# EDGAR Filing Document

**Accession Number:** 0000887340
**File Stem:** 0001752724-23-044132
**Filing Date:** 2023-2
**Character Count:** 91999
**Document Hash:** bbca70ccc82b268dc36d79a6279c263b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044132.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044132

**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:** 23679074

**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 IQ Hedge Multi-Strategy Portfolio (Series ID: S000063068)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000204554 | Initial Class |  |
| C000204555 | 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 IQ Hedge Multi-Strategy Portfolio

- **b. EDGAR series identifier (if any):** S000063068

- **c. LEI of Series:** 549300O6VX5PX2Z8O034

**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:** $351713663.91

**Total Liabilities:** $65517338.05

**Net Assets:** $286196325.86

**Cash Not Reported:** $4504.74

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000204555 | 1.25%                | 4.04%                | -1.06%               |
| Class ID C000204554 | 1.27%                | 4.06%                | -1.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2719937.21             | $6238196.93                                |
| Month 2  | $-2700786.91             | $14271166.62                               |
| Month 3  | $-2463327.18             | $-2744606.64                               |

**Designated Index Information**

- **Index Name:** IQ Hedge Multi-Strategy Index

- **Index Identifier:** IQHGMS-QAI

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     20351 | NS      | $-11674.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       792 | NS      | $-9578.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4692 | NS      | $-5231.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2801 | NS      | $1173.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -84379 | NS      | $2531.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF         | Vanguard Intermediate-Term Corporate Bond ETF           | CUSIP: 92206C870<br>LEI: N/A                  | Long             |  | RF                | US        |     15897 | NS      | $1232176.47   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6519 | NS      | $7167.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Small-Cap Growth ETF                         | Vanguard Small-Cap Growth ETF                           | CUSIP: 922908595<br>LEI: N/A                  | Long             |  | RF                | US        |     15789 | NS      | $3166326.06   | 1.11%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       681 | NS      | $-2937.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1405 | NS      | $1688.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     14061 | NS      | $-32340.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8362 | NS      | $-320.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       862 | NS      | $-4992.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Bloomberg Emerging Markets Local Bond ETF        | SPDR Bloomberg Emerging Markets Local Bond ETF          | CUSIP: 78464A391<br>LEI: 549300UZIXAGB0EPMT96 | Long             |  | RF                | US        |    149528 | NS      | $3074295.68   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Emerging Markets SmallCap ETF                | SPDR S&P Emerging Markets SmallCap ETF                  | CUSIP: 78463X756<br>LEI: N/A                  | Long             |  | RF                | US        |    140744 | NS      | $6888011.36   | 2.41%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       902 | NS      | $-4573.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Financial Select Sector SPDR Fund                     | Financial Select Sector SPDR Fund                       | CUSIP: 81369Y605<br>LEI: 549300Y12KQ6ZG08NY28 | Long             |  | RF                | US        |     81880 | NS      | $2800296.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       148 | NS      | $-21.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       580 | NS      | $295.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -12943 | NS      | $16955.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -6519 | NS      | $2773.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI USA Quality Factor ETF                   | iShares MSCI USA Quality Factor ETF                     | CUSIP: 46432F339<br>LEI: 5493007KMK0CQLE2O168 | Long             |  | RF                | US        |     15330 | NS      | $1747006.80   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3236 | NS      | $-3890.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR S&P 600 Small Cap Growth ETF                     | SPDR S&P 600 Small Cap Growth ETF                       | CUSIP: 78464A201<br>LEI: 549300LKXS11U5S11F10 | Long             |  | RF                | US        |      7916 | NS      | $571851.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       209 | NS      | $-190.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7055 | NS      | $-10300.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7470 | NS      | $11877.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2141 | NS      | $12867.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1853 | NS      | $30677.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                    | SPDR Bloomberg High Yield Bond ETF                      | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             |  | RF                | US        |     40612 | NS      | $3655080.00   | 1.28%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       687 | NS      | $1147.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7240 | NS      | $-3167.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Health Care Select Sector SPDR Fund                   | Health Care Select Sector SPDR Fund                     | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             |  | RF                | US        |     20708 | NS      | $2813181.80   | 0.98%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard FTSE Emerging Markets ETF                    | Vanguard FTSE Emerging Markets ETF                      | CUSIP: 922042858<br>LEI: N/A                  | Long             |  | RF                | US        |    194773 | NS      | $7592251.54   | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       687 | NS      | $1147.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Bloomberg Convertible Securities ETF             | SPDR Bloomberg Convertible Securities ETF               | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             |  | RF                | US        |    280482 | NS      | $18046211.88  | 6.31%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4948 | NS      | $-2090.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       143 | NS      | $-527.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2960 | NS      | $973.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -323 | NS      | $8610.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -19896 | NS      | $19100.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       464 | NS      | $-491.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       212 | NS      | $-1057.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -18144 | NS      | $19840.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     17759 | NS      | $-3196.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7496 | NS      | $824.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -25327 | NS      | $14942.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1154 | NS      | $11310.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1853 | NS      | $31355.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       436 | NS      | $-354.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3916 | NS      | $-4211.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7993 | NS      | $-14627.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -281 | NS      | $8016.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2141 | NS      | $12336.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4105 | NS      | $-8661.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       768 | NS      | $-4948.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares MBS ETF                                       | iShares MBS ETF                                         | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             |  | RF                | US        |      4131 | NS      | $383150.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8911 | NS      | $8821.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        63 | NS      | $-199.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8911 | NS      | $8821.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4039 | NS      | $444.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       792 | NS      | $-9203.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Health Care ETF                              | Vanguard Health Care ETF                                | CUSIP: 92204A504<br>LEI: N/A                  | Long             |  | RF                | US        |      9342 | NS      | $2317283.10   | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1594 | NS      | $828.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Select Sector SPDR Fund                        | Energy Select Sector SPDR Fund                          | CUSIP: 81369Y506<br>LEI: 54930064FLK0RD4TRU75 | Long             |  | RF                | US        |     28012 | NS      | $2450209.64   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1405 | NS      | $688.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       468 | NS      | $-2747.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4771 | NS      | $28.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -281 | NS      | $7771.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1154 | NS      | $10021.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -716 | NS      | $5835.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2960 | NS      | $-561.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Floating Rate Bond ETF                        | iShares Floating Rate Bond ETF                          | CUSIP: 46429B655<br>LEI: 549300G2T0MQ0NCEG317 | Long             |  | RF                | US        |    166807 | NS      | $8395396.31   | 2.93%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1404 | NS      | $-5166.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -32998 | NS      | $33721.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1859 | NS      | $20736.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan BetaBuilders Europe ETF                      | JPMorgan BetaBuilders Europe ETF                        | CUSIP: 46641Q191<br>LEI: 549300JYD28ABFNSPC78 | Long             |  | RF                | US        |      8695 | NS      | $421707.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1859 | NS      | $21415.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       207 | NS      | $-286.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5487 | NS      | $-10114.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       591 | NS      | $-2730.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2578 | NS      | $7848.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Treasury Collateral ETF                       | Invesco Treasury Collateral ETF                         | CUSIP: 46138G888<br>LEI: 549300E094R1VT171085 | Long             |  | RF                | US        |     65920 | NS      | $6944012.80   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg Investment Grade Floating Rate ETF     | SPDR Bloomberg Investment Grade Floating Rate ETF       | CUSIP: 78468R200<br>LEI: 549300QJ0FR0L0XRBI28 | Long             |  | RF                | US        |     95168 | NS      | $2892155.52   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -30199 | NS      | $21210.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -12943 | NS      | $7564.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       591 | NS      | $-2644.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       580 | NS      | $295.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3305 | NS      | $33.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       209 | NS      | $-70.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     12429 | NS      | $-6773.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF   | iShares iBoxx $ Investment Grade Corporate Bond ETF     | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             |  | RF                | US        |     10676 | NS      | $1125570.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Broad USD Investment Grade Corporate Bond ETF | iShares Broad USD Investment Grade Corporate Bond ETF   | CUSIP: 464288620<br>LEI: 5493004QFMCNV0WLX398 | Long             |  | RF                | US        |      4577 | NS      | $224776.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                | Vanguard Short-Term Corporate Bond ETF                  | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |    428791 | NS      | $32240795.29  | 11.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Mortgage-Backed Securities ETF               | Vanguard Mortgage-Backed Securities ETF                 | CUSIP: 92206C771<br>LEI: N/A                  | Long             |  | RF                | US        |      5222 | NS      | $237705.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       797 | NS      | $-884.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Bloomberg 1-3 Month T-Bill ETF                   | SPDR Bloomberg 1-3 Month T-Bill ETF                     | CUSIP: 78468R663<br>LEI: 549300GQCVCME1YJ6B50 | Long             |  | RF                | US        |     59050 | NS      | $5401303.50   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2036 | NS      | $-3501.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1969 | NS      | $-2402.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       105 | NS      | $-322.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco DB US Dollar Index Bullish Fund               | Invesco DB US Dollar Index Bullish Fund                 | CUSIP: 46141D203<br>LEI: 549300QQBOFDEGGI5W06 | Long             |  | RF                | US        |    247938 | NS      | $6895155.78   | 2.41%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -19150 | NS      | $72195.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1192 | NS      | $-23222.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8362 | NS      | $2563.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        98 | NS      | $-137.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -574 | NS      | $3481.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       436 | NS      | $-453.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4692 | NS      | $-5771.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7240 | NS      | $-4747.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2036 | NS      | $-3336.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       229 | NS      | $-137.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       212 | NS      | $-1346.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xtrackers USD High Yield Corporate Bond ETF           | Xtrackers USD High Yield Corporate Bond ETF             | CUSIP: 233051432<br>LEI: 5493000ENPC36KSKPY20 | Long             |  | RF                | US        |     45824 | NS      | $1544727.04   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1038 | NS      | $-3270.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8413 | NS      | $2049.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1192 | NS      | $-23756.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1629 | NS      | $-1550.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF           | iShares iBoxx High Yield Corporate Bond ETF             | CUSIP: 464288513<br>LEI: N/A                  | Long             |  | RF                | US        |     93587 | NS      | $6890810.81   | 2.41%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -474 | NS      | $1540.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Growth ETF                                   | Vanguard Growth ETF                                     | CUSIP: 922908736<br>LEI: N/A                  | Long             |  | RF                | US        |     23788 | NS      | $5069460.68   | 1.77%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     25679 | NS      | $-2318.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -32998 | NS      | $39597.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core US REIT ETF                              | iShares Core US REIT ETF                                | CUSIP: 464288521<br>LEI: N/A                  | Long             |  | RF                | US        |      1259 | NS      | $62257.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -18144 | NS      | $33384.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Real Estate ETF                              | Vanguard Real Estate ETF                                | CUSIP: 922908553<br>LEI: N/A                  | Long             |  | RF                | US        |     13578 | NS      | $1119913.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       468 | NS      | $-2417.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares 1-5 Year Investment Grade Corporate Bond ETF  | iShares 1-5 Year Investment Grade Corporate Bond ETF    | CUSIP: 464288646<br>LEI: 549300T14S5IX7V5T008 | Long             |  | RF                | US        |    354261 | NS      | $17649283.02  | 6.17%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1038 | NS      | $-2692.68     | -0.00%            |  |  |  | No            |                  2 | 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        |    182984 | NS      | $182983.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -5192 | NS      | $7061.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Short Treasury Bond ETF                       | iShares Short Treasury Bond ETF                         | CUSIP: 464288679<br>LEI: 549300F8ZJ4IZLOOBP30 | Long             |  | RF                | US        |     52121 | NS      | $5729140.32   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -7213 | NS      | $4190.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       560 | NS      | $-7169.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| abrdn Physical Silver Shares ETF                      | abrdn Physical Silver Shares ETF                        | CUSIP: 003264108<br>LEI: 5493000YXSZBKTIMZK40 | Long             |  | RF                | US        |     13698 | NS      | $314780.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -84379 | NS      | $-6083.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        63 | NS      | $-164.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI Emerging Markets Min Vol Factor ETF      | iShares MSCI Emerging Markets Min Vol Factor ETF        | CUSIP: 464286533<br>LEI: N/A                  | Long             |  | RF                | US        |    159456 | NS      | $8459140.80   | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab Emerging Markets Equity ETF                    | Schwab Emerging Markets Equity ETF                      | CUSIP: 808524706<br>LEI: 549300BX5O2DW26SGM55 | Long             |  | RF                | US        |     39268 | NS      | $929473.56    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7583 | NS      | $-9108.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     21495 | NS      | $-6663.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -197 | NS      | $821.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     25679 | NS      | $-7636.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       535 | NS      | $-1007.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Convertible Bond ETF                          | iShares Convertible Bond ETF                            | CUSIP: 46435G102<br>LEI: 5493009GXGY863LN1X56 | Long             |  | RF                | US        |    109451 | NS      | $7603560.97   | 2.66%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -7213 | NS      | $5041.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3838 | NS      | $7710.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7496 | NS      | $2286.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                | iShares Core MSCI Emerging Markets ETF                  | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             |  | RF                | US        |    151263 | NS      | $7063982.10   | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4948 | NS      | $-3186.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Graniteshares Gold Trust                              | Graniteshares Gold Trust                                | CUSIP: 38748G101<br>LEI: 549300B09UIFB1TCF016 | Long             |  | RF                | US        |     11562 | NS      | $208694.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10233 | NS      | $2250.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                            | iShares Core MSCI EAFE ETF                              | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             |  | RF                | US        |     78117 | NS      | $4815131.88   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Russell 1000 Growth ETF                      | Vanguard Russell 1000 Growth ETF                        | CUSIP: 92206C680<br>LEI: N/A                  | Long             |  | RF                | US        |     11780 | NS      | $649313.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      9764 | NS      | $-8839.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -2578 | NS      | $9048.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard FTSE Europe ETF                              | Vanguard FTSE Europe ETF                                | CUSIP: 922042874<br>LEI: N/A                  | Long             |  | RF                | US        |     32490 | NS      | $1801245.60   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6449 | NS      | $-6121.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -574 | NS      | $3334.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      9764 | NS      | $-15036.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7470 | NS      | $11877.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4105 | NS      | $-7801.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Treasury ETF               | Vanguard Intermediate-Term Treasury ETF                 | CUSIP: 92206C706<br>LEI: N/A                  | Long             |  | RF                | US        |    144424 | NS      | $8445915.52   | 2.95%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       262 | NS      | $-93.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -19896 | NS      | $14418.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       397 | NS      | $-1981.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -5192 | NS      | $4143.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     17759 | NS      | $994.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7055 | NS      | $-4414.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity MSCI Real Estate Index ETF                   | Fidelity MSCI Real Estate Index ETF                     | CUSIP: 316092857<br>LEI: 549300LO1Q5LFQ3OL350 | Long             |  | RF                | US        |      1964 | NS      | $48726.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -11118 | NS      | $21124.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI USA Momentum Factor ETF                  | iShares MSCI USA Momentum Factor ETF                    | CUSIP: 46432F396<br>LEI: 5493002ZOOZ0SN3YYI81 | Long             |  | RF                | US        |     17200 | NS      | $2509996.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -25327 | NS      | $7417.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares 3-7 Year Treasury Bond ETF                    | iShares 3-7 Year Treasury Bond ETF                      | CUSIP: 464288661<br>LEI: 549300BUGBHWMFPSNL42 | Long             |  | RF                | US        |     64553 | NS      | $7416494.17   | 2.59%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -323 | NS      | $8824.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard FTSE Developed Markets ETF                   | Vanguard FTSE Developed Markets ETF                     | CUSIP: 921943858<br>LEI: N/A                  | Long             |  | RF                | US        |    128653 | NS      | $5399566.41   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -659 | NS      | $5977.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       229 | NS      | $-195.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -30199 | NS      | $35581.59     | 0.01%             |  |  |  | No            |                  2 | 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        |  64618533 | NS      | $64618532.55  | 22.58%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2297 | NS      | $-1375.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3916 | NS      | $-5521.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       207 | NS      | $-199.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -4039 | NS      | $-658.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1665 | NS      | $1748.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI Europe ETF                          | iShares Core MSCI Europe ETF                            | CUSIP: 46434V738<br>LEI: 549300XU2KDV0C5LCG21 | Long             |  | RF                | US        |      9246 | NS      | $439185.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1594 | NS      | $828.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       262 | NS      | $-147.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Energy ETF                                   | Vanguard Energy ETF                                     | CUSIP: 92204A306<br>LEI: N/A                  | Long             |  | RF                | US        |      4227 | NS      | $512650.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -10105 | NS      | $16853.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     12429 | NS      | $-9845.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1665 | NS      | $1748.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       148 | NS      | $-37.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       128 | NS      | $214.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        98 | NS      | $-125.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -197 | NS      | $772.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -19150 | NS      | $49153.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Portfolio Mortgage Backed Bond ETF               | SPDR Portfolio Mortgage Backed Bond ETF                 | CUSIP: 78464A383<br>LEI: 549300RAN9OO0VDPBS19 | Long             |  | RF                | US        |      2947 | NS      | $63949.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       862 | NS      | $-5718.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schwab Intermediate-Term U.S. Treasury ETF            | Schwab Intermediate-Term U.S. Treasury ETF              | CUSIP: 808524854<br>LEI: N/A                  | Long             |  | RF                | US        |     98708 | NS      | $4859394.84   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5487 | NS      | $-12455.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4771 | NS      | $848.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7993 | NS      | $-8587.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       560 | NS      | $-6882.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1572 | NS      | $2304.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6449 | NS      | $-9278.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -474 | NS      | $1471.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       902 | NS      | $-4495.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schwab U.S. Large-Cap Growth ETF                      | Schwab U.S. Large-Cap Growth ETF                        | CUSIP: 808524300<br>LEI: 549300X647G1Z3XCRR98 | Long             |  | RF                | US        |     17984 | NS      | $999191.04    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Access Treasury 0-1 Year ETF            | Goldman Sachs Access Treasury 0-1 Year ETF              | CUSIP: 381430529<br>LEI: 549300Q2J4ZAD8E71F28 | Long             |  | RF                | US        |     55874 | NS      | $5571196.54   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8413 | NS      | $936.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       464 | NS      | $-334.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3236 | NS      | $-2678.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI China ETF                                | iShares MSCI China ETF                                  | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             |  | RF                | US        |     28028 | NS      | $1331330.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -11118 | NS      | $15651.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10233 | NS      | $178.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQ Ultra Short Duration Etf                           | IQ Ultra Short Duration Etf                             | CUSIP: 45409F819<br>LEI: 5493005TWXGQCEG58C67 | Long             |  | RF                | US        |    204125 | NS      | $9689813.75   | 3.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Senior Loan ETF                               | Invesco Senior Loan ETF                                 | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             |  | RF                | US        |    512246 | NS      | $10516410.38  | 3.67%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       468 | NS      | $-2876.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     14061 | NS      | $-24540.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE Growth ETF                          | iShares MSCI EAFE Growth ETF                            | CUSIP: 464288885<br>LEI: 549300TM3QJ7458P4314 | Long             |  | RF                | US        |      2085 | NS      | $174639.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| abrdn Physical Gold Shares ETF                        | abrdn Physical Gold Shares ETF                          | CUSIP: 00326A104<br>LEI: 549300DWUGC6Q38L2L08 | Long             |  | RF                | US        |     31801 | NS      | $555563.47    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard Mega Cap Growth ETF                          | Vanguard Mega Cap Growth ETF                            | CUSIP: 921910816<br>LEI: N/A                  | Long             |  | RF                | US        |      4094 | NS      | $704454.58    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -1572 | NS      | $2405.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -659 | NS      | $6596.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Financials ETF                               | Vanguard Financials ETF                                 | CUSIP: 92204A405<br>LEI: N/A                  | Long             |  | RF                | US        |      9337 | NS      | $772450.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab International Small-Cap Equity ETF             | Schwab International Small-Cap Equity ETF               | CUSIP: 808524888<br>LEI: 549300WKPJ36EQS9LQ80 | Long             |  | RF                | US        |      4161 | NS      | $130946.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    -10105 | NS      | $14401.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Silver Trust                                  | iShares Silver Trust                                    | CUSIP: 46428Q109<br>LEI: 549300K2C2CG14B0ZA09 | Long             |  | RF                | US        |    149019 | NS      | $3281398.38   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2801 | NS      | $428.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2297 | NS      | $-1003.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1404 | NS      | $-3959.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       397 | NS      | $-1863.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1969 | NS      | $-1210.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       205 | NS      | $-3405.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       768 | NS      | $-5319.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2613 | NS      | $-1256.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Gold MiniShares Trust                            | SPDR Gold MiniShares Trust                              | CUSIP: 98149E303<br>LEI: 5493002IEEMEY6LRJ932 | Long             |  | RF                | US        |     33208 | NS      | $1201797.52   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Gold Trust                                    | iShares Gold Trust                                      | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             |  | RF                | US        |    177766 | NS      | $6148925.94   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       681 | NS      | $-3730.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       128 | NS      | $43.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       143 | NS      | $-264.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       797 | NS      | $-565.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 2000 Growth ETF                       | iShares Russell 2000 Growth ETF                         | CUSIP: 464287648<br>LEI: 549300CPJOUVKWJGSH44 | Long             |  | RF                | US        |     11165 | NS      | $2395115.80   | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     21495 | NS      | $210.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       535 | NS      | $-1331.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1629 | NS      | $-2199.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       105 | NS      | $-303.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       468 | NS      | $-2458.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3305 | NS      | $1334.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       205 | NS      | $-3474.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -3838 | NS      | $12803.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck J.P. Morgan EM Local Currency Bond ETF         | VanEck J.P. Morgan EM Local Currency Bond ETF           | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             |  | RF                | US        |    167820 | NS      | $4066278.60   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard FTSE All World ex-US Small-Cap ETF           | Vanguard FTSE All World ex-US Small-Cap ETF             | CUSIP: 922042718<br>LEI: N/A                  | Long             |  | RF                | US        |      2850 | NS      | $293008.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      2613 | NS      | $347.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7583 | NS      | $-14104.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ET                        | SPDR Blackstone Senior Loan ET                          | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             |  | RF                | US        |    405971 | NS      | $16604213.90  | 5.80%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                   | ETRS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     20351 | NS      | $-2118.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR S&P China ETF                                    | SPDR S&P China ETF                                      | CUSIP: 78463X400<br>LEI: 549300B1I89QUAK0X692 | Long             |  | RF                | US        |      2561 | NS      | $200679.96    | 0.07%             |  |  |  | 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