N-MFP2 0000887340 XXXXXXXX 2019-09-30 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 15 50 223994421.75 224243884.33 234878367.96 233701796.62 315581748.43 320555761.68 322259631.69 301452362.02 0.00 0.5464 0.5404 0.5637 0.5620 0.7698 0.7726 0.7734 0.7250 0.0000 603.76 415396442.75 415367250.67 406269.58 805519.78 414968604.23 414933321.8640 1.0000 0.0204 1.0002 1.0002 1.0001 1.0001 0.0000 C000025824 1.00 414968604.23 414933321.8640 1.0002 1.0002 1.0001 1.0001 0.0000 4305816.95 2477443.94 8979121.63 4198036.22 4989181.80 3414160.26 3980520.98 4996525.13 0.00 0.00 22817832.92 15692203.24 0.0159 N RBC Capital Markets LLC RBC Capital Markets LLC 2.350000% 15499L000 549300LCO2FLSSVFFR64 0000050916 15499L000_2.35_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2020-12-31 1.750000 38972600.00 39116564.78 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0238 38347000.00 38347000.00 0.0924 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 1.820000% 3130AGLX1 2549001DPIFGXC1TOL40 US3130AGLX13 U.S. Government Agency Debt Y 2019-10-01 2019-12-11 2019-12-11 N N N 0.0185 12999956.84 12999956.84 0.0313 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.825000% 3130AGQB4 2549001DPIFGXC1TOL40 US3130AGQB48 U.S. Government Agency Debt Y 2019-10-01 2019-10-10 2019-10-10 N N N 0.0185 15999987.04 15999987.04 0.0386 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384ML0 2549001DPIFGXC1TOL40 US313384ML04 U.S. Government Agency Debt Y 2019-10-02 2019-10-02 2019-10-02 N N N 0.0191 24998694.50 24998694.50 0.0602 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384MR7 2549001DPIFGXC1TOL40 US313384MR73 U.S. Government Agency Debt Y 2019-10-07 2019-10-07 2019-10-07 N N N 0.0191 16494830.06 16494830.06 0.0397 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 0.0191 9651424.05 9651424.05 0.0233 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 0.0191 16609157.12 16609157.12 0.0400 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384QZ5 2549001DPIFGXC1TOL40 US313384QZ53 U.S. Government Agency Debt Y 2019-12-26 2019-12-26 2019-12-26 N N N 0.0190 19910655.60 19910655.60 0.0480 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.023500% 3133EKNG7 US3133EKNG76 U.S. Government Agency Debt Y 2019-10-30 2020-04-30 2020-04-30 N N N 0.0209 14991681.60 14991681.60 0.0361 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.110300% 3133EKTJ5 US3133EKTJ51 U.S. Government Agency Debt Y 2019-10-02 2020-07-02 2020-07-02 N N N 0.0210 9994349.70 9994349.70 0.0241 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.820000% 3134GTC43 US3134GTC432 U.S. Government Agency Debt Y 2019-10-01 2020-04-13 2020-04-13 N N N 0.0186 39996799.20 39996799.20 0.0964 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 2.300000% 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. 2024-09-30 1.500000 25560000.00 25500087.36 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0233 25000000.00 25000000.00 0.0602 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RF8 N.A. US912796RF81 U.S. Treasury Debt Y 2019-10-10 2019-10-10 2019-10-10 N N N 0.0179 10995139.32 10995139.32 0.0265 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796VX4 N.A. US912796VX42 U.S. Treasury Debt Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0000 18834000.00 18834000.00 0.0454 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 0.0177 67358071.59 67358071.59 0.1623 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 0.0172 11114668.71 11114668.71 0.0268 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796WA3 N.A. US912796WA30 U.S. Treasury Debt Y 2019-10-22 2019-10-22 2019-10-22 N N N 0.0182 12130294.17 12130294.17 0.0292 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 0.0191 5001367.20 5001367.20 0.0121 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 0.0209 4997898.50 4997898.50 0.0120 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 0.0205 4991366.00 4991366.00 0.0120 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 0.0194 4989843.75 4989843.75 0.0120 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 0.0195 4989257.80 4989257.80 0.0120 N Y Y N Bank of America NA Bank of America NA 2.300000% 912KNQ001 B4TYDEB6GKMZO031MB27 0001102113 912KNQ001_2.30_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note N.A. 2020-07-15 1.250000 21517100.00 25500024.42 U.S. Treasuries (including strips) Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0230 25000000.00 25000000.00 0.0602 N Y Y N MainStay VP Funds Trust 2019-10-07 /s/Jack Benintende Jack Benintende Treasurer