# EDGAR Filing Document

**Accession Number:** 0000887340
**File Stem:** 0001752724-23-044304
**Filing Date:** 2023-2
**Character Count:** 88896
**Document Hash:** 2e1ae0dec9673f7e9dca3f5e501826f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044304.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044304

**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:** 23679263

**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 Balanced Portfolio (Series ID: S000009437)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000025804 | Initial Class |  |
| C000025805 | 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 Balanced Portfolio

- **b. EDGAR series identifier (if any):** S000009437

- **c. LEI of Series:** 549300HCFHT3ITO8VH62

**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:** $389682811.51

**Total Liabilities:** $949597.95

**Net Assets:** $388733213.56

**Cash Not Reported:** $7219757.80

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -204.57000000 | **1-Year:** -7839.34000000 | **5-Year:** -24546.80000000 | **10-Year:** -18602.35000000 | **30-Year:** -840.32000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -223.38000000 | **10-Year:** -526.20000000 | **30-Year:** -3.34000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025805 | 5.93%                | 4.28%                | -2.89%               |
| Class ID C000025804 | 5.95%                | 4.30%                | -2.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3299361.66             | $24771995.11                               |
| Month 2  | $-1363041.33             | $17120919.62                               |
| Month 3  | $-1874692.82             | $-10578690.08                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                      | CBRE Group, Inc., Class A                                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     34431 | NS      | $2649809.76   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                           | Host Hotels & Resorts, Inc.                                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    134601 | NS      | $2160346.05   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                            | AT&T, Inc.                                                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    775000 | PA      | $736999.44    | 0.19%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                           | ONEOK, Inc.                                                          | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254987.39    | 0.07%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                  | Mitsubishi UFJ Financial Group, Inc.                                 | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $307534.25    | 0.08%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                            | Archer-Daniels-Midland Co.                                           | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |     31720 | NS      | $2945202.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                              | U.S. Treasury Bonds                                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300421.88    | 0.08%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                          | Unilever plc                                                         | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     58750 | NS      | $2958062.50   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                            | Chubb Ltd.                                                           | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     18110 | NS      | $3995066.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered plc                                | Standard Chartered plc                                               | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $291335.42    | 0.07%             | 2028-11-16      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                 | Bank of America Corp.                                                | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    205000 | PA      | $156597.00    | 0.04%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Gentex Corp.                                          | Gentex Corp.                                                         | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     98535 | NS      | $2687049.45   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                           | United Parcel Service, Inc.                                          | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177174.27    | 0.05%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                    | CenterPoint Energy Resources Corp.                                   | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    335000 | PA      | $321174.19    | 0.08%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co.                                       | Eli Lilly & Co.                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     11541 | NS      | $4222159.44   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                    | T-Mobile USA, Inc.                                                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $302329.80    | 0.08%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                  | JPMorgan Chase & Co.                                                 | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595010.45    | 0.15%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                        | Alphabet, Inc., Class C                                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     54434 | NS      | $4829928.82   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                               | Boston Scientific Corp.                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     73591 | NS      | $3405055.57   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                           | Phillips 66                                                          | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     32690 | NS      | $3402375.20   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                  | CUSIP: 9128284D9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8350000 | PA      | $8310840.09   | 2.14%             | 2023-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties, Inc.                   | Gaming and Leisure Properties, Inc.                                  | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     64900 | NS      | $3380641.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                             | Duke Energy Carolinas LLC                                            | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    340000 | PA      | $287614.23    | 0.07%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Thirax 1 LLC                                          | Thirax 1 LLC                                                         | CUSIP: 88410XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194153 | PA      | $159683.90    | 0.04%             | 2033-01-14      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8830000 | PA      | $9010739.06   | 2.32%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                  | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2742498.75   | 0.71%             | 2023-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                    | General Motors Financial Co., Inc.                                   | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    505000 | PA      | $513657.26    | 0.13%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                  | Meta Platforms, Inc.                                                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123191.16    | 0.03%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                   | Blackstone Holdings Finance Co. LLC                                  | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503743.70    | 0.13%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                      | Boeing Co. (The)                                                     | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140760.51    | 0.04%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                     | HSBC Holdings plc                                                    | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $415125.40    | 0.11%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                     | Merck & Co., Inc.                                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     42688 | NS      | $4736233.60   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel Finance America LLC                              | Enel Finance America LLC                                             | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206811.86    | 0.05%             | 2027-10-14      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                       | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83824.37     | 0.02%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                       | Phillips 66 Co.                                                      | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    455000 | PA      | $396929.11    | 0.10%             | 2029-12-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                | Home Depot, Inc. (The)                                               | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248799.16    | 0.06%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                          | Pfizer, Inc.                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    135101 | NS      | $6922575.24   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)              | PNC Financial Services Group, Inc. (The)                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    315000 | PA      | $327946.40    | 0.08%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                               | Simon Property Group LP                                              | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    375000 | PA      | $319132.55    | 0.08%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                          | NVIDIA Corp.                                                         | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    122000 | PA      | $104171.69    | 0.03%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: —       |
| Amgen, Inc.                                           | Amgen, Inc.                                                          | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467261.99    | 0.12%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                  | JPMorgan Chase & Co.                                                 | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    790000 | PA      | $694143.34    | 0.18%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                           | Apple, Inc.                                                          | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    361000 | PA      | $294844.85    | 0.08%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                  | Middleby Corp. (The)                                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     20970 | NS      | $2807883.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO XXX                                        | Apidos CLO XXX, Series XXXA, Class A2                                | CUSIP: 03768CAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $628266.60    | 0.16%             | 2031-10-18      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                    | Atmos Energy Corp.                                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     24481 | NS      | $2743585.67   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| FFCB                                                  | FFCB                                                                 | CUSIP: 3133ELHN7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    850000 | PA      | $770294.70    | 0.20%             | 2028-01-21      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co.                              | Becton Dickinson and Co.                                             | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     13755 | NS      | $3497896.50   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLB                                                  | FHLB                                                                 | CUSIP: 3130ARYA3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1100000 | PA      | $1058702.58   | 0.27%             | 2027-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                          | Pacific Gas and Electric Co.                                         | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315554.82    | 0.08%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                       | Citigroup, Inc.                                                      | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128955.24    | 0.03%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                             | LKQ Corp.                                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     41900 | NS      | $2237879.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Bank NA                                      | Citizens Bank NA                                                     | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323602.69    | 0.08%             | 2025-10-24      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.            | Knight-Swift Transportation Holdings, Inc.                           | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43267 | NS      | $2267623.47   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                         | Raymond James Financial, Inc.                                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     22830 | NS      | $2439385.50   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co.                        | Southern California Edison Co.                                       | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    320000 | PA      | $338111.67    | 0.09%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                    | Johnson Controls International plc                                   | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |     62986 | NS      | $4031104.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                                           | Swedbank AB                                                          | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    515000 | PA      | $510745.97    | 0.13%             | 2027-09-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp. (The)                               | Progressive Corp. (The)                                              | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     16956 | NS      | $2199362.76   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                                | Home Depot, Inc. (The)                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     12065 | NS      | $3810850.90   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)              | PNC Financial Services Group, Inc. (The)                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     16393 | NS      | $2589110.42   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                   | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class A5      | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $422054.80    | 0.11%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                    | Energy Transfer LP                                                   | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132252.88    | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                   | U.S. Treasury 10 Year Notes                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        13 | NC      | $-14132.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                                | General Dynamics Corp.                                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     11634 | NS      | $2886511.74   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                      | Amazon.com, Inc.                                                     | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    355000 | PA      | $289910.86    | 0.07%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                     | Duke Energy Corp.                                                    | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240555.92    | 0.06%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                   | Fifth Third Bancorp                                                  | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308668.22    | 0.08%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                    | Southern Co. (The)                                                   | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191229.19    | 0.05%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                          | AbbVie, Inc.                                                         | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325494.45    | 0.08%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                       | Virginia Electric and Power Co., Series B                            | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    620000 | PA      | $591681.86    | 0.15%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                 | Nestle Holdings, Inc.                                                | CUSIP: 641062BC7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360563.51    | 0.09%             | 2029-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                       | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1130283.73   | 0.29%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                       | AstraZeneca plc                                                      | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     44627 | NS      | $3025710.60   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                       | Nordea Bank Abp                                                      | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    575000 | PA      | $577652.66    | 0.15%             | 2027-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp.                                       | Air Lease Corp.                                                      | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $519526.93    | 0.13%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                          | Verizon Communications, Inc.                                         | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5813.18      | 0.00%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd.                                           | Amdocs Ltd.                                                          | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     30442 | NS      | $2767177.80   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                  | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14793800 | PA      | $14712896.41  | 3.78%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                        | THL Credit Wind River CLO Ltd., Series 2017-4A, Class A              | CUSIP: 87249LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246477.50    | 0.06%             | 2030-11-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| ARES L CLO Ltd.                                       | ARES L CLO Ltd., Series 2018-50A, Class AR                           | CUSIP: 04018LAJ4<br>LEI: 549300S7Y78W7UJHZZ39 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $685970.60    | 0.18%             | 2032-01-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                       | Citigroup, Inc.                                                      | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    885000 | PA      | $888785.13    | 0.23%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                | Keurig Dr Pepper, Inc.                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     70257 | NS      | $2505364.62   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                          | Verizon Communications, Inc.                                         | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    122000 | PA      | $113954.30    | 0.03%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                  | Entergy Arkansas LLC                                                 | CUSIP: 29364DAS9<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491270.23    | 0.13%             | 2024-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                  | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22225000 | PA      | $22082621.09  | 5.68%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                  | Charter Communications Operating LLC                                 | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $84512.11     | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                | Standard Chartered plc                                               | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205979.49    | 0.05%             | 2025-11-16      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                      | Paramount Global                                                     | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    385000 | PA      | $315110.72    | 0.08%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                    | Banco Santander SA                                                   | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $390542.64    | 0.10%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| iShares 5-10 Year Investment Grade Corporate Bond ETF | iShares 5-10 Year Investment Grade Corporate Bond ETF                | CUSIP: 464288638<br>LEI: 549300ZJOCMXQZ0RKQ84 | Long             |  | RF                | US        |     47273 | NS      | $2340486.23   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                          | Oracle Corp.                                                         | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1058725.24   | 0.27%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Blackstone, Inc.                                      | Blackstone, Inc.                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     25160 | NS      | $1866620.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MainStay U.S. Government Liquidity Fund               | MainStay U.S. Government Liquidity Fund, Class I                     | CUSIP: 56064L488<br>LEI: 549300Y3ZLEL13IJCK58 | Long             | STIV             | RF                | US        |   1775699 | NS      | $1775698.99   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                       | Microsoft Corp.                                                      | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    180000 | PA      | $118448.81    | 0.03%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                               | Waste Connections, Inc.                                              | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $324002.03    | 0.08%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| N/A                                                   | U.S. Treasury Ultra Bonds                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $5159.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                              | Lloyds Banking Group plc                                             | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $421709.07    | 0.11%             | 2024-05-11      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                     | HSBC Holdings plc                                                    | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $566839.14    | 0.15%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                   | Cisco Systems, Inc.                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    116083 | NS      | $5530194.12   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV                                                | NXP BV                                                               | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $200444.29    | 0.05%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                 | Bank of America Corp.                                                | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    360000 | PA      | $329292.99    | 0.08%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                         | Corning, Inc.                                                        | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    106388 | NS      | $3398032.72   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                          | Oracle Corp.                                                         | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155910.69    | 0.04%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                  | JPMorgan Chase & Co.                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     54638 | NS      | $7326955.80   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                      | CVS Health Corp.                                                     | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $154609.87    | 0.04%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                       | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     54684 | NS      | $4649233.68   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.             | Carlyle Global Market Strategies CLO Ltd., Series 2013-3A, Class A2R | CUSIP: 14310GAS9<br>LEI: 6354006XBJTNRUJOLM20 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $764899.20    | 0.20%             | 2030-10-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                           | Axalta Coating Systems Ltd.                                          | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     93727 | NS      | $2387226.69   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                  | Analog Devices, Inc.                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     28023 | NS      | $4596612.69   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                               | MPLX LP                                                              | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76890.27     | 0.02%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                     | Lowe's Cos., Inc.                                                    | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165955.86    | 0.04%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                      | Roche Holding AG                                                     | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      6777 | NS      | $2129752.50   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                 | PayPal Holdings, Inc.                                                | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250183.22    | 0.06%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| iShares Intermediate Government/Credit Bond ETF       | iShares Intermediate Government/Credit Bond ETF                      | CUSIP: 464288612<br>LEI: 549300USOBX01WS0GK74 | Long             |  | RF                | US        |     90601 | NS      | $9282978.46   | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                 | Global Payments, Inc.                                                | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    325000 | PA      | $283514.16    | 0.07%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                          | Exelon Corp.                                                         | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     71417 | NS      | $3087356.91   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                            | Corebridge Financial, Inc.                                           | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250472.10    | 0.06%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                      | Boeing Co. (The)                                                     | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204884.25    | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                       | Citigroup, Inc.                                                      | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    733000 | PA      | $679320.14    | 0.17%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| F5, Inc.                                              | F5, Inc.                                                             | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     19958 | NS      | $2864172.58   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Intermediate-Term Treasury ETF               | Vanguard Intermediate-Term Treasury ETF                              | CUSIP: 92206C706<br>LEI: N/A                  | Long             |  | RF                | US        |     32487 | NS      | $1899839.76   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers Issuer LLC                       | Vantage Data Centers Issuer LLC, Series 2020-1A, Class A2            | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $639394.83    | 0.16%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                     | Merck & Co., Inc.                                                    | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142903.99    | 0.04%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                        | ConocoPhillips                                                       | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     45168 | NS      | $5329824.00   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                    | Southern Co. (The)                                                   | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92066.89     | 0.02%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                          | Lennar Corp., Class A                                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     27903 | NS      | $2525221.50   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Ltd.                                | Palmer Square CLO Ltd., Series 2015-2A, Class A2R2                   | CUSIP: 69689CAY2<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $727697.25    | 0.19%             | 2030-07-20      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| AEP Texas, Inc.                                       | AEP Texas, Inc.                                                      | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134098.04    | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                        | Broadcom, Inc.                                                       | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $396603.30    | 0.10%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                   | U.S. Treasury 2 Year Notes                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        28 | NC      | $-2123.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Regatta XIV Funding Ltd.                              | Regatta XIV Funding Ltd., Series 2018-3A, Class A                    | CUSIP: 75888MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $588438.60    | 0.15%             | 2031-10-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                   | U.S. Treasury Long Bonds                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -6 | NC      | $6807.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co.                               | Commonwealth Edison Co.                                              | CUSIP: 202795JE1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241211.54    | 0.06%             | 2024-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                           | L3Harris Technologies, Inc.                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     12784 | NS      | $2661756.64   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                       | Welltower, Inc.                                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     48153 | NS      | $3156429.15   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                         | Walmart, Inc.                                                        | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    255000 | PA      | $267380.02    | 0.07%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                  | Coterra Energy, Inc.                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    127700 | NS      | $3137589.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                       | Intercontinental Exchange, Inc.                                      | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    590000 | PA      | $570435.60    | 0.15%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                         | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $197044.00    | 0.05%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                | Keurig Dr Pepper, Inc.                                               | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81868.56     | 0.02%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                          | Santander Holdings USA, Inc.                                         | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248113.85    | 0.06%             | 2026-09-09      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                     | Wells Fargo & Co.                                                    | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    490000 | PA      | $480180.06    | 0.12%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                | Truist Financial Corp.                                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     53623 | NS      | $2307397.69   | 0.59%             |  |  |  | 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        |    573208 | NS      | $573208.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever Capital Corp.                                | Unilever Capital Corp.                                               | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $172858.99    | 0.04%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                 | Global Payments, Inc.                                                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     22238 | NS      | $2208678.16   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA, Inc.                                             | HCA, Inc.                                                            | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $258076.84    | 0.07%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                        | QUALCOMM, Inc.                                                       | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    410000 | PA      | $346877.35    | 0.09%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                  | Royal Bank of Canada                                                 | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $632154.83    | 0.16%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                     | Duke Energy Corp.                                                    | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121771.11    | 0.03%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings, Inc.                          | LPL Financial Holdings, Inc.                                         | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     10490 | NS      | $2267623.30   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife, Inc.                                         | MetLife, Inc.                                                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     58193 | NS      | $4211427.41   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                       | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278722.22    | 0.07%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                   | Societe Generale SA                                                  | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $301143.54    | 0.08%             | 2027-06-09      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                   | U.S. Treasury 10 Year Ultra Bonds                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -42 | NC      | $120190.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                                 | Ares Management Corp.                                                | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |     43318 | NS      | $2964683.92   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                               | Texas Instruments, Inc.                                              | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231642.70    | 0.06%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                  | Emerson Electric Co.                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     31177 | NS      | $2994862.62   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                  | JPMorgan Chase & Co.                                                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $248240.17    | 0.06%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                   | U.S. Treasury 5 Year Notes                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        81 | NC      | $-80736.82    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                  | Charter Communications Operating LLC                                 | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $308037.30    | 0.08%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp.                           | Raytheon Technologies Corp.                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     39500 | NS      | $3986340.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AIG CLO LLC                                           | AIG CLO LLC, Series 2020-1A, Class AR                                | CUSIP: 00140WAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $585551.40    | 0.15%             | 2034-04-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| STORE Master Funding LLC                              | STORE Master Funding LLC, Series 2021-1A, Class A1                   | CUSIP: 86190BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241922 | PA      | $200684.10    | 0.05%             | 2051-06-20      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| FFCB                                                  | FFCB                                                                 | CUSIP: 3133ENWW6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    375000 | PA      | $358359.23    | 0.09%             | 2032-05-17      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                          | Verizon Communications, Inc.                                         | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260363.46    | 0.07%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                      | Principal Life Global Funding II                                     | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303465.70    | 0.08%             | 2026-08-16      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                  | JPMorgan Chase & Co.                                                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142819.02    | 0.04%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                 | Elevance Health, Inc.                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      8285 | NS      | $4249956.45   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                          | Mondelez International, Inc., Class A                                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     52717 | NS      | $3513588.05   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                                   | Omnicom Group, Inc.                                                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     29955 | NS      | $2443429.35   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co.                                 | Kraft Heinz Foods Co.                                                | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95618.09     | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                       | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274307.65    | 0.07%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                      | Sealed Air Corp.                                                     | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     46693 | NS      | $2329046.84   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                 | NXP Semiconductors NV                                                | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |     15723 | NS      | $2484705.69   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                         | Sempra Energy                                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     20678 | NS      | $3195578.12   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                       | Goldman Sachs Group, Inc. (The)                                      | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    710000 | PA      | $718450.32    | 0.18%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                    | American International Group, Inc.                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     50230 | NS      | $3176545.20   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                   | EOG Resources, Inc.                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     28424 | NS      | $3681476.48   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                     | Duke Energy Corp.                                                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     30464 | NS      | $3137487.36   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                              | UnitedHealth Group, Inc.                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      6331 | NS      | $3356569.58   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies, Inc.                      | GE HealthCare Technologies, Inc.                                     | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165791.72    | 0.04%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Co.                                 | Appalachian Power Co., Series BB                                     | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121210.67    | 0.03%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                    | T-Mobile USA, Inc.                                                   | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165073.51    | 0.04%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                      | Boeing Co. (The)                                                     | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112915.76    | 0.03%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                          | Oracle Corp.                                                         | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $78767.07     | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                            | AerCap Ireland Capital DAC                                           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $376998.88    | 0.10%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                        | iShares Russell 1000 Value ETF                                       | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             |  | RF                | US        |    107967 | NS      | $16373195.55  | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                       | Goldman Sachs Group, Inc. (The)                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $400673.41    | 0.10%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                 | Electronic Arts, Inc.                                                | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     23939 | NS      | $2924867.02   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                           | Amgen, Inc.                                                          | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120266.65    | 0.03%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                        | QUALCOMM, Inc.                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     30126 | NS      | $3312052.44   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Private Credit Fund                        | Blackstone Private Credit Fund                                       | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347225.22    | 0.09%             | 2025-09-29      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                  | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19805000 | PA      | $19805773.58  | 5.09%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fortune Brands Innovations, Inc.                      | Fortune Brands Innovations, Inc.                                     | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     40836 | NS      | $2332143.96   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Warnermedia Holdings, Inc.                            | Warnermedia Holdings, Inc.                                           | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    192000 | PA      | $166103.44    | 0.04%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                         | Centene Corp.                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     45619 | NS      | $3741214.19   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                        | M&T Bank Corp.                                                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     23348 | NS      | $3386860.88   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                           | ONEOK, Inc.                                                          | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490808.38    | 0.13%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                  | JPMorgan Chase & Co.                                                 | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    440000 | PA      | $413980.27    | 0.11%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                    | Energy Transfer LP                                                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161429.40    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                   | Union Pacific Corp.                                                  | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166219.86    | 0.04%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CubeSmart LP                                          | CubeSmart LP                                                         | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $239006.75    | 0.06%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                               | Victoria's Secret & Co.                                              | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     52022 | NS      | $1861347.16   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES XXXVIII CLO Ltd.                                 | ARES XXXVIII CLO Ltd., Series 2015-38A, Class BR                     | CUSIP: 04015UAJ7<br>LEI: 6354004TAEXDOTEJZN31 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $382334.00    | 0.10%             | 2030-04-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| H&R Block, Inc.                                       | H&R Block, Inc.                                                      | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     64114 | NS      | $2340802.14   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                              | U.S. Treasury Notes                                                  | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14441700 | PA      | $14344669.83  | 3.69%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                    | State Street Corp.                                                   | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152415.75    | 0.04%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                 | Bank of America Corp.                                                | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    675000 | PA      | $568008.50    | 0.15%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                           | Apple, Inc.                                                          | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    470000 | PA      | $375754.31    | 0.10%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | 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