N-MFP2 0000887340 XXXXXXXX 2019-08-31 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 22 64 133848075.57 137251338.45 163618289.53 162317632.66 221481385.77 275701550.07 279144293.07 278540776.72 286888993.28 314332378.30 0.3379 0.3434 0.4100 0.4080 0.5419 0.6960 0.6985 0.6980 0.7211 0.7691 29487.85 408288914.04 408227190.85 399184.83 812888.98 407842974.55 407808297.8070 1.0000 0.0217 1.0002 1.0002 1.0002 1.0002 1.0002 C000025824 1.00 407842974.55 407808297.8070 1.0002 1.0002 1.0002 1.0002 1.0002 4870469.38 13912451.19 9195879.81 5721994.06 4149248.31 4902134.90 2974082.77 4351111.61 13253650.17 2538441.72 30908884.56 20866703.56 0.0172 N RBC Capital Markets LLC RBC Capital Markets LLC 2.130000% 15499L000 549300LCO2FLSSVFFR64 0000050916 15499L000_2.13_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2023-04-30 2.750000 33396000.00 35243227.87 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 34544000.00 34544000.00 0.0847 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 2.120000% 3130AGLX1 2549001DPIFGXC1TOL40 US3130AGLX13 U.S. Government Agency Debt Y 2019-09-03 2019-12-11 2019-12-11 N N N 0.0215 12998908.91 12998908.91 0.0319 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.125000% 3130AGQB4 2549001DPIFGXC1TOL40 US3130AGQB48 U.S. Government Agency Debt Y 2019-09-03 2019-10-10 2019-10-10 N N N 0.0215 15999578.88 15999578.88 0.0392 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 31315KLF5 549300MS654K78GYF580 US31315KLF56 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0001 13000000.00 13000000.00 0.0319 N Y Y N Federal Farm Credit Banks Federal Farm Credit Banks 313312LP3 US313312LP32 U.S. Government Agency Debt Y 2019-09-11 2019-09-11 2019-09-11 N N N 0.0210 9995400.00 9995400.00 0.0245 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384LR8 2549001DPIFGXC1TOL40 US313384LR82 U.S. Government Agency Debt Y 2019-09-13 2019-09-13 2019-09-13 N N N 0.0210 11993100.00 11993100.00 0.0294 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384MD8 2549001DPIFGXC1TOL40 US313384MD87 U.S. Government Agency Debt Y 2019-09-25 2019-09-25 2019-09-25 N N N 0.0210 9647780.10 9647780.10 0.0237 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384NC9 2549001DPIFGXC1TOL40 US313384NC95 U.S. Government Agency Debt Y 2019-10-18 2019-10-18 2019-10-18 N N N 0.0206 9635487.75 9635487.75 0.0236 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384NK1 2549001DPIFGXC1TOL40 US313384NK12 U.S. Government Agency Debt Y 2019-10-25 2019-10-25 2019-10-25 N N N 0.0206 16581237.18 16581237.18 0.0407 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 2.092000% 3133EKNG7 US3133EKNG76 U.S. Government Agency Debt Y 2019-09-30 2020-04-30 2020-04-30 N N N 0.0212 14995402.20 14995402.20 0.0368 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.234300% 3133EKTJ5 US3133EKTJ51 U.S. Government Agency Debt Y 2019-09-03 2020-07-02 2020-07-02 N N N 0.0212 9998043.20 9998043.20 0.0245 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.120000% 3134GTC43 US3134GTC432 U.S. Government Agency Debt Y 2019-09-03 2020-04-13 2020-04-13 N N N 0.0214 39994090.40 39994090.40 0.0981 N N N N Tennessee Valley Authority Tennessee Valley Authority 880592LG3 549300HE1ISW43LNKM54 US880592LG32 U.S. Government Agency Debt Y 2019-09-04 2019-09-04 2019-09-04 N N N 0.0210 34997987.50 34997987.50 0.0858 N N Y N Toronto-Dominion Bank Toronto-Dominion Bank 2.130000% 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 23921600.00 25500048.21 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0216 25000000.00 25000000.00 0.0613 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VU0 N.A. US912796VU03 U.S. Treasury Debt Y 2019-09-10 2019-09-10 2019-09-10 N N N 0.0204 26292699.48 26292699.48 0.0645 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VW6 N.A. US912796VW68 U.S. Treasury Debt Y 2019-09-24 2019-09-24 2019-09-24 N N N 0.0207 12040654.55 12040654.55 0.0295 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VY2 N.A. US912796VY25 U.S. Treasury Debt Y 2019-10-08 2019-10-08 2019-10-08 N N N 0.0203 39523096.40 39523096.40 0.0969 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VZ9 N.A. US912796VZ99 U.S. Treasury Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0202 11096178.39 11096178.39 0.0272 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 0.0195 5000976.55 5000976.55 0.0123 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 0.0206 4998801.70 4998801.70 0.0123 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 0.0208 4993772.15 4993772.15 0.0122 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.000000% 912828TN0 N.A. US912828TN08 U.S. Treasury Debt Y 2019-09-03 2019-09-03 2019-08-31 N N N 0.0100 5000000.00 5000000.00 0.0123 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 0.0202 4987695.30 4987695.30 0.0122 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 0.0198 4986132.80 4986132.80 0.0122 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 0.0192 4987890.60 4987890.60 0.0122 N Y Y N Bank of America NA Bank of America NA 2.130000% 912KNQ001 B4TYDEB6GKMZO031MB27 0001102113 912KNQ001_2.13_0903 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N United States Treasury Inflation Indexed Note N.A. 2027-07-15 0.375000 23538500.00 25500001.27 U.S. Treasuries (including strips) Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0213 25000000.00 25000000.00 0.0613 N Y Y N MainStay VP Funds Trust 2019-09-09 /s/Jack Benintende Jack Benintende Treasurer