N-MFP2 0000887340 XXXXXXXX 2019-01-31 0000887340 S000009447 1 N N 002-86082 New York Life Investment Management LLC 801-57396 NYL Investors LLC 801-78759 PricewaterhouseCoopers LLP New York NY New York Life Investment Management LLC None N N Y Exempt Government N 28 28 312666012.34 342442886.28 294869742.21 291473707.44 501531729.68 486117582.28 495821037.91 493998716.94 0.00 0.6026 0.6657 0.5746 0.5757 0.9666 0.9450 0.9662 0.9757 0.0000 819.73 498064092.67 498053570.18 197926.79 1083832.65 497168484.05 497129283.5340 1.0000 0.0242 1.0001 1.0001 1.0001 1.0001 0.0000 C000025824 1.00 497168484.05 497129283.5340 1.0001 1.0001 1.0001 1.0001 0.0000 16169007.49 3833937.51 6678555.69 11345666.81 5970844.40 7483051.54 2792577.14 9850454.33 0.00 0.00 29963697.96 44533171.02 0.0198 N Bank of Montreal Bank of Montreal 2.520000% 06399G001 NQQ6HPCNCCU6TUTQYE16 0000009622 06399G001_2.52_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2023-02-15 2.000000 83900.00 83042.44 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-11-15 2.000000 10181000.00 9770137.03 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-06-30 1.375000 16401300.00 15644830.81 U.S. Treasuries (including strips) United States Treasury Strip Principal N.A. 2046-02-15 0.00 2500.00 1084.12 U.S. Treasuries (including strips) United States Treasury Inflation Indexed Bond N.A. 2047-02-15 0.875000 1000.00 971.31 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0252 25000000.00 25000000.00 0.0503 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 2.540000% 15499L000 549300LCO2FLSSVFFR64 0000050916 15499L000_2.54_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2022-02-28 1.875000 386600.00 383018.82 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-12-31 2.250000 35603700.00 35326731.54 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 35007000.00 35007000.00 0.0704 N Y Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KBH2 549300MS654K78GYF580 US31315KBH23 U.S. Government Agency Debt Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0001 10000000.00 10000000.00 0.0201 N Y Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KCH1 549300MS654K78GYF580 US31315KCH14 U.S. Government Agency Debt Y 2019-02-25 2019-02-25 2019-02-25 N N N 0.0243 8985663.00 8985663.00 0.0181 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KCL2 549300MS654K78GYF580 US31315KCL26 U.S. Government Agency Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0243 9982070.00 9982070.00 0.0201 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KGZ7 549300MS654K78GYF580 US31315KGZ75 U.S. Government Agency Debt Y 2019-06-17 2019-06-17 2019-06-17 N N N 0.0249 4954100.00 4954100.00 0.0100 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 2.439900% 3132X0S93 549300MS654K78GYF580 US3132X0S934 U.S. Government Agency Debt Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0244 10000000.00 10000000.00 0.0201 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 313384BH1 2549001DPIFGXC1TOL40 US313384BH11 U.S. Government Agency Debt Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0001 50000000.00 50000000.00 0.1006 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 313384BQ1 2549001DPIFGXC1TOL40 US313384BQ10 U.S. Government Agency Debt Y 2019-02-08 2019-02-08 2019-02-08 N N N 0.0242 21689909.50 21689909.50 0.0436 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384CJ6 2549001DPIFGXC1TOL40 US313384CJ67 U.S. Government Agency Debt Y 2019-02-26 2019-02-26 2019-02-26 N N N 0.0243 29950200.00 29950200.00 0.0602 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384CU1 2549001DPIFGXC1TOL40 US313384CU13 U.S. Government Agency Debt Y 2019-03-08 2019-03-08 2019-03-08 N N N 0.0244 9976670.00 9976670.00 0.0201 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384DA4 2549001DPIFGXC1TOL40 US313384DA40 313384DA4 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services NR 2019-03-14 2019-03-14 2019-03-14 N N N 0.0244 10969937.00 10969937.00 0.0221 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 2.700100% 3133EGAU9 US3133EGAU95 U.S. Government Agency Debt Y 2019-02-16 2019-05-16 2019-05-16 N N N 0.0245 4082986.52 4082986.52 0.0082 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.658900% 3133EGUP8 US3133EGUP80 U.S. Government Agency Debt Y 2019-02-15 2019-03-15 2019-03-15 N N N 0.0243 3000853.80 3000853.80 0.0060 N N N N Tennessee Valley Authority Tennessee Valley Authority 880592BM1 549300HE1ISW43LNKM54 US880592BM10 U.S. Government Agency Debt Y 2019-02-05 2019-02-05 2019-02-05 N N N 0.0242 49986700.00 49986700.00 0.1005 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank 2.540000% 8911A0009 PT3QB789TSUIDF371261 0000947263 8911A0009 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2023-07-31 2.750000 2999800.00 3030727.94 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-06-30 1.625000 3000300.00 2965201.21 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2020-08-31 2.125000 3473200.00 3480915.21 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-03-31 2.500000 3022000.00 3047435.58 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-03-15 2.375000 3755000.00 3776831.07 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-11-15 2.250000 3214800.00 3123197.20 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-09-30 1.875000 1906700.00 1877443.31 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2022-08-31 1.625000 2999900.00 2931316.57 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-10-31 1.250000 1306700.00 1266959.07 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0258 25000000.00 25000000.00 0.0503 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UN7 N.A. US912796UN78 U.S. Treasury Debt Y 2019-02-12 2019-02-12 2019-02-12 N N N 0.0235 68151809.88 68151809.88 0.1371 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UQ0 N.A. US912796UQ00 U.S. Treasury Debt Y 2019-02-26 2019-02-26 2019-02-26 N N N 0.0239 46602579.47 46602579.47 0.0937 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.625000% 912828D23 N.A. US912828D234 912828D23_1.62_0430 U.S. Treasury Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0244 4990039.05 4990039.05 0.0100 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.750000% 912828F39 N.A. US912828F395 U.S. Treasury Debt Y 2019-09-30 2019-09-30 2019-09-30 N N N 0.0254 4974414.05 4974414.05 0.0100 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828SX9 N.A. US912828SX98 U.S. Treasury Debt Y 2019-05-31 2019-05-31 2019-05-31 N N N 0.0245 4978515.60 4978515.60 0.0100 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828T59 N.A. US912828T594 U.S. Treasury Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0255 4946484.40 4946484.40 0.0099 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828TN0 N.A. US912828TN08 U.S. Treasury Debt Y 2019-08-31 2019-08-31 2019-08-31 N N N 0.0253 4956640.60 4956640.60 0.0100 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828UB4 N.A. US912828UB41 U.S. Treasury Debt Y 2019-11-30 2019-11-30 2019-11-30 N N N 0.0256 4936718.75 4936718.75 0.0099 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828W30 N.A. US912828W309 U.S. Treasury Debt Y 2019-02-28 2019-02-28 2019-02-28 N N N 0.0238 4995285.65 4995285.65 0.0100 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828W97 N.A. US912828W978 U.S. Treasury Debt Y 2019-03-31 2019-03-31 2019-03-31 N N N 0.0242 4990632.60 4990632.60 0.0100 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.625000% 912828WW6 N.A. US912828WW69 U.S. Treasury Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0246 4979492.20 4979492.20 0.0100 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828XV7 N.A. US912828XV77 U.S. Treasury Debt Y 2019-06-30 2019-06-30 2019-06-30 N N N 0.0246 4975390.60 4975390.60 0.0100 N Y Y N Bank of America NA Bank of America NA 2.550000% 912KNQ001 B4TYDEB6GKMZO031MB27 0001102113 912KNQ001_2.55_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N United States Treasury Strip Principal N.A. 2047-02-15 0.00 60515500.00 25500021.39 U.S. Treasuries (including strips) Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0255 25000000.00 25000000.00 0.0503 N Y Y N MainStay VP Funds Trust 2019-02-07 /s/Jack Benintende Jack Benintende Treasurer