMA, REMIC, Series 2021-R02, Class 2M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $1M | – | 0.07 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $965K | – | 0.06 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $756K | – | 0.04 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $375K | – | 0.02 |
| Ford Motor Credit Co. LLC | Long | Debt | US | $366K | – | 0.02 |
| Foundry JV Holdco LLC | Long | Debt | US | $3M | – | 0.20 |
| Foundry JV Holdco LLC | Long | Debt | US | $1M | – | 0.09 |
| Foundry JV Holdco LLC | Long | Debt | US | $522K | – | 0.03 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $560K | – | 0.03 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $407K | – | 0.02 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $275K | – | 0.02 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Freddie Mac Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREMF Mortgage Trust, Series 2017-K729, Class D (FREMF 2017-K729 Mortgage Trust) | Long | ABS-mortgage backed security | US | $661K | – | 0.04 |
| FREMF Mortgage Trust, Series 2017-K729, Class X2A (FREMF 2017-K729 Mortgage Trust) | Long | ABS-mortgage backed security | US | $556.75 | – | 0.00 |
| FREMF Mortgage Trust, Series 2017-K729, Class X2B (FREMF 2017-K729 Mortgage Trust) | Long | ABS-mortgage backed security | US | $709.23 | – | 0.00 |
| GCAT Trust, Series 2022-INV1, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GCAT Trust, Series 2023-INV1, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GCAT Trust, Series 2024-INV1, Class 2A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| General Dynamics Corp. | Long | Equity-common | US | $10M | 35K | 0.60 |
| General Motors Financial Co., Inc. | Long | Debt | US | $1M | – | 0.07 |
| Genesee & Wyoming, Inc., Term Loan | Long | Loan | US | $2M | – | 0.15 |
| Georgia Power Co. | Long | Debt | US | $1M | – | 0.06 |
| Georgia Power Co. | Long | Debt | US | $907K | – | 0.05 |
| Georgia Power Co. | Long | Debt | US | $670K | – | 0.04 |
| Global Payments, Inc. | Long | Debt | US | $621K | – | 0.04 |
| Global Payments, Inc. | Long | Debt | US | $603K | – | 0.04 |
| GLP Capital LP | Long | Debt | US | $378K | – | 0.02 |
| GLP Capital LP | Long | Debt | US | $85K | – | 0.01 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $320K | – | 0.02 |
| GNMA I, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| GNMA I, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA I, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA I, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.14 |
| Gracie Point International Funding LLC, Series 2024-1A, Class A | Long | ABS-other | US | $484K | – | 0.03 |
| GWT, Series 2024-WLF2, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Haleon US Capital LLC | Long | Debt | US | $719K | – | 0.04 |
| HCA Healthcare, Inc. | Long | Equity-common | US | $6M | 18K | 0.35 |
| HCA, Inc. | Long | Debt | US | $1M | – | 0.07 |
| HCA, Inc. | Long | Debt | US | $1M | – | 0.06 |
| HCA, Inc. | Long | Debt | US | $654K | – | 0.04 |
| HCA, Inc. | Long | Debt | US | $584K | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $467K | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $345K | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $313K | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $286K | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $219K | – | 0.01 |
| Health Care Service Corp. A Mutual Legal Reserve Co. | Long | Debt | US | $2M | – | 0.12 |
| Health Care Service Corp. A Mutual Legal Reserve Co. | Long | Debt | US | $2M | – | 0.10 |
| Health Care Service Corp. A Mutual Legal Reserve Co. | Long | Debt | US | $935K | – | 0.06 |
| Health Care Service Corp. A Mutual Legal Reserve Co. | Long | Debt | US | $746K | – | 0.04 |
| Hershey Co. (The) | Long | Equity-common | US | $6M | 33K | 0.36 |
| Hess Midstream Operations LP | Long | Debt | US | $649K | – | 0.04 |
| Hilton Worldwide Holdings, Inc. | Long | Equity-common | US | $19M | 89K | 1.15 |
| Home Depot, Inc. (The) | Long | Equity-common | US | $12M | 36K | 0.73 |
| Home Depot, Inc. (The) | Long | Debt | US | $698K | – | 0.04 |
| Home Depot, Inc. (The) | Long | Debt | US | $566K | – | 0.03 |
| Home Depot, Inc. (The) | Long | Debt | US | $558K | – | 0.03 |
| Home Depot, Inc. (The) | Long | Debt | US | $549K | – | 0.03 |
| Homeward Opportunities Fund Trust, Series 2024-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Honeywell International, Inc. | Long | Equity-common | US | $14M | 68K | 0.86 |
| HPS Loan Management Ltd., Series 2021-16A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $310K | – | 0.02 |
| Hudsons Bay Simon JV Trust, Series 2015-HB10, Class A10 | Long | ABS-mortgage backed security | US | $488K | – | 0.03 |
| Hudsons Bay Simon JV Trust, Series 2015-HB7, Class A7 | Long | ABS-mortgage backed security | US | $263K | – | 0.02 |
| Humana, Inc. | Long | Debt | US | $1M | – | 0.08 |
| Humana, Inc. | Long | Debt | US | $826K | – | 0.05 |
| Humana, Inc. | Long | Debt | US | $570K | – | 0.03 |
| Humana, Inc. | Long | Debt | US | $340K | – | 0.02 |
| Illumina, Inc. | Long | Debt | US | $708K | – | 0.04 |
| Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1 | Long | ABS-mortgage backed security | US | $634K | – | 0.04 |
| Intercontinental Exchange, Inc. | Long | Debt | US | $2M | – | 0.10 |
| Intuit, Inc. | Long | Equity-common | US | $10M | 15K | 0.57 |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD (INVESCO GOVT AND AGCY LEX) | Long | Short-term investment vehicle | US | $3M | 3M | 0.16 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2020-ACE, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2020-ACE, Class B | Long | ABS-mortgage backed security | US | $819K | – | 0.05 |
| Jane Street Group | Long | Debt | US | $3M | – | 0.16 |
| JBS USA Holding LUX SARL | Long | Debt | LU | $1M | – | 0.07 |
| JBS USA Holding LUX SARL | Long | Debt | LU | $654K | – | 0.04 |
| JBS USA Holding LUX SARL | Long | Debt | LU | $476K | – | 0.03 |
| JPMorgan Chase & Co. | Long | Equity-common | US | $23M | 113K | 1.36 |
| JPMorgan Chase & Co. | Long | Debt | US | $1M | – | 0.09 |
| JPMorgan Chase & Co. | Long | Debt | US | $1M | – | 0.08 |
| JPMorgan Chase & Co. | Long | Debt | US | $1M | – | 0.08 |
| JPMorgan Chase & Co. | Long | Debt | US | $816K | – | 0.05 |
| JPMorgan Chase & Co. | Long | Debt | US | $646K | – | 0.04 |
| JPMorgan Chase & Co., Series FF | Long | Debt | US | $440K | – | 0.03 |
| JPMorgan Chase Bank NA, Series 2021-1, Class B | Long | ABS-other | US | $8K | – | 0.00 |
| JPMorgan Chase Bank NA, Series 2021-2, Class B | Long | ABS-other | US | $60K | – | 0.00 |
| KLA Corp. | Long | Equity-common | US | $15M | 18K | 0.88 |
| LAD Auto Receivables Trust, Series 2021-1A, Class A | Long | ABS-other | US | $23K | – | 0.00 |
| LAD Auto Receivables Trust, Series 2022-1A, Class A | Long | ABS-other | US | $441K | – | 0.03 |
| Lam Research Corp. | Long | Equity-common | US | $29M | 27K | 1.70 |
| LBA Trust, Series 2024-BOLT, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Leidos, Inc. | Long | Debt | US | $839K | – | 0.05 |
| Leidos, Inc. | Long | Debt | US | $206K | – | 0.01 |
| Lendbuzz Securitization Trust, Series 2022-1A, Class A | Long | ABS-other | US | $405K | – | 0.02 |
| Lendbuzz Securitization Trust, Series 2023-1A, Class A2 | Long | ABS-other | US | $346K | – | 0.02 |
| LHOME Mortgage Trust, Series 2024-RTL2, Class A1 | Long | ABS-mortgage backed security | US | $423K | – | 0.03 |
| LHOME Mortgage Trust, Series 2024-RTL3, Class A1 | Long | ABS-mortgage backed security | US | $541K | – | 0.03 |
| Libra Solutions LLC, Series 2022-2A, Class A | Long | ABS-other | US | $107K | – | 0.01 |
| Life Mortgage Trust, Series 2021-BMR, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Life Mortgage Trust, Series 2021-BMR, Class C | Long | ABS-mortgage backed security | US | $884K | – | 0.05 |
| Life Mortgage Trust, Series 2022-BMR2, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Life Mortgage Trust, Series 2022-BMR2, Class B | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| LKQ Corp. | Long | Debt | US | $1M | – | 0.08 |
| LKQ Corp. | Long | Debt | US | $1M | – | 0.07 |
| Logan CLO II Ltd., Series 2021-2A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $762K | – | 0.05 |
| LPL Holdings, Inc. | Long | Debt | US | $2M | – | 0.12 |
| LPL Holdings, Inc. | Long | Debt | US | $1M | – | 0.08 |
| M&T Equipment Notes, Series 2023-1A, Class A2 (M&T Equipment 2023-LEAF1 Notes) | Long | ABS-other | US | $439K | – | 0.03 |
| M&T Equipment Notes, Series 2023-1A, Class A3 (M&T Equipment 2023-LEAF1 Notes) | Long | ABS-other | US | $331K | – | 0.02 |
| MainStay U.S. Government Liquidity Fund, Class I | Long | Short-term investment vehicle | US | $55M | 55M | 3.30 |
| Marlette Funding Trust, Series 2023-2A, Class B | Long | ABS-other | US | $339K | – | 0.02 |
| Marsh & McLennan Cos., Inc. | Long | Equity-common | US | $8M | 39K | 0.49 |
| Marvell Technology, Inc. | Long | Debt | US | $870K | – | 0.05 |
| Marvell Technology, Inc. | Long | Debt | US | $742K | – | 0.04 |
| Marvell Technology, Inc. | Long | Debt | US | $625K | – | 0.04 |
| Mastercard, Inc., Class A | Long | Equity-common | US | $35M | 80K | 2.11 |
| McDonald's Corp. | Long | Equity-common | US | $16M | 63K | 0.96 |
| Med Trust, Series 2021-MDLN, Class A | Long | ABS-mortgage backed security | US | $289K | – | 0.02 |
| Med Trust, Series 2021-MDLN, Class E | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Medline Borrower LP, Term Loan | Long | Loan | US | $2M | – | 0.09 |
| Mello Mortgage Capital Acceptance, Series 2021-INV2, Class A11 | Long | ABS-mortgage backed security | US | $565K | – | 0.03 |
| Mello Mortgage Capital Acceptance, Series 2021-INV3, Class A11 | Long | ABS-mortgage backed security | US | $693K | – | 0.04 |
| Mello Mortgage Capital Acceptance, Series 2022-INV1, Class A2 | Long | ABS-mortgage backed security | US | $627K | – | 0.04 |
| Mello Mortgage Capital Acceptance, Series 2024-SD1, Class A1 | Long | ABS-mortgage backed security | US | $586K | – | 0.03 |
| Merck & Co., Inc. | Long | Equity-common | US | $12M | 98K | 0.72 |
| Mercury Financial Credit Card Master Trust, Series 2023-1A, Class A | Long | ABS-other | US | $1M | – | 0.06 |
| Meta Platforms, Inc., Class A | Long | Equity-common | US | $37M | 73K | 2.17 |
| MHC Commercial Mortgage Trust, Series 2021-MHC, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| MHC Commercial Mortgage Trust, Series 2021-MHC, Class C | Long | ABS-mortgage backed security | US | $780K | – | 0.05 |
| Microsoft Corp. | Long | Equity-common | US | $99M | 222K | 5.90 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $930K | – | 0.06 |
| Monster Beverage Corp. | Long | Equity-common | US | $9M | 175K | 0.52 |
| Moody's Corp. | Long | Equity-common | US | $3M | 8K | 0.19 |
| Morgan Stanley | Long | Equity-common | US | $14M | 148K | 0.85 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $878K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $857K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $639K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $128K | – | 0.01 |
| Motorola Solutions, Inc. | Long | Equity-common | US | $5M | 12K | 0.28 |
| MSCI, Inc. | Long | Debt | US | $1M | – | 0.09 |
| MSCI, Inc. | Long | Debt | US | $1M | – | 0.06 |
| MSCI, Inc. | Long | Debt | US | $276K | – | 0.02 |
| Nasdaq, Inc. | Long | Debt | US | $2M | – | 0.12 |
| National Australia Bank Ltd. | Long | Debt | AU | $1M | – | 0.09 |
| National Grid plc | Long | Debt | GB | $1M | – | 0.06 |
| National Grid plc | Long | Debt | GB | $485K | – | 0.03 |
| NCMF Trust, Series 2022-MFP, Class A | Long | ABS-mortgage backed security | US | $635K | – | 0.04 |
| Nestle Capital Corp. | Long | Debt | US | $2M | – | 0.12 |
| Nestle Capital Corp. | Long | Debt | US | $2M | – | 0.11 |
| NetCredit Combined Receivables LLC, Series 2024-A, Class A | Long | ABS-other | US | $2M | – | 0.14 |
| Netflix, Inc. | Long | Equity-common | US | $8M | 12K | 0.49 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1 | Long | ABS-other | US | $443K | – | 0.03 |
| New Residential Mortgage Loan Trust, Series 2018-2A, Class A1 | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| NIKE, Inc., Class B | Long | Equity-common | US | $11M | 152K | 0.68 |
| Nordea Bank Abp | Long | Debt | FI | $2M | – | 0.11 |
| NRTH Mortgage Trust, Series 2024-PARK, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A | Long | ABS-other | US | $142K | – | 0.01 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A | Long | ABS-other | US | $268K | – | 0.02 |
| NVIDIA Corp. | Long | Equity-common | US | $90M | 730K | 5.36 |
| Oak Street Investment Grade Net Lease Fund, Series 2020-1A, Class A1 | Long | ABS-other | US | $727K | – | 0.04 |
| OBX Trust, Series 2022-INV1, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| OBX Trust, Series 2022-INV1, Class A18 | Long | ABS-mortgage backed security | US | $579K | – | 0.03 |
| Occidental Petroleum Corp. | Long | Debt | US | $855K | – | 0.05 |
| Occidental Petroleum Corp. | Long | Debt | US | $764K | – | 0.05 |
| Occidental Petroleum Corp. | Long | Debt | US | $490K | – | 0.03 |
| Oceanview Mortgage Trust, Series 2022-1, Class A1 | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| Octagon Investment Partners 48 Ltd., Series 2020-3A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $454K | – | 0.03 |
| OPEN Trust, Series 2023-AIR, Class C | Long | ABS-mortgage backed security | US | $300K | – | 0.02 |
| Oracle Corp. | Long | Equity-common | US | $11M | 77K | 0.65 |
| Organon & Co. | Long | Debt | US | $1M | – | 0.09 |
| Organon & Co. | Long | Debt | US | $1M | – | 0.06 |
| Pagaya AI Debt Trust, Series 2022-1, Class A | Long | ABS-other | US | $43K | – | 0.00 |
| Pilgrim's Pride Corp. | Long | Debt | US | $1M | – | 0.09 |
| PNC Financial Services Group, Inc. (The) | Long | Debt | US | $2M | – | 0.09 |
| PRET LLC, Series 2023-RN1, Class A1 | Long | ABS-other | US | $1M | – | 0.09 |
| Procter & Gamble Co. (The) | Long | Equity-common | US | $13M | 76K | 0.75 |
| Progressive Corp. (The) | Long | Equity-common | US | $25M | 119K | 1.47 |
| PRPM LLC, Series 2020-4, Class A1 | Long | ABS-mortgage backed security | US | $467K | – | 0.03 |
| PRPM LLC, Series 2021-10, Class A1 | Long | ABS-mortgage backed security | US | $715K | – | 0.04 |
| PRPM LLC, Series 2021-9, Class A1 | Long | ABS-mortgage backed security | US | $603K | – | 0.04 |
| PRPM LLC, Series 2022-2, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| PRPM LLC, Series 2024-RCF2, Class A1 | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| RAD CLO 21 Ltd., Series 2023-21A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $841K | – | 0.05 |
| RCKT Mortgage Trust, Series 2021-3, Class A21 | Long | ABS-mortgage backed security | US | $495K | – | 0.03 |
| RCKT Mortgage Trust, Series 2023-CES1, Class A1A | Long | ABS-mortgage backed security | US | $688K | – | 0.04 |
| RCKT Mortgage Trust, Series 2023-CES2, Class A1A | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| RCKT Mortgage Trust, Series 2023-CES3, Class A1A | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| RCKT Mortgage Trust, Series 2024-CES1, Class A1A | Long | ABS-other | US | $904K | – | 0.05 |
| RCKT Mortgage Trust, Series 2024-CES2, Class A1A | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| RCKT Mortgage Trust, Series 2024-CES3, Class A1A | Long | ABS-mortgage backed security | US | $958K | – | 0.06 |
| Regal Rexnord Corp. | Long | Debt | US | $1M | – | 0.06 |
| Regatta XI Funding Ltd., Series 2018-1A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Regatta XXIII Funding Ltd., Series 2021-4A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Regatta XXIII Funding Ltd., Series 2021-4A, Class B | Long | ABS-collateralized bond/debt obligation | KY | $344K | – | 0.02 |
| Royalty Pharma plc | Long | Debt | GB | $603K | – | 0.04 |
| RR 21 Ltd., Series 2022-21A, Class A1AR | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.08 |
| Saluda Grade Alternative Mortgage Trust, Series 2023-FIG3, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A | Long | ABS-other | US | $956K | – | 0.06 |
| Saluda Grade Alternative Mortgage Trust, Series 2024-CES1, Class A1 | Long | ABS-mortgage backed security | US | $676K | – | 0.04 |
| Saluda Grade Alternative Mortgage Trust, Series 2024-FIG5, Class A | Long | ABS-mortgage backed security | US | $743K | – | 0.04 |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Santander Bank Auto Credit-Linked Notes, Series 2022-A, Class B | Long | ABS-other | US | $346K | – | 0.02 |
| Santander Bank Auto Credit-Linked Notes, Series 2022-B, Class A2 | Long | ABS-other | US | $157K | – | 0.01 |
| Santander Bank NA, Series 2021-1A, Class B | Long | ABS-other | US | $38K | – | 0.00 |
| Schlumberger NV | Long | Equity-common | CW | $6M | 131K | 0.37 |
| Seasoned Loans Structured Transaction Trust, Series 2020-2, Class M1 | Long | ABS-mortgage backed security | US | $261K | – | 0.02 |
| Sequoia Mortgage Trust, Series 2013-5, Class A1 | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Sequoia Mortgage Trust, Series 2020-2, Class A19 | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| ServiceNow, Inc. | Long | Equity-common | US | $4M | 6K | 0.27 |
| Smith & Nephew plc | Long | Debt | GB | $2M | – | 0.11 |
| SMRT, Series 2022-MINI, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Solventum Corp. | Long | Debt | US | $3M | – | 0.15 |
| Solventum Corp. | Long | Debt | US | $2M | – | 0.11 |
| Solventum Corp. | Long | Debt | US | $855K | – | 0.05 |
| Southern Co. (The) | Long | Debt | US | $989K | – | 0.06 |
| SREIT Trust, Series 2021-MFP, Class A | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Stryker Corp. | Long | Equity-common | US | $10M | 28K | 0.57 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $485K | – | 0.03 |
| Sun Communities Operating LP | Long | Debt | US | $1M | – | 0.06 |
| Sunoco LP | Long | Debt | US | $1M | – | 0.09 |
| Sunoco LP | Long | Debt | US | $847K | – | 0.05 |
| Sysco Corp. | Long | Equity-common | US | $9M | 123K | 0.52 |
| T-Mobile USA, Inc. | Long | Debt | US | $922K | – | 0.05 |
| T-Mobile USA, Inc. | Long | Debt | US | $786K | – | 0.05 |
| Taco Bell Funding LLC, Series 2021-1A, Class A23 | Long | ABS-other | US | $659K | – | 0.04 |
| Texas Instruments, Inc. | Long | Equity-common | US | $13M | 66K | 0.76 |
| Thermo Fisher Scientific, Inc. | Long | Equity-common | US | $10M | 18K | 0.59 |
| THL Credit Wind River CLO Ltd., Series 2019-1A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $449K | – | 0.03 |
| TJX Cos., Inc. (The) | Long | Equity-common | US | $13M | 118K | 0.77 |
| Trane Technologies plc | Long | Equity-common | IE | $10M | 29K | 0.58 |
| TransDigm, Inc. | Long | Debt | US | $2M | – | 0.10 |
| TransDigm, Inc. | Long | Debt | US | $384K | – | 0.02 |
| Trimble, Inc. | Long | Debt | US | $2M | – | 0.10 |
| Trimble, Inc. | Long | Debt | US | $1M | – | 0.07 |
| Trimble, Inc. | Long | Debt | US | $462K | – | 0.03 |
| Truist Financial Corp. | Long | Debt | US | $784K | – | 0.05 |
| Truist Financial Corp. | Long | Debt | US | $588K | – | 0.03 |
| Truist Financial Corp. | Long | Debt | US | $484K | – | 0.03 |
| Trust (The), Series 2023-MIC, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| TYSN Mortgage Trust, Series 2023-CRNR, Class A | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| U.S. Bancorp | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury 10 Year Notes | Derivative-interest rate | US | $-33K | – | -0.00 | |
| U.S. Treasury 10 Year Ultra Bonds | Derivative-interest rate | US | $-63K | – | -0.00 | |
| U.S. Treasury 2 Year Notes | Derivative-interest rate | US | $307K | – | 0.02 | |
| U.S. Treasury 5 Year Notes | Derivative-interest rate | US | $1M | – | 0.07 | |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $36M | – | 2.17 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $17M | – | 1.01 |
| U.S. Treasury Long Bonds | Derivative-interest rate | US | $92K | – | 0.01 | |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $15M | – | 0.90 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $15M | – | 0.88 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury Ultra Bonds | Derivative-interest rate | US | $114K | – | 0.01 | |
| Uber Technologies, Inc. | Long | Equity-common | US | $5M | 72K | 0.31 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $966K | – | 0.06 |
| UMBS Pool, 15 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| UMBS Pool, 15 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $583K | – | 0.03 |
| UMBS Pool, 15 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $481K | – | 0.03 |
| UMBS Pool, 15 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| UMBS Pool, 15 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| UMBS Pool, 15 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| UMBS Pool, 15 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| UMBS Pool, 15 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| UMBS Pool, 15 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| UMBS Pool, 15 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $958K | – | 0.06 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $916K | – | 0.05 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $790K | – | 0.05 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $697K | – | 0.04 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $680K | – | 0.04 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $624K | – | 0.04 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $556K | – | 0.03 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $551K | – | 0.03 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $507K | – | 0.03 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $447K | – | 0.03 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $393K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $341K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $322K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $320K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $292K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $284K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $263K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $256K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $253K | – | 0.02 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| UMBS, 15 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| UMBS, 15 Year (FNMA) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| UMBS, 15 Year (FNMA) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| UMBS, 15 Year (FNMA) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| UMBS, 15 Year (FNMA) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $961K | – | 0.06 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $913K | – | 0.05 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $867K | – | 0.05 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $826K | – | 0.05 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $733K | – | 0.04 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $661K | – | 0.04 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $653K | – | 0.04 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $626K | – | 0.04 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $609K | – | 0.04 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $608K | – | 0.04 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $594K | – | 0.04 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $592K | – | 0.04 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $571K | – | 0.03 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $512K | – | 0.03 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $511K | – | 0.03 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $496K | – | 0.03 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $459K | – | 0.03 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $449K | – | 0.03 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $435K | – | 0.03 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $420K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $417K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $397K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $357K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $346K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $337K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $330K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $270K | – | 0.02 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| UMBS, Single Family, 30 Year (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| UMBS, Single Family, 30 Year (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| UMBS, Single Family, 30 Year (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| UMBS, Single Family, 30 Year (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $814K | – | 0.05 |
| UMBS, Single Family, 30 Year (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $743K | – | 0.04 |
| UMBS, Single Family, 30 Year (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $562K | – | 0.03 |
| UnitedHealth Group, Inc. | Long | Equity-common | US | $29M | 56K | 1.70 |
| Universal Health Services, Inc. | Long | Debt | US | $214K | – | 0.01 |
| Upstart Securitization Trust, Series 2022-1, Class A | Long | ABS-other | US | $133K | – | 0.01 |
| Upstart Securitization Trust, Series 2022-2, Class A | Long | ABS-other | US | $6K | – | 0.00 |
| US Bancorp (U.S. Bancorp) | Long | Debt | US | $1M | – | 0.08 |
| US Bancorp (U.S. Bancorp) | Long | Debt | US | $905K | – | 0.05 |
| UWM Mortgage Trust, Series 2021-INV1, Class A9 | Long | ABS-mortgage backed security | US | $672K | – | 0.04 |
| Vantage Data Centers Issuer LLC, Series 2020-1A, Class A2 | Long | ABS-other | US | $1M | – | 0.06 |
| Vantage Data Centers Issuer LLC, Series 2021-1A, Class A2 | Long | ABS-other | US | $3M | – | 0.17 |
| Vantage Data Centers LLC, Series 2020-2A, Class A2 | Long | ABS-other | US | $626K | – | 0.04 |
| VASA Trust, Series 2021-VASA, Class A | Long | ABS-mortgage backed security | US | $485K | – | 0.03 |
| VCAT LLC, Series 2021-NPL1, Class A1 | Long | ABS-other | US | $65K | – | 0.00 |
| Vertex Pharmaceuticals, Inc. | Long | Equity-common | US | $9M | 19K | 0.54 |
| Viper Energy, Inc. | Long | Debt | US | $1M | – | 0.08 |
| VMC Finance LLC, Series 2021-HT1, Class A | Long | ABS-collateralized bond/debt obligation | US | $355K | – | 0.02 |
| Walt Disney Co. (The) | Long | Equity-common | US | $4M | 43K | 0.25 |
| WB Commercial Mortgage Trust, Series 2024-HQ, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.11 |
| Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class A | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Wendy's Funding LLC, Series 2021-1A, Class A2II | Long | ABS-other | US | $517K | – | 0.03 |
| WESCO Distribution, Inc. | Long | Debt | US | $932K | – | 0.06 |
| WESCO Distribution, Inc. | Long | Debt | US | $731K | – | 0.04 |
| Westgate Resorts LLC, Series 2022-1A, Class A | Long | ABS-other | US | $147K | – | 0.01 |
| Xcel Energy, Inc. | Long | Debt | US | $2M | – | 0.14 |
| ZF North America Capital, Inc. | Long | Debt | US | $1M | – | 0.07 |
| ZF North America Capital, Inc. | Long | Debt | US | $682K | – | 0.04 |
| Zoetis, Inc. | Long | Equity-common | US | $6M | 33K | 0.34 |
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