MAINSTAY VP FUNDS TRUST Form N-Q Filed 2016-11-23
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SECURITIES AND EXCHANGE COMMISSION FORM N-Q Quarterly schedule of portfolio holdings of registered management investment company filed on Form N-Q Filing Date: 2016-11-23 | Period of Report: 2016-09-30 SEC Accession No. 0001144204-16-136202 (HTML Version on secdatabase.com) FILER MAINSTAY VP FUNDS TRUST Mailing Address Business Address 51 MADISON AVE 51 MADISON AVE CIK:887340| IRS No.: 133186036 | State of Incorp.:DE | Fiscal Year End: 1231 NEW YORK NY 10010 NEW YORK NY 10010 Type: N-Q | Act: 40 | File No.: 811-03833-01 | Film No.: 162015469 2125767000 Copyright © 2016 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-03833-01 MainStay VP Funds Trust (Exact name of registrant as specified in charter) 51 Madison Avenue, New York, New York 10010 (Address of principal executive offices) (Zip Code) J. Kevin Gao, Esq., 30 Hudson Street, Jersey City, NJ 07302 (Name and address of agent for service) Registrant's telephone number, including area code: (212) 576-7000 Date of fiscal year end: December 31 Date of reporting period: September 30, 2016 Copyright © 2013 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Item 1. Schedule of Investments. The schedule of investments for the period ended September 30, 2016 is filed herewith. MainStay VP Absolute Return Multi-Strategy Portfolio Consolidated Portfolio of Investments September 30, 2016 (Unaudited) Principal Value Amount Long-Term Bonds 23.1% † Corporate Bonds 8.9% Apparel 0.1% Hanesbrands Finance Luxembourg SCA Series Reg S EUR 320,000 $ 372,053 3.50%, due 6/15/24 Auto Parts & Equipment 1.0% Adient Global Holdings, Ltd. Series Reg S 990,000 1,110,726 3.50%, due 8/15/24 Goodyear Tire & Rubber Co. (The) $ 1,400,000 1,484,000 7.00%, due 5/15/22 IHO Verwaltungs GmbH Series Reg S EUR 400,000 449,095 2.75%, due 9/15/21 (a) Series Reg S 400,000 447,434 3.25%, due 9/15/23 (a) Series Reg S 250,000 279,159 3.75%, due 9/15/26 (a) Schaeffler Finance B.V. $ 400,000 414,200 4.75%, due 5/15/21 (b) Schaeffler Holding Finance B.V. 100,000 101,760 6.875%, due 8/15/18 (a)(b) ZF North America Capital, Inc. 1,300,000 1,378,494 4.50%, due 4/29/22 (b) 5,664,868 Banks 0.4% Bank of America Corp. 4.20%, due 8/26/24 295,000 312,388 5.625%, due 7/1/20 275,000 308,704 Citigroup, Inc. 250,000 266,992 4.60%, due 3/9/26 Goldman Sachs Group, Inc. (The) 5.375%, due 3/15/20 255,000 282,371 6.75%, due 10/1/37 260,000 331,061 Morgan Stanley 5.00%, due 11/24/25 285,000 317,974 5.50%, due 1/26/20 250,000 277,204 2,096,694 Beverages 0.6% Constellation Brands, Inc. 1,700,000 1,757,375 7.25%, due 5/15/17 Cott Beverages, Inc. 750,000 781,875 6.75%, due 1/1/20 Copyright © 2013 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Cott Corp. Series Reg S EUR 480,000 564,658 5.50%, due 7/1/24 3,103,908 Building Materials 0.2% Cemex Finance LLC Series Reg S $ 1,150,000 1,260,687 9.375%, due 10/12/22 Chemicals 0.2% Axalta Coating Systems Dutch Holding B B.V. Series Reg S EUR 100,000 110,605 3.75%, due 1/15/25 Axalta Coating Systems LLC Series Reg S 250,000 287,990 4.25%, due 8/15/24 Axalta Coating Systems US Holdings, Inc. / Axalta Coating Systems Dutch Holding B Series Reg S 650,000 761,210 5.75%, due 2/1/21 1,159,805 Commercial Services 0.1% Nielsen Co. Luxembourg S.A.R.L. (The) $ 610,000 636,688 5.50%, due 10/1/21 (b) Computers 0.2% Diamond 1 Finance Corp. / Diamond 2 Finance Corp. 4.42%, due 6/15/21 (b) 504,000 526,740 5.45%, due 6/15/23 (b) 115,000 123,218 6.02%, due 6/15/26 (b) 151,000 165,542 8.10%, due 7/15/36 (b) 54,000 63,479 878,979 Distribution & Wholesale 0.0%‡ LKQ Corp. 80,000 82,200 4.75%, due 5/15/23 Electric 0.3% EDP Finance B.V. Series Reg S 1,250,000 1,306,700 6.00%, due 2/2/18 Enel S.p.A. 400,000 467,500 8.75%, due 9/24/73 (b)(c) 1,774,200 Entertainment 0.0%‡ Isle of Capri Casinos, Inc. 240,000 250,500 5.875%, due 3/15/21 Food 0.3% Albertsons Cos. LLC / Safeway, Inc. / New Albertson's, Inc. / Albertson's LLC 410,000 408,975 5.75%, due 3/15/25 (b) Barry Callebaut Services N.V. 200,000 217,930 5.50%, due 6/15/23 (b) Kraft Heinz Foods Co. 300,000 310,898 2.80%, due 7/2/20 Tesco PLC 350,000 350,830 2.70%, due 1/5/17 (b) Tyson Foods, Inc. 490,000 528,865 3.95%, due 8/15/24 Copyright © 2013 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document 1,817,498 Food Services 0.4% ¤ Aramark Services, Inc. 4.75%, due 6/1/26 (b) 400,000 402,000 5.125%, due 1/15/24 710,000 738,400 5.125%, due 1/15/24 (b) 600,000 624,000 5.75%, due 3/15/20 147,000 151,042 1,915,442 Health Care - Products 0.3% Boston Scientific Corp. 480,000 494,701 2.85%, due 5/15/20 Hologic, Inc. 590,000 626,138 5.25%, due 7/15/22 (b) Teleflex, Inc. 280,000 289,800 4.875%, due 6/1/26 1,410,639 Health Care - Services 0.3% DaVita, Inc. 300,000 314,250 5.75%, due 8/15/22 Fresenius Medical Care U.S. Finance II, Inc. 350,000 367,500 4.75%, due 10/15/24 (b) HCA, Inc. 570,000 628,425 5.875%, due 3/15/22 Laboratory Corporation of America Holdings 480,000 489,070 2.625%, due 2/1/20 1,799,245 Home Builders 0.0%‡ TRI Pointe Group, Inc. / TRI Pointe Homes, Inc. 250,000 260,000 5.875%, due 6/15/24 Household Products & Wares 0.1% Spectrum Brands, Inc. Series Reg S EUR 500,000 571,038 4.00%, due 10/1/26 Housewares 0.0%‡ Newell Brands, Inc. $ 105,000 111,790 5.00%, due 11/15/23 (b) Internet 0.2% United Group B.V. Series Reg S EUR 800,000 934,627 7.875%, due 11/15/20 Lodging 0.1% Hilton Domestic Operating Co., Inc. $ 475,000 484,500 4.25%, due 9/1/24 (b) NH Hotel Group S.A. Series Reg S EUR 200,000 226,478 3.75%, due 10/1/23 710,978 Media 1.1% Altice Financing S.A. $ 520,000 541,450 7.50%, due 5/15/26 (b) CCO Holdings LLC / CCO Holdings Capital Corp. 5.875%, due 4/1/24 (b) 200,000 213,380 5.875%, due 5/1/27 (b) 200,000 213,000 Copyright © 2013 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document 6.625%, due 1/31/22 1,275,000 1,335,562 Nielsen Finance LLC / Nielsen Finance Co. 950,000 980,875 5.00%, due 4/15/22 (b) SFR Group S.A. 6.00%, due 5/15/22 (b) 400,000 408,000 7.375%, due 5/1/26 (b) 450,000 459,986 Sirius XM Radio, Inc. 5.75%, due 8/1/21 (b) 610,000 638,670 5.875%, due 10/1/20 (b) 122,000 125,584 6.00%, due 7/15/24 (b) 530,000 565,112 Ziggo Secured Finance B.V. Series Reg S EUR 400,000 443,394 4.25%, due 1/15/27 5,925,013 Packaging & Containers 1.0% Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. $ 400,000 413,000 6.75%, due 1/31/21 (b) ¤ Ball Corp. EUR 1,500,000 1,878,802 4.375%, due 12/15/23 Crown European Holdings S.A. Series Reg S 660,000 730,290 2.625%, due 9/30/24 Series Reg S 400,000 489,780 4.00%, due 7/15/22 Graphic Packaging International, Inc. $ 300,000 302,250 4.125%, due 8/15/24 Sealed Air Corp. 1,450,000 1,522,500 4.875%, due 12/1/22 (b) 5,336,622 Pharmaceuticals 0.2% AbbVie, Inc. 480,000 489,348 2.50%, due 5/14/20 Grifols Worldwide Operations, Ltd. 755,000 781,425 5.25%, due 4/1/22 1,270,773 Private Equity 0.0%‡ Icahn Enterprises, L.P. / Icahn Enterprises Finance Corp. 240,000 230,400 5.875%, due 2/1/22 Real Estate Investment Trusts 0.2% Equinix, Inc. 5.375%, due 1/1/22 300,000 317,250 5.375%, due 4/1/23 170,000 178,287 5.75%, due 1/1/25 608,000 646,000 MPT Operating Partnership, L.P. / MPT Finance Corp. 90,000 93,375 5.25%, due 8/1/26 1,234,912 Retail 0.9% 1011778 B.C.