N-MFP2 0000887340 XXXXXXXX 2019-03-31 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 39 39 254634427.85 252418147.97 281542421.08 265630259.31 262509052.87 420541056.79 420792691.63 420985207.78 418014463.94 407904251.85 0.5407 0.5391 0.6010 0.5706 0.5764 0.8930 0.8987 0.8987 0.8980 0.8956 526.78 455171033.74 455136940.14 267604.68 1017427.46 454387644.14 454351137.6800 1.0000 0.0245 1.0001 1.0001 1.0001 1.0001 1.0002 C000025824 1.00 454387644.14 454351137.6800 1.0001 1.0001 1.0001 1.0001 1.0002 6928593.60 9862917.91 4388849.17 7156779.84 3804974.20 3782440.01 2531442.44 5705330.22 7714638.86 18013257.80 19412295.45 36330577.62 0.0202 N RBC Capital Markets LLC RBC Capital Markets LLC 2.530000% 15499L000 549300LCO2FLSSVFFR64 0000050916 15499L000_2.53_0401 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2021-04-15 2.375000 35270000.00 35710656.21 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0257 35003000.00 35003000.00 0.0770 N Y Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KGK0 549300MS654K78GYF580 US31315KGK07 U.S. Government Agency Debt Y 2019-06-03 2019-06-03 2019-06-03 N N N 0.0246 24894125.00 24894125.00 0.0548 N N N 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 0.0247 4974119.45 4974119.45 0.0109 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313312EV8 US313312EV82 313312EV8 U.S. Government Agency Debt Y DBRS Ltd. NR Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-04-26 2019-04-26 2019-04-26 N N N 0.0246 7986555.52 7986555.52 0.0176 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 9998655.60 9998655.60 0.0220 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 12496638.88 12496638.88 0.0275 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 0.0246 7636777.34 7636777.34 0.0168 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 0.0246 34960002.70 34960002.70 0.0769 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384ER6 2549001DPIFGXC1TOL40 US313384ER65 U.S. Government Agency Debt Y 2019-04-22 2019-04-22 2019-04-22 N N N 0.0246 4898075.76 4898075.76 0.0108 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384FC8 2549001DPIFGXC1TOL40 US313384FC87 U.S. Government Agency Debt Y 2019-05-03 2019-05-03 2019-05-03 N N N 0.0246 9978488.90 9978488.90 0.0220 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 0.0246 13317871.84 13317871.84 0.0293 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396EM1 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 0.0246 14982858.30 14982858.30 0.0330 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 2.671800% 3133EGAU9 US3133EGAU95 U.S. Government Agency Debt Y 2019-04-16 2019-05-16 2019-05-16 N N N 0.0245 4081192.38 4081192.38 0.0090 N N N N Tennessee Valley Authority Tennessee Valley Authority 880592EK2 549300HE1ISW43LNKM54 US880592EK27 U.S. Government Agency Debt Y 2019-04-16 2019-04-16 2019-04-16 N N N 0.0246 42457145.98 42457145.98 0.0934 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. 2022-03-31 1.875000 25490800.00 25500027.11 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0259 25000000.00 25000000.00 0.0550 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RG6 N.A. US912796RG64 U.S. Treasury Debt Y 2019-04-11 2019-04-11 2019-04-11 N N N 0.0241 23891232.38 23891232.38 0.0526 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RH4 N.A. US912796RH48 U.S. Treasury Debt Y 2019-04-18 2019-04-18 2019-04-18 N N N 0.0240 15304888.24 15304888.24 0.0337 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UW7 N.A. US912796UW77 U.S. Treasury Debt Y 2019-04-09 2019-04-09 2019-04-09 N N N 0.0241 53978466.48 53978466.48 0.1188 Y Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796UX5 N.A. US912796UX50 U.S. Treasury Debt Y 2019-04-16 2019-04-16 2019-04-16 N N N 0.0240 24620688.69 24620688.69 0.0542 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.000000% 9128283S7 N.A. US9128283S79 U.S. Treasury Debt Y 2020-01-31 2020-01-31 2020-01-31 N N N 0.0240 4983398.45 4983398.45 0.0110 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 4996675.30 4996675.30 0.0110 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 0.0249 4981835.95 4981835.95 0.0110 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 0.0246 4988965.55 4988965.55 0.0110 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 0.0248 4960742.20 4960742.20 0.0109 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 0.0250 4969335.95 4969335.95 0.0109 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 0.0243 4953125.00 4953125.00 0.0109 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 912828UF5 N.A. US912828UF54 U.S. Treasury Debt Y 2019-12-31 2019-12-31 2019-12-31 N N N 0.0243 4951757.80 4951757.80 0.0109 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 912828W22 N.A. US912828W226 U.S. Treasury Debt Y 2020-02-15 2020-02-15 2020-02-15 N N N 0.0243 4954492.20 4954492.20 0.0109 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 0.0125 5000000.00 5000000.00 0.0110 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 4985546.90 4985546.90 0.0110 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 4984375.00 4984375.00 0.0110 N Y Y N Bank of America NA Bank of America NA 2.550000% 912KNQ001 B4TYDEB6GKMZO031MB27 0001102113 912KNQ001_2.55_0401 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2020-01-31 1.250000 9176800.00 9106305.95 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2023-09-30 2.875000 15720800.00 16393760.80 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0255 25000000.00 25000000.00 0.0550 N Y Y N MainStay VP Funds Trust 2019-04-05 /s/Jack Benintende Jack Benintende Treasurer