N-MFP2 0000887340 XXXXXXXX 2019-05-31 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 37 47 237115148.42 255475306.88 319221485.98 294417762.12 291606556.75 420892948.14 424406890.18 422718935.52 417947366.70 363243183.56 0.5577 0.6017 0.7548 0.6644 0.6822 0.9899 0.9995 0.9995 0.9431 0.8498 36.58 427318054.15 427281232.75 135509.51 921521.49 426495257.35 426460768.7550 1.0000 0.0242 1.0001 1.0002 1.0002 1.0001 1.0002 C000025824 1.00 426495257.35 426460768.7550 1.0001 1.0002 1.0002 1.0001 1.0002 4498415.96 10032096.15 4927479.93 5667099.32 4537245.39 6421515.23 11418047.91 6426589.69 2180188.90 2991282.30 26439555.71 27140782.54 0.0199 N RBC Capital Markets LLC RBC Capital Markets LLC 2.470000% 15499L000 549300LCO2FLSSVFFR64 0000050916 15499L000_2.47_0603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2023-10-31 2.875000 34408000.00 35782079.18 U.S. Treasuries (including strips) U.S. Treasury Note N.A. 2021-02-15 3.625000 3700.00 3834.60 U.S. Treasuries (including strips) Y 2019-06-03 2019-06-03 2019-06-03 N N N 0.0250 35077000.00 35077000.00 0.0822 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 0.0001 25000000.00 25000000.00 0.0586 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 0.0237 4995450.00 4995450.00 0.0117 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384GM5 2549001DPIFGXC1TOL40 US313384GM50 U.S. Government Agency Debt Y 2019-06-05 2019-06-05 2019-06-05 N N N 0.0237 22620059.01 22620059.01 0.0530 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384HH5 2549001DPIFGXC1TOL40 US313384HH56 U.S. Government Agency Debt Y 2019-06-25 2019-06-25 2019-06-25 N N N 0.0238 3095567.00 3095567.00 0.0073 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384JN0 2549001DPIFGXC1TOL40 US313384JN07 U.S. Government Agency Debt Y 2019-07-24 2019-07-24 2019-07-24 N N N 0.0238 9966850.00 9966850.00 0.0234 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384KM0 2549001DPIFGXC1TOL40 US313384KM05 U.S. Government Agency Debt Y 2019-08-16 2019-08-16 2019-08-16 N N N 0.0239 13932372.16 13932372.16 0.0327 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384KZ1 2549001DPIFGXC1TOL40 US313384KZ18 U.S. Government Agency Debt Y 2019-08-28 2019-08-28 2019-08-28 N N N 0.0240 35146577.06 35146577.06 0.0824 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.409400% 3133EKNG7 US3133EKNG76 U.S. Government Agency Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0244 14995957.95 14995957.95 0.0352 N N N N Tennessee Valley Authority Tennessee Valley Authority 880592GU8 549300HE1ISW43LNKM54 US880592GU80 U.S. Government Agency Debt Y 2019-06-12 2019-06-12 2019-06-12 N N N 0.0237 23985960.00 23985960.00 0.0562 N N Y N Tennessee Valley Authority Tennessee Valley Authority 880592HB9 549300HE1ISW43LNKM54 US880592HB90 U.S. Government Agency Debt Y 2019-06-19 2019-06-19 2019-06-19 N N N 0.0237 6972740.80 6972740.80 0.0163 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank 2.470000% 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. 2023-11-30 2.875000 24615400.00 25500077.48 U.S. Treasuries (including strips) Y 2019-06-03 2019-06-03 2019-06-03 N N N 0.0250 25000000.00 25000000.00 0.0586 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VE6 N.A. US912796VE60 U.S. Treasury Debt Y 2019-06-04 2019-06-04 2019-06-04 N N N 0.0229 979938.56 979938.56 0.0023 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VF3 N.A. US912796VF36 U.S. Treasury Debt Y 2019-06-11 2019-06-11 2019-06-11 N N N 0.0230 50231694.60 50231694.60 0.1178 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VG1 N.A. US912796VG19 U.S. Treasury Debt Y 2019-06-18 2019-06-18 2019-06-18 N N N 0.0231 1899199.87 1899199.87 0.0045 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VH9 N.A. US912796VH91 U.S. Treasury Debt Y 2019-06-25 2019-06-25 2019-06-25 N N N 0.0232 83596889.14 83596889.14 0.1960 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 0.0233 4989062.50 4989062.50 0.0117 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 0.0240 4989453.10 4989453.10 0.0117 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 0.0237 4975000.00 4975000.00 0.0117 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 0.0247 4982226.55 4982226.55 0.0117 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 0.0240 4966015.60 4966015.60 0.0116 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 0.0238 4964453.10 4964453.10 0.0116 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 0.0234 4966601.55 4966601.55 0.0116 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 0.0244 4993388.90 4993388.90 0.0117 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 0.0242 4995596.70 4995596.70 0.0117 N Y Y N Bank of America NA Bank of America NA 2.470000% 912KNQ001 B4TYDEB6GKMZO031MB27 0001102113 912KNQ001_2.47_0603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N United States Treasury Bond N.A. 2045-05-15 3.000000 23827700.00 25500007.76 U.S. Treasuries (including strips) Y 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 25000000.00 25000000.00 0.0586 N Y Y N MainStay VP Funds Trust 2019-06-07 /s/Jack Benintende Jack Benintende Treasurer