# EDGAR Filing Document

**Accession Number:** 0000887340
**File Stem:** 0001752724-23-044339
**Filing Date:** 2023-2
**Character Count:** 72221
**Document Hash:** 87d7d13b77367ac2a5716abf8f696230
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044339.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044339

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**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:** 23679310

**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

## Series and Classes Contracts Data

### MainStay VP Wellington Small Cap Portfolio (Series ID: S000053035)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000166826 | Initial Class |  |
| C000166827 | Service Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** MAINSTAY VP FUNDS TRUST

- **b. Investment Company Act file number:** 811-03833-01

- **c. CIK number of Registrant:** 0000887340

- **d. LEI of Registrant:** 549300AG6K4RXYNOVN04

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 51 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 212-576-7000

**Item A.2. Information about the Series.**

- **a. Name of Series:** MainStay VP Wellington Small Cap Portfolio

- **b. EDGAR series identifier (if any):** S000053035

- **c. LEI of Series:** 549300Z6XCJT39O1YL94

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $404931451.42

**Total Liabilities:** $8408583.56

**Net Assets:** $396522867.86

**Cash Not Reported:** $320541.64

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166826 | 11.73%               | 3.12%                | -6.53%               |
| Class ID C000166827 | 11.70%               | 3.10%                | -6.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2235987.40             | $45775401.28                               |
| Month 2  | $-10167519.48            | $22604289.07                               |
| Month 3  | $-2418037.61             | $-25922119.32                              |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                                        | Radian Group, Inc.                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    125898 | NS      | $2400874.86   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                               | Crocs, Inc.                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     19902 | NS      | $2157973.86   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                        | InterDigital, Inc.                                        | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43091 | NS      | $2132142.68   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                            | Carter's, Inc.                                            | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     23167 | NS      | $1728489.87   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                                        | Helen of Troy Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     20499 | NS      | $2273544.09   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                | New Jersey Resources Corp.                                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     80309 | NS      | $3984932.58   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi, Inc.                                               | Xperi, Inc.                                               | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203976 | NS      | $1756233.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                                 | Kymera Therapeutics, Inc.                                 | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70891 | NS      | $1769439.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                         | RingCentral, Inc., Class A                                | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     43425 | NS      | $1537245.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Merus NV                                                  | Merus NV                                                  | CUSIP: N/A<br>LEI: 549300W8GPUWU8QNU293       | Long             | EC               | CORP              | NL        |    132911 | NS      | $2056133.17   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                            | TechnipFMC plc                                            | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    177885 | NS      | $2168418.15   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                             | Premier, Inc., Class A                                    | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63137 | NS      | $2208532.26   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.                        | Piedmont Office Realty Trust, Inc., Class A               | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    221993 | NS      | $2035675.81   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                  | Bank OZK                                                  | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     43774 | NS      | $1753586.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                      | Old National Bancorp                                      | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    149472 | NS      | $2687506.56   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                                       | Hamilton Lane, Inc., Class A                              | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     29809 | NS      | $1904198.92   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                    | Cracker Barrel Old Country Store, Inc.                    | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     22033 | NS      | $2087406.42   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Cactus, Inc.                                              | Cactus, Inc., Class A                                     | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     49423 | NS      | $2483999.98   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                          | SiriusPoint Ltd.                                          | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |    362863 | NS      | $2140891.70   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                             | Navient Corp.                                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    107542 | NS      | $1769065.90   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                             | SM Energy Co.                                             | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     51650 | NS      | $1798969.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                                   | Lantheus Holdings, Inc.                                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     43516 | NS      | $2217575.36   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap, Inc.                                  | Marcus & Millichap, Inc.                                  | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     68723 | NS      | $2367507.35   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                               | Acadia Healthcare Co., Inc.                               | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     28685 | NS      | $2361349.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines, Inc.                                | REVOLUTION Medicines, Inc.                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     22917 | NS      | $545882.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                                     | MGIC Investment Corp.                                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    169765 | NS      | $2206945.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                                 | Blueprint Medicines Corp.                                 | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     16740 | NS      | $733379.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                               | Fluor Corp.                                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    100081 | NS      | $3468807.46   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                                            | Medifast, Inc.                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     14309 | NS      | $1650543.15   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies, Inc.                            | Intra-Cellular Therapies, Inc.                            | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     16022 | NS      | $847884.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                          | McGrath RentCorp                                          | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     21566 | NS      | $2129426.84   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                                      | Middleby Corp. (The)                                      | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      9911 | NS      | $1327082.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                           | Consensus Cloud Solutions, Inc.                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51227 | NS      | $2753963.52   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                        | Steven Madden Ltd.                                        | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     66480 | NS      | $2124700.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                               | Kirby Corp.                                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     54255 | NS      | $3491309.25   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                             | Magnite, Inc.                                             | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |    344240 | NS      | $3645501.60   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                              | United Community Banks, Inc.                              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     69723 | NS      | $2356637.40   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     44982 | NS      | $3088913.94   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     21628 | NS      | $2958926.68   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics, Inc.                                   | Sage Therapeutics, Inc.                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     44710 | NS      | $1705239.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                           | Interface, Inc.                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    241708 | NS      | $2385657.96   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                                 | Box, Inc., Class A                                        | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     84398 | NS      | $2627309.74   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                        | Cytokinetics, Inc.                                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     62299 | NS      | $2854540.18   | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| Jamf Holding Corp.                                        | Jamf Holding Corp.                                        | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |     86364 | NS      | $1839553.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                             | Visteon Corp.                                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     11579 | NS      | $1514880.57   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp.                                    | Skyline Champion Corp.                                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88130 | NS      | $4539576.30   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE, Inc.                                             | SI-BONE, Inc.                                             | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |    135711 | NS      | $1845669.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancashire Holdings Ltd.                                  | Lancashire Holdings Ltd.                                  | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | BM        |    300743 | NS      | $2348922.32   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Casella Waste Systems, Inc.                               | Casella Waste Systems, Inc., Class A                      | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     23349 | NS      | $1851809.19   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                        | Prothena Corp. plc                                        | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |     10489 | NS      | $631962.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                                            | Gentherm, Inc.                                            | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     41310 | NS      | $2697129.90   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                                      | Globus Medical, Inc., Class A                             | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     21503 | NS      | $1597027.81   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                                           | REV Group, Inc.                                           | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |    155584 | NS      | $1963470.08   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp.                                      | Verra Mobility Corp.                                      | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |    184203 | NS      | $2547527.49   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                       | Rithm Capital Corp.                                       | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    204422 | NS      | $1670127.74   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                                       | Acuity Brands, Inc.                                       | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15841 | NS      | $2623428.01   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                                    | PTC Therapeutics, Inc.                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     22046 | NS      | $841495.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys, Inc.                                            | Agilysys, Inc.                                            | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     47658 | NS      | $3771654.12   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp.                                              | Livent Corp.                                              | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    193700 | NS      | $3848819.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                            | Cross Country Healthcare, Inc.                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     67772 | NS      | $1800702.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                             | Berkshire Hills Bancorp, Inc.                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     69232 | NS      | $2070036.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                               | Monro, Inc.                                               | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107114 | NS      | $4841552.80   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                                 | ExlService Holdings, Inc.                                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     15088 | NS      | $2556359.84   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                                         | Uniti Group, Inc.                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    324636 | NS      | $1795237.08   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.                            | Adtalem Global Education, Inc.                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     57815 | NS      | $2052432.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences, Inc.                                  | Pacira BioSciences, Inc.                                  | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67054 | NS      | $2588954.94   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Nabors Industries Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | BM        |     10100 | NS      | $332290.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                                  | Apogee Enterprises, Inc.                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     49459 | NS      | $2198947.14   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd.                                  | Tower Semiconductor Ltd.                                  | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     62713 | NS      | $2709201.60   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                           | Insperity, Inc.                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     30456 | NS      | $3459801.60   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                          | elf Beauty, Inc.                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     75777 | NS      | $4190468.10   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global, Inc.                                          | DMC Global, Inc.                                          | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |    120442 | NS      | $2341392.48   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                              | Syndax Pharmaceuticals, Inc.                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     24747 | NS      | $629811.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Criteo SA                                                 | Criteo SA                                                 | CUSIP: 226718104<br>LEI: 969500EELFB4RDMFHA76 | Long             | EC               | CORP              | FR        |     56726 | NS      | $1478279.56   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                                             | Vaxcyte, Inc.                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      8685 | NS      | $416445.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                       | Ascendis Pharma A/S                                       | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      4448 | NS      | $543234.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                       | Ichor Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     63913 | NS      | $1714146.66   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Russell 2000 E-Mini Index                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        25 | NC      | $-78899.75    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Verona Pharma plc                                         | Verona Pharma plc                                         | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |      2400 | NS      | $62712.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings, Inc.                         | Spirit AeroSystems Holdings, Inc., Class A                | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65391 | NS      | $1935573.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                   | Pebblebrook Hotel Trust                                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    133916 | NS      | $1793135.24   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| MainStay U.S. Government Liquidity Fund                   | MainStay U.S. Government Liquidity Fund, Class I          | CUSIP: 56064L488<br>LEI: 549300Y3ZLEL13IJCK58 | Long             | STIV             | RF                | US        |   3275302 | NS      | $3275301.78   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                               | Calix, Inc.                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     44311 | NS      | $3032201.73   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global, Inc.                                          | MRC Global, Inc.                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    298777 | NS      | $3459837.66   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                    | Veritex Holdings, Inc.                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     71811 | NS      | $2016452.88   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                   | Synovus Financial Corp.                                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     50282 | NS      | $1888089.10   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                              | Cadence Bank                                              | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    146425 | NS      | $3610840.50   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                                | Dana, Inc.                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    182116 | NS      | $2755415.08   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                                | Celldex Therapeutics, Inc.                                | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     80211 | NS      | $3575004.27   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                                  | Insteel Industries, Inc.                                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     50233 | NS      | $1382412.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                                            | Materion Corp.                                            | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     28740 | NS      | $2515037.40   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                            | NuVasive, Inc.                                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     45335 | NS      | $1869615.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                             | Arvinas, Inc.                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30930 | NS      | $1058115.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class A                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     25828 | NS      | $1350287.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                      | Mativ Holdings, Inc.                                      | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     98007 | NS      | $2048346.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                              | ACADIA Pharmaceuticals, Inc.                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    113727 | NS      | $1810533.84   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                                          | Perficient, Inc.                                          | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     11076 | NS      | $773437.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp.                                              | Deluxe Corp.                                              | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     65113 | NS      | $1105618.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9, Inc.                                               | Five9, Inc.                                               | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     26756 | NS      | $1815662.16   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     47320 | NS      | $2230664.80   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics, Inc.                                | Revance Therapeutics, Inc.                                | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     21087 | NS      | $389266.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                             | Pacific Premier Bancorp, Inc.                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     68847 | NS      | $2172811.32   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                             | AMN Healthcare Services, Inc.                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     26650 | NS      | $2740153.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                                | Manhattan Associates, Inc.                                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     11821 | NS      | $1435069.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                                           | Synaptics, Inc.                                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     18294 | NS      | $1740857.04   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                                      | WSFS Financial Corp.                                      | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     38709 | NS      | $1755066.06   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LP                                  | Viper Energy Partners LP                                  | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |     72426 | NS      | $2302422.54   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                            | Wingstop, Inc.                                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     16628 | NS      | $2288345.36   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                              | Banner Corp.                                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27210 | NS      | $1719672.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc., Class A                               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    114019 | NS      | $2382997.10   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                                   | Sturm Ruger & Co., Inc.                                   | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     37953 | NS      | $1921180.86   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                                          | Ziff Davis, Inc.                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     19582 | NS      | $1548936.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                                     | MKS Instruments, Inc.                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     11094 | NS      | $939994.62    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco, Inc.                                            | Ameresco, Inc., Class A                                   | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     22363 | NS      | $1277821.82   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics, Inc.                                 | Karuna Therapeutics, Inc.                                 | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $1021800.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp.                                          | SolarWinds Corp.                                          | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129840 | NS      | $1215302.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                                  | iShares Russell 2000 ETF                                  | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             |  | RF                | US        |     22867 | NS      | $3987090.12   | 1.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nabors Industries Ltd.                                    | Nabors Industries Ltd.                                    | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |     17726 | NS      | $2745225.62   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                                   | Shockwave Medical, Inc.                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      7274 | NS      | $1495607.14   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                                 | Loomis AB                                                 | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |     80229 | NS      | $2197695.37   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Artivion, Inc.                                            | Artivion, Inc.                                            | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |    160520 | NS      | $1945502.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.                               | Intellia Therapeutics, Inc.                               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     15439 | NS      | $538666.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                                             | Novanta, Inc.                                             | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17121 | NS      | $2326230.27   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                                      | Calavo Growers, Inc.                                      | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74739 | NS      | $2197326.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential, Inc.                                  | Tricon Residential, Inc.                                  | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |    231055 | NS      | $1781434.05   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                                           | ChampionX Corp.                                           | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     68047 | NS      | $1972682.53   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                 | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD   | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |   7901883 | NS      | $7901883.35   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                                          | PBF Energy, Inc., Class A                                 | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     58740 | NS      | $2395417.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals, Inc.                                        | I3 Verticals, Inc., Class A                               | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |    108797 | NS      | $2648118.98   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                       | PROG Holdings, Inc.                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    112341 | NS      | $1897439.49   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                               | Adeia, Inc.                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224927 | NS      | $2132307.96   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                                        | TriNet Group, Inc.                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     37538 | NS      | $2545076.40   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp.                          | Zurn Elkay Water Solutions Corp.                          | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     57493 | NS      | $1215976.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     77153 | NS      | $2126336.68   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals, Inc.                              | Rocket Pharmaceuticals, Inc.                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     24789 | NS      | $485120.73    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                                | Edgewell Personal Care Co.                                | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     53485 | NS      | $2061311.90   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| AZEK Co., Inc. (The)                                      | AZEK Co., Inc. (The)                                      | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     32641 | NS      | $663265.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                           | CoreCivic, Inc.                                           | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    143048 | NS      | $1653634.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                                | Sandy Spring Bancorp, Inc.                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56213 | NS      | $1980383.99   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Infrastructure Solutions Ltd.                      | Badger Infrastructure Solutions Ltd.                      | CUSIP: 056533102<br>LEI: 254900BS2WTIBXVDKM03 | Long             | EC               | CORP              | CA        |    113073 | NS      | $2226385.66   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                        | Ryman Hospitality Properties, Inc.                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     25636 | NS      | $2096512.08   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                              | Hilton Grand Vacations, Inc.                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     72525 | NS      | $2795113.50   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                             | Inspire Medical Systems, Inc.                             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     16520 | NS      | $4161057.60   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                               | Minerals Technologies, Inc.                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     27459 | NS      | $1667310.48   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                                    | Celsius Holdings, Inc.                                    | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14266 | NS      | $1484234.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp.                       | Federal Agricultural Mortgage Corp., Class C              | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |     41294 | NS      | $4654246.74   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                                       | Inari Medical, Inc.                                       | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24706 | NS      | $1570313.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                     | Stellar Bancorp, Inc.                                     | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     78472 | NS      | $2311785.12   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenhill & Co., Inc.                                     | Greenhill & Co., Inc.                                     | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |    244896 | NS      | $2510184.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                 | WESCO International, Inc.                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     22658 | NS      | $2836781.60   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                                 | FNB Corp.                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    167544 | NS      | $2186449.20   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                               | Chegg, Inc.                                               | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     91603 | NS      | $2314807.81   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Motion Technology Corp.                           | Silicon Motion Technology Corp.                           | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               | CORP              | KY        |     27540 | NS      | $1789824.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                   | EnerSys                                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     30016 | NS      | $2216381.44   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                                | Carpenter Technology Corp.                                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     68364 | NS      | $2525366.16   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                                   | Heartland Express, Inc.                                   | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    165178 | NS      | $2533830.52   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                         | First Interstate BancSystem, Inc., Class A                | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     61905 | NS      | $2392628.25   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                 | Enova International, Inc.                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     91275 | NS      | $3502221.75   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                                          | Kennametal, Inc.                                          | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     90838 | NS      | $2185562.28   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 Value ETF                            | iShares Russell 2000 Value ETF                            | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             |  | RF                | US        |     15393 | NS      | $2134547.31   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Bread Financial Holdings, Inc.                            | Bread Financial Holdings, Inc.                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     25526 | NS      | $961309.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                      | Kontoor Brands, Inc.                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     53959 | NS      | $2157820.41   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                | Patterson-UTI Energy, Inc.                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    138540 | NS      | $2333013.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                                     | Texas Roadhouse, Inc.                                     | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     23239 | NS      | $2113587.05   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                             | Portland General Electric Co.                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     45551 | NS      | $2231999.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                                  | NextGen Healthcare, Inc.                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93475 | NS      | $1755460.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                                     | Quaker Chemical Corp.                                     | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     14941 | NS      | $2493652.90   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunocore Holdings plc                                   | Immunocore Holdings plc                                   | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |     12501 | NS      | $713432.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                                      | Liberty Energy, Inc.                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169554 | NS      | $2714559.54   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                                      | First Hawaiian, Inc.                                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     74249 | NS      | $1933443.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                        | MP Materials Corp.                                        | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68963 | NS      | $1674421.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics, Inc.                                | Aclaris Therapeutics, Inc.                                | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |    115973 | NS      | $1826574.75   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                                   | FARO Technologies, Inc.                                   | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     89903 | NS      | $2644047.23   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                           | PRA Group, Inc.                                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    124515 | NS      | $4206116.70   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                                     | Home BancShares, Inc.                                     | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112310 | NS      | $2559544.90   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 Growth ETF                           | iShares Russell 2000 Growth ETF                           | CUSIP: 464287648<br>LEI: 549300CPJOUVKWJGSH44 | Long             |  | RF                | US        |      6619 | NS      | $1419907.88   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Energizer Holdings, Inc.                                  | Energizer Holdings, Inc.                                  | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     67362 | NS      | $2259995.10   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                           | Air Lease Corp.                                           | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     52468 | NS      | $2015820.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.                      | Compass Minerals International, Inc.                      | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     44596 | NS      | $1828436.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                                           | H&R Block, Inc.                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     48132 | NS      | $1757299.32   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                                        | ProAssurance Corp.                                        | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     95728 | NS      | $1672368.16   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                                      | CareTrust REIT, Inc.                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    127040 | NS      | $2360403.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                               | Cabot Corp.                                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     34631 | NS      | $2314736.04   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                                              | Kemper Corp.                                              | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     83732 | NS      | $4119614.40   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46343 | NS      | $1343020.14   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| BrightView Holdings, Inc.                                 | BrightView Holdings, Inc.                                 | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    166250 | NS      | $1145462.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.                     | Applied Industrial Technologies, Inc.                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     27228 | NS      | $3431544.84   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                                         | MillerKnoll, Inc.                                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     96865 | NS      | $2035133.65   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** MAINSTAY VP FUNDS TRUST

**Signature:** Jack Benintende

**Name of Signer:** Jack Benintende

**Title:** Treasurer