0001752724-20-030254.txt : 20200221
0001752724-20-030254.hdr.sgml : 20200221
20200221161725
ACCESSION NUMBER: 0001752724-20-030254
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200221
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MAINSTAY VP FUNDS TRUST
CENTRAL INDEX KEY: 0000887340
IRS NUMBER: 133186036
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03833-01
FILM NUMBER: 20640232
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 2125767000
MAIL ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
FORMER COMPANY:
FORMER CONFORMED NAME: MAINSTAY VP SERIES FUND INC
DATE OF NAME CHANGE: 20010518
FORMER COMPANY:
FORMER CONFORMED NAME: NEW YORK LIFE MFA SERIES FUND INC
DATE OF NAME CHANGE: 19920929
0000887340
S000009446
MainStay VP MacKay Government Portfolio
C000025822
Initial Class
C000025823
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000887340
XXXXXXXX
S000009446
C000025822
C000025823
MAINSTAY VP FUNDS TRUST
811-03833-01
0000887340
549300AG6K4RXYNOVN04
51 MADISON AVE
NEW YORK
10010
212-576-7000
MainStay VP MacKay Government Portfolio
S000009446
5493007I229AFJKX0U56
2019-12-31
2019-12-31
N
252711769.8
274992.57
252436777.23
0
0
0
0
0
0
0
0
0
0
0
0
0
0
USD
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Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9T94
226653.06000000
PA
USD
236248.72000000
0.093587282563
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9N56
2270054.32000000
PA
USD
2502441.46000000
0.991314137131
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381VCJ7
516836.93000000
PA
USD
525814.44000000
0.208295497102
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B6HH9
1315000.00000000
PA
USD
1339307.51000000
0.530551659190
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J94Q1
1762677.74000000
PA
USD
1772698.25000000
0.702234543417
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
2.50000000
N
N
N
N
N
N
Monongahela Power Co
N/A
Monongahela Power Co
610202BN2
2000000.00000000
PA
USD
2142813.76000000
0.848851654466
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
1695000.00000000
PA
USD
1746909.38000000
0.692018571607
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MFA64
673778.44000000
PA
USD
694198.72000000
0.274999042381
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6F8
103786.85000000
PA
USD
112648.60000000
0.044624480329
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J87E7
3281721.96000000
PA
USD
3502168.38000000
1.387344751596
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381VH45
898955.47000000
PA
USD
924775.18000000
0.366339322719
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9DE8
1216307.52000000
PA
USD
1323260.32000000
0.524194744727
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F1AK4
565656.59000000
PA
USD
567844.72000000
0.224945321450
Long
ABS-MBS
USGSE
US
N
2
2040-06-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9LA7
951632.80000000
PA
USD
1002799.62000000
0.397247830131
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286R6
16190000.00000000
PA
USD
16579571.88000000
6.567811577191
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B4D5
397012.75000000
PA
USD
418661.79000000
0.165848175766
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286A3
1700000.00000000
PA
USD
1783207.03000000
0.706397478833
Long
DBT
UST
US
N
2
2026-01-31
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J86S7
603752.94000000
PA
USD
636091.87000000
0.251980665012
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132D53W0
962283.20000000
PA
USD
971099.73000000
0.384690273998
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9LM1
46095.90000000
PA
USD
46835.86000000
0.018553501004
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
3.00000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust 2017-GM
056083AA6
1750000.00000000
PA
USD
1834700.53000000
0.726796051721
Long
ABS-MBS
CORP
US
N
2
2039-06-13
Fixed
3.38000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CZJ5
2247310.95000000
PA
USD
2358283.16000000
0.934207442305
Long
ABS-O
CORP
US
N
2
2038-04-01
Fixed
3.31000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CXD0
1460943.01000000
PA
USD
1491505.06000000
0.590843012799
Long
ABS-O
USGA
US
N
2
2035-07-01
Fixed
2.88000000
N
N
N
N
N
N
Public Service New Hampshire Funding Llc.
N/A
PSNH Funding LLC 3
69363PAA8
389080.57000000
PA
USD
396983.96000000
0.157260746376
Long
ABS-O
CORP
US
N
2
2026-02-01
Fixed
3.09000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDH8
561068.16000000
PA
USD
573653.65000000
0.227246463964
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NCX1
10754.14000000
PA
USD
11530.07000000
0.004567508002
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FPLK9
1270000.00000000
PA
USD
1302992.95000000
0.516166053258
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
2640000.00000000
PA
USD
2602256.24000000
1.030854643509
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B5Z5
1195223.65000000
PA
USD
1267737.59000000
0.502200037534
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYR5
1587070.61000000
PA
USD
1580391.80000000
0.626054498612
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
N/A
Citigroup Mortgage Loan Trust 2006-AR6
17309RAA0
128331.77000000
PA
USD
121041.43000000
0.047949205867
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Variable
4.44000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B4E3
735657.59000000
PA
USD
768022.95000000
0.304243683676
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust 2019-ATR1
16158RAD8
440432.29000000
PA
USD
443077.09000000
0.175520023216
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J84A8
2027044.18000000
PA
USD
2233388.01000000
0.884731628452
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284X5
1325000.00000000
PA
USD
1376861.32000000
0.545428180120
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
Four Times Square Trust
N/A
Four Times Square Trust Commercial Mortgage Pass-Through Certificates Series 200
350910AN5
491625.13000000
PA
USD
502870.22000000
0.199206401506
Long
ABS-MBS
CORP
US
N
2
2028-12-13
Fixed
5.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285G1
8030000.00000000
PA
USD
8109986.35000000
3.212680196202
Long
DBT
UST
US
N
2
2020-10-31
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B2L9
3115759.00000000
PA
USD
3193294.51000000
1.264987829840
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FNNK2
1188023.60000000
PA
USD
1203754.10000000
0.476853695095
Long
ABS-MBS
USGSE
US
N
2
2049-03-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9MC2
1416714.04000000
PA
USD
1537306.54000000
0.608986755760
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TJ9
2170000.00000000
PA
USD
2172034.38000000
0.860427075576
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FM3X8
452617.39000000
PA
USD
459813.87000000
0.182150111028
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B7UG4
1230403.98000000
PA
USD
1285430.97000000
0.509209071714
Long
ABS-MBS
USGSE
US
N
2
2059-12-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B5Y8
364518.61000000
PA
USD
390717.23000000
0.154778251523
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
845000.00000000
PA
USD
877479.69000000
0.347603744441
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
62525.00000000
NS
USD
62525.00000000
0.024768577972
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JM7A4
568229.89000000
PA
USD
591174.49000000
0.234187148357
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9N49
318860.44000000
PA
USD
345540.62000000
0.136882043809
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J86T5
571650.80000000
PA
USD
609455.65000000
0.241429024996
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R36
380000.00000000
PA
USD
376155.47000000
0.149009773507
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJCW6
1961103.55000000
PA
USD
1973436.09000000
0.781754588873
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A5P26
1922347.20000000
PA
USD
1909517.26000000
0.756433860768
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6G6
654647.89000000
PA
USD
710130.76000000
0.281310341461
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381T2E4
489617.79000000
PA
USD
502173.11000000
0.198930249193
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
3.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CWL3
556130.48000000
PA
USD
566942.16000000
0.224587782422
Long
ABS-O
USGA
US
N
2
2034-08-01
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379BCM8
1842188.93000000
PA
USD
1861927.80000000
0.737581829569
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2018-1745
94990DAA4
695000.00000000
PA
USD
742798.21000000
0.294251185643
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Variable
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6B7
491314.69000000
PA
USD
530170.17000000
0.210020970722
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXF72
880336.32000000
PA
USD
904881.54000000
0.358458680200
Long
ABS-MBS
USGSE
US
N
2
2057-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378UKQ9
1660064.08000000
PA
USD
1721145.64000000
0.681812554765
Long
ABS-MBS
USGA
US
N
2
2041-08-16
Fixed
3.25000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCWH5
17977.63000000
PA
USD
4086.44000000
0.001618797405
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285J5
7805000.00000000
PA
USD
8341898.61000000
3.304549638739
Long
DBT
UST
US
N
2
2025-10-31
Fixed
3.00000000
N
N
N
N
N
N
MainStay US Government Liquidity Fund
549300Y3ZLEL13IJCK58
MainStay US Government Liquidity Fund
56064L488
4751198.43000000
NS
USD
4751198.43000000
1.882134006833
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B4B64
507772.50000000
PA
USD
521468.75000000
0.206574000714
Long
ABS-MBS
USGSE
US
N
2
2048-05-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9PH8
147862.96000000
PA
USD
167092.85000000
0.066191959758
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLXB5
805508.68000000
PA
USD
837066.66000000
0.331594575554
Long
ABS-MBS
USGSE
US
N
2
2048-11-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381BKQ6
1875312.53000000
PA
USD
1908228.58000000
0.755923364629
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D72
6595000.00000000
PA
USD
6638537.29000000
2.629782143016
Long
DBT
UST
US
N
2
2021-08-31
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Series 2019-1
35564CBB2
457436.81000000
PA
USD
475078.18000000
0.188196896352
Long
ABS-MBS
USGSE
US
N
2
2029-05-25
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RM2
2790000.00000000
PA
USD
3121857.41000000
1.236688823338
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B4F0
844312.86000000
PA
USD
877276.92000000
0.347523419379
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300J7N4IBRYXP6K82
FREMF 2014-K41 Mortgage Trust
30287EAE0
2700000.00000000
PA
USD
2850368.67000000
1.129141601820
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Variable
3.83000000
N
N
N
N
N
N
FirstEnergy Ohio PIRB Special Purpose Trust
N/A
FirstEnergy Ohio PIRB Special Purpose Trust 2013
33766QAC1
560000.00000000
PA
USD
595176.23000000
0.235772392806
Long
ABS-O
CORP
US
N
2
2036-01-15
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6A9
705789.06000000
PA
USD
742548.83000000
0.294152396551
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9DD0
2688031.60000000
PA
USD
2951854.32000000
1.169344004622
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379CTB2
558262.28000000
PA
USD
570722.02000000
0.226085131597
Long
ABS-MBS
USGA
US
N
2
2040-01-16
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CBM5
2162882.64000000
PA
USD
2176346.74000000
0.862135368657
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJHS3
1098605.85000000
PA
USD
1145521.81000000
0.453785626076
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9KL4
3592331.81000000
PA
USD
4041780.84000000
1.601106179674
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FJDD8
2832960.83000000
PA
USD
2892704.57000000
1.145912494107
Long
ABS-MBS
USGSE
US
N
2
2043-06-15
Fixed
4.00000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust 2019-OBP
68236JAA9
1725000.00000000
PA
USD
1679372.03000000
0.665264407360
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.52000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAU0
2350000.00000000
PA
USD
2458740.92000000
0.974002658004
Long
DBT
US
N
2
2023-10-15
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284J6
18700000.00000000
PA
USD
18745289.16000000
7.425736204404
Long
DBT
UST
US
N
2
2020-04-30
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B5X0
339249.58000000
PA
USD
363526.17000000
0.144006817861
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.00000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CZF3
1962161.34000000
PA
USD
2046971.05000000
0.810884639101
Long
ABS-O
USGA
US
N
2
2038-02-01
Fixed
3.22000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132GAHX9
353911.34000000
PA
USD
383484.13000000
0.151912940027
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FM6K3
428426.94000000
PA
USD
445634.54000000
0.176533128369
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Fixed
3.50000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAN3
1170000.00000000
PA
USD
1192594.33000000
0.472432877287
Long
DBT
CORP
US
N
2
2022-08-09
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXFQ0
786133.91000000
PA
USD
808085.99000000
0.320114207948
Long
ABS-MBS
USGSE
US
N
2
2057-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
2000000.00000000
PA
USD
2254062.50000000
0.892921595947
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5MG1
467269.28000000
PA
USD
491029.48000000
0.194515825066
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381VV56
676990.55000000
PA
USD
688890.62000000
0.272896298058
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.00000000
N
N
N
N
N
N
Atlantic City Electric Transition Funding LLC
N/A
Atlantic City Electric Transition Funding LLC
048312AD4
547201.24000000
PA
USD
565922.96000000
0.224184037765
Long
ABS-O
CORP
US
N
2
2023-10-20
Fixed
5.55000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CWN9
598338.85000000
PA
USD
612164.43000000
0.242502077834
Long
ABS-O
USGA
US
N
2
2034-09-01
Fixed
2.92000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FCUU8
83650.10000000
PA
USD
13936.16000000
0.005520653588
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XYBN3
1049684.82000000
PA
USD
1110594.46000000
0.439949547837
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B5YE9
682102.52000000
PA
USD
702525.62000000
0.278297650488
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6E1
994714.68000000
PA
USD
1081645.82000000
0.428481868556
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FQ4T7
862021.83000000
PA
USD
867029.57000000
0.343464046528
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Fixed
2.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DX7
4395000.00000000
PA
USD
5489097.19000000
2.174444330272
Long
DBT
USGA
US
N
2
2035-06-15
Fixed
4.65000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FNBV1
2400000.00000000
PA
USD
2456376.48000000
0.973066011598
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
3.00000000
N
N
N
N
N
N
OVERSEAS PRIVATE INVEST
549300IDY55XMYWXSD28
Overseas Private Investment Corp
690353NL7
1095117.89000000
PA
USD
1171031.63000000
0.463891055356
Long
DBT
USGA
US
N
2
2023-12-15
Fixed
5.14000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VB3
500000.00000000
PA
USD
501933.60000000
0.198835369991
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284L1
7105000.00000000
PA
USD
7362278.73000000
2.916484202811
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K27 Mortgage Trust
30291GAN9
1000000.00000000
PA
USD
1030608.70000000
0.408264085490
Long
ABS-MBS
CORP
US
N
2
2046-01-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLRR7
504691.72000000
PA
USD
520133.77000000
0.206045163350
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Fixed
3.50000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CWD1
1041271.34000000
PA
USD
1081906.02000000
0.428584943870
Long
ABS-O
USGA
US
N
2
2034-03-01
Fixed
3.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQKB7
2272155.74000000
PA
USD
2322231.24000000
0.919925878266
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828L57
3070000.00000000
PA
USD
3082351.96000000
1.221039182096
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9GH8
995830.65000000
PA
USD
1066686.96000000
0.422556083826
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B2M7
3181133.88000000
PA
USD
3259020.70000000
1.291024523352
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9N64
821924.07000000
PA
USD
942392.50000000
0.373318226583
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B4GU6
638803.28000000
PA
USD
650598.21000000
0.257727189017
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Fixed
3.00000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FR9
1550000.00000000
PA
USD
1554186.78000000
0.615673673643
Long
DBT
CORP
US
N
2
2021-06-25
Floating
2.35000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B3P95
1384111.70000000
PA
USD
1420337.23000000
0.562650674590
Long
ABS-MBS
USGSE
US
N
2
2046-03-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9K83
1699322.57000000
PA
USD
1821110.11000000
0.721412359159
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NJ30
14774.99000000
PA
USD
15830.32000000
0.006271003842
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPF5
703156.05000000
PA
USD
738795.45000000
0.292665537132
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9BV2
6550377.16000000
PA
USD
7265107.09000000
2.877990746720
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AU1
670000.00000000
PA
USD
669182.35000000
0.265089087787
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.70000000
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6H4
1242152.78000000
PA
USD
1370089.26000000
0.542745504452
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381TKF1
482392.86000000
PA
USD
489616.60000000
0.193956128489
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132VNG23
1211979.20000000
PA
USD
1261028.30000000
0.499542227498
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8GS4
754402.49000000
PA
USD
785162.60000000
0.311033363924
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
3.50000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAY8
1200000.00000000
PA
USD
1227514.27000000
0.486266020137
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380YYX7
1332310.33000000
PA
USD
1358777.61000000
0.538264521085
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FGV36
604150.83000000
PA
USD
624464.74000000
0.247374707779
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FNFU9
1785000.00000000
PA
USD
1816162.71000000
0.719452502099
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJGC8
34468.15000000
PA
USD
38801.97000000
0.015370965524
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FMWE8
658823.78000000
PA
USD
674632.85000000
0.267248242273
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9GM7
488576.86000000
PA
USD
505864.36000000
0.200392496509
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B3FJ4
2119814.95000000
PA
USD
2141453.81000000
0.848312925516
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QD3
1200000.00000000
PA
USD
1608515.63000000
0.637195438656
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.38000000
N
N
N
N
N
N
Small Business Administration Participation Certs
N/A
United States Small Business Administration
83162CVE0
484395.21000000
PA
USD
479617.38000000
0.189995049557
Long
ABS-O
USGA
US
N
2
2032-12-01
Fixed
1.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y46
12150000.00000000
PA
USD
12218818.33000000
4.840347933481
Long
DBT
UST
US
N
2
2020-07-31
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H1DJ6
797148.43000000
PA
USD
827806.94000000
0.327926441259
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET5G7
820238.34000000
PA
USD
865461.16000000
0.342842738485
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9D40
1735206.70000000
PA
USD
1840111.15000000
0.728939408192
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6C5
223712.87000000
PA
USD
249384.61000000
0.098790918160
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAC7
1900000.00000000
PA
USD
1905809.80000000
0.754965192042
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.54000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLX82
553985.61000000
PA
USD
583774.69000000
0.231255800523
Long
ABS-MBS
USGSE
US
N
2
2048-11-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXFR8
858686.27000000
PA
USD
841515.55000000
0.333356953465
Long
ABS-MBS
USGSE
US
N
2
2057-01-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B6D3
217884.32000000
PA
USD
240649.85000000
0.095330740885
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335B4G8
697205.73000000
PA
USD
747609.03000000
0.296156938067
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
2020-01-15
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer