N-MFP2 0000887340 XXXXXXXX 2019-02-28 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 32 32 314770674.19 292845102.14 288969278.66 281092096.53 481298795.39 460075884.64 456288276.16 462080506.00 0.00 0.6378 0.6102 0.6068 0.5926 0.9752 0.9586 0.9582 0.9741 0.0000 886.90 472076770.34 472067351.22 171301.51 933699.50 471305840.13 471268061.3610 1.0000 0.0243 1.0001 1.0001 1.0001 1.0001 0.0000 C000025824 1.00 471305840.13 471268061.3610 1.0001 1.0001 1.0001 1.0001 0.0000 6158530.21 18286645.65 14911845.68 28556900.68 3851038.26 7861788.06 4645272.92 6656418.75 0.00 0.00 30267025.59 56130360.50 0.0199 N Bank of Montreal Bank of Montreal 2.530000% 06399G001 NQQ6HPCNCCU6TUTQYE16 0000009622 06399G001_2.53_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2025-01-31 2.500000 8600.00 8590.06 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2027-11-15 2.250000 107600.00 104807.70 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2026-08-15 0.00 400.00 370.09 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-07-15 2.625000 23262000.00 23402516.62 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-05-15 2.625000 1957800.00 1977522.78 U.S. Treasuries (including strips) United States Treasury Strip Principal N.A. 2046-02-15 0.00 2400.00 1039.13 U.S. Treasuries (including strips) United States Treasury Bill N.A. 2019-05-23 0.00 1000.00 994.42 U.S. Treasuries (including strips) United States Treasury Bill N.A. 2019-09-12 0.00 200.00 197.34 U.S. Treasuries (including strips) United States Treasury Bill N.A. 2019-06-20 0.00 4000.00 3970.16 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0253 25000000.00 25000000.00 0.0530 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 2.530000% 15499L000 549300LCO2FLSSVFFR64 0000050916 15499L000_2.53_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2027-05-15 2.375000 36256700.00 35731152.32 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 35028000.00 35028000.00 0.0743 N Y Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KCM0 549300MS654K78GYF580 US31315KCM09 U.S. Government Agency Debt Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0001 25000000.00 25000000.00 0.0530 N Y 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 4963400.00 4963400.00 0.0105 N N N 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 0.0241 9995370.00 9995370.00 0.0212 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y 2019-03-13 2019-03-13 2019-03-13 N N N 0.0241 14988105.00 14988105.00 0.0318 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 0.0242 10990551.00 10990551.00 0.0233 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384DW6 2549001DPIFGXC1TOL40 US313384DW69 U.S. Government Agency Debt Y 2019-04-03 2019-04-03 2019-04-03 N N N 0.0245 9977910.00 9977910.00 0.0212 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384DY2 2549001DPIFGXC1TOL40 US313384DY26 U.S. Government Agency Debt Y 2019-04-05 2019-04-05 2019-04-05 N N N 0.0245 12470712.50 12470712.50 0.0265 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384EL9 2549001DPIFGXC1TOL40 US313384EL95 U.S. Government Agency Debt Y 2019-04-17 2019-04-17 2019-04-17 N N N 0.0245 7620948.83 7620948.83 0.0162 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384EM7 2549001DPIFGXC1TOL40 US313384EM78 U.S. Government Agency Debt Y 2019-04-18 2019-04-18 2019-04-18 N N N 0.0245 34887545.00 34887545.00 0.0740 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384GE3 2549001DPIFGXC1TOL40 US313384GE35 313384GE3 U.S. Government Agency Debt Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-29 2019-05-29 2019-05-29 N N N 0.0247 13290007.29 13290007.29 0.0282 N N N N Federal Agricultural Mortgage Corp. Federal Home Loan Mortgage Corp. 313396EM1 549300MS654K78GYF580 US313396EM17 313396EM1 U.S. Government Agency Debt Y A.M. Best Company, Inc. NR Egan-Jones Rating Company NR Morningstar Credit Ratings, LLC NR 2019-04-18 2019-04-18 2019-04-18 N N N 0.0245 14951805.00 14951805.00 0.0317 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 2.671400% 3133EGAU9 US3133EGAU95 U.S. Government Agency Debt Y 2019-03-16 2019-05-16 2019-05-16 N N N 0.0245 4081987.98 4081987.98 0.0087 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.638800% 3133EGUP8 US3133EGUP80 U.S. Government Agency Debt Y 2019-03-15 2019-03-15 2019-03-15 N N N 0.0237 3000310.50 3000310.50 0.0064 N N N N Tennessee Valley Authority Tennessee Valley Authority 880592CR9 549300HE1ISW43LNKM54 US880592CR97 U.S. Government Agency Debt Y 2019-03-05 2019-03-05 2019-03-05 N N N 0.0241 49986800.00 49986800.00 0.1061 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank 2.550000% 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. 2023-08-31 2.750000 25228100.00 25500058.92 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 25000000.00 25000000.00 0.0530 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796US6 N.A. US912796US65 U.S. Treasury Debt Y 2019-03-12 2019-03-12 2019-03-12 N N N 0.0239 46142805.46 46142805.46 0.0979 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UT4 N.A. US912796UT49 U.S. Treasury Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0240 19612829.52 19612829.52 0.0416 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UU1 N.A. US912796UU12 U.S. Treasury Debt Y 2019-03-26 2019-03-26 2019-03-26 N N N 0.0242 35321340.31 35321340.31 0.0749 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 0.0245 4993080.80 4993080.80 0.0106 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 0.0256 4976757.80 4976757.80 0.0106 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 0.0247 4983203.10 4983203.10 0.0106 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 0.0254 4952734.40 4952734.40 0.0105 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 0.0256 4961718.75 4961718.75 0.0105 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 0.0255 4942578.10 4942578.10 0.0105 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 4995136.20 4995136.20 0.0106 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 0.0249 4982031.25 4982031.25 0.0106 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 0.0251 4979101.55 4979101.55 0.0106 N Y Y N Bank of America NA Bank of America NA 2.560000% 912KNQ001 B4TYDEB6GKMZO031MB27 0001102113 912KNQ001_2.56_0301 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. 2028-02-15 0.00 19816187.57 15478225.95 U.S. Treasuries (including strips) United States Treasury Strip Principal N.A. 2043-08-15 0.00 21401700.00 10021774.06 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 25000000.00 25000000.00 0.0530 N Y Y N MainStay VP Funds Trust 2019-03-07 /s/Jack Benintende Jack Benintende Treasurer