MainStay Group of Funds > MAINSTAY VP FUNDS TRUST
MainStay VP PIMCO Real Return Portfolio
$489.72M
Avg Monthly Net Assets
$788.29M
Total Assets
$369.04M
Total Liabilities
$419.25M
Net Assets
MainStay VP PIMCO Real Return 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 $489.72M.
On August 27th, 2024 it reported 342 holdings, the largest
being United States of America (8.5%), United States of America (5.0%) and United States of America (4.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Initial Class | C000104633 | ||
| Service Class | C000104634 |
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 |
|---|---|---|---|---|---|---|
| ACAS CLO Ltd., Series 2015-1A, Class AR3 | Long | ABS-collateralized bond/debt obligation | KY | $154K | – | 0.04 |
| Adagio CLO VIII DAC, Series VIII-A, Class AN | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.31 |
| Alternative Loan Trust, Series 2005-29CB, Class A4 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Alternative Loan Trust, Series 2007-1T1, Class 1A1 | Long | ABS-mortgage backed security | US | $187K | – | 0.04 |
| Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class AR2 | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.07 |
| Anchorage Capital Europe CLO 1 DAC, Series 1A, Class A1R | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.27 |
| Apidos CLO XXVI, Series 2017-26A, Class A1AR | Long | ABS-collateralized bond/debt obligation | KY | $343K | – | 0.08 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | Long | ABS-collateralized bond/debt obligation | KY | $598K | – | 0.14 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL1, Class A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.33 |
| Ares European CLO VI DAC, Series 2013-6A, Class ARR | Long | ABS-collateralized bond/debt obligation | IE | $421K | – | 0.10 |
| ARES European CLO X DAC, Series 10A, Class AR | Long | ABS-collateralized bond/debt obligation | IE | $997K | – | 0.24 |
| ARES XL CLO Ltd., Series 2016-40A, Class A1RR | Long | ABS-collateralized bond/debt obligation | KY | $352K | – | 0.08 |
| Argent Securities Trust, Series 2006-W4, Class A2C | Long | ABS-other | US | $66K | – | 0.02 |
| Atlas Senior Loan Fund Ltd., Series 2017-8A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $301K | – | 0.07 |
| Atlas Static Senior Loan Fund I Ltd., Series 2022-1A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $313K | – | 0.07 |
| Australia 10 Year Bonds | Derivative-interest rate | AU | $-14K | – | -0.00 | |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $59K | – | 0.01 |
| Bain Capital Euro CLO DAC, Series 2020-1A, Class A | Long | ABS-collateralized bond/debt obligation | IE | $535K | – | 0.13 |
| Bank of America Corp., Series FF | Long | Debt | US | $189K | – | 0.05 |
| Benefit Street Partners CLO XII Ltd., Series 2017-12A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $277K | – | 0.07 |
| Benefit Street Partners CLO XVI Ltd., Series 2018-16A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $291K | – | 0.07 |
| Black Diamond CLO DAC, Series 2017-2A, Class A1 | Long | ABS-collateralized bond/debt obligation | IE | $531K | – | 0.13 |
| BlueMountain Fuji EUR CLO V DAC, Series 5A, Class A | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.28 |
| Canadian Government Real Return Bond | Long | Debt | CA | $850K | – | 0.20 |
| Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class A1RR | Long | ABS-collateralized bond/debt obligation | KY | $177K | – | 0.04 |
| Carlyle Global Market Strategies Euro CLO Ltd., Series 2014-2A, Class AR1 | Long | ABS-collateralized bond/debt obligation | IE | $989K | – | 0.24 |
| Carlyle U.S. CLO Ltd., Series 2017-1A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $444K | – | 0.11 |
| CHL Mortgage Pass-Through Trust, Series 2007-1, Class A1 | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| CIFC European Funding CLO III DAC, Series 3A, Class A | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.31 |
| CIFC Funding Ltd., Series 2017-4A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $254K | – | 0.06 |
| CIFC Funding Ltd., Series 2018-3A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $462K | – | 0.11 |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM2, Class 1CB1 | Long | ABS-mortgage backed security | US | $107K | – | 0.03 |
| Citigroup Mortgage Loan Trust, Series 2007-AR4, Class 1A1A | Long | ABS-mortgage backed security | US | $119K | – | 0.03 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2001-HE17, Class A1 | Long | ABS-other | US | $351K | – | 0.08 |
| Credit-Based Asset Servicing and Securitization LLC, Series 2007-CB6, Class A3 | Long | ABS-other | US | $475K | – | 0.11 |
| Crestline Denali CLO XV Ltd., Series 2017-1A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $121K | – | 0.03 |
| Cumulus Static CLO DAC, Series 2023-1A, Class A | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.26 |
| CWABS Asset-Backed Certificates Trust, Series 2007-8, Class 1A1 | Long | ABS-other | GB | $1M | – | 0.25 |
| Dryden 52 Euro CLO DAC, Series 2017-52A, Class AR | Long | ABS-collateralized bond/debt obligation | IE | $508K | – | 0.12 |
| DTRS | Derivative-interest rate | US | $131K | – | 0.03 | |
| DTRS | Derivative-interest rate | US | $66K | – | 0.02 | |
| DTRS | Derivative-interest rate | US | $35K | – | 0.01 | |
| DTRS | Derivative-interest rate | US | $26K | – | 0.01 | |
| DTRS | Derivative-interest rate | US | $13K | – | 0.00 | |
| DTRS | Derivative-interest rate | US | $8K | – | 0.00 | |
| DTRS | Derivative-interest rate | US | $6K | – | 0.00 | |
| DTRS | Derivative-interest rate | US | $-16K | – | -0.00 | |
| DTRS | Derivative-interest rate | US | $-20K | – | -0.00 | |
| Elmwood CLO 24 Ltd., Series 2023-3A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.24 |
| Euro-Bobl | Derivative-interest rate | DE | $1K | – | 0.00 | |
| Euro-BTP | Derivative-interest rate | DE | $-1K | – | -0.00 | |
| Euro-BTP | Derivative-interest rate | DE | $-69K | – | -0.02 | |
| Euro-Buxl | Derivative-interest rate | DE | $-84K | – | -0.02 | |
| Euro-OAT | Derivative-interest rate | DE | $59K | – | 0.01 | |
| Euro-Schatz | Derivative-interest rate | DE | $21K | – | 0.00 | |
| Euro-Schatz | Derivative-interest rate | DE | $-11K | – | -0.00 | |
| Eurosail-UK plc, Series 2007-3A, Class A3C | Long | ABS-mortgage backed security | GB | $19K | – | 0.00 |
| Eurosail-UK plc, Series 2007-3X, Class A3A | Long | ABS-mortgage backed security | GB | $70K | – | 0.02 |
| Eurosail-UK plc, Series 2007-3X, Class A3C | Long | ABS-mortgage backed security | GB | $19K | – | 0.00 |
| FHLMC, REMIC, Series 4779, Class WF | Long | ABS-mortgage backed security | US | $115K | – | 0.03 |
| FHLMC, REMIC, Strips, Series 278, Class F1 | Long | ABS-mortgage backed security | US | $129K | – | 0.03 |
| FHLMC,REMIC, Series 4694, Class FA | Long | ABS-mortgage backed security | US | $765K | – | 0.18 |
| First Franklin Mortgage Loan Trust, Series 2006-FF17, Class A2 | Long | ABS-other | US | $313K | – | 0.07 |
| FNMA | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| FNMA | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| FNMA | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Forward Foreign Currency Contract | Derivative-foreign exchange | $470K | – | 0.11 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $222K | – | 0.05 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $19K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $8K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $6K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $3K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $2K | – | 0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-300.04 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-503.82 | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| Forward Foreign Currency Contract | Derivative-foreign exchange | $-45K | – | -0.01 | ||
| France Government Bond (French Republic) | Long | Debt | FR | $4M | – | 0.92 |
| France Government Bond (French Republic) | Long | Debt | FR | $2M | – | 0.42 |
| France Government Bond (French Republic) | Long | Debt | FR | $845K | – | 0.20 |
| Gallatin CLO VIII Ltd., Series 2017-1A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $379K | – | 0.09 |
| GNMA II, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 2.98 |
| GNMA, Series 2017-H10, Class FB | Long | ABS-mortgage backed security | US | $172K | – | 0.04 |
| GNMA, Series 2018-H15, Class FG | Long | ABS-mortgage backed security | US | $303K | – | 0.07 |
| GNMA, Series 2023-H11, Class FC | Long | ABS-mortgage backed security | US | $508K | – | 0.12 |
| GNMA, Series 2023-H20, Class FA | Long | ABS-mortgage backed security | US | $5M | – | 1.20 |
| GreenPoint Mortgage Funding Trust, Series 2006-AR4, Class A6A | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| GS Mortgage Securities Corp. Trust, Series 2022-GTWY, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| GSAA Home Equity Trust, Series 2006-17, Class A3A | Long | ABS-other | US | $278K | – | 0.07 |
| HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1A | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.12 |
| HICPXT | Derivative-interest rate | GB | $68K | – | 0.02 | |
| HICPXT | Derivative-interest rate | GB | $40K | – | 0.01 | |
| HICPXT | Derivative-interest rate | GB | $38K | – | 0.01 | |
| HICPXT | Derivative-interest rate | GB | $28K | – | 0.01 | |
| HICPXT | Derivative-interest rate | GB | $23K | – | 0.01 | |
| HICPXT | Derivative-interest rate | GB | $21K | – | 0.01 | |
| HICPXT | Derivative-interest rate | GB | $21K | – | 0.01 | |
| HICPXT | Derivative-interest rate | GB | $21K | – | 0.01 | |
| HICPXT | Derivative-interest rate | GB | $18K | – | 0.00 | |
| HICPXT | Derivative-interest rate | GB | $17K | – | 0.00 | |
| HICPXT | Derivative-interest rate | GB | $17K | – | 0.00 | |
| HICPXT | Derivative-interest rate | GB | $16K | – | 0.00 | |
| HICPXT | Derivative-interest rate | GB | $13K | – | 0.00 | |
| HICPXT | Derivative-interest rate | GB | $12K | – | 0.00 | |
| HICPXT | Derivative-interest rate | GB | $9K | – | 0.00 | |
| HICPXT | Derivative-interest rate | GB | $7K | – | 0.00 | |
| HICPXT | Derivative-interest rate | GB | $6K | – | 0.00 | |
| HICPXT | Derivative-interest rate | GB | $388.05 | – | 0.00 | |
| HICPXT | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| HICPXT | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| HICPXT | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| HICPXT | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| HICPXT | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| HICPXT | Derivative-interest rate | GB | $-6K | – | -0.00 | |
| HICPXT | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| HICPXT | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| HICPXT | Derivative-interest rate | GB | $-9K | – | -0.00 | |
| HICPXT | Derivative-interest rate | GB | $-15K | – | -0.00 | |
| HICPXT | Derivative-interest rate | GB | $-130K | – | -0.03 | |
| HICPXT | Derivative-interest rate | GB | $-161K | – | -0.04 | |
| HICPXT | Derivative-interest rate | GB | $-818K | – | -0.20 | |
| Home Equity Asset Trust, Series 2005-8, Class M2 | Long | ABS-other | US | $164K | – | 0.04 |
| IndyMac INDX Mortgage Loan Trust, Series 2005-AR12, Class 2A1A | Long | ABS-mortgage backed security | US | $69K | – | 0.02 |
| IndyMac INDX Mortgage Loan Trust, Series 2005-AR14, Class 1A1A | Long | ABS-mortgage backed security | US | $434K | – | 0.10 |
| Invesco Euro CLO I DAC, Series 1A, Class A1R | Long | ABS-collateralized bond/debt obligation | IE | $531K | – | 0.13 |
| IRS | Derivative-interest rate | GB | $710K | – | 0.17 | |
| IRS | Derivative-interest rate | GB | $153K | – | 0.04 | |
| IRS | Derivative-interest rate | GB | $93K | – | 0.02 | |
| IRS | Derivative-interest rate | GB | $93K | – | 0.02 | |
| IRS | Derivative-interest rate | GB | $88K | – | 0.02 | |
| IRS | Derivative-interest rate | GB | $85K | – | 0.02 | |
| IRS | Derivative-interest rate | GB | $83K | – | 0.02 | |
| IRS | Derivative-interest rate | GB | $61K | – | 0.01 | |
| IRS | Derivative-interest rate | GB | $45K | – | 0.01 | |
| IRS | Derivative-interest rate | GB | $44K | – | 0.01 | |
| IRS | Derivative-interest rate | GB | $8K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $6K | – | 0.00 | |
| IRS | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-6K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-16K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-20K | – | -0.00 | |
| IRS | Derivative-interest rate | GB | $-25K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-30K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-30K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-43K | – | -0.01 | |
| IRS | Derivative-interest rate | GB | $-120K | – | -0.03 | |
| IRS | Derivative-interest rate | GB | $-160K | – | -0.04 | |
| IRS | Derivative-interest rate | GB | $-267K | – | -0.06 | |
| Italy Buoni Poliennali del Tesoro (Republic of Italy) | Long | Debt | IT | $12M | – | 2.90 |
| Italy Buoni Poliennali del Tesoro (Republic of Italy) | Long | Debt | IT | $2M | – | 0.37 |
| Italy Buoni Poliennali Del Tesoro (Republic of Italy) | Long | Debt | IT | $621K | – | 0.15 |
| Japan Government CPI Linked Bond | Long | Debt | JP | $5M | – | 1.08 |
| Japan Government CPI Linked Bond | Long | Debt | JP | $3M | – | 0.73 |
| Jyske Realkredit A/S, Series 111E | Long | Debt | DK | $538.75 | – | 0.00 |
| Jyske Realkredit A/S, Series cce | Long | Debt | DK | $0.27 | – | 0.00 |
| Jyske Realkredit A/S, Series CCE | Long | Debt | DK | $215K | – | 0.05 |
| Jyske Realkredit A/S, Series CCE | Long | Debt | DK | $170K | – | 0.04 |
| Jyske Realkredit A/S, Series CCE | Long | Debt | DK | $2K | – | 0.00 |
| Jyske Realkredit A/S, Series CCE | Long | Debt | DK | $0.2 | – | 0.00 |
| LCM 30 Ltd., Series 30A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.32 |
| LCM Loan Income Fund I Ltd., Series 1A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $764K | – | 0.18 |
| LCM XV LP, Series 15A, Class AR2 | Long | ABS-collateralized bond/debt obligation | KY | $135K | – | 0.03 |
| LCM XXV Ltd., Series 25A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $611K | – | 0.15 |
| Lehman XS Trust, Series 2007-20N, Class A1 | Long | ABS-other | US | $22K | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $211K | – | 0.05 |
| LoanCore Issuer Ltd., Series 2022-CRE7, Class A | Long | ABS-collateralized bond/debt obligation | KY | $597K | – | 0.14 |
| Lockwood Grove CLO Ltd., Series 2014-1A, Class A1RR | Long | ABS-collateralized bond/debt obligation | KY | $42K | – | 0.01 |
| Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A2 | Long | ABS-other | US | $83K | – | 0.02 |
| Madison Park Euro Funding IX DAC, Series 9A, Class AR | Long | ABS-collateralized bond/debt obligation | IE | $531K | – | 0.13 |
| MainStay U.S. Government Liquidity Fund, Class I | Long | Short-term investment vehicle | US | $971K | 971K | 0.23 |
| Mastr Asset-Backed Securities Trust, Series 2006-WMC4, Class A5 | Long | ABS-other | US | $35K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A4, Class 1A | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| MidOcean Credit CLO II, Series 2013-2A, Class ARR | Long | ABS-collateralized bond/debt obligation | KY | $3K | – | 0.00 |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-WMC1, Class M3 | Long | ABS-other | US | $83K | – | 0.02 |
| Neuberger Berman Loan Advisers NBLA CLO 53 Ltd., Series 2023-53A, Class A | Long | ABS-collateralized bond/debt obligation | JE | $704K | – | 0.17 |
| New Century Home Equity Loan Trust, Series 2004-4, Class M1 | Long | ABS-other | US | $43K | – | 0.01 |
| New Residential Mortgage Loan Trust, Series 2018-3A, Class A1 | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1 | Long | ABS-mortgage backed security | US | $143K | – | 0.03 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $58K | – | 0.01 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $48K | – | 0.01 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $46K | – | 0.01 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $10K | – | 0.00 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $2K | – | 0.00 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $237.93 | – | 0.00 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $0.24 | – | 0.00 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $0.11 | – | 0.00 |
| Nykredit Realkredit A/S, Series 01E | Long | Debt | DK | $10K | – | 0.00 |
| Nykredit Realkredit A/S, Series 01E | Long | Debt | DK | $206.14 | – | 0.00 |
| Nykredit Realkredit A/S, Series 01E | Long | Debt | DK | $0.25 | – | 0.00 |
| Nykredit Realkredit A/S, Series 01E | Long | Debt | DK | $0.21 | – | 0.00 |
| Nykredit Realkredit A/S, Series 01E | Long | Debt | DK | $0.21 | – | 0.00 |
| Nykredit Realkredit A/S, Series 01E | Long | Debt | DK | $0.17 | – | 0.00 |
| Nykredit Realkredit A/S, Series 01E | Long | Debt | DK | $0.11 | – | 0.00 |
| Nykredit Realkredit A/S, Series 01eE | Long | Debt | DK | $420K | – | 0.10 |
| Nykredit Realkredit A/S, Series 01EE | Long | Debt | DK | $35K | – | 0.01 |
| Nykredit Realkredit A/S, Series CCE | Long | Debt | DK | $4K | – | 0.00 |
| OBX Trust, Series 2018-1, Class A2 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| OCP Euro CLO DAC, Series 2017-2A, Class A | Long | ABS-collateralized bond/debt obligation | IE | $583K | – | 0.14 |
| OIS | Derivative-interest rate | GB | $613K | – | 0.15 | |
| OIS | Derivative-interest rate | GB | $218K | – | 0.05 | |
| OIS | Derivative-interest rate | GB | $180K | – | 0.04 | |
| OIS | Derivative-interest rate | GB | $84K | – | 0.02 | |
| OIS | Derivative-interest rate | GB | $83K | – | 0.02 | |
| OIS | Derivative-interest rate | GB | $79K | – | 0.02 | |
| OIS | Derivative-interest rate | GB | $64K | – | 0.02 | |
| OIS | Derivative-interest rate | GB | $59K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $41K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $32K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $32K | – | 0.01 | |
| OIS | Derivative-interest rate | US | $25K | – | 0.01 | |
| OIS | Derivative-interest rate | US | $24K | – | 0.01 | |
| OIS | Derivative-interest rate | GB | $19K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $15K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $10K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $2K | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $994.27 | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $935.26 | – | 0.00 | |
| OIS | Derivative-interest rate | GB | $-190K | – | -0.05 | |
| OIS | Derivative-interest rate | GB | $-235K | – | -0.06 | |
| OIS | Derivative-interest rate | GB | $-241K | – | -0.06 | |
| Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-2, Class M7 (Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates Trust) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| Option One Mortgage Loan Trust, Series 2006-1, Class M1 | Long | ABS-other | US | $1M | – | 0.26 |
| OSD CLO Ltd., Series 2021-23A, Class A | Long | ABS-collateralized bond/debt obligation | KY | $921K | – | 0.22 |
| OZLM VIII Ltd., Series 2014-8A, Class A1R3 | Long | ABS-collateralized bond/debt obligation | KY | $133K | – | 0.03 |
| OZLM XI Ltd., Series 2015-11A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $259K | – | 0.06 |
| OZLM XXIV Ltd., Series 2019-24A, Class A1AR | Long | ABS-collateralized bond/debt obligation | KY | $200K | – | 0.05 |
| Palmer Square European Loan Funding DAC, Series 2023-3A, Class A | Long | ABS-collateralized bond/debt obligation | IE | $495K | – | 0.12 |
| Palmer Square Loan Funding Ltd., Series 2021-3A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $474K | – | 0.11 |
| Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1 | Long | ABS-collateralized bond/debt obligation | KY | $231K | – | 0.06 |
| Peru Government Bond (Republic of Peru) | Long | Debt | PE | $262K | – | 0.06 |
| Peru Government Bond (Republic of Peru) | Long | Debt | PE | $225K | – | 0.05 |
| Popular ABS Mortgage Pass-Through Trust, Series 2006-A, Class M2 | Long | ABS-other | US | $1M | – | 0.27 |
| Rad CLO 5 Ltd., Series 2019-5A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.41 |
| RALI Trust, Series 2006-QH1, Class A1 | Long | ABS-mortgage backed security | US | $582K | – | 0.14 |
| RASC Trust, Series 2005-EMX1, Class M2 | Long | ABS-other | US | $574K | – | 0.14 |
| RASC Trust, Series 2006-EMX4, Class A4 | Long | ABS-other | US | $334K | – | 0.08 |
| Realkredit Danmark A/S | Long | Debt | DK | $608.96 | – | 0.00 |
| Realkredit Danmark A/S | Long | Debt | DK | $0.21 | – | 0.00 |
| Realkredit Danmark A/S, Series 23S | Long | Debt | DK | $89K | – | 0.02 |
| Realkredit Danmark A/S, Series 23S | Long | Debt | DK | $1K | – | 0.00 |
| Realkredit Danmark A/S, Series 27S | Long | Debt | DK | $0.18 | – | 0.00 |
| Realkredit Danmark A/S, Series 28S | Long | Debt | DK | $38K | – | 0.01 |
| Realkredit Danmark A/S, Series CCS | Long | Debt | DK | $0.22 | – | 0.00 |
| Residential Asset Securitization Trust, Series 2006-A10, Class A5 | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Romark CLO Ltd., Series 2017-1A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $254K | – | 0.06 |
| Saranac CLO VI Ltd., Series 2018-6A, Class A1R | Long | ABS-collateralized bond/debt obligation | JE | $222K | – | 0.05 |
| Saxon Asset Securities Trust, Series 2007-3, Class 1A | Long | ABS-other | US | $70K | – | 0.02 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C | Long | ABS-other | US | $178K | – | 0.04 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE2, Class A2C | Long | ABS-other | US | $124K | – | 0.03 |
| SLM Student Loan Trust, Series 2004-3A, Class A6B | Long | ABS-other | US | $254K | – | 0.06 |
| SOP | Derivative-interest rate | US | $-106K | – | -0.03 | |
| SOP | Derivative-interest rate | US | $-298K | – | -0.07 | |
| Sound Point CLO IX Ltd., Series 2015-2A, Class ARRR | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.12 |
| Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1 | Long | ABS-other | US | $163K | – | 0.04 |
| Soundview Home Loan Trust, Series 2007-OPT2, Class 2A3 | Long | ABS-other | US | $123K | – | 0.03 |
| THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.07 |
| Thornburg Mortgage Securities Trust, Series 2004-2, Class A1 | Long | ABS-mortgage backed security | US | $283K | – | 0.07 |
| Toro European CLO DAC, Series 5A, Class A | Long | ABS-collateralized bond/debt obligation | IE | $237K | – | 0.06 |
| Toro European CLO DAC, Series 5A, Class ANV | Long | ABS-collateralized bond/debt obligation | IE | $332K | – | 0.08 |
| U.S. Treasury 10 Year Notes | Derivative-interest rate | US | $-671K | – | -0.16 | |
| U.S. Treasury 10 Year Ultra Bonds | Derivative-interest rate | US | $254K | – | 0.06 | |
| U.S. Treasury 2 Year Notes | Derivative-interest rate | US | $-4K | – | -0.00 | |
| U.S. Treasury 5 Year Notes | Derivative-interest rate | US | $104K | – | 0.02 | |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $15M | – | 3.59 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $13M | – | 2.99 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $11M | – | 2.55 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $8M | – | 1.94 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $7M | – | 1.73 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $7M | – | 1.72 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $7M | – | 1.64 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $6M | – | 1.47 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $6M | – | 1.46 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $6M | – | 1.35 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $5M | – | 1.18 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $4M | – | 0.88 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $3M | – | 0.82 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $2M | – | 0.57 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $2M | – | 0.53 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $2M | – | 0.49 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $2M | – | 0.43 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $1M | – | 0.27 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $631K | – | 0.15 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $615K | – | 0.15 |
| U.S. Treasury Inflation Linked Bonds (United States of America) | Long | Debt | US | $31K | – | 0.01 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $36M | – | 8.49 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $21M | – | 5.00 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $19M | – | 4.44 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $15M | – | 3.65 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $14M | – | 3.39 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $14M | – | 3.26 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $13M | – | 3.07 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $12M | – | 2.89 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $11M | – | 2.57 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $11M | – | 2.56 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $11M | – | 2.51 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $10M | – | 2.42 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $9M | – | 2.22 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $8M | – | 1.81 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $5M | – | 1.29 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $5M | – | 1.16 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $4M | – | 1.06 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $4M | – | 0.94 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $3M | – | 0.70 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $2M | – | 0.59 |
| U.S. Treasury Inflation Linked Notes (United States of America) | Long | Debt | US | $2M | – | 0.46 |
| U.S. Treasury Long Bonds | Derivative-interest rate | US | $-74K | – | -0.02 | |
| U.S. Treasury Ultra Bonds | Derivative-interest rate | US | $-112K | – | -0.03 | |
| UBS Group AG | Long | Debt | CH | $121K | – | 0.03 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $326K | – | 0.08 |
| UMBS Pool, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $139K | – | 0.03 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $511K | – | 0.12 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $445K | – | 0.11 |
| UMBS, 30 Year (FNMA) | Long | ABS-mortgage backed security | US | $397K | – | 0.09 |
| UMBS, Single Family, 30 Year (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $19M | – | 4.43 |
| UMBS, Single Family, 30 Year (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $11M | – | 2.58 |
| UMBS, Single Family, 30 Year (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $9M | – | 2.07 |
| UMBS, Single Family, 30 Year (FNMA or FHLMC) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| USCPI | Derivative-interest rate | GB | $548K | – | 0.13 | |
| USCPI | Derivative-interest rate | GB | $264K | – | 0.06 | |
| USCPI | Derivative-interest rate | GB | $185K | – | 0.04 | |
| USCPI | Derivative-interest rate | GB | $106K | – | 0.03 | |
| USCPI | Derivative-interest rate | GB | $83K | – | 0.02 | |
| USCPI | Derivative-interest rate | GB | $43K | – | 0.01 | |
| USCPI | Derivative-interest rate | GB | $33K | – | 0.01 | |
| USCPI | Derivative-interest rate | GB | $22K | – | 0.01 | |
| USCPI | Derivative-interest rate | GB | $-6K | – | -0.00 | |
| USCPI | Derivative-interest rate | GB | $-9K | – | -0.00 | |
| USCPI | Derivative-interest rate | GB | $-12K | – | -0.00 | |
| USCPI | Derivative-interest rate | GB | $-47K | – | -0.01 | |
| USCPI | Derivative-interest rate | GB | $-71K | – | -0.02 | |
| USCPI | Derivative-interest rate | GB | $-259K | – | -0.06 | |
| USCPI | Derivative-interest rate | GB | $-286K | – | -0.07 | |
| Venture 36 CLO Ltd., Series 2019-36A, Class A1AR | Long | ABS-collateralized bond/debt obligation | KY | $600K | – | 0.14 |
| Venture XXIV CLO Ltd., Series 2016-24A, Class ARR | Long | ABS-collateralized bond/debt obligation | KY | $84K | – | 0.02 |
| Vibrant CLO XI Ltd., Series 2019-11A, Class A1R1 | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.10 |
| VMC Finance LLC, Series 2022-FL5, Class A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.55 |
| VOYA CLO, Series 2017-2A, Class A1R | Long | ABS-collateralized bond/debt obligation | KY | $135K | – | 0.03 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-5, Class 2CB1 | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-HY1, Class A2A | Long | ABS-mortgage backed security | US | $249K | – | 0.06 |
| Wellfleet CLO Ltd., Series 2015-1A, Class AR4 | Long | ABS-collateralized bond/debt obligation | KY | $7K | – | 0.00 |
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